司守奎《数学建模算法与应用》第二版 第一章线性规划习题答案

司守奎《数学建模算法与应用》第二版 第一章线性规划习题答案

---

1.1

from scipy.optimize import linprog
import numpy as np

if __name__ == "__main__":
    c = np.array([-3, 1, 1])
    A = np.array([[1, -2, 1], [4, -1, -2]])
    b = np.array([[11, -3]]).T
    Aeq = np.array([[-2, 0, 1]])
    beq = 1
    lb = np.zeros(3)
    ub = np.array([[None] * 3])
    bound = np.vstack((lb, ub)).T

    res = linprog(c, A, b, Aeq, beq, bound)
    print("最优值为", -res.fun)
    print("最优解为", res.x)

# output:最优值为 2.0
# 最优解为 [4. 1. 9.]

1.2

做变换$u_i=\frac{|x_i|+x_i}{2},v_i=\frac{|x_i|-x_i}{2},i=1,2,3,4$，可以得到
$$\begin{gathered} \min z=u_1+v_1+2(u_2+v_2)+3(u_3+v_3)+4(u_4+v_4) \\ \begin{array}{c}s.t.\{\begin{array}{ll}{u}_1-v_1-(u_2-v_2)-(u_3-v_3)+u_4-v_4=0& \\ u_1-v_1-(u_2-v_2)+u_3-v_3-3(u_4-v_4)=1& \\ u_1-v_1-(u_2-v_2)-2(u_3-v_3)+3(u_4-v_4)=-\frac{1}{2}& \\ u_i,v_i\ge 0,& i=1,2,3,4\end{array}\end{array} \end{gathered}$$

from scipy.optimize import linprog
import numpy as np

if __name__ == "__main__":
    c = np.array([1, 2, 3, 4])
    c = np.append(c, c, axis=0)
    Aeq = np.array([[1, -1, -1, 1], [1, -1, 1, -3], [1, -1, -2, 3]])
    Aeq = np.append(Aeq, -Aeq, axis=1)
    beq = np.array([[0, 1, -1 / 2]]).T
    lb = np.zeros(8)
    ub = np.array([[None] * 8])
    bound = np.vstack((lb, ub)).T
    res = linprog(c, A_ub=None, b_ub=None, A_eq=Aeq, b_eq=beq, bounds=bound)

    print("最优值为", res.fun)
    print("最优解为", res.x[:4] - res.x[4:])

# output:最优值为 1.25
# 最优解为 [ 0.25  0.    0.   -0.25]

1.3

假设$I$产品需要$A_1$工序$x_1$次，$A_2$工序$x_2$次，需要$B_1$工序$x_3$次，$B_2$工序$x_4$次，$B_3$工序$x_5$次；$II$差产品需要$A_1$工序$x_6$次，$A_2$工序$x_7$次，$B_1$工序$x_8$次；$III$产品需要$A_2$工序$x_9$次，$B_2$工序$x_{10}$次。则由题意可得
$$\begin{gathered} \max 总利润=(1.25-0.25)(x_1+x_2)+(2-0.35)x_8+(2.8-0.5)x_9-\frac{300}{6000}(5x_1+10x_6)-\frac{321}{10000}(7x_2+9x_7+12x_9)-\frac{250}{4000}(6x_3+8x_8)-\frac{783}{7000}(4x_4+11x_{10}) \\ \begin{array}{c}s.t.\{\begin{array}{ll}5x_1+10x_6\le 6000& \\ 7x_2+9x_7+12x_9\le 10000& \\ 6x_3+8x_8\le 4000& \\ 4x_4+11x_{10}\le 7000& \\ 7x_5\le 4000& \\ x_1+x_2\ge 1& \\ x_8\ge 1& \\ x_9=x_{10}\ge 1& \\ x_i\ge 0,& i=1,2,3,4,5,6,7\\ x_1+x_2=x_3+x_4+x_5& \\ x_6+x_7=x_8& \end{array}\end{array} \end{gathered}$$

from scipy.optimize import linprog
import numpy as np

if __name__ == "__main__":
    x1 = (1.25 - 0.25) - 300 * 5 / 6000
    x2 = (1.25 - 0.25) - 321 * 7 / 10000
    x3 = -250 * 6 / 4000
    x4 = -783 * 4 / 7000
    x5 = -200 * 7 / 4000
    x6 = -300 * 10 / 6000
    x7 = -321 * 9 / 10000
    x8 = (2 - 0.35) - 250 * 8 / 4000
    x9 = (2.8 - 0.5) - 321 * 12 / 10000
    x10 = -783 * 11 / 7000

    c = np.array(
        [-x1, -x2, -x3, -x4, -x5, -x6, -x7, -x8, -x9, -x10]
    )  # 由于求的是最大值，所以需要取相反数
    A = np.array(
        [
            [5, 0, 0, 0, 0, 10, 0, 0, 0, 0],
            [0, 7, 0, 0, 0, 0, 9, 0, 12, 0],
            [0, 0, 6, 0, 0, 0, 0, 8, 0, 0],
            [0, 0, 0, 4, 0, 0, 0, 0, 0, 11],
            [0, 0, 0, 0, 7, 0, 0, 0, 0, 0],
            [-1, -1, 0, 0, 0, 0, 0, 0, 0, 0],
        ]
    )
    b = np.array([[6000, 10000, 4000, 7000, 4000, -1]]).T
    Aeq = np.array(
        [
            [1, 1, -1, -1, -1, 0, 0, 0, 0, 0],
            [0, 0, 0, 0, 0, 1, 1, -1, 0, 0],
            [0, 0, 0, 0, 0, 0, 0, 0, 1, -1],
        ]
    )
    beq = np.array([[0, 0, 0]]).T
    lb = np.array([0, 0, 0, 0, 0, 0, 0, 1, 1, 1])
    ub = np.array([[None] * 10])
    bound = np.vstack((lb, ub)).T

    res = linprog(
        c, A, b, Aeq, beq, bound, integrality=1
    )  # linprog也可以求整数规划问题，其中参数integrality=1表示决策变量必须为整数
    print("最优值为", -res.fun)
    print("最优解为", res.x)

# output:最优值为 1146.4142
# 最优解为 [1200.  230.    0.  859.  571.    0.  500.  500.  324.  324.]

1.4

假设前舱装了货物1$x_1$，货物2$x_2$，货物3$x_3$，货物4$x_4$；中仓装了货物1$x_5$，货物2$x_6$，货物3$x_7$，货物4$x_8$；后舱装了货物1$x_9$，货物2$x_{10}$，货物3$x_{11}$，货物4$x_{12}$。由题意可得
$$\begin{gathered} \max 总利润=3100(x_1+x_5+x_9)+3800(x_2+x_6+x_{10})+2500(x_3+x_7+x_{11})+2850(x_4+x_8+x_{12}) \\ \begin{array}{c}s.t.\{\begin{array}{ll}{x}_1+x_2+x_3+x_4\le 10& \\ x_5+x_6+x_7+x_8\le 16& \\ x_9+x_{10}+x_{11}+x_{12}\le 8& \\ 480x_1+650x_2+580x_3+390x_4\le 6800& \\ 480x_5+650x_6+580x_7+390x_8\le 8700& \\ 480x_9+650x_{10}+580x_{11}+390x_{12}\le 5300& \\ x_1+x_5+x_9\le 18& \\ x_2+x_6+x_{10}\le 15& \\ x_3+x_7+x_{11}\le 23& \\ x_4+x_8+x_{12}\le 12& \\ \frac{x_1+x_2+x_3+x_4}{10}=\frac{x_5+x_6+x_7+x_8}{16}=\frac{x_9+x_{10}+x_{11}+x_{12}}{8}& \\ x_i\ge 0,& i=1,2,...,12\end{array}\end{array} \end{gathered}$$

from scipy.optimize import linprog
import numpy as np

if __name__ == "__main__":
    c = np.array([-3100, -3800, -3500, -2850] * 3)
    A = np.array(
        [
            [1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0],
            [0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0],
            [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1],
            [1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0],
            [0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0, 0],
            [0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1, 0],
            [0, 0, 0, 1, 0, 0, 0, 1, 0, 0, 0, 1],
            [480, 650, 580, 390, 0, 0, 0, 0, 0, 0, 0, 0],
            [0, 0, 0, 0, 480, 650, 580, 390, 0, 0, 0, 0],
            [0, 0, 0, 0, 0, 0, 0, 0, 480, 650, 580, 390],
        ]
    )
    b = np.array([[10, 16, 8, 18, 15, 23, 12, 6800, 8700, 5300]]).T
    Aeq = np.array(
        [
            [16, 16, 16, 16, -10, -10, -10, -10, 0, 0, 0, 0],
            [0, 0, 0, 0, 8, 8, 8, 8, -16, -16, -16, -16],
            [8, 8, 8, 8, 0, 0, 0, 0, -10, -10, -10, -10],
        ]
    )
    beq = np.array([[0, 0, 0]]).T
    lb = np.zeros(12)
    ub = np.array([[None] * 12])
    bound = np.vstack((lb, ub)).T

    res = linprog(c, A, b, Aeq, beq, bound)
    print("最优解为", res.x)
    print("最优值为", -res.fun)

# output:最优解为 [ 0.          7.          3.          0.          0.          0.
#  12.94736842  3.05263158  0.          8.          0.          0.        ]
# 最优值为 121515.78947368421