03—梁业—两阶段法分析与实现.doc

03—梁业—两阶段法分析与实现
《最优化方法》
课程设计
题目: 两阶段法分析与实现
院系: 数学与计算科学学院
专业: 数学与应用数学
姓名学号:
指导教师: 李丰兵
日期: 2014 年 01 月 10 日
摘要
最优化理论和方法在当今社会中的应用越来越广泛,无论是生产、管理、商业、军事等领域,还是工业、农业、国防等领域,都要应用最优化模型与方法来解决一些实际的问题。
而两阶段法是最优化方法中比较实用的一种解决实际问题的方法,两阶段法是从得到的基本可行解出发,用单纯形法求最优解的一种方法。与大M法相比,两阶段法能够求得更加精确的最优解。
本次论文主要运用运筹学书籍和自己平时所学的知识以及一些学术资料,并在指导老师的建议下,对两阶段法的基本思路和原理进行探讨。
关键词:最优化;两阶段法;单纯形法;大M法;最优解
Abstract
Application of optimization theory and method in today's society is more and more widely, In production, management, business, military and other fields, and areas such as industry, agriculture, national defense, the optimization model and method are applied to solve some practical problems.
And two stage method is a kind paratively practical optimization method to solve practical problems, the method of two stage method from the basic feasible solution, using simplex method for the optimal solution of a kind of method. Compared with the big M method and two-phase method can obtain more accurate optimal solutions.
This paper mainly using the operational research books and their learned knowledge and some academic information at ordinary times, and in guiding the teacher's suggestion, the basic idea of the two stage method and principles were discussed.
Key words:Optimization; Two stage method; Simplex method ; The big M method; Optimal solution
目录
1、引言........................................................................................................................ 1
2、两阶段法的描述................................................................................................. 1
基本可行解
....................................................................................................... 1
第一阶段........................................................................................................... 2
第二阶段........................................................................................................... 3
3、算法求解实例............