CH07-线性.pdf

信息与软件工程学院 算法分析与设计 主讲教师：刘峤 第7章：线性规划 （Linear Programming ） 知识要点 1. 线性规划的基本概念 2. 求解线性规划问题  图解法与枚举法  单纯形法 3. 单纯形算法的设计与实现 线性规划的基本概念 线性规划  在生产管理和经济活动中经常提出这样一类问题  即如何合理地利用有限的人力、物力、财力等资源  以便得到最好的经济效果  线性规划问题 最优化问题  一个线性函数在线性等式或不等式约束条件下的极值问题  线性规划研究的问题主要有两类  任务确定后，如何统筹安排资源  做到用尽量少的人力和物力资源来完成任务  在人力和物力资源有限的情况下，如何安排使用资源  从而使完成的任务（创造的利润）最多 线性规划  线性规划是最优化方法发展最迅速，成就最大的一个分支  线性规划发展的黄金时期是20世纪50 ～60年代  线性规划方法研究的奠基人  苏联数学家 Leonid Kantorovich （ 1912～1986 ）  1939年提出线性规划问题，对资源最优分配理论做出重 要贡献而获得诺贝尔经济学奖（ 1975年 ）  主要贡献：将LP用于经济管理，创立最优计划理论  美国数学家 George Bernard Dantzig （1914～2005 ）  斯坦福大学运筹学和计算机科学教授，美国科学院院士  1975年获美国科学奖章和诺伊曼理论奖金 George Datzig During my first year at Berkeley I arrived late one day to one of Neymans classes. On the blackboard were two problems which I assumed had been assigned for homework. I copied them down. A few days later I apologized to Neyman for taking so long to do the homework - the problems seemed to be a little harder to do than usual. I asked him if he still wanted the work. He told me to throw it on his desk. I did so reluctantly because his desk was covered with such a heap of papers that I feared my homework would be lost there forever. About six weeks later, one Sunday morning about eight oclock, Anne and I were awakened by someone banging on our front door. It was Neyman. He rushed in with papers in hand, all excited: Ive just written an introduction to one of your papers. Read it so I can send it out right away for publication. For a minute I had no idea what he was talking about. To make a long story short, the problems on the blackboard whic