一种线性方程约束下生成随机数修正的一般性方法（中）

    本文内容接续博客 《一种线性方程约束下生成随机数修正的一般性方法（上）》

修正方法

    情况2.2.2.2.2.1.1：当$\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)$与$\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)$同号时，${\underline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)$、${\overline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)$、${\underline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)$、${\overline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)$分别满足
$$\begin{array}{c}\begin{array}{rl}{\underline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(\sum _{j=1,{\tilde{a}}_{i,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{i,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\\ {\overline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(\sum _{j=1,{\tilde{a}}_{i,j}>0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{i,j}<0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\\ {\underline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(b_{RREF,i}-{\overline{x}}_i\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\\ {\overline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(b_{RREF,i}-{\underline{x}}_i\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\end{array}\end{array}\text{\hspace{1em}(21)}$$
    情况2.2.2.2.2.1.2：当$\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)$与$\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)$异号时，${\underline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)$、${\overline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)$、${\underline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)$、${\overline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)$分别满足
$$\begin{array}{c}\begin{array}{rl}{\underline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(\sum _{j=1,{\tilde{a}}_{i,j}>0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{i,j}<0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\\ {\overline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(\sum _{j=1,{\tilde{a}}_{i,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{i,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\\ {\underline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(b_{RREF,i}-{\underline{x}}_i\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\\ {\overline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right)& =\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}\right)+\frac{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)}\times \left[\left(b_{RREF,i}-{\overline{x}}_i\right)-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{i,j}{\underline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{i,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}=0}^{N-R}{\tilde{a}}_{i,j}{x}_{gen,R+j}\right)\right]\end{array}\end{array}\text{\hspace{1em}(22)}$$

    将$x_{cor,R+1},\cdots ,x_{cor,N}$代入式(13)，则修正后的$x_{cor,1},\cdots ,x_{cor,R}$满足
x c o r , i = b R R E F , i − ∑ j = 1 N − R a ~ i , j x c o r , R + j , i ∈ { 1 , ⋯   , R } \begin{equation}\tag{23} x_{cor, i} = b_{RREF, i} - \displaystyle \sum_{j = 1}^{N - R} \tilde{a}_{i, j} x_{cor,R + j}, i ∈ \{ 1, \cdots, R \} \end{equation} xcor,i​=bRREF,i​−j=1∑N−R​a~i,j​xcor,R+j​,i∈{1,⋯,R}​(23)​
    显然，若${\tilde{b}}_{cor,k}$不满足式(19)所示的约束条件，则必存在 i ∈ { 1 , ⋯   , R } i ∈ \{ 1, \cdots, R \} i∈{1,⋯,R}，使得$x_{cor,i}$不能满足式(1)中的上下界约束，进而无法将${\mathbf{x}}_{\mathbf{gen}}$修正为满足式(1)中所有约束条件的${\mathbf{x}}_{\mathbf{cor}}$。

    情况2.2.2.2.2.2：若$\sum _{j=1}^{N-R}{\tilde{a}}_{k,j}{x}_{gen,R+j}<b_{RREF,k}-{\underline{x}}_k\le {\tilde{b}}_{cor,k}$，则选取式(15)中的第$k$个约束条件，依照博客《一种单线性方程约束下的生成随机数修正方法（结论与应用）》中的式(4)，将$x_{gen,R+1},\cdots ,x_{gen,N}$修正为$x_{cor,R+1},\cdots ,x_{cor,N}$
$$\begin{array}{c}{x}_{cor,R+j}=\{\begin{array}{ll}\frac{{\tilde{b}}_{cor,k}-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}{\underline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)+{\overline{x}}_{R+j}& \left({\tilde{a}}_{k,j}>0\right)\\ x_{gen,R+j}& \left({\tilde{a}}_{k,j}=0\right)\\ \frac{{\tilde{b}}_{cor,k}-\left(\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}{\overline{x}}_{R+j}+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}{\underline{x}}_{R+j}\right)}{\sum _{j=1,{\tilde{a}}_{k,j}>0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\overline{x}}_{R+j}\right)+\sum _{j=1,{\tilde{a}}_{k,j}<0}^{N-R}{\tilde{a}}_{k,j}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)}\left(x_{gen,R+j}-{\underline{x}}_{R+j}\right)+{\underline{x}}_{R+j}& \left({\tilde{a}}_{k,j}<0\right)\end{array}\end{array}\text{\hspace{1em}(24)}$$
由博客《一种单线性方程约束下的生成随机数修正方法（结论与应用）》的讨论可知，修正后的$x_{cor,R+1},\cdots ,x_{cor,N}$既满足式(15)中的第$k$个约束条件，又满足式(1)中对$x_{R+1},\cdots ,x_{R+j},\cdots ,x_N$的上下界约束，但无法保证满足式(15)中剩余的约束条件。为使其满足所有约束条件，须将修正后的$x_{cor,R+1},\cdots ,x_{cor,N}$代入式(15)，并与式(17)联立，可知${\tilde{b}}_{cor,k}$须满足
$$\begin{array}{c}{\underline{\tilde{b}}}_{cor,k}\le {\tilde{b}}_{cor,k}\le {\overline{\tilde{b}}}_{cor,k}\end{array}\text{\hspace{1em}(25)}$$
其中：${\underline{\tilde{b}}}_{cor,k}$和${\overline{\tilde{b}}}_{cor,k}$分别满足
$$\begin{array}{c}{\underline{\tilde{b}}}_{cor,k}\le {\tilde{b}}_{cor,k}\le {\overline{\tilde{b}}}_{cor,k}\end{array}\text{\hspace{1em}(26)}$$
其中：${\underline{\tilde{b}}}_{cor,k}$和${\overline{\tilde{b}}}_{cor,k}$分别满足
$$\begin{array}{c}\begin{array}{rl}{\underline{\tilde{b}}}_{cor,k}& =\underset{i=1}{\overset{R}{\max }}\left[{\underline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right),{\underline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)\right]\\ {\overline{\tilde{b}}}_{cor,k}& =\underset{i=1}{\overset{R}{\min }}\left[{\overline{\tilde{b}}}_{cor,k}^{\prime }\left(i\right),{\overline{\tilde{b}}}_{cor,k}^{\prime \prime }\left(i\right)\right]\end{array}\end{array}\text{\hspace{1em}(27)}$$

    剩余内容参见博客 《一种线性方程约束下生成随机数修正的一般性方法（下）》