- Simplex

, Simplex
George Dantzig. H
, ,
.
.
:
i) H .
ii) , , .
iii) ,
, :
( ) , 0
:
m=6x+8y
x+y 10
2x+3y 12
x 0
y 0

:
2x+y 10
s1 2x+y+s1 = 10

.
:
m=6x+8y
-6x-8y+m=0

Simplex

,

.
Simplex :
m= 2x + 3y + 4z
x + 2y + 3z 12
2x + 5z 10
3x + y + z 6


x
1
2
3
-2

y
2
0
1
-3

z
3
5
1
-4

s1
1
0
0
0

s2
0
1
0
0

s3
0
0
1
0

m
0
0
0
1

12
10
6
0

1
0.
. -.
Simplex
- 0,
.
:
Simplex
x
y
s1
-1
0
1
1
1
0
1
0
0

s2
-2
1
3

m
0
0
1

2
5
15

, .
y, s1, m ,
x= s2 =0 , y=5 , s1 =2 , m=15.
Simplex ,
.
:
Simplex ,
, .

. .
,
. ,
: , ,
,
. ,

. 1
0
, .
.

 :

x
1
0
0

y
2
1
-2

s1
0
1
0

s2
3
1
10

m
0
0
1

26
10
12

. y .
26/2 10/1
(2,2)=1.

x
1
0
0

y
0
1
0

s1
-2
1
2

s2
1
1
12

m
0
0
1

6
10
32

R1+(-2)R2
R3+ 2R2

x=6 , y=10 , m=32

.
,
Simplex .
H Simplex
1. ,
,
.
2. Simplex .
3. . ,
. .
4. Simplex :
a)

b)

c)
.
5. 3.

 , Simplex
, ,
:
i) .
ii) ,
, :
( ) , 0
,
, .

Simplex - :

H Simplex -
1. m ,
m.
2. ( ) , 0
-1 .
3. ,
, 6,
.
4. :
a)

. .
b)
,
.
.
c)
.
5. 3
.
6.
Simplex .

- :
m= x+y
2x-y 30
-x+y 50
-m= -x-y
-2x+y -30
x-y -50

O Simplex
x

y
-2
1
1

s1

1
-1
1

s2
1
0
0

m
0

1
0

0
1

-30
-50
0

2 -50
. -1
-80/(-1) 50/(-1) .
(2,2)= -1.

x
-1
-1
2

y
0
1
0

-1
1

m
0
0
1

-80
50
-50

R2+R1
(-1)R2
R2+R3

y
0
1
0

1
0
0

s2
1

-80 ,

x
1
0

s1

s1
-1
-1
2

s2
-1
-2
3

m
0
0
-1

80
130
-210

(-1)R1
(-1)R1+R2
2R1+R3

,
x=80 , y=130 , s1 =s2 =0 , -m=-210 m
m = 210.

Simplex
- .
:
1) H Simplex ,
2 .
2) Simplex
.
.
Simplex
. Dual

.
.

 (Dual Problem)

m = RX
AX C
X0
dual
m = CU
AU R
U0

R :

:
:
C :

C :
U :
:
R :

C
C

R

dual :
,
.

,

.

.

dual :
m= 4x+2y
5x+y 5
5x+3y 10
x0 , y0

5 1 5
T = 5 3 10

4 2 0

5 5 4
T ' = 1 3 2

5 10 0

 dual
m= 5u+10
5u+5 4
u+3 2
u0 , 0
O dual

s1
s2
m
5
1
0
0
4
3
0
1
0
2
0
0
1
0

u
5
1
5

10

u
1
0
0

0
1
0

s1
3/10
-1/10
1/2

s2
-1/2
1/2
5/2

m
0
0
1

1/5
3/5
7

u=1/5 , =3/5 , m=7.

m=7 dual

.
x,y
, x=1/2 y=5/2.

T Simplex
.
Shell
.

2

. Niles
Des Plaines. 50

120 . Niles 70
Des Plaines 100 .
$8 Niles
$16 Des Plaines , $14
Niles $7 Des Plaines( 1000
).
,
.


.
x= Niles
y= Des Plaines
z= Niles
t= Des Plaines
c=

Niles
Des Plaines
1
1
0
0
1
0
0
1
8
16

Niles
0
1
1
0
14

Des Plaines
0
1
0
1
7

50
120
70
100

c = 8x + 16y + 14z + 7t
x +y
50
z+t 120
x+ z
70
y +t 100
x,y,z,t 0
.

c = RX
AX C
X0
T
X = [x y z t]
R = [ 8 16 14 7 ]
1
0
A=
1

1
0
0
1

0
1
1
0

0
1
0

C= [50 120 70 100]T

M R, A, C U = [u w r] Dual

c = CU
AU R
O Simplex
1
1
0
0
-50

0
0
1
1
-120

1
0
1
0
-70

0
1
0
1
-100

1
0
0
0
0

0
1
0
0
0

0
0
1
0
0

0
0
0
1
0

0
0
0
0
1

8
16
14
7
0

-120 .
7/1 14/1 , (4,2)=1.


1
1
0
0
-50

0
0
0
1
0

1
0
1
0
-70

0
1
-1
1
20

1
0
0
0
0

0
1
0
0
0

0
0
1
0
0

0
0
-1
1
120

0
0
0
0
1

8
16
7
7
840

-70 .
7/1 8/1 , (3,3)=1.

1
1
0
0
-50

0
0
0
1
0

0
0
1
0
0

1
1
-1
1
-50

1
0
0
0
0

0
1
0
0
0

-1
0
1
0
70

1
0
-1
1
50

0
0
0
0
1

1
16
7
7
1330

-50 .
1/1 16/1 , (1,1)=1.

1
0
0
0
0

0
0
0
1
0

0
0
1
0
0

1
0
-1
1
0

1
-1
0
0
50

0
1
0
0
0

-1
1
1
0
20

1
-1
-1
1
100

0
0
0
0
1

1
15
7
7
1380

c = 1380.
Shell $1380 (
1000 ).
. x=50 , y=0, z=20
t=100. Shell
50 Niles,
Des Plaines, 20 Niles 100
Des Plaines.