《随机规划-姚凯》MathematicalProgramming.pdf

文档介绍：UTLogo100Stochastic ProgrammingSchool of Management, UCASê?5y?.?p￥I?????+n??Kai ******@ ProgrammingSchool of Management, UCASAll models are wrong, but some are is art!Kai ******@ ProgrammingSchool of Management, UCASü8I5yb?x′?ü?t,f(x)′8I?ê(b????D),gj(x)′???ê,j= 1,2,· · ·,p.***@o?±?áXe?5y?.:???minf(x)subject to:gj(x)≤0,j= 1,2,· · ·,p.?1),?1?,?`)Kai ******@ ProgrammingSchool of Management, UCAS?8I5yb?x′?ü?t,fi(x)′??8I?ê(b????D),i= 1,2,· · ·,m,gj(x)′???ê,j= 1,2,· · ·,p.***@o?±?áXe?5y?.:???min [f1(x),f2(x),· · ·,fm(x)]subject to:gj(x)≤0,j= 1,2,· · ·,),n?:{,\?{(?^?ê{)Kai ******@ ProgrammingSchool of Management, UCAS8I5yb?x′?ü?t,fi(x)′??8I?ê,·?F"fi(x)?C￡?u!?u¤yk????bi,i= 1,2,· · ·,m,gj(x)′???ê,j= 1,2,· · ·,p.***@o?±?áXe?5y?.:???????????????????minxlPj=1PjmPi=1(uijd+i+vijd?i)subject to:fi(x) +d?i?d+i=bi,i= 1,2,· · ·,mgj(x)≤0,j= 1,2,· · ·,pd+i,d?i≥0,i= 1,2,· · ·,mKai ******@ ProgrammingSchool of Management, UCAS~K??è?^ó???á?)?`ˉü???§ü??¤I???á??êtú\ó?mú???|dXL¤?§]/??`ˉ]ot?á?/?2 3 100\ó?m/??4 2 120ü|d/Z?6 4N???)?Oy§|d??oKai ******@ ProgrammingSchool of Management, UCASü8I?.?x1′`?)?t§x2′ˉ?)?t§??Xe???????????max 6x1+4x2subject to:2x1+3x2≤100,4x1+2x2≤120,x1,x2≥0.?`)(20,20)§??|d200z?"Kai ******@ ProgrammingSchool of Management, UCAS~K1??è?^ó???á?)?`ˉü???§ü??¤I???á??êtú\ó?mú???|dXL¤?§]/??`ˉ]ot?á?/?2 3 100\ó?m/??4 2 120ü|d/Z?6 4??J?Xe8Iμ1)|d??280Z?§2)gá??L100?§ó??m??L120??￡?-'2:1¤ˉN???)?OyoKai ******@ ProgrammingSchool of Management, UCAS?8I?.?x1′`?)?t§x2′ˉ?)?t§??Xe?????????????????????min (d?1,2d+2+d+3)subject to:6x1+4x2+d?1?d+1= 280,2x1+3x2+d?2?d+2= 100,4x1+2x2+d?3?d+3= 120,x1,x2,d?i,d+i≥0,i= 1,2,3Kai ******@ ProgrammingSchool of Management, UCAS8I?.?x1′`?)?t§x2′ˉ?)?t§??Xe?????????????????????minP1d?1+P2(2d+2