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Lineare Optimierung 2021
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Veronika Magdalena Hedwig Hille
Lineare Optimierung 2021
Commits
bb2abcdb
Commit
bb2abcdb
authored
3 years ago
by
Veronika Magdalena Hedwig Hille
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typos and refactoring
parent
0ff3f78e
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1 merge request
!50
Dev vero
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2
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lessons/20210414.tex
+40
-34
40 additions, 34 deletions
lessons/20210414.tex
lessons/20210628.tex
+6
-6
6 additions, 6 deletions
lessons/20210628.tex
with
46 additions
and
40 deletions
lessons/20210414.tex
+
40
−
34
View file @
bb2abcdb
...
...
@@ -45,11 +45,12 @@ $\left[
\textit
{
Subst. in (1):
}
\begin{center}
\fcolorbox
{
dg
}{
white
}{
\parbox
{
0.3
\linewidth
}{
%
$
c
^
Tx'
+
(-
c
^
T
)
x''
=
\Min
!
$
\\
$
A
(
x'
-
x''
)
\le
b
$
\\
$
x'
\ge
0
, x''
\ge
0
$
}
%
\fcolorbox
{
dg
}{
white
}{
\begin{tabular}
{
rl
}
$
c
^
Tx'
+
(-
c
^
T
)
x''
$&$
=
\Min
!
$
\\
$
A
(
x'
-
x''
)
$&$
\le
b
$
\\
$
x'
\ge
0
, x''
$&$
\ge
0
$
\end{tabular}
}
\fcolorbox
{
white
}{
white
}{
\parbox
{
0.7cm
}{
%
$
\nearrow
$
\\
...
...
@@ -57,21 +58,23 @@ $\left[
$
\searrow
$
}
%
}
\fcolorbox
{
db
}{
white
}{
\parbox
{
0.3
\linewidth
}{
%
$
\tilde
{
c
}^
Tx
=
\Min
!
$
\\
\fcolorbox
{
db
}{
white
}{
\begin{tabular}
{
rl
}
$
\tilde
{
c
}^
Tx
$&$
=
\Min
!
$
\\
$
(
A,
-
A
)
\begin
{
pmatrix
}
x'
\\
x''
\end
{
pmatrix
}
\le
b
$
\\
$
x
=
\begin
{
pmatrix
}
x'
\\
x''
\end
{
pmatrix
}
\ge
0
$
}
%
$&$
\le
b
$
\\
$
x
=
\begin
{
pmatrix
}
x'
\\
x''
\end
{
pmatrix
}
$&$
\ge
0
$
\end{tabular}
}
\end{center}
$
\rightsquigarrow
$
Typ des neuen Programms:
\begin{center}
\fcolorbox
{
dr
}{
white
}{
\parbox
{
0.3
\linewidth
}{
%
{
\dr\text
{
LOP
}
(2):
}$
~~~
\tilde
{
c
}^
Tx
=
\Min
!
$
\\
$
~~~~~~~~~~~~~~~~~
\tilde
{
A
}
x
\le
b
$
\\
$
~~~~~~~~~~~~~~~~~~~x
\ge
0
$
}
%
\fcolorbox
{
dr
}{
white
}{
\begin{tabular}
{
rl
}
{
\dr\text
{
LOP
}
(2):
}$
~~~
\tilde
{
c
}^
Tx
$&$
=
\Min
!
$
\\
$
\tilde
{
A
}
x
$&$
\le
b
$
\\
$
x
$&$
\ge
0
$
\end{tabular}
}$
~~
$
\fcolorbox
{
db
}{
white
}{
\parbox
{
3.5cm
}{
%
$
\text
{
LOP
}
(
1
)
\rightarrow
\text
{
LOP
}
(
2
)
$
...
...
@@ -127,9 +130,9 @@ Bei $m$ Restriktionen würde man etwa $m$ Variablen ersetzen (Rang $m$), die res
$
c
^
Tx
=
\Min
!
$
\\
$
\left
.
\begin
{
array
}{
r@
{}
l
}
Ax
&
\le
b
\\
-
Ax
&
\le
-
b
\\
x
&
\ge
0
\\
Ax
~
&
\le
b
\\
-
Ax
~
&
\le
-
b
\\
x
~
&
\ge
0
\\
\end
{
array
}
\right
\rbrace
\text
{
Restriktionen
}$
}
%
...
...
@@ -138,18 +141,20 @@ Bei $m$ Restriktionen würde man etwa $m$ Variablen ersetzen (Rang $m$), die res
\[
y
=
b
-
Ax
\ge
0
.
\]
Damit gilt
\begin{center}
\fcolorbox
{
dg
}{
white
}{
\parbox
{
0.3
\linewidth
}{
%
\text
{
LOP
}
(2):
$
~~~
\tilde
{
c
}^
Tx
=
\Min
!
$
\\
$
~~~~~~~~~~~~~~~~~
\tilde
{
A
}
x
\le
b
$
\\
$
~~~~~~~~~~~~~~~~~~~x
\ge
0
$
}
%
\fcolorbox
{
dg
}{
white
}{
\begin{tabular}
{
rl
}
\text
{
LOP
}
(2):
$
~~~
\tilde
{
c
}^
Tx
$&$
=
\Min
!
$
\\
$
\tilde
{
A
}
x
$&$
\le
b
$
\\
$
x
$&$
\ge
0
$
\end{tabular}
}$
~
\Rightarrow
$
\fcolorbox
{
dg
}{
white
}{
\parbox
{
0.38
\linewidth
}{
%
\text
{
LOP
}
(3):
$
~~~c
^
T
+
0
\cdot
y
=
\Min
!
$
\\
$
~~~~~~~~~~~~~~~~~Ax
+
y
=
b
$
\\
$
~~~~~~~~~~~~~~~~~~~
\begin
{
pmatrix
}
x
\\
y
\end
{
pmatrix
}
\ge
0
$
}
%
\fcolorbox
{
dg
}{
white
}{
\begin{tabular}
{
rl
}
\text
{
LOP
}
(3):
$
~~~c
^
T
+
0
\cdot
y
$&$
=
\Min
!
$
\\
$
Ax
+
y
$&$
=
b
$
\\
$
\begin
{
pmatrix
}
x
\\
y
\end
{
pmatrix
}
$&$
\ge
0
$
\end{tabular}
}
\end{center}
Umschreiben von LOP(3) in die Standardform:
\\
...
...
@@ -158,12 +163,13 @@ Bei $m$ Restriktionen würde man etwa $m$ Variablen ersetzen (Rang $m$), die res
\mathcal
{
A
}
&
:
\R
^{
n+m
}
\rightarrow
\R
^
m
\end{align*}
\begin{center}
\fcolorbox
{
dr
}{
white
}{
\parbox
{
0.3
\linewidth
}{
%
\fcolorbox
{
dr
}{
white
}{
\begin{tabular}
{
rl
}
\text
{
LOP
}
(3):
$
~~~
\lambda
^
T
\mathfrak
{
z
}
=
\Min
!
$
\\
$
~~~~~~~~~~~~~~~~~
\mathcal
{
A
}
\mathfrak
{
z
}
=
b
$
\\
$
~~~~~~~~~~~~~~~~~~~
\mathfrak
{
z
}
\ge
0
$
}
%
$
\qquad
\lambda
^
T
\mathfrak
{
z
}
$&$
=
\Min
!
$
\\
$
\mathcal
{
A
}
\mathfrak
{
z
}
$&$
=
b
$
\\
$
\mathfrak
{
z
}
$&$
\ge
0
$
\end{tabular
}
}
\end{center}
$
y
$
:
\textit
{
Schlupfvariablenvektor
}
...
...
This diff is collapsed.
Click to expand it.
lessons/20210628.tex
+
6
−
6
View file @
bb2abcdb
...
...
@@ -55,8 +55,8 @@ Ist $(V)$ erfüllt: ''$(P)$ ist in Karmarkar-Normalform'' gegeben.
\[
\rbox
{
\begin
{
tabular
}{
rl
}
$p
^
k$
&
$:
=
\left
[
I
-
B
_
k
^
T
\left
(
B
_
k B
_
k
^
T
\right
)
^{
-
1
}
B
_
k
\right
]
D
_
kc,$
\\
$
{
\dr
y
^{
k
+
1
}}
$
&
$:
=
e
-
{
\dg
\alpha
r
}
\frac
{
p
^
k
}{
||p
^
k||
_
2
}
,$
\\
$x
^{
k
+
1
}
$
&
$:
=
\frac
{
n
}{
(
x
^
k
)
^
T
{
\dr
y
^{
k
+
1
}}}
D
_
k
{
\dr
y
^{
k
+
1
}}
,$
$
{
\dr
y
^{
k
+
1
}}
$
&
$:
=
e
-
{
\dg
\alpha
r
}
\
d
frac
{
p
^
k
}{
||p
^
k||
_
2
}
,$
\\
$x
^{
k
+
1
}
$
&
$:
=
\
d
frac
{
n
}{
(
x
^
k
)
^
T
{
\dr
y
^{
k
+
1
}}}
D
_
k
{
\dr
y
^{
k
+
1
}}
,$
\end
{
tabular
}
}\]
Setze
${
\dr
x
^
k :
=
x
^{
k
+
1
}}$
gehe zu
$
1
^
0
$
.
...
...
@@ -77,17 +77,17 @@ ist das Ausgangsproblem gegeben durch
Definiert man die
\textit
{
projektive Transformation
}
\[
T :
\B
^
0
\rightarrow
\B
^
0
\]
durch
\[
\rbox
{
$y
=
T
(
z
)
:
=
\frac
{
n
}{
e
^
TD
^{
-
1
}
z
}
D
^{
-
1
}
z$
}
~~~
(
\sim
)
\]
\[
\rbox
{
$y
=
T
(
z
)
:
=
\
d
frac
{
n
}{
e
^
TD
^{
-
1
}
z
}
D
^{
-
1
}
z$
}
~~~
(
\sim
)
\]
\[
\Rightarrow
{
\dr
T
(
x
)
=
e
}
~~~~ T
(
x
)
=
\underbrace
{
\frac
{
n
}{
e
^
T
\underbrace
{
D
^{
-
1
}
x
}_{
=
e
}}}_{
=
n
}
\underbrace
{
D
^{
-
1
}
x
}_{
=
e
}
=
\frac
{
n
}{
n
}
e
\]
d.h., die aktuelle Näherung
$
x
$
wird in den Schwerpunkt
$
e
$
von
$
\B
^
0
$
abgebildet.
$
T : x
\rightarrow
e
$
\\
Ferner bildet
$
T~~
\B
^
0
$
\textit
{
eindeutig auf sich
}
ab.
\\
Die
\textit
{
inverse Transformation
}
$
T
^{
-
1
}
:
\B
^
0
\rightarrow
\B
^
0
$
ist durch
\[
\rbox
{
$z
=
T
^{
-
1
}
(
y
)
=
\frac
{
n
}{
x
^
Ty
}
Dy$
}
~~~~
{
\com
(
\bullet
)
}
\]
\[
\rbox
{
$z
=
T
^{
-
1
}
(
y
)
=
\
d
frac
{
n
}{
x
^
Ty
}
Dy$
}
~~~~
{
\com
(
\bullet
)
}
\]
gegeben.
\\
Schreibt man das Ausgangsproblem
{
\com
$
(
P
)
$}
in der transformierten Variablen
$
y
$
(d.h., man ersetzt
${
\dg
z
}$
durch
${
\dg
T
^{
-
1
}
(
y
)
}$
), so erhält man das äquivalente
\textit
{
lineare Quotienten-Optimierungsproblem:
}
\[{
\com
(
P
)
: z
\in
Kern
(
A
)
\iff
Az
=
0
}\]
\[{
\com
(
\cdot
)
: A
(
\frac
{
n
}{
x
^
Ty
}
Dy
)
=
0
\leftrightarrow
AD
(
y
)
=
0
}\]
\[
(
\text
{
da
}
D
=
D
^
T
)
~~
\rbox
{
$n
\frac
{
(
Dc
)
^
Ty
}{
x
^
Ty
}
\rightarrow
\underset
{
y
\in
Kern
(
AD
)
\cap
\B
^
0
}{
\Min
}
.$
}
\]
\[{
\com
(
\cdot
)
: A
\left
(
\frac
{
n
}{
x
^
Ty
}
Dy
\right
)
=
0
\leftrightarrow
AD
(
y
)
=
0
}\]
\[
(
\text
{
da
}
D
=
D
^
T
)
~~
\rbox
{
$n
\
d
frac
{
(
Dc
)
^
Ty
}{
x
^
Ty
}
\rightarrow
\underset
{
y
\in
Kern
(
AD
)
\cap
\B
^
0
}{
\Min
}
.$
}
\]
{
\hspace*
{
10.8cm
}
\com
$
\uparrow
(
\sim
)
: e
^
Ty
=
n
$}
\\
Wegen Voraussetzung
$
\Min
(
P
)
=
0
$
, ist dieses Problem wieder äquivalent zu
\[
(
P
_
T
)
~~~
\rbox
{
$
(
Dc
)
^
Ty
\rightarrow
\underset
{
y
\in
Kern
(
AD
)
\cap
\B
^
0
}{
\Min
}
.$
}
\]
\ No newline at end of file
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