最適化手法 第1回 [3mm] 整数計画法 (1) [3mm]
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- てるえ うるしはた
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1 1 (1) & ( ) (1) / 39
2 2013 ( ) (1) / 39
3 OR 1 OR 2 OR Excel ( ) (1) / 39
4 1 (4 9 ) 2 (4 16 ) 3 (4 23 ) 4 (4 30 ) 5 (5 7 ) 6 (5 14 ) 7 1 (5 21 ) ( ) (1) / 39
5 8 ( ) (5 28 ) 9 ( ) (6 4 ) 10 ( ) (6 11 ) 11 2 (6 18 ) 12 ( ) (6 25 ) 13 ( ) (7 2 ) 14 ( ) (7 9 ) 15 ( ) (7 16 ) ( ) ( ) (1) / 39
6 ( ) : 14:50 16:20 jgoto@indsys.chuo-u.ac.jp Web jgoto/ Web jgoto/opt.html 20 ( ) (1) / 39
7 :50 16:20 ( ) (1) / 39
8 20 ( ) (1) / 39
9 ( ) (1) / 39
10 OK ( ) (1) / 39
11 ( ) (1) / 39
12 1 2 3 ( ) (1) / 39
13 (linear program) x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 R ( ) (linear programming) ( ) (1) / 39
14 (linear programming) JISZ8121 D5 1 1 LP 4 ( ) (1) / 39
15 x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 R x 1 = 3, x 2 = 0 6 ( ) x 2 x 1 2x 2 = 2 2x 1 3x 2 = 6 O 3 ( ) (1) / 39 x 1
16 x 1,x 2 x 1 x 2 x 1 x 2 1, x 1 + x 2 1, x 1 0, x 2 0, x 1, x 2 R x 2 x 1 +x 2 = 1 ( ) O 1 x 1 x 2 = 1 x 1 ( ) (1) / 39
17 x 1,x 2 2x 1 3x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 R ( ) x 2 x 1 2x 2 = 2 1 2x 1 3x 2 = 6 O 3 x 1 ( ) (1) / 39
18 1 1 ) ( ) O x2 x1 2x2 = 2 2x1 3x2 = 6 x1 3 ( ) O x 2 1 x 1 +x 2 = 1 x 1 x 2 = 1 x 1 ( ) O x 2 1 x 1 +x 2 = 1 x 1 x 2 = 1 x 1 ( ) (1) / 39
19 2 2 ( ) x 2 x 1 2x 2 = 2 1 2x 1 3x 2 = 6 O 3 x 1 ( ) (1) / 39
20 (simplex methods) Dantzig ( ) (interior-point methods) Karmarkar ( ) ( ) (1) / 39
21 1 2 3 ( ) (1) / 39
22 (integer program) x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 Z ( ) (integer programming) ( ) (1) / 39
23 (mixed integer program) x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1 Z, x 2 R ( ) (mixed integer programming) ( ) (1) / 39
24 (linear programming) JISZ8121 D10 4 R n S f : S R ( ) A R m n b R m c R n x = (x 1, x 2,..., x n ) R n P 0 : {c x Ax = b, x j 0 (j = 1,..., n), x j (j = 1,..., n 1 )} n 1 n ( ) (1) / 39
25 x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 Z x 1 = 3, x 2 = 0 6 ( ) x 2 x 1 2x 2 = 2 2x 1 3x 2 = 6 O 3 ( ) (1) / 39 x 1
26 x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1 Z, x 2 R x 1 = 3, x 2 = 0 6 ( ) x 2 x 1 2x 2 = 2 2x 1 3x 2 = 6 O 3 ( ) (1) / 39 x 1
27 (0-1 integer program) x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 {0, 1} 0 1 ( ) 0-1 (integer programming) ( ) (1) / 39
28 x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1, x 2 {0, 1} x 1 = 1, x 2 = 0 2 ( ) x 2 x 1 2x 2 = 2 2x 1 3x 2 = 6 O 3 ( ) (1) / 39 x 1
29 x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1, x 2 {0, 1} x 1,x 2 2x 1 + x 2 2x 1 3x 2 6, x 1 2x 2 2, x 1 0, x 2 0, x 1 1, x 2 1, x 1, x 2 Z 0-1 ( ) (1) / 39
30 LP IP MIP ( ) (1) / 39
31 ( ) ( ) (1) / 39
32 R. Bixby (2012) ,000 2,000 id=62130 ( ) (1) / 39
33 1 2 3 ( ) (1) / 39
34 3 ( ) ( ) (1) / 39
35 ( ) (1) / 39
36 ( ) ( ) ( ) ( ) ( ) ( ) (1) / 39
37 ( ) OK ( ) (1) / 39
38 1 2 3 ( ) (1) / 39
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