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【周周记:数学建模学习(5)】
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"Weekly Diary: Learning Mathematical Modeling (5)"
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割平面算法求解整数规划基本原理与编程实现
Programming Implementation of Gomory's Cutting Plane Algorithm for Integer Programming
一、基本原理
I. Basic Principles
(1)如果松弛问题(P0)无解,则(P)无解;
(1) If the relaxed problem (P0) has no solution, then the original problem (P) has no solution.
(2)如果(P0)的最优解为整数向量,则也是(P)的最优解;
(2) If the optimal solution of (P0) is an integer vector, it is also the optimal solution of (P)
(3)如果(P0)的解含有非整数分量,则对(P)增加割平面条件(根据限制条件来限制取值区间):即对(P)增加一个线性约束,将(P)的可行区域割掉一块,使得非整数解恰好在割掉的一块中,但又没有割掉原问题(P)的可行解(切掉没有整数解的部分),得到问题(P0),重复上述的过程。
(3) If the solution of (P0) contains non-integer components, then a cutting plane condition is added to (P) (based on the constraints to restrict the value range): A linear constraint is added to (P) to cut off a portion of the feasible region, such that the non-integer solution falls precisely in the cut-off part, but without cutting off any feasible solution of the original problem (P). This process is repeated with the updated problem (P0).
(实质:增加限制条件)
(Essence: Adding constraints)
例题:
Example
步骤1:用约束条件限制取值区间
Step 1: Restrict the value range using the given constraints.
步骤2:切割不含整数区域(绿色部分舍弃;x2属于【1,7/4】)
Step 2: Cut off the region that does not contain integer solutions (discard the green part; x2 belongs to [1, 7/4]).
对可行解没有影响;
This does not affect the feasible solutions.
步骤三:切去后添加限制条件x2≤1,得到整数规划最优解
Step 3: After cutting, add the constraint x2 ≤ 1 to obtain the optimal solution for the integer programming problem.
局限:x2的限制条件较为简单,若限制较为困难将出现问题;
Limitation: The constraint on x2 is relatively simple. More complex constraints may pose challenges.
上图,区别在图中2中含有变量x3、x4,将问题由不等式变成等式;
In the figure, the difference in Figure 2 lies in the inclusion of variables x3 and x4, which transform the problem from inequalities to equalities.
对图中2限制条件等式对变量1、2进行用变量3、4限制。
The equality constraints in Figure 2 restrict variables x1 and x2 using variables x3 and x4.
将1倍的x1与x3(整数)放于一边,3/4倍的x3与1/4倍的x4(小数)放于另一边;最终写出关于x3、x4的两表达式
Variables x1 and x3 (integers) are placed on one side, while 3/4 of x3 and 1/4 of x4 (fractions) are placed on the other side. This results in two expressions involving x3 and x4.
二、基本步骤
II. Basic Steps
三、Matlab的流程
III. Matlab Implementation Flow
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