I'. - i < 0, xj 0,
xj 0, - i = 0.
II'. i(x1,x2,, xn) < bi, i = 0,
i > 0, i(x1,x2,, xn) = bi.
I' II' . , : x1,x2,, xn - , f (x1,x2,, xn) - , i(x1,x2,, xn) - i , x1,x2,, xn, bi - i.
, i i . = λoi. i.
II'. λoi (λoi>0) , bi , i(xo1,xo2,, xon) = = bi. , i(xo1,xo2,, xon) < bi, , : λoi =0.
I'.
j (xj > 0) , i , , . ( ) i , (xj = 0).
.
Z = f (x1,x2,, xn) = jxj max,
i(x1,x2,, xn) = ijxj ≤ bi , i=1,2,,m,
xj ≥ 0, j=1,2,,n,
= λoi = yoi ; = cj; = aij ;
i = oi aij .
.
ijyoi > cj, xoj = 0;
xoj > 0, ijyoi = cj;
ijxoj < bi, yoi = 0;
yoi > 0, ijxoj = bi.
.
-.
. Q=Q(x1,x2,, xn, y1, y2,, ym) x1,x2,, xn y1, y2,, ym. Q , -.
. (xo1,xo2,, xon, yo1, yo2,, yom) = (Xo,Yo) Q, :
Q(X, Yo) ≤ Q (Xo,Yo) ≤ Q(Xo,Y).
(4.1) |
Z = f (x1,x2,, xn) max,
(4.2) |
2(x1,x2,, xn) ≤ 2,
- - - - - - - - - - - - - - -
m(x1,x2,, xn) ≤ m,
(4.3) |
|
|
(x1,x2,, xn, λ1, λ2,, λm) = f (x1,x2,, xn) + i (bi i(x1,x2,, xn)).
(4.4) |
(xo, λo) = (xo 1, xo2,, xon; λo1, λo2,, λom).
:
(x, λo) ≤ (xo, λo) ≤ (xo, λ).
(xo, λo) (x, λ), (4.4), .
. xo (4.1)-(4.3) , λo ≥ 0, (xo, λo) (x, λ).