Введение в специальность / Vv_v_sp_11
.pdf#( ): k3+: %'0-) & (;)'+: =0&/+#+, *0 -=+/',+#&',+ / +<:)*0 & ,*)$*/:/ /&'+;*/90:/ / -+'=)</')$%:/ '!)!
|
|
|
|
n |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
zik+1 = zik − X aijk xjk + qik , i = |
|
|
|
|
k = |
|
|
|
:25!2; |
||||||||||
|
1, m, |
1, s. |
||||||||||||||||||
|
|
|
|
j=1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
=/ %'+: *0;0$1*#) '0-0&# =)&(=&+, /',)&'*# ! |
|
|
|
|
|
|
|
|
|
|
||||||||||
|
|
|
|
z1 |
= z0, i = 1, m. |
|
|
|
|
|
|
|
:25!); |
|||||||
|
|
|
|
i |
i |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2 &/$( +0=0*/;)**+&'/ |
-=+/',+#&',)**#/ :+ *+&')- / ):9+&'/ &9$0#+, |
|||||||||||||||||||
#+$. |
*# ,#-+$*%'1&% +0=0*/;)*/% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||||
|
|
0 ≤ xjk ≤ fjk, j = |
|
|
|
|
|
|
|
:25!4; |
||||||||||
|
|
1, n, k = 1, s; |
||||||||||||||||||
|
|
0 ≤ zk ≤ dk , i = |
|
k = |
|
|
. |
:25!(; |
||||||||||||
|
|
1, m, |
2, s + 1 |
|||||||||||||||||
|
|
|
|
i |
i |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
*< 0% -=/<#$1 -=)#-=/%'/% -+$(;0)'&% /' #+/+#+, +' =)0$/'0./// -=+/'3 |
||||||||||||||||||||
,)#)**+- -=+#(9.// '0 ,#;)'+: =0&/+#+, *0 /=0*)*/) =)&(=&+, ! |
,) *(. *+ |
|||||||||||||||||||
:09&/:/'/=+,0'1! |
s |
n |
s |
|
m |
|
|
|
|
|
|
|
|
|||||||
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||
|
|
|
X X cjk xjk − X X pik zik → max. |
:25!+; |
||||||||||||||||
|
|
k=1 j=1 |
k=1 i=1 |
|
|
|
|
|
|
|
|
|||||||||
6 |
0#0;0 :25 |
!2; :25 |
!+; |
+'*+&/'&% 9 |
' |
0#0;0: |
|
! *#*09+ )) +0=0*/;)*/% |
||||||||||||
/:) |
' &-)./& |
/;)&9( |
|
#/*0:/;)&9( |
|
&'=(9'(=( |
! +%'+:( -=/ |
<+$1$+: |
||||||||||||
;/&$) %'0-+, s '0#0;( :25!2; :25!+; .)$)&++<=0'*+ '=09'+,0'1 909 |
||||||||||||||||||||
" " |
! |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||||
)=):)**( t -=/*/:0 ( '*0;)*/% 1, 2, . . . , s *0'+,): |
||||||||||||||||||||
! +,+9(-*+&'1 z(t) = (zt, i = |
|
) *0'+,): |
|
|||||||||||||||||
1, m |
||||||||||||||||||||
|
|
|
|
|
|
|
|
i |
|
|
|
|
|
|
|
|
+<$)9'0 (-=0,$)*/% :&9$0#0; , :+:)*' t! 2)$/;/*# ,#<+=+: 9+'+=#/
:+. *+ /':)*%'1 &+&'+%*/) +<$)9'0 *0'#,0 ' " ! 2 =0&&:03 '=/,0):+- '0#0;) , 90;)&',) (-=0,$)*/% , :+:)*' t ,#<)=): &+,+9(-*+&'1
u(t) = (xtj , j = 1, n) !
2,)#): ,)9'+=*+3:0'=/;*#) +<+'*0;)*/% A(t) = E B(t) = (−atij , i =
1, m j = 1, n)# q(t) = (qit, i = 1, m) p(t) = (pti, i = 1, m) d(t) = (dti, i =
|
) z0 = (z0 |
, i = |
|
) # f (t) = (f t, j = |
|
) c(t) = (ct , j = |
|
) ! *+0#0 |
1, m |
1, m |
1, n |
1, n |
|||||
|
i |
|
|
j |
|
j |
|
|
'0#0;( :25!2; :25!+; :+. *+ '0-/&0'1 , &$)#( ): ,/#) ! |
|
|
||||||
|
|
|
|
s |
|
|
|
|
|
|
J (u) = X (−p 0 (t)z(t) + c 0 (t)u(t)) → max, |
:25!6; |
|||||
|
|
|
|
t=1 |
|
|
|
|
|
z(t + 1) = A(t)z(t) + B(t)u(t) + q(t), |
t T = {1, 2, . . . , s}, |
:25!<; |
|||||
|
|
|
|
z(1) = z0, |
|
|
|
:25!1; |
0 ≤ z(t) ≤ d(t), |
t T {s + 1}; |
0 ≤ u(t) ≤ f (t), t T. |
:25!=; |
|||||
60#0;0 |
:25!6; :25 |
!=; - %'+ |
" |
|||||
|
|
" ! 0 %'#9) |
" |
" |
||||
+*0 ',(;/' &$)#( /: +<=0'+: ! *0-'/ " " u(t) |
||||||||
t T / |
" z(t) t T {s + 1} |
|
||||||
|
:25!<; :25!1; 9+'+=#) (#+,$)',+=% ' +0=0*/;)*/%: |
! |
:25!=; / #+3 |
|||||
&'0,$% ' |
:25 |
!6; |
:09&/:0$1*+) '*0;)*/) |
|
|
A
|
|
|
> |
|
? |
|||||||
|
|
|
|
|
|
|
|
|
|
|
||
'0'/;)&90% :+#)$1 :).+'=0&$),+0+ <0$0*&0 <#$0 =0&&:+'=)*0 , - ! = |
||||||||||||
=0'#)$0 II! 2 &'0'/;)&9+- '0#0;) -=)#-+$000$+&1 ;'+ -=+.)&& -=+/',+#&',0 |
||||||||||||
-=+/&/ |
+#/' 909 <# :0 |
*+,)**+ / ,&) *)+</+#/:#) -=+#(9'# -=+/',)#)*# |
||||||||||
9 '+:( ,=:)*/ |
9+0#0 |
+*/ *( |
. |
*# ! *#*09+ , =)0$1*+- . /'*/ -=+.)&& -=+3 |
||||||||
/',+#&',0 -=+/&/+#/' |
/ #$% =0'$/;*#/ -=+#(9'+, |
" |
||||||||||
" ! |
|
+%'+:( )&')&',)**)) =0&&:0'=/,0'1 -=+.)&& |
||||||||||
-=+/',+#&',0 909 |
! |
|
||||||||||
=)#-+$000)'&% ;'+ ,)&1 -=+/',+#&',)**#- |
&)9'+= =0'</' *0 n 7;/3 |
|||||||||||
&'#/ > +'=0&$)- |
'!)! 90 |
. |
#0% +'=0&$1 -=+/',+#/' +#*+=+#*( -=+#(9./ / |
|||||||||
=0'*#) +'=0&$/ -=+/',+#%' =0 |
'*#) ,/## |
-=+#(9.// ! *09/: +<=0'+: /:)3 |
||||||||||
)'&% n +'=0&$)- ,#-(&90 // n ,/#+, -=+#(9.// ! 2 -=+/',+#&',) &,+)- |
||||||||||||
-=+#(9.// 90 |
. |
#0% +'=0&$1 /&-+$1'()' -=+#(9./ #=(0// +'=0&$)- ! |
||||||||||
|
|
|
|
aij , |
j = 1, n |
9+%&&/./)*'+, -=%:#/ '0'=0'! |
||||||
60#0*0 :0'=/.0 A = |
|
|
|
|
||||||||
i = |
1, n |
|
|
|
6#)&1 aij - +<$): -=+#(9.// i3+- +'=0&$/ *)+</+#/:#- #$% -=+/',+#&',0 +#*+- )#/*/.# -=+#(9.// j3+- +'=0&$/ !
(&'1 -=+.)&& -=+/',+#&',0 -=+/&/+#/' *0 -=+:).('9) ,=):)*/ T = {0, z} 0#) z - 0+=/'+*' -$0*/=+,0*/% ! *<+'*0;/: ;)=)' xj (t) 9+$/;)&',+
-=+#(9.// j30+ ,/#0 ,#-(&90):+- , -)=/+# ]t −1, t] j = 1, n! 2 *0;0$1*#- :+:)*' /:) '&% *0;0$1*#) '0-0&# -=+#(9.//
xj (0) = x0j , j = 1, n.
)'=(#*+ ,/#)'1 ;'+
n
yi(t) = X aij xj (t)
j=1
- 9+$/;)&',+ -=+#(9.// i3+- +'=0&$/ /#( )) *0 -=+/',+#&',+ -=+#(9.// ,&)/ +'=0&$)- , -)=/+# ]t − 1, t] '!)! , ,)9'+=*+- &+=:)
y(t) = Ax(t)
-,)9'+= '0'=0' ,&)/ +'=0&$)- , %'+' -)=/+# !
*;),/#*+ -=+/',+#&',+ ,+':+. *+ )&$/ '0'=0'# =0&&:0'=/,0):+0+ -)3 =/+#0 *) -=),#$ 0 ' ,#-(&90 -=)###( )0+ !
y(t) ≤ x(t − 1).
+&$)#*)) *)=0,)*&',+ #+$. *+ ,#-+$*%'1&% #$% ,&)/ -)=/+#+, t =
1, 2, . . . , z !
(&'1 p = (p1, . . . , pn) - ,)9'+= .)* *0 -=+#(9./ , -+&$)#*/- -$0*+3 ,#- -)=/+# ! )$1 -=+/',+#&',)**+0+ &)9'+=0 - :09&/:/'/=+,0'1 #+/+# +' =)0$/'0.// -=+#(9.// , :+:)*' z !
&&/+#% /' ,#$)/'$+.)**+0+ -+$(;0): &$)#( ( :0'):0'/;)&9( :+#)$1 #/*0:/;)&9+0+ :).+'=0&$),+0+ <0$0*&0!
p 0 x(z) → max; Ax(t) ≤ x(t − 1), x(t) ≥ 0, t = 1, 2, . . . , z; x(0) = x0.
8'0 :+#)$1 %,$%)'&% #/*0:/;)&9/: 0*0$+0+: &'0'/;)&9+- :+#)$/ 2! )+*'1),0 7'0'=0'#3,#-(&9> :&: ! - ! = =0'#)$0 II;! **0 #+&'0'+;*+ (-=+3
)**0% ! 2 *)- , ;0&'*+&'/ *) (;/'#,0)'&% *09+-$)*/) -=+#(9.// 0 '09.) +<)&-);)*/) ,*)$*)0+ &-=+&0 *0 -=+#(9./ !
.