线性规划的对偶性分析.pptx

Duality Theory in LPLinear ProgrammingA model consisting of linear relationshipsrepresenting a firm’s objective and resource constraintsLP is a mathematical modeling technique used to determine a level of operational activity in order to achieve an objective, subject to restrictions called constraintsLP Model FormulationDecision variablesmathematical symbols representing levels of activity of an operationObjective functiona linear relationship reflecting the objective of an operationmost frequent objective of business firms is to maximize profitmost frequent objective of individual operational units (such as a production or packaging department) is to minimize costConstrainta linear relationship representing a restriction on decision makingLP Model Formulation (cont.)Max/min z = c1x1 + c2x2 + ... + cnxnsubject to: a11x1 + a12x2 + ... + a1nxn (≤, =, ≥) b1 a21x1 + a22x2 + ... + a2nxn (≤, =, ≥) b2 : am1x1 + am2x2 + ... + amnxn (≤, =, ≥) bm xj = decision variables bi = constraint levels cj = objective function coefficients aij = constraint coefficientsGeometry of the Prototype ExampleMax 3 P1 + 5 P2s.t. P1 + 4 (Plant 1) 2 P2 12 (Plant 2) 3 P1 + 2 P2 18 (Plant 3) P1, P2 0 (nonnegativity)P2Every point in this nonnegative quadrant isassociated with a specific production alternative.( point = decision = solution )P10Geometry of the Prototype ExampleMax 3 P1 + 5 P2s.t. P1 + 4 (Plant 1) 2 P2 12 (Plant 2) 3 P1 + 2 P2 18 (Plant 3) P1, P2 0 (nonnegativity)P2 P1(4,0)(0,0)Geometry of the Prototype ExampleMax 3 P1 + 5 P2s.t. P1 + 4 (Plant 1) 2 P2 12 (Plant 2) 3 P1 + 2 P2 18 (Plant 3) P1, P2 0 (nonnegativity)P2(0,6) P1(4,0)(0,0)Geometry of the Prototype ExampleMax 3 P1 + 5 P2s.t. P1 + 4 (Plant 1) 2 P2 12 (Plant 2) 3 P1 + 2 P2 18 (Plant 3) P1, P2 0 (nonnegativity)P2(0,6)(2,6)(4,3) (9,0)P1(4,0)(0,0)Geometry of the Prototype ExampleMax 3 P1 + 5 P2s.t. P1 + 4 (Plant 1) 2 P2 12 (Plant 2) 3 P1 + 2 P2 18 (Plant 3) P1, P2