线性规划模型(Linear.pptVIP

Chapter 3Introduction to Linear Programming to accompanyOperations Research: Applications Algorithms,4th edition, by Wayne L. Winston 3.1 - What Is a Linear Programming Problem? Introduction to Linear Programming 線性規劃模型(Linear Programming model)是在一組「線性」的限制式(a set of linear constraints)之下，尋找極大化(maximize)或極小化(minimize)一個特定的目標函數(objective function) 線性規劃模型由下列三個部分組成: 一組決策變數 (A set of decision variables) 一個特定的目標函數(An objective function) 一組「線性」的限制式 (A set of constraints) Assumptions for Linear Programming 參數具有「確定性」(certainty) 目標函數與限制式符合「固定規模報酬」之假設(constant returns to scale) 「疊加性」之假設：決策變數間沒有互動性 ，即某函數之總價值只能藉由線性加總求得 「連續性」 (Continuity) 之假設變數值必須再某一個可行範圍內 Example of Industries Production Problem 生產兩種玩具模型: 宇宙光Space Ray. 射擊手Zapper. 資源限制(Resources) 1000 磅特殊塑膠化合物 (special plastic) 每週40 小時生產時間(40 hrs of production time per week) Example of Industries Production Problem 市場需求(Marketing requirement) 每週總產量至多 700 打 Space Rays週產量不能過Zappers 350打以上 Example of Industries Production Problem 生產需求: Space Ray每打利潤(profit) $8，Zappers每打利潤(profit) $5 盡量多生產Space Ray，剩餘資源再生產Zapper Example of Industries Production Problem 決策變數(Decisions variables): X1 = 每週生產的 Space Rays 打數 X2 =每週生產的 Zappers 打數 目標函數(Objective Function): 極大化每週總利潤 Example of Industries Production Problem Max 8X1 + 5X2 (每週總利潤) subject to 2X1 + 1X2 ￡ 1000 (塑膠原料,Plastic) 3X1 + 4X2 ￡ 2400 (生產時間,Production Time) X1 + X2 ￡ 700 (最大產量,Total production) X1 - X2 ￡ 350 (組合) Xj = 0, j = 1,2 (非負值,Nonnegativity) Graphical Analysis of Linear Programming 圖形表示法(graphical presentation) 所有限制式(all the constraints) 目標函數(objective function) 可行點(three types of feasible points) Graphical Analysis – the Feasible Region Graphical Analysis – the Feasible Region Graphical Analysis – the Feasible Region The search for an optimal solution Summary of the optimal solution Space Rays X1 * = 320 dozen Zappers X2 * = 360 dozen Profit Z * = $4360