. α, β. α < β, 1 , 2 . , . . .
.
A1, A2, ,Am c p1, p2, ,pm.
:
P = (p1, p2,,pm), p1 + p2 ++ pm = 1 p1, p2, ,pm ≥0
B B1, B2, ,Bn c q1, q2, ,qn.
:
Q = (q1, q2,,qn), q1 + q2 ++ qn = 1 q1, q2, ,qn ≥0
1 i pi, 2 - j - qj, , , xi yj 1 { P,Q } :
. (3.1)
, x *, y * G , x y
G(x,y*)≤G(x*,y*)≤G(x*,y) (3.2)
( ), V, , , .
: a =(a1, , an) b =(b1, , bn), ai ≥bi i =1,, n a ≠ b.
.
(X*,Y *) G. , : G
.
:
2 x 1 + 3 x 2≥ v, 2 y 1 + 7 y 2≥ v,
7 x 1 + x 2≥ v, 3 y 1 + y 2≥ v,
x 1 + x 2=1. y 1 + y 2=1,
, , :
.
, G
, , .. P Q ,
(V - ). (3.3)
:
|
|
V | V |
(3.4)
, A , , , .
V > 0
i = Pi / V, Yj = Q j / V
:
(3.5)
X 1- , Y - 2- . . 1 , .. v, 1/v . . 2 , .. v, 1/v
1.
:
2- 1-
X = { 11/37, 4/37, 5/37 }, Y = { 8/37, 7/37, 5/37 }
, 20/37.
V = 37/20,
P = {11/20, 4/20, 5/20},
Q = {8/20, 7/20, 5/20},
2. 3×3
y1+y2+y3 4y1+2y2 ≤1, 5y2 ≤1, 2y1+1y2+3y3≤1, yj≥0, j=1,2,3. | x1+x2+x3 4x1 +2x3 ≥1, 2x1+5x2+1x3≥1, 3x3≥1, xi≥0, i=1,2,3. |
m.script
X=linprog(-[1 1 1], [4 2 0; 0 5 0; 2 1 3], [1;1;1], [], [], [0 0 0],[]);
disp(X);
fopt=f*X;
v=1/fopt;
disp(v);
P=X/fopt;
disp(P);
X = { 0.2903, 0.3871, 0.3226 }, V= 1.9355
. 60/31 .. 60/31 .. : A1 16.1290322580645 %; A2 19.3548387096774 %; A3 64.5161290322581 %.
B: B1 29.0322580645161 %; B2 38.7096774193548 %; B3 32.258064516129 %.
, , , . , , .. [1].
( . ) , , , . , , . ( ).