最优化-lec3-lp 最优化理论与基本方法课件（英文版－南京大学）.pptVIP

* Sensitivity Analysis Example (Sensitivity Analysis) We will examine these ideas via an example. The optimal basic solution is * Sensitivity Analysis In this case, the optimal basis keeps the same and * Degeneracy A BFS is a degenerate BFS if one or more basic variables are zero in the BFS. Example: * Degeneracy Suppose that at some iteration in the simplex method, we have the following situation: The above situation can lead to the following consequence: degenerate problem * Degeneracy Consider the problem: * Termination Terminating without degeneracy If we don’t meet any degenerate problem when applying the simplex method, we can always terminate as indicated by the following theorem. * Termination * Termination Terminating with degeneracy [Reference] Robert G. Bland, New finite pivoting rules for the simplex method, Mathematics of Operations Research 2 (1977) pp. 103-107. * Termination * The Dual Problem(对偶问题) For every linear programming problem there is a companion problem It is called the “dual” linear program The roles of variables and constraints are reversed Consider a baker who makes and sells two types of cakes, one simple and one elaborate. Both cakes require basic ingredients (flour, sugar, eggs, …), as well as fancier ingredients such as nuts and fruit for decoration and flavor, with the elaborate cake using more of the fancier ingredients. There are also greater labor costs associated with the elaborate cake. The baker would like to maximize profit. Example * The Dual Problem Suppose that some other company would like to take over the baker’s business. What price should be offered? A price could be determined by setting values on the baker’s assets (plain ingredients, fancy ingredients, and labor). This is the dual problem, which allows us to determine the daily value of the baker’s business. * The Dual Problem While it’s possible to define a dual to any linear program, the symmetry of the two problems is most obvious when the linear progr