x1 1/5
x3 8/5
x6
4
-27/5
1 1/5 0 0 3/5 0 01 1 0 -7/5 0
3/5 -1/5 0 -1/5 2/5 0 -1 0 1 -6/5 -3/5 0
最优解为(1/5,0,8/5,0,0,4)T Ζ max =27/5
例2.max Ζ=3x1+2x1+x3-x4
s.t.5x1+3xx21++22xx32+x3
P4 d1- 6 0 0 -1 1 -3/2 3/2 1/4 -1/4 0 0
0 x2 8 0 1 0 0 -1 1 0 0 0 0 0 x1- 3 1 0 0 0 3/2 -3/2 -1/4 1/4 0 0 P3 d4- 72 0 0 0 0 0 0 3 -3 -1 1
P1 0 0 1 0 1 1/2 0 0 0 0
2020/1/2
6
Max W’ = -30y1- 60y2 - 24y3 +0(y4 + y5 )-M (y6 + y7 ) y1+3y2 + 0y3 – y4 + y6 = 40
s.t 2y1+2y2 + 2y3 – y5 + y7 = 50 y1 , y2 , y3 , y4 , y5 0
cj
根据松紧定理,原问题的最优解必满足
ŶXS=0 及YSX=0^
x5 (y1,y2) x6 =0
x1
及 (y3,y4,y5,y6)
x=20 x3
x4
将y1=1.2,y2=0.2代入对偶问题的约束条件, 得 y3≠0,y4≠0,所以x1=x2=0
又因y1>0,y2>0。所以x5=x6=0,即原问题 为等式约束