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2009

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Excel ( , )
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MathCad
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.: -, 2009. 720 .

:
1. .. MathCad 2001 I MathCad 11. . .:
-, 2004 .
2. .. MS Excel.
., -, 2005 .
3. ..
MathCad Excel. ., -, 2003 .
4. / ..,
.., .., .. .: ;
. , 2004 .
5. . : , 2006 .
6. : .:
, 2004 .
7. ., . Microsoft
Excel . , 2004 .
8 .. .
AnyLogic 5 .: , 2005 .
9 .. .

STATISTICA Excel ( )
.: : -, 2004 .

-
.

1. : ,

1.1 ,
1.2 -

1.3

2009

1.1.


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1. : ,

1.1 ,
1.2 -

1.3

2009

1.2 -


1) :
:

, ,
, .

:
-
-
- : , , ,
, ..
-
- :

- :
Just in Time (JIT)
Just in Sequence (JIS)
Just in Capacity (JIC)

1960-1980

1980-1990

1990-2000

(MRP)
(MRP-II)
(ERP)
(CSRP) ,

2)
:

-
-
-
-
.

3)
()
:

-
-
-
-
-
.

4)
()
:

-
-
-
-
-
.

5)
:

6)
(location)

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-
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.

:
-
- ()
- ( )
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7)
:

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-

:
1)
-
2)
-
3)
- ,

(?)

(?)

(?)

1. : ,

1.1 ,
1.2 -

1.3

2009

1.3
, ..
1

- :

1)

- 3 PL (Third Party Logistics)


3-

- 4 PL (Forth Party Logistics)


4-
2)

SCOR Supply Chain Operation


Reference (model)

www.supply-chain.org

:

2 - 2.5 7-8 !

SCOR - () :
,
, ,
, ,

- :

KPI Key Performance Indicators

()


.

TCO Total Cost of Ownership

ROI Return on Investment

TVO Total Value of Opportunity

(
)

- :

,
On Line Analytical Processing .
,
OLAP


(, , , .)

OLAP

DW

Data Warehouse .
,
,

DM

Data Mining . ,
,
( )

KB

Knowledge Base .
(, ) .
, ,

KM

Knowledge Management .
,

ES ()

Expert System .
,

- -
:

EXCEL

-
:
Crystal Ball +
www.crystalball.com

( Winters)


MathCad
:
-
-
-
- .

ORIGIN 1

XY := READPRN ( "month.prn" )
X := XY

Y := XY

k := 1 .. n

j := 1 .. 16

R1 := Y49

2000

1500

Y
R

1000

500

10

m := 38

W := predict ( Y , m , n)
Rk+ 1 := W k

n := 12

20

30

40

50

60

70

808.3

763.9

684.6

555.3

581.5

W = 6

599.1

515.7

598.9

590

10

873.8

11

1540

12

798.3

X , ( j+ 48 )

o
MathCad ( month.prn)

MathLab

Maple

Statistica
SPSS

Statgraphics
.

Forecasting

.
,
.

Time-Series
Analysis

.
,
. , ,
, .

Smoothing

. ,
.
,
,
( )

Seasonal
Decomposition

(
): ,

ARIMA
Autoregressive
Integration
Moving Average


( -).

Cluster Analysis

. ()
()
.
().

10

Forecasts; Model:(1,0,1)(1,0,1) Seasonal lag: 12


2500

2500

2000

2000

1500

1500

1000

1000

500

500

-500
-5

10

15

20

Observed

25

30

35

Forecast

40

45

50

55

60

90.0000%

Statistica. . ARIMA c 90 %
.


Statistica

11

-500
65

Plot of Means for Each Cluster


350
300
250
200
150
100
50
0
-50
-100

Variables

Statistica

12

Cluster 1
Cluster 2
Cluster 3
Cluster 4



,
,

Modelica

www.modelica.org

Extend

www.imaginethatinc.com

Model_Vision
Studium

www.exponenta.ru

Arena

www.arenasimulation.com

AnyLogic

www.xjtek.com

ILOG

www.iLog.com

Crystal Ball


Excel

OptTek
Systems, Inc.

www.optquest.com

SimFlex

,


(
)

13

www.crystalball.com

www.flextronics.com
www.simflexgroup.com

SimFlex. :
14

2.

2.1
2.2 :
2.3

2.4

2009
1

2.

2.1
1

-
Metodos (.)

-
Modulus

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( )
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2

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adaequatos
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()

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56 -

()

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2.

2.1

2.2 :
2.3

2.4

2009
1

2.2 :

()

:
:
: ()
, , .


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: ,

:

()
,

()

- ( )


..

()
-


()
..

: (, )


- ,

U
I=
R

U
I - ()
R -
()


-
c
m
c

E = mc2 - ( )
():


N
L

F=

1 N

L2

N1 N2
= 2
2
L1 L2

N1

L1

L2

N2

,
R

(),

, .

()
, ./2

()




:
- ;
- .

R1
R2

R1

R2

C
L (
)





(+, -)

R1
R2

R 1R 2
1
1
1
=
+
, R =
.
R R1 R 2
R1 + R 2


:
U2
+

R1

R2
I1

U(t)
(
);
R1, R4
(
);
R2
( ,
..);

U(t)

I2

R3

R5

R4

R3 , ;
R5 , ,

( ).

:
+

U(t)

L , /2
R - (),

I(t) , /

U(t) () ,

: 2-

2 I
I
LC
+
RC + I = U (t )
2
t
t
U(t) = U0Sin(t) (0 t , =/ tk )
I
(t=0) I=0
= v :
t
v
I( t ) = e t Sin (t ) + ASin (t ) +

Sin () Cos()

+ Ae t Sin ()Cos(t ) +
Sin (t )

R
1
R2
R L
; = Arctg
:

;
; =
2C
LC 4C 2
1 LC 2
U0
.
A=
2
2 2
R
1

2 +
LC
LC

L2
, tk=10 , U0= 100 ., =50, v=0.7 -2, R=1 , L=0.08 .2
=0.314
8

I(t)

6
4
2
0
0

6
t, 9

10

()

-
,
( )

Y=D(X)
X ()
Y - (, )
D ( ()

D(X)

10

D(X)

()

.. . .: 2003.
Synergos (.)

() :

11

:

-
..

! !
, !

12

()

Y=f(X) -

( )
,
( )
(, -
)

. ,

.

13

2.

2.1
2.2 :

2.3

2.4

2009
1

2.3

()



()

()

()

()

()


( )
2

2.

2.1
2.2 :
2.3

2.4

2009
1

2.4

DELECO
()

()


()

()

()

,
,


, ,

( )

: 1
N ( ,
)
3

: ()

(--)

SADT
- Structured Analysis and Design Technique

:
S0 = S1 + S2 + S3 min
1)

S1 = Ca Li Qi ,
i

: Li = (X i X 0 ) 2 + (Yi Y0 ) 2 ,
{X0,Y0}
m

Qi = Z ij , Zij
j =1

2)

S2 = Cb lij Z ij ,
: lij = ( x j X i )2 + ( y j Yi )2

3)

S3 = Cx Qi + nCk ,
i

: ; Ck
().
:
-
m

q = Q ;
j

ij

= qj

j=1,2,m.

Zij 0,
{X i ,Yi } 0 Zij.

(X i X R ) 2 + (Yi YR ) 2 R0 ,
{XR,YR} R0
7

3.

3.1
3.2
3.3
3.4
3.5

2009

3.1

- ()!


Y=f (X)

X2

X1

X3

- ()
X ()
Y ()
Y=f (X) ( )
[X1X2]
X !
:

X( X2 - X1)/3

()
n

Y = a 0 X iai
i =1

Xi i- ( i=1..n )
Y Xi
n
ai
:

Y , ..
X , , ,

Y = a 0 X 1a X 2a X 3a
1

X1
X2
X3

-:

Y = a 0 X 1a X 2a
1

() .

Y1 = a 0

X
X + a1

Y 2 = b0

X
X + b1

(X b 2 )

X
Y
0, 1, b0, b1, b2

a0
t
:

y = a 0 exp(a1t )

y = at b

: -
-

y
a0

y = a 0 a1 exp(a 2t )
: - - ()
-
-

S-

a0

t
1) :

y=

a0
1 + a1 exp( a 2t )

2) :

a 2t

y = a 0a1
: -
-
-

S- -

():

y0

y = a 0 + a1 (t a 3 ) + a 2 (t a 3 )3
: -
- ,
-

y = ai Z i
i =0

1) Z=t, m=1

y = a 0 + a1t
2) 2- () Z=t, m=2

y = a 0 + a1t + a 2t 2
3) Z=1/t, m=1

y = a 0 + a1

4) Z=ln(t), m=1

y = a 0 + a1 ln(t )
5) () Z=sin(t), m=1

y = a 0 + a1 sin(t )
k

Z=f(t) : Z= t (k=1, 2m), Z= e , Z= t

()
:

1) :


()
2) :

()
() ( )

S ( LTO ) = STO ( LTO ) + S P ( LTO ) min


S
$/
S

S
L

L, .

:
1. ..
. .: , 2008. 176 .
2.
/ .., .., ..
. , , 1997 .

STO

C TO
=
LTO

- ()

C P n p ( LTO )
SP =
LTO

- ()

n p ( LTO ) = a 0 LTO a

1 2

( )



np(LTO) LTO

3.
3.1

3.2
3.3
3.4
3.5

2009

3.2 ()



X
:
( )

Yi

X1

Xi

Xn

Xn+1 X

:
(
, )


() [X1Xn]


:
2- ()

y (x ) =

y = a 0 + a1x

x x2
x x1
y1 +
y
x1 x 2
x 2 x1 2

- 1-

3- ()

y (x ) =

(x x 2 )(x x 3 )
(x x1 )(x x 3 )
(x x 1 )(x x 2 )
y1 +
y2 +
y3
(x 1 x 2 )(x 1 x 3 )
(x 2 x1 )(x 2 x 3 )
(x 3 x 1 )(x 3 x 2 )

y = a 0 + a1x + a 2 x 2

- 2-

..


[X1Xn].
.

X > (Xn-Xn-1)

()

- ()
,
(, )

y
yi

y (x , a j )
yi

xi

y (x , a j ) - , j = 1, m
( xi, yi ) - (), i = 1, n

i = y (x i , a 0 , a1 ,...a m ) y i
i - -
()

:
- ()
- ()


().
-

y = f (x , a 0 , a1...a m )
: aj ( ),

j = 1, m

aj


yi ()

y (x , a j )

F = [ y i y (x i , a 0 ,a1 ,...a m )] = i2 min


2

i =1

i =1

n ()


()
:

1)

Xi
Yi

1
10

1
3

x = 5

7
...

2)

3
15

5
17

7
18

.
.

10
15

y = 17

18
...


- , ,
, ,

3)

aj,

4)

j = 1, m

aj

F = i = [ y i y (x , a j )]2 min
2

i =1

i =1

:
1) F aj 0

F
= 0,
a j

j = 1, m

2)

aj .

y ( x , a j ) !
.

-:

y
yi

y (x , a j )

yi

xi
:

y=a0+a1x

0 1
1) :
n

F = [ y i (a 0 + a1x i )]2 min


i =1

2) :
n

F = [ y i2 2 y i (a 0 + a1x i ) + (a 0 + a1x i ) 2 ] =
i =1

= ( y i2 2 y i a 0 2a1x i y i + a 02 + 2a 0a1x i + a12 x i2 ) =


i =1
n

i =1

i =1

i =1

= y i 2a 0 y i 2a1 y i x i + a + 2a 0a1 x i + a
i =1

2
0

i =1

2
1

2
x
i

i =1

3) :

F
a = 2 y i + 2a 0 n + 2a1 x i = 0
0

F = 2 x y + 2a x + 2a x 2 = 0
i i
0
i
1
i
a1
4) 2 :

a 0 n + a1 x i = y i

2
a
x
a
x
+
1 i = x i y i
0 i
5) :

= n x i2 ( x i ) 2

a 0 = y i x i2 x i y i x i
a1 = n x i y i x i y i

a0 =

ao
;

a1 =

a1

y = a j z j
j =1

z=(x) -

a 0 n + a1 z i + a 2 z i2 +..... + a m z im = y i

2
3
m +1
a 0 z i + a1 z i +a 2 z i +..... + a m z i = y i z i

.........................................................................
m
m +1
m +2
m +m
m
a
+
+
+
+
=
z
a
z
a
z
a
z
y
z
.....

0
1
2
m
i
i

i
i
i
i
, m=2 z=x :

a 0 n + a1 x i + a 2 x i2 = y i

2
3
+
+
a
x
a
x
a
x
0 i
1 i
2 i = yi xi

2
3
4
2
+
+
=
y
x
a
x
a
x
a
x
0 i 1 i 2 i i i
:

y = a 0 + a1x + a 2 x 2

xi x
= xi x
x
x x x
2

a 0

yi x
= xi yi x x
x yi x x
2

a1

yi xi x
= yi xi x
x
yi x x x

3
i

xi y
= xi x
xi y
x x x yi
n

3
i

a 2

a0 =

ao
;

a1 =

a1
a
; a2 = 2

y = a0 x a

ln y = ln a 0 + a1 ln x
( ):

s = ln y ,

z = ln x ,

a = ln a 0 ,

b = a1

s = a + bz
():

an + b z i = s i

2
a
z
b
z
+
i = z i si
i
a b :

a1 = b ,

a 0 = exp(a )

Y = a 0 X exp(a1X )
:
- X

Y
) = ln a 0 + a1X
X

ln(
-

Y
z = ln( ),
X

b = ln a 0

z = b + aX


(MathCad)

EXCEL

3.
3.1
3.2

3.3
3.4
3.5

2009

3.3

, :

y
yi

yi

xi

yi -

y i - ()
y=

yi

- ()

=1

:
n

D1 = ( y i y ) 2
i =1

D 2 = ( y i y )2
i =1

R2 =

D1
,
D2

0 R 2 1 -


,
.

R2 1, y x ,

EXCEL :
=(1:10,1:10)

()

1
0 =
n k

(yi yi )

=1

k
0 ,
, 0 = 0 - .
()
,

:
- y

- y

( )

y xHB = y (x ) t y (x )
y (x ) - ( x)
t

- ()

y (x ) - ( )
( x)
X
!
y

y
(y)

x1

x=

xk

xi

ni
=1

xn

()

0,14
0,12

f(Y)

0,1
0,08
0,06
0,04
0,02
0
0

10

12

14

:
2

1
1 y y )
f (y ) =
exp

2 y
y 2

y=

yi

=1

1 n
y =
( y i y )2

n 1 i =1
:
y

F (y ) =

f ( y )dy

16

:
X
2

1
1 y y (x )
(y ) =
exp

2

(
x
)
y (x ) 2

y

y (x )

- X ( )

yB

( y )dy =

= 0.9 0.95

= 1- - ()

= 0.1 0.05

:

, = 0.1 t = 1.645 (n )

EXCEL:
=(,n-k)

y = a + bx
:

y xHB = y (x ) t y (x )
:

y (x ) = a2 + b2 x 2 2K ab x
:
1)

x=

xi

=1

1 n
2
2) D 0 =
[ y i (a + bx i )] -

n 2 i =1
3)

Db = b2 =

D0
n

(x i x )

- b
2

=1

4)

D a = a2 =

D 0 x i2
i =1

n (x i x ) 2

- a

i =1

5)

K ab = b2 x

- a b

3.
3.1
3.2
3.3

3.4
3.5

2009

3.4


:
- (Y,X)
- - ( 2-)

:
- (Y,X)
- - ( 2-)

:
- (Y,X)
- - ( 2-)

()
-
:
-
()


() -

()

.

,

, (yi, xi), i=1n.


, :
()
( )
()
. .
()
:

x
: ()
-
y.
,
( ).

: ,

.
: () ().

x1

x2

xi

xn

: x
y.
y x.

f(x)

f(x) ( ) -

( )


:
n

( y i y )(x i x )

r y |x =

=1

=1

y=

x=

=1

yi

( y i y ) (x i x )

i
i
2

- ()

=1

xi

ni

- ()

=1

1 r y |x 1

r|x = 1

r|x = - 1 -
r |x = 0
y

r|x = 1

r|x = 0

r|x = - 1
x

0 < r|x < 1

r|x
()
| r|x | < 0.3

y x
:

y y = r y |x
: S y =

y=

(yi y )

y ,
ni i
=1

Sx =

=1

x=

Sy
(x x )
Sx

xi

ni
=1

(x i x )

i
=1

Dy
= 1
Dy

y |x
1 n
( y i y )2 ,
: D y =

n 1 i =1
1
Dy =
n k

y=

[ y i f (x i )]

yi

i
=1

=1

0 y |x 1

|x = 1

|x = 0

-
:

2 = r2

R2

D y
R =
,
Dy

0 R2 1

I2

D y
I =
,
D y + D y

0 I 2 1

n
1 n
2
1
D y =
[ f (x i ) y i ] D y =
( y i y i )2

n 1 i =1
n 1 i =1

1
Dy =
n k

[ y i
i =1

f (x i )]

F ( ):

F =

Dy
,
Dy

P(F > F*) = = 1- - ,

F F*
F*(, 1,2)

1 = n-1 ,
EXCEL:

2 = n-k

=F(; 1; 2)

, F > F*

y = (x 1 , x 2 ,....x m ; a j )

y = a 0 + a1x 1 + a 2 x 2

x2
x1
:

y = bx 1a x 2a
1

x1, x2
y -

ln y = ln b + a1 ln x 1 + a 2 ln x 2
:

z = ln y ;
:

a 0 = ln b ;

R1 = ln x 1 ;

z = a 0 + a1R1 + a 2 R 2

R2 = ln x 2


m-
m

z = b0 + b j R j ,

z = ln y ,

j =1

R j = ln x j


:
,

y = a 0 + a1x 1x 2 + a 2 x 32 + a3x 1 ln x 3
z 1 = x 1x 2 ,
:

z 2 = x 32 ,

z 3 = x 1 ln x 3

y = a 0 + a1z 1 + a 2 z 2 + a 3z 3

aj (j=1m)
()
2

S = y i (x j , a j ) min
i =1

S
= 0,
a j

j = 1, m

y = a0 + a j x j ,
j =1

j = 1, m

a 0 n + a1 x 1i + a 2 x 2i + .... + a m x mi = y i

2
a 0 x 1i + a1 x 1 i + a 2 x 1i x 2i + .... + a m x 1i x mi = x 1i y i

2
a 0 x 2i + a1 x 2i x 1i +a 2 x 2 i + .... + a m x 2i x mi = x 2i y i
..........................................................................................

2
a 0 x mi + a1 x mi x 1i +a 2 x mi x 2i + .... + a m x mi
= x mi y i

y = a 0 + a1x 1 + a 2 x 2
x1, -
x2
y - ()
:

a 0 n + a1 x 1i + a 2 x 2i = y i

2
a 0 x 1i + a1 x 1 i + a 2 x 1i x 2 i = x 1i y i

2
a
x
a
x
x
a
x
+
+
0 2i
1 2 i 1i
2 2 i = x 2i y i

, ,

Dy
= 1
Dy

y |xG
1 n
( y i y )2 ,
: D y =

n 1 i =1

1
Dy =
n k

y=

[ y i (x i )]
i =1

x -

yi

i
=1

r y |x x

1 2

r y2|x + r y2|x 2r y |x r y |x rx |x
=
1 rx2 |x
2

r y |x x 1
1 2

y = a 0 + a1 cos(t ) + a 2 sin(t )
t ,

n,

(12 ). n =12 =/6=0.523


:
:

x = cos(t ),

z = sin(t )

y = a 0 + a1x + a 2 z

a 0 n + a1 x i + a 2 z i = y i

2
a 0 x i + a1 x i + a 2 x i z i = x i y i

2
a 0 z i + a1 x i z i +a 2 z i = z i y i
,

xi = zi

=0

a0 =

yi

a1 x i2 + a 2 x i z i = x i y i

2
a1 x i z i +a 2 z i = z i y i

3.
3.1
3.2
3.3
3.4

3.5

2009

3.5

y
yn
y2
y3
y1
t1

t2

t3

tn

( y ,t ) -

y ( , , ..)
t ( t = t1,t2,t3,tn ): , , , , ..
(t=const).
(i =1,2,3,.n )

yi

:


(, . )
,
, .
,

()
,
.


,
, .
, : m
(m )

Zk +1 =

m1

Yk i ,

mi
=0

k = m, n

: Yi ; Zk ; m -
( , ); n
( ); m < n.
m 7.
m
.
,
Excel.
:
Y=(20,23,26,29,32,38,50,26,29,38,23,35)
n=12
m=3
1 :

Y13=(35+23+38)/3=96/3=32

EXCEL

< > <>

:
- (Yi)
- (m)
- (Zi)

-
MathCad.
(3 , m=3)
, (12 , n=12),
.
: m !

MathCad

20 _
1
ORIGIN 1
23
2


26 n := 12 _
3
29
4


32 m := 3 _
5
38
6
Y := 40
x := 7
Z := Y

33
8
29 k := m.. n
9
35
m1
10
Z := 1
Y
_

k+ 1 m
ki
31
11
i =0
35
12


0
13

1
2
3
4

5
6
p :=
7
8
9

10
11
12

1
1
2

20
23

26

23

26

Z= 6

29

33

36.667

37

10

34

11

32.333

12

31.667

13

33.667

40
Y
Z

20
5

10
p,x

15

()
.
,
.

!

:
-
- , .

m1

Zk +1 = g miYk i ,

k = m, n

i =0

: Yi ; Zk ; m-
( , ); n
( ); gi

m1

gm i = 1.

=0

gi =

= const

: - MathCad:
- (3 , m=3)
, (12 , n=12)
-

120

123

126
129

132
138
Y := 141

128
129
138

123

135

ORIGIN 1

n := 12 _
m := 3

Z := Y

0.1
g := 0.3

0.6

k := m.. n
m 1

k+ 1

:=

(gmi Yki)

i=0

1

2
3
4

5
6
x := 7

8
9
10

11
12

13

1

2
3
4

5
6
p :=
7
8
9

10
11
12

1
1
2

120
123

126

124.5

127.5

Z= 6

130.5

135.3

139.2

132.9

10

129.9

11

134.3

12

128.1

13

131.7

140
Y
Z

120
5

10

15

p,x

: m!


()
: .

S( g ) =

[Yj Z j ( g )]
j m

= +1

gi = 1,

gi 0,

min ,

i = 1, m ,

g - .

: -

MathCad:
- (3 , m=3)
, (12 , n=12)
-

120

_ _

ORIGIN 1

1
2

3
4

5
6
x := 7

8
9

10
11
12

13

123 Y -

126
129 n := 12 _

m := 3 _
132
138 k := m .. n
0.2
Y := 141

_ g := 0.4
128
0.4
129

138
123
135 Z := Y

0
m 1

(g m i Yj i 1)
j
i=0

S( g ) :=

j = m+ 1

1
2
3
4

5
6
p :=

7
8
9

10
11
12

_ _

Given
g 0

g 0

g 0

g + g + g
1

m 1
k+ 1

:=

g := Minimize ( S , g )
Z

m i k i

i=0

0.383
g = 0.252

0.365

1
1
2

Z=

120
123

126

122.947

125.947

128.947

133.042

136.799

135.108

10

133.339

11

131.902

12

129.082

13

133.119

140
Y
Z

120
5

10
p,x

15

,

.

,
.
, ,

.
:

g i = (1 )

m i

i = 1, m

- m gm = 1
- m-1 gm-1 = 1-
2

- m-2 gm-2 = (1-)

- m-3 gm-3 = (1-)

m-3

..

m-2

0 < 1

:
:

= 1 e t

- ()

2
m +1

m
,

m=n

m-1



Excel.

Z i +1 = Y i + (1 ) Z i ,
:

i = 1, n ,

Yi - ;
Zi ;
n ;
{Y1 Yn} ;

;
0 1.
!

:
- Z1 =Y0.
- ,

1 3
Z 1 = Y i
3 1

-
Z1
,

Z1 =Y0.

Z i +1 = Y i + (1 ) Z i ,

i = 1, n

Z 2 = Y1 + (1 ) Z 1 ,

Z 1 Y0

Z 3 = Y 2 + (1 ) Z 2 = Y 2 + (1 ) [Y1 + (1 ) Z 1 ] =
= Y 2 + (1 )Y1 + (1 ) 2 Z 1

Z 4 = Y 3 + (1 ) Z 3 =
= Y 3 + (1 ) Y 2 + (1 )Y 2 + (1 )Y1 + (1 ) 2 Z 1 =
= Y 3 + (1 )Y 2 + (1 ) 2Y1 + (1 )3 Z 1
.
:
i 1

Z i +1 = (1 ) Z 1 + (1 )i j 1Y j +1 ,
i

i = 1, n

j =0

Z1 Y0

,
:
- n-
- (n-1)- (1-)
- (n-2)- (1-)2
- (n-3)- (1-)3
.

i=
Yi=
Zi=
i =

0
8

1
10
8
2

2
6
8.4
-2.4


3
4
5
6
7
5
11
9
8
7
7.9
7.3
8.1
8.3
8.2
-2.9 3.7
0.9 -0.3 -1.2

8
7
7.9
-0.9

9
8
7.7
0.3

10
7.8

i= Yi Zi
2
2
=
= 0.2
n +1 9 +1

Z2=0.2*10+0.8*8=8.4
Z3=0.2*6+0.8*8.4=7.9
Z4=0.2*5+0.8*7.9=7.3
Z5=0.2*11+0.8*7.3=8.1
Z6=0.2*9+0.8*8.1=8.3
Z7=0.2*8+0.8*8.3=8.2
Z8=0.2*7+0.8*8.2=7.9
Z9=0.2*7+0.8*7.9=7.7

: Z10=0.2*8+0.8*7.7=7.8

1 n
1 n 2
2
... Y =
i
(Y Z i ) = n 1
n 1 i =1 i
i =1
m=n-1 - ,

Y =

1
35.1 = 2.09
9 1

EXCEL < >


=1-

z i+.1 . = Z i +1 t Y K
:

K=

n + 1 3(n + 1)
+
- 1
n
n (n 2 1)

t .
, =0.1, :

t =1.83
K=

9 + 1 3(9 + 1)
+
= 1.15
9
9(92 1)

Y = 2.09
1.83*2.09*1.15=4.4
:

z 10 . . = 7.8 4.4


().

:
n

S ( ) = [Y i Z i ( )]2 min ,
i =1

Z i ( ) -

( )


(=0,8) MathCad:

, (12 , n=12),
.
_

20

23
26
29

32
38
Y := 40

33
29
35

31
35

0
Z := a Y

i 1

ORIGIN 1

n := 12 _

1

2

3
4

5
6
x := 7

8
9

10

11
12

13

Y _
a := 0.8

Z := Y

i := 2 .. n + 1

+ ( 1 a) Z

1

2
3
4

5
6
p :=
7
8
9

10
11
12

i 1

1
1
2
3

20
20
22.4

25.28

28.256

Z= 6
7

31.251
36.65

39.33

34.266

10
11

30.053
34.011

12

31.602

13

40
Y
Z

34.32

20

10
p,x

15


MathCad:
_
_

20

23
26
29

32
38
Y := 40

33
29

35

31
35

n := 12

ORIGIN 1

Y _
a := 0.3

__

Z := Y
k := 2 .. n
Z := a Y + ( 1 a ) Y
2

TOL := 0.000000000000001

1
2

3
4

5
6
x := 7

8
9

10
11
12

13

1
2
3
4

5
6
p :=
7
8
9

10
11
12

__
n

S ( a ) :=

k =2

Given
a > 0

k 1

k
( 1 a ) j Y
Y

aY + (1 a) Y + a
1
k j

k+ 1 k
j =1

a < 1

__

al := Minimize ( S , a )
al = 0.677
Z

__
k 1

k+ 1

:= al Y + ( 1 al ) Y + al
k

j =1

( 1 al ) j Y
k j _

Z =

1
2

20
20

3
4
5

22.03
24.717
27.615

6
7

30.583
35.602

8
9
10

38.578
34.803
30.876

11
12

33.667
31.862

13

33.986

40
Y
Z
20

10
p,x

15


n=
t=i

Y
1
2
3
4
5
6
7
8
9
10
11
12
13

20
23
26
29
32
38
50
26
29
38
23
35

Z
20
20,0
20,6
21,7
23,1
24,9
27,5
32,0
30,8
30,5
32,0
30,2
31,1

al
0,20

12
al
0,430575

20
20,0
9,00
t=
21,3
22,17
=
23,3
32,27
=
25,8
38,87
28,4
91,21
dZ=
32,6
304,09
40,1
197,97
34,0
25,12
31,9
37,77
34,5
132,26
29,5
29,72
Z
920,46
31,9
14,6

50
45
40
35

3
5

30
25
20
15
10
5
0
0

12

15

1,795885
9,147555
1,051694
17,27719

Z
49,2


. (Holt)


.

:
- 0 1 ;
- 0 1.

Z i +1 = Ai + B i ,

i = 2, n

Ai = Y i + (1 )(Ai 1 + Bi 1 ) ,
Bi = (Ai Ai 1 ) + (1 )B i 1 ,

Yi ,
Zi
:

A2 =Y1

B 2 =Y 2 Y1 .

,
n 2

S ( , ) = [Yi + 2 Z i ( , )]2 min


i =1

:
MathCad

____

250
260
280
310

Y := 340
400

350

390
0

ORIGIN 1
n := 8

R :=

__

_
al := 0.4

bt := 0.3 _

A := Y
2

1
2

3
4
p :=
5
6
7

8

B := Y Y

___

for i 3 .. n + 1

A al Y + ( 1 al) A
i

B bt A A
i

i 2

i 1

3

4
5
x := 6

7
8
9

i 1

+B

i 1

+ ( 1 bt ) B
i 1)
i 1

__

+B

i 1

260

280.4

308.192
R = 340.684

391.297

396.71
415.152

400
Y
R
300

6
p,x

10

:
MathCad

____

250
260
280
310

Y := 340
400

350
390
0

1
2

3
4
p :=
5
6
7

8

ORIGIN 1
TOL := 0.000000000001
n := 8
al := 0.8
bt := 0.3
A := Y

B := Y Y

R( al , bt ) :=

for i 3 .. n + 1

A al Y + ( 1 al ) A
i

B bt A A
i

i 2

i 1

i 1

+ B

i 1

+ B

i 1

3

4
5
x := 6

7
8
9

) + ( 1 bt ) Bi 1

i 1

Z
n 2

S ( al , bt ) :=

2
(Yi+ 2 R( al , bt ) i)

__

i=1

Given
al > 0

bt > 0

al < 1

bt < 1

al := Minimize ( S , al , bt )

bt
al = 0.629

bt = 0.117 ___

260

284.067

313.785
R( al , bt ) = 345.617

399.198

383.943
403.917

400
Y
R ( al , bt )
300

6
p,x

10


. (Winter)



, , , .

:

- 0 1 ;
- 0 1;
- Di 0 1 .
:
- p,
(), p2;
npk, k ()

.
:
2k .

Z i +1 = (Ai + B i )D i k +1 ,

Ai =

i = k + 1, n ,

Yi
+ (1 )(Ai 1 Bi 1 ) ,
D i k

Bi = (Ai Ai 1 ) + (1 )B i 1 ,
Di =

Yi
+ (1 )D i k +1
Ai

Yi ,
Zi

Ak =
Bk =

Yi ;

ki
=1

Yk +1 Yi
;
k
=1
k

k i

Yk ( j 1)+1
1
,
Dl = k
p j =1 1

k Yk ( j 1)+1
i =1

l = 1, k .

:

MathCad

=0,8 , =0,3, =0,2


(k=4)
4 (p=4)
, .
k+1


.

S ( , , ) =

[Y i Z i ( , , )]

k k
= +2

min

:
____
ORIGIN 1

48
55

50
120

67
60
74

170
Y :=
110
120

115
246

120
120
170

360

n := 16

k := 4

p := 4

1
2
3

4
5
6

7
8
h := 9

10
11

12
13
14

15
16
17

_
al := 0.8

bt := 0.3
gm := 0.2
l := 1 .. k
A :=
k

D :=
l

1
k

1
p

B :=

i=1
p

i=1

Yk + i Yi

k ( j 1 ) + l

j=1

k ( j 1 ) + i

i=1

R :=

Z Y
for i k + 1 .. n
Y
A al
i

+ ( 1 al ) A

i k

B bt A A
i

i 1

i 1

) + ( 1 bt ) Bi 1

R=

i 1

1
2

48
55

50

120

67

6
7

72.019
69.822

170.119

69.666

10

115.729

D gm
i

i+ 1

+ ( 1 gm ) D

A + B D
i

i k

i k + 1

400

11

140.48

12
13

268.967
101.571

14

123.556

15

135.438

16

387.942

17

151.679

200

10
h, h

15

20

:
48
55

50
120

67
60
74

170
Y :=
110
120

115
246

120
120
170

360

____

ORIGIN 1

n := 16
_

k := 4

p := 4
_

al := 0.4
_

bt := 0.2

gm := 0.1

l := 1 .. k

k
k
p
Y

Yk + i Yi
1
1
1
k ( j 1 ) + l

A
:=

B
:=

D
:=

k
i
k
l
k
k
k
p
k

i=1
i=1
j=1 1

k ( j 1 ) + i
k

i=1
R ( al , bt , gm ) := Z Y

for i k + 1 .. n

Y
i

+ ( 1 al ) A
B
A al

i k

B bt A A
i

i 1

i 1

i 1

1
2
3
4

5
6

7
8
x := 9

10
11
12

13
14

15
16
17

) + ( 1 bt ) Bi 1

Y
D gm
i

i+ 1

+ ( 1 gm ) D

A + B D
i

i k

i k + 1

Z
n

S ( al , bt , gm ) :=

(Yi R( al , bt , gm ) i)2

i = k+ 2

Given
al > 0

a
b

bt > 0

gm > 0

:= Minimize ( S , al , bt , gm )

a = 0.626

b = 0.573

al < 1

bt < 1

g = 0.669

gm < 1

___
1
1
2

400

Y
R ( a , b , g)

300

200

R( a , b , g ) =
100
5

10

15

20

x, x

48
55

50

120

67

68.238

64.857

164.152

72.635

10

105.703

11

130.877

12

249.553

13

113.732

14

115.09

15

124.607

16

365.566

17

165.336



( )
: . ,



m

Zk = d + b jYk j ,
j =1

k = m + 1, n + 1,

: Yj ;

Zk k;
n ;
m ;
d bj , j = 1, m .
m (m <n)
Yj,
m .
bj, ,
.

S (b ) =

b jY i
(Yi d
n m 1i m
j
= +1

=1

) 2 min ,

b - .
d bj
m

j =1

d = Y(1 b j ) , Y =

Yi - .

i
=1

m=4 12
MathCad

ORIGIN 1

20
23
26
29

32
38
Y :=
50
26
29

38
23
35

S ( b ) :=

n := 12

m := 4

1
2
3
4

5
6
p :=
7
8
9

10
11
12

j := 1 .. m
b := 1

___

Z := Y
k := m + 1 .. n + 1
R :=

1
n

i =1
n

1
n m 1

___Y

i = m+ 1

m
m

Y R 1
b
b

Y
( j i j)
j
i

j =1

j=1

x :=

2
3
4

5
6
7

8
9
10

11
12

13

__

Given
b := Minimize ( S , b )

d := R 1

j =1

0.076
0.203
b =
0.379
0.553

Z := d +
k

b Y
j

j =1

k j

_
d = 39.983
1

29

Z = 6

33.685

33.013

32.191

28.54

10

34.873

11

19.212

p,x

Z1 := predict ( Y, 4 , 1 )

Z1 = ( 33.818 )

15

26
34.585

10

23

3
4

20

40

20

12

30.65

13

36.365

4. .

4.1
4.2
4.3
4.4
4.5
4.6
4.7

2009
1

4.1
1

()
, (min, max)
()

!
()
() ,
!
:

..
!

!
()

,

,
min max

(),

,

(, )

!

!
:

Y=f(X) Ymax XXmax


Y

Ymax

X0

Xmax
3


PROGRAM , , ()

,

,
, !

Y = aX 2 + bX + c

Y
Ymax

Ymin
Xmin

X0

Xmax

1) Y :

Y '(X ) = 2aX + b
2aX + b = 0

X0 =

b
2a

-
- 0
- : Y X=X0

2) ! Y
X

( X min X X max )

4. .

4.1

4.2
4.3
4.4
4.5
4.6
4.7

2009

4.2

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4.1
4.2

4.3
4.4
4.5
4.6
4.7

2009

4.3
1

1939 . . .



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,

- ,
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:
n

(min)
F = C i X i max
i =1

n
j = 1, m
a ij X i b j ,
i =1
X 0, i = 1, n
i

(1)

Xi ()
: =, <, >
, m < n . !
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MathCad
: X1 X2
1)

F = 2X 1 + 5X 2 max
2)

X 1 + X 2 500
X 1 400, X 2 300
X 1 0, X 2 0

: X1 X2
F,

MathCad:

F( X1, X2) := 2X1 + 5X2


X1 := 100

X2 := 100

Given
X1 + X2 500
X1 400

X2 300

200

300

maximizeF
( , X1, X2) =

X1 0

X2 0

:
1) 4 (n=4) 1, 2, 3, 4
a1, 2, 3, 4
2) 3 (m=3) 1, 2, 3 b1,
b2, b3
3) i- j-
Cij
4) ,

Xij , i- j-

1
1

2
X11

C11
2

X12

C12
3

X13

C13
a1

3
X21

C21

X22

C22

X23

C23
a2

4
X31

C31

X32

C32

X33

C33

C41
C42
C43

a3

X41

b1

X42

b2

X43

b3

a4

-
a1+2+3+4= b1+b2+b3
n

i ai = j b j


S=C11X11+ C21X21+ C31X31+ C41X41+
+ C12X12+ C22X22+ C32X32+ C42X42+
+ C13X13+ C23X23+ C33X33+ C43X43
:
- ( )
X11+ X21+ X31+ X41= b1
X12+ X22+ X32+ X42= b2
X13+ X23+ X33+ X43= b3
- ( )
X11+ X11+ X13= a1
X21+ X22+ X23= a2
X31+ X32+ X33= a3
X41+ X42+ X43= a3
-

X ij 0,

i = 1, 4,

:
4

S = C ij X ij min
i =1 j =1

X ij = b j ,

j = 1,3

=1
3

X ij = a j ,

i = 1,4

=1

X ij 0,

i = 1,4,

j = 1,3

j = 1,3

MathCad

ORIGIN 1

_
n := 4

m := 5

i := 1 .. n

j := 1 .. m
0.5 0.6 0.9 0.5

0.7

0.4
C :=
0.3
0.9

0.2 0.5 0.4 0.4

1.1 1 0.8 1.1


0.5 0.8 0.8 1

100

0
X :=
0
0

150 0 0 0
0 200 0 0

0
0 0 100
0

S( X) :=

120

200

a := 100
30

100

100

150

b :=
200
100

(Ci, j Xi, j)

i=1 j=1

S( X) = 355

Given

X1 , j

X2 , j

X3 , j

Xi , 1
i

X4 , j

Xi, 2
i

Xi, 3

Xi, 4

Xi, 5
i

X0
X1 := minimize( S , X)

120
X1 =
0
0

0 100

30 0

200 0 0 0

0 70 30 0
0

S( X1) = 256

()



( ) .
.
:
: Qjk k - j -

qik k - i -
i =1,2,.n; j =1,2,.m; k=1,2,.p

Xijk k - , i - j -
Cijk
: m (p );
n (
!).

, !

S = X ijk C ijk min


i

X ijk Q jk

i
k
X ijk = q ik

j k
X ijk 0
i = 1, n ;

j = 1, m ;

k = 1, p ;

ijk=

j Q jk i q ik ,

k = 1, p

Q \ q

1
2
3

1, 2, 3

100

150

250

50

40

300

400

C111
X111

C211
X211

C311
X311

100

C112
X112

C212
X212

C312
X312

50

C113
X113

C213
X213

C313
X313

300

C121
X121

C221
X221

C321
X321

100

C122
X122

C222
X222

C322
X322

250

C123
X123

C223
X223

C323
X323

100

C131
X131

C231
X231

C331
X331

300

C132
X132

C232
X232

C332
X332

150

C133
X133

C233
X233

C333
X333

1, 2, 3

: 3 , 3 , 3

10000

Xijk,

1
2
3
1
2
3
1
2
3
=

400
100
50
300
100
250
100
300
150

1
2
3

800
500
450

1
100
0
0
0
100
0
0
0
0
0
100

1
2
3
2 3 1 2 3 1 2 3 =
150
0
0
250
50
0
40
300
0
0
0
0
0
0
0
0
0
50
0
0
0
0
0
0
0
50
0
0
0
0
0
0
0
50
50
0
0
0
0
0
0
0
0
100
100
0
0
0
0
0
0
0
100
0
0
0
0
50
0
0
100
150
0
0
0
0
0
0
0
0
0
0
0
0
250
0
0
40
0
290
0
0
0
0
0
0
0
150
150
150
0
0
250
50
0
40
300

5
10000
10000
4
10000
10000
8
10000
10000

0
0
0
400
0
0
0
0
0

Cijk, /
10000
10000
4
7
10000
10000
10000
9
10000
10000
10000
6
4
10000
10000
10000
5
10000
10000
10000
6
7
10000
10000
10000
4
10000

S
0
0
350
0
0
0
0
0
400
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0

10000
6
10000
10000
7
10000
10000
5
10000

10000
10000
7
10000
10000
4
10000
10000
5

6
10000
10000
6
10000
10000
8
10000
10000

10000
4
10000
10000
7
10000
10000
4
10000

10000
10000
8
10000
10000
8
10000
10000
6

0
0
0
0
0
0
0
1250
0

0
0
0
0
0
200
0
0
0

0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
160
0

0
0
400
0
0
800
0
0
900

=
0
350
400
400
400
1000
0
1410
900
4860

1
100

2
440

3
350

:
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3 3- 3-
1
1
Q\q

1
2

1, 2, 3

1 1
2
3
2 1
2
3
3 1
2
3
1 1
2
3
2 1
2
3
3 1
2
3
1 1
2
3
2 1
2
3
3 1
2
3

2
3

3
3

1, 2, 3
1 2 3 1 2 3 1 2 3 1 2 3 1 2 3 1 2 3 1 2 3 1 2 3 1 2 3
100 100 100 150 150 150 80 80 80 50 50 50 25 25 25 50 50 50 0 0 0 40 40 40 300 300 300

400
400
400
100
100
100
0
0
0
300
300
300
0
0
0
50
50
50
100
100
100
300
300
300
50
50
50

1, 2, 3
:
: Qjk k- j-

L
V
C
d
t

qik k- i-
i=1,2,.n; j=1,2,.m; k=1,2,.p
Xijkf k- , i- i-
f- (), f=1,2u
Cijkf
13

S 0 = S ijkf min
i

X ijkf

df
Q jk

S ijkf = C ijkf Lijkf


X ijkf

i
k f

X ijkf

j k f

= q ik

X ijkf 0
i = 1, n ;

j = 1, m ;

k = 1, p ;

f = 1,u

df
Lijkf
:

j Q jk i q ik ,

k = 1, p

, , ,
, .

.
JIT
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14

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.


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15

4. .

4.1
4.2
4.3

4.4
4.5
4.6
4.7

2009
1

4.4

-
- .

-
-
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1,
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i - j -

X ij =

:
;
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2)
n

S = E ij X ij max
i =1 j =1

3)
n

X ij = 1,

i = 1, n

=1

X ij = 1,

j = 1, n

1 X ij 0,

i = 1, n ,

=1

j = 1, n

, ()
1
,
1 ()
: - ()

-
()
4

{X }
ij

n
n

n n 0 1

ORIGIN 1

__
n := 5

m := n

i := 1 .. n

j := 1 .. m

6
3

E := 5
4

3 2 7 4

4 3 2 1
3 4 6 3

5 2 5 2
5 4 4 2

X := identity ( n )
n

S ( X ) :=

__
m

(Ei , j Xi , j)

i=1 j=1

Given
1 X0

Xi , 1

X1 , j
j

Xi , 2

X2 , j
j

Xi , 3

Xi , 4

Xi , 5

X3 , j

X4 , j

X5 , j

X0 := Maximize ( S , X )

0
X0 = 1
0

0 0 1 0

0 0 0 0
0 0 0 1

1 0 0 0
0 1 0 0

S ( X0 ) = 24

. MathCad

Excel-

.
(
).
: n ()

m
n m (mn)
,

{C ij }n .
m

: mn (n<m) (n>m) Cij =.



k

S = C ij X ij min
i =1 j =1

k=max{n,m}.

k

X ij = 1,

i = 1, k

=1

X ij = 1,

j = 1, k

=1

1
0

X ij =

- .

Excel-

ORIGIN 1

___
n := 5

m := 6

i := 1 .. m

j := 1 .. m

60 30 20 70 40 45
30 50 40 40 20 35

15
10
20
30
40
50

C :=
40 30 40 60 30 40
50 50 20 50 20 60

1000 1000 1000 1000 1000 1000


X := identity ( m)
m

S ( X ) :=

__
m

(Ci , j Xi , j)

i=1 j=1

Given
1 X0

Xi , 1

Xi , 3

X1 , j
j

Xi , 2

X2 , j
j

Xi , 4

X3 , j

X4 , j
j

Xi , 5

Xi , 6

X5 , j

X6 , j

X0 := Minimize ( S , X )

0
1

0
X0 =
0
0

1
0

0 1 0 0 0
0 0 0 0
0 0 0 0
1 0 0 0
0 0 0 1
0 0 1 0

S ( X0 ) = 1.115 10

. MathCad

(1955 .)
:
, . ,
, ( ).
:
1) Q .
2) i -
(i =1,2,...n).
3) pi Ci .
,
.
:
Xi i -

n

S = C i X i max
i =1

n
p i X i Q
i =1
X 0, i = 1, n

Xi () ,

10


:
1) , , Q .
2) n ( ). , , , ..
3) pi
( ) Ci .
Xi , .
.



.
:
1) Q V 3.
2) i - (, , , , ..) , wi , pi () Ci.
Xi ,
(i=1,2,...n) .

11

:

n

S = C i X i max
i =1

:
n

pi X i Q

i
=1

w i X i V

i
=1

X i 0,

i = 1, n ,

:
Xi Zi


,
.
:

www.packer3d.ru
www.cargowiz.com
www.ortec.com
www.vybor-group.ru

12

. Excel

13

___
n := 8

ORIGIN 1

i := 1 .. n

V := 45

Q := 7000

10
80

50
90
p :=

20
15
40

30

____

0.15
0.7

0.3
0.8
w :=

0.25
0.45
0.3

0.5

60
200

130
190
C :=

110
180
150

120

50
30

40
15
Z :=

70
90
60

110

X := Z
S( X) :=

(Ci Xi)

Given

(p i Xi) Q
i

( wi Xi) V
i

X0
X0 := Maximize( S , X)
X1 := ceil( X0)

XZ

0
0

32
0
X1 =

70
0
60

0

. MathCad

14

. Packer3d

15

. CargoWiz

16

. Load-Designer (Ortec)

17

4. .

4.1
4.2
4.3
4.4

4.5
4.6
4.7

2009
1

4.5
,
1


, =(1, 2,... n) B =(B1, B2,... Bm), .

B1

B2

B3

Bm


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-
2) Kij ()

Pi

Pj
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3) .
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1,

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K ij K

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A .
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5) , ,

6) , , .
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6

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(,):
qi = q(Pi) > 0 Pi
qi = q(Pi) < 0 Pi
qi = q(Pi) = 0 Pi
, 3
2)

K ij = (Pi , P j ) K

di j = d(Kij) 0
di j =0 Kij
3)
: Ai , Pi , i=1,2,..n

Bi - , Pi , i=1,2,..m

(Ai , B j ) K
Xij = X(Kij) 0 1 N,
:

X ij X ji = 0
K ij Ai
K ji Bi

X 1 = X 1 j X
K1 j Ai
K j 1Bi

0 X d
ij
ij


j1

i 1, N

1 -
2 ( )
3
4)

X1 + XN =0

X1 = XN
8

(P,K) P1 PN
Kij dij
( )
Xij Kij

X1
XN
X1 = XN -


- , n

Pn+1

P0

Pi

Pj
Lij

Lij= L(Kij)
, Kij (Pi Pj ), Lij =
: , 0
n+1.
!
9


1)

1,
0,

X ij =

Kij

( , Pi Pj , Xij =1
)
2)
n +1 n +1

Lij X ij min

j
i
=0 =0

()
n +1

n +1

=0

=0

X ij X ji

j
j
n +1

j
=0

i = 1, n

n +1

0j

X j0 =1
j =0

n +1

Xn

j
=0

= 0,

n +1

+1, j

X j ,n +1 = 1
j =0

i = 0, n + 1,

j = 0, n + 1

, Pi , , ()
( )
, 0 1
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, ( )
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10

:
-,

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P0

P2

10

20

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12
13

9
15

14
6

P3

P4

4 1 4 , 0 5.
:

10

15

10

12

20

15

13

12

14

20

13

14

Excel . 25 ( ).

11

Excel

12

, L V.
- {Lij}
{Vij}.

t ij =

Lij
V ij



n +1 n +1

t ij X ij min

i
j
=0

=0

Vij > 0.


( ij),

Sij = Lij*Cij
, ,

n +1 n +1

Lij C ij X ij min

i
j
=0

=0

13


, -

,
n +1

X jk > 0,

k = 1, m

=0

m , .

- (,) dij 0.
,

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X 1 = X 1 j X j 1 max
K A

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1j i

X ij X ji

K A
K B
ij i

= 0,

i 1, N

ji i

0 X ij d ij

14

10

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: 1,
1 .
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.
() .
.
: (
)
( , , )

Pi

Lij

Pj

P1

Pn

1)

1,
0,

X ij =

i j

2)
n

=1

=1

Lij X ij min

i
j
15

3)

n
X ij = 1, i = 1, n
j =1
n
j = 1, n
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=
1
i

U U + nX n 1,
j
ij
i

i , j = 2, n

i j

Ui, Uj , , , Xij ,
( ).
1 : , 1
2 : , 1
3 : ,
,
. , Lij Lji. Lii =.
. , .
: n =4 (4 )
U U = (2,3,4,5).
-

m = (n -1)(n -2) = 3*2=6


:

U 2 U 3 + 4X 2,3 3

U 2 U 4 + 4X 2,4 3
U U + 4X 3
2
3,2
3

U 3 U 4 + 4X 3,4 3
U U + 4X 3
2
4,2
4
U 4 U 3 + 4X 4,3 3
16

n =6 Excel .

Excel
- .
17

1. () MS Autoroute

2.

18

4. .

4.1
4.2
4.3
4.4
4.5

4.6
4.7

2009
1

4.6
1

Enm

f(X), i(X), j(X) - i=1,2,...m; j=1,2,..n


S = min f(X)

( ):

i 0, i = 1, m

j = 0, j = 1, n
f(X), i(X), j(X)

()

() f(X), i(X), j(X)

,
.

f(X)

,
:


- ( )

.
. :, . 1975.

2.1


.
{Yi, Xi } Qi
(i = 1,2,...n)
3

Y
yi

yi-b
Li
xi-a

xi

, i-

Li = ( x i a ) 2 + ( y i b ) 2

(),

a, b .
,
()

Ci = C0 exp( dQi )
:

(./),

C0 ;
d ,
Qi.
4

Q
{a,b }

i =1

i =1

S = w i C 0 exp(dQ i )Li = w i C 0 exp(dQ i ) (x i a ) 2 + ( y i b )2 min


a 0, b 0.
wi (, ) i- .
. , .
wi =1.
MathCad.
:
-

Li = X i2 +Y i 2
Li = X i +Y i

Li = X ip +Y i p

1/ p

MathCad-

S = C a a + b + w i C 0 exp(dQ i ) (x i a ) 2 + ( y i b ) 2 min
2

i =1

.
, ()
R0
(x0,y0)

(a x 0 ) 2 + (b y 0 ) 2 R0

2.2


.
.

()
, ( ) , .

:

, () () .

.
.
n .
Li lij , ,

Li = X i2 +Y i 2 ,

l ij = (x j X i )2 + ( y j Yi )2 .

(1)

Li = X i +Y i ,

l ij = x j X i + y j Y i
8

Y
yj

qj

lij

Yi
Qi

Li

Xi
-

xj

Li - i- ;
lij - i- j- ;
{xj,yj} - j- , j=1,..m;
{ Xi , Yi } - i- , i=1,n;

qj j- ;
Qi i- .
. Zij

n
Zij = q j m ( j = 1,2...m)
i =1
.

m
Q = Z n (i = 1,2...n)
i j =1 ij

(2)

-
.
[Q ]i
m

Zij [Q ]i i=1,2n

j
=1

=1

=1

[Q ]i q j .

i
j
9

,
.

S0 ( L, l , Z ) = S1 ( L, Z ) + S2 (l , Z ) + S3 ( Z ) min ,

(3)

: S1(L,Z)
,

S2(l,Z)
,

S3(Z)
( ).
S1(L,Z ) Li, m

Ca Qi = Zij .
j =1

S2(l,Z ) lij, Cb n

q j = Zij .
i =1

S3(Z ) m

Qi = Zij , Cx j =1

- Ck
.

10

. .

1.
. Ca Cb
(./).

n

S1 ( L, Z ) = Ca Li Zij ,
i =1

j =1

S2 (l , Z ) = Cb lij Zij ,

(4)

i =1 j =1

S3 ( Z ) = nCk + C x Zij .
i =1 j =1

(3)

{Z }
ij

{ X ,Y} ()
i

{Z } 0 ,
ij

i Zij = q j
{ Xi ,Yi } 0 .

j=1,2,m,

(5)

, , :

11

:
n

i =1

j =1

S 0 (X ,Y , Z ) = C a X i2 +Y i 2 Z ij + C b Z ij (x j X i ) 2 + ( y j Y i ) 2 +
i =1 j =1

+ nCk + C x Zij min .


i =1 j =1

i Zij = q j

(j=1,2,m); Xi 0, Yi 0 (i=1,2.. n).

12

MathCad
( - )

13

MathCad
( )

14

2.
- , a
, ,

b. a > b. Ca Cb
(./) .
(3-5)
. . -

, , .
,
1 m

S1 ( L, Z ) = Ca Li Zij ,
i =1
a j =1
n m
Z
S2 (l , Z ) = Cb lij ij ,
i =1 j =1
b
n

(6)

[.] ,
1 m

Ri = Zij - i- ,
a j =1
1

Pij = Zij - i- j- b
.
. -


15

n=0, 1,2 .. , .
, (3) . :
1) (n=0).

m

S0 = S2 = Cb Lj Pj ,
j

q
Pj = j ,
b

Lj = x2j + y2j .

2) (n=1).

(3). :
m

S2 = Cbl j Pj ,

S1 = Ca L0 R0 ,

S3 = CxQ0 + Ck ,

q
Q
R0 = 0 , Pj = j ,
a
j
b
l j = ( x j X ) 2 + ( y j Y ) 2 , ( X,Y ) 0 - .

L0 = X +Y , Q0 = q j ,
2

3) 2 .
(3-6)

{ X,Y} {Z}
n

(3).

Qi = Zij (i=1,2n).
j

16

2.3


, ( Lp). S,
, - .

S = S p ( L p ) + S p ( L p ) + S ( L p ) =
=

Lk C p ( L p ) Lk C p ( L p )
+
+ Q ( L p ) min
L0 ( L p )
Lp

: Lk > Lp >0
:

Lk - (, )
Lp - (, )
Cp(Lp) ( Lp)
Cp(Lp) ( Lp)
Qp(Lp) ( Lp)
L0 (Lp) ( Lp)
- ()
S

Sp
Sp
S
Lk

L
17

4. .

4.1
4.2
4.3
4.4
4.5
4.6

4.7

2009
1

4.7

( -

),
.

. ,
.
,

, () .
:



:
-
( )
-
( )
- ()
( )
2

(, , )
:
( )

( )
70 . (www.geneticprogramming.com).
(OptQuest www.optquest.com
Crystal Ball www.crystalball.com)

( )

1.
(,
..) , . .
, -

,

( ).
, ( ).
,
.

2.
:
S1
S2
S3 ( )

S0 = S1 + S2 + S3 min.

(1)

n .
f(n) .
f(n) (.).

n
m .
:

n>m

( )
n<m

f(n)

3. ()
1)

S1=C1(m-z),

(2)

: C1
z .
2)
m

S2 = k C 2 ( m n ) f ( n )dn ,

(3)

: 2

k ,
(

, ) .
5

3) ( )

S3 = C 3 ( n m ) f ( n )dn ,

(4)

3 ( ) - .

4.
(1-4)
m

S0 = 1 ( m z ) + k C 2 ( m n ) f ( n )dn + C3 ( n m ) f ( n )dn min ,


: m
0 < m < .

1:
:
: C1 = 90 ./.
: C2=20 ./.
: 3 = 115 ./.
: k = 1.2.
: z = 10.

a=100

b=15

1 n a 2
1
f(n) =
exp
.
2
b
b 2


MathCad .
Q=86 .

____

1 q a 2
f( q , a , b) :=
exp

2 b
b 2.
1

_
_

_
a := 100 b := 15

__

min1 := 20 max1 := 500

C1 := 90

C2 := 20

____

C3 := 115

__ ( _)

k := 1.2

m1 := 50
z1 := 10

_
__

_
m1

S0 ( m1) := C1 ( m1 z1) + k
C2 ( m1 n) f( n , a , b) dn +
min1

max1

m1

C3 ( n m1) f( n , a , b) dn

Given
m1 > min1
Q := MinimizeS0
( , m1)

Q = 86.261
S0 ( Q) = 8.647 103
D := ( C3 C2) Q C1 ( Q z1)
D = 1.331 103

S2 ( t1) := C2

( Q t1)

t0 := 50 .. 150

100000

S3 ( t2) := C3

t1 := 50 .. 86

( t2 Q)

100000

t2 := 86 .. 150
0.1

f ( t0 , a , b)
S2 ( t1)

0.05

S3 ( t2)
0
50

100

150

t0 , t1 , t2

MathCad
7

2: ()
() :
()
()

..
()
2 :
( , ) -
-

:
1) 1
2 > C1.
2) n f(n).
3)
.
4) m.
:

m

S 0 = C 1 (m n )f (n )dn + C 2 (n m )f (n )dn min ,


: m ,

0 < m < .

, - .
8

: : C1 = 13 ./.
: C2=22 ./.
-

a=200 b=30

1 q a 2
exp
f( q , a , b) :=

2 b

b 2.
1

_
_

_
a := 200 b := 30

__

_
min1 := 20 max1 := 500
_
C1 := 13
__ ( _)
C2 := 22
m1 := 50

___

_
m1

max1

( m1 n) f( n , a , b) dn + C2
S0 ( m1) := C1
min1
m1

( n m1) f( n , a , b) dn

Given
m1 > min1
Q := MinimizeS0
( , m1)
Q = 209.842
S1 ( t1) := C1

Q t1
100000

t0 := 100 .. 300

S2 ( t2) := C2

t1 := 100 .. 210

S0 ( Q) = 396.942
t2 Q

100000

t2 := 210 .. 300
0.02

f ( t0 , a , b)
S1 ( t1)

0.01

S2 ( t2)
0
100

200

300

t0 , t1 , t2

MathCad: Q=210 .
9


:
1) 1
2) 2 > C1.
2) n f(n).
3)
3 < C1..
4) m.
:

m

S 0 = (C 1 3 ) (m n )f (n )dn + C 2 (n m )f (n )dn min ,


: m , 0 < m < , 1-3 .

: : C1 = 19 ./.
: C2=25 ./.
: C3 = 15 ./.

a=300 b=50

MathCad .
Q=355 .

10

1 q a 2
exp
f( q , a , b) :=

2 b
b 2.
1

_
_

_
a := 300 b := 50

__

_
min1 := 20 max1 := 600
_
C1 := 19
__ ( _)
C2 := 25
_
C3 := 15
m1 := 50

___

_
m1

max1

( m1 n) f( n , a , b) dn + C2
S0 ( m1) := ( C1 C3)
min1
m1

( n m1) f( n , a , b) dn

Given
m1 > min1
Q := MinimizeS0
( , m1)
Q = 354.483
S1 ( t1) := C1

Q t1
500000

t0 := 150 .. 500

S2 ( t2) := C2

t1 := 150 .. 355

S0 ( Q) = 319.481
t2 Q

500000

t2 := 355 .. 500
0.01

f ( t0 , a , b)
S1 ( t1)

0.005

S2 ( t2)
0

200

400

600

t0 , t1 , t2

MathCad: Q=355 .

11

3:

( )
:

.
.
.

. :
-

- ()
-
- () .
,
.

( ).
, , , ( ) ( ).
, ( ).
/ , , .
, .

12

.
1) .

S1 S2 f(t)

S 0 (t ) = S 1 (t ) + S 2 (t ) m i n .
f(t)
.
: t ;

z .
: t > z
t < z ( ).
2) .

f 1 (t , z ) = d (z t ) ,
d .
(.1)

f 2 (t , z ) = C {1 exp[ k (t z )]} ,
, k .
3) .

z

S 0 = d (z t )f (t )dt + C {1 exp[k (t z )]}(t z )f (t )dt min

z .

13

:
(.)
(L=2300 )
1) : C = 1800 .
2) : d=30 ../
3) : k = 0.01.
4)

a=4.94 b=0.386:

1 ln t a 2
exp
f (t ) =
.
2
b
t b 2

MathCad .
109 .

14

____

1 ln( t) a 2 __
exp
f( t , a , b) :=

2 b __
t b 2.
1

_
___
a := 4.94 b := 0.386
_
_
C1 := 1800
___
d := 30
___
k := 0.01
f1( t , z) := d ( z t)
_ ____
__
f2( t , z) := C1 [ 1 exp[ k ( t z) ] ]
z := 50

___

min1 := 10 max1 := 400

__

_
z

f1( t , z) f( t , a , b) dt +
S0 ( z) :=
min1

max1

f2( t , z) f( t , a , b) dt

Given
z > min1
T0 := MinimizeS0
( , z)
T0 = 109.416
S1 ( t1) :=

f1( t1 , T0)
100000

t0 := 0 .. 300

S2 ( t2) :=

t1 := 0 .. 109

S0 ( T0) = 700.446

f2( t2 , T0)

100000

t2 := 109 .. 300
0.04

f ( t0 , a , b)
S1 ( t1)

0.02

S2 ( t2)
0

100

200

300

t0 , t1 , t2

MathCad: T0=109 .

15


. 1950-1954 .
.
,
, .

( ).

n

Z = f j (X j ) max
j =1

ajX j b

j
=1

a j > 0,
aj, b

X j 0,

j = 1, n

f j (X j ) - (j- )
X = (X1,X2, ... Xn)


16


1) b
2) j-

f j (X j ) ,

Xj j- - ( j=1,2,..n )
3) - , .
, X = (X1,X2, ... Xn).

S0

X1

S1

X2

Xk

Sk

Xk+1

Xn

Sn

Sj ()
Xj ()
Wj(Sj,Xj) ()

n

Z = W j (S j , X j ) max
j =1

17


1)

2)
3) .
, Xk Sk-1

4) . , Sk
Sk-1 Xk.
Sk=f (Sk-1,Xk).
5)

X = (X1,X2, ... Xn) - .


( , )

1) n-

S n (C n ) = g n (C n ),

X n =C n ,

0 C n B

Xn = B.
2) :

n-1

S n 1 (C n 1 ) = max { g n 1 (X n 1 ) + S n (C n 1 X n 1 )} , X n 1 C n 1

S k (C k ) = max { g k (X k ) + S k +1 (C k X k )} , X k C k

18

B (B = 5 . .)

n (n = 3)
Xj j-
gj(Xj) j- Xj
() X=(X1,X2,X3)

S (X ) = g j (X j ) max
j =1

X j = B,

j
=1

Xj 0

gj(Xj)

X j 0 5
1

Xj

g1

g2

g3

2,2

2,8

3,2

5,4

4,1

4,8

6,4

5,2

6,2

6,6

5,9

6,4

6,9

19


I (3 )
1) k=3

(. .1)

X3=5 - 3-
S3(C3)=max{g3(X3)}=6,9
X3=4 - 3-
S3(C3)=max{g3(X3)}=6,6
X3=3 - 3-
S3(C3)=max{g3(X3)}=6,4
X3=0
C3=0
C3=1
C3=2

X3=1

..

X3=2

X3=3

X3=4

X3=5

0
2,8
5,4

C3=3

6,4

C3=4

6,6

C3=5

6,9

S3(C3)

X3*

2,8

5,4

6,4

6,6

6,9

2) k=2
3- 2-

S2(C2)=max{g2(X2)+S3(C2-X2)}, X2C2
:
S2(C2=0)=g2(0)+ S3(0-0)=0
S2(1)=g2(0)+ S3(1-0)=0+2,8=2,8
S2(1)=g2(1)+ S3(1-1)=2+0=2
S2(C2=1)=max{2,8:2}=2,8
20

S2(2)=g2(0)+ S3(2-0)=0+5,4=5,4
S2(2)=g2(1)+ S3(2-1)=2+2,8=4,8
S2(3)=g2(2)+ S3(2-2)=3,2+0=3,2
S2(C2=2)=max{5,4:4,8:3,2}=5,4
.. (.)
X3=0

X3=1

X3=2

X3=3

X3=4

C3=0

0+0

C3=1

0+2,8

2+0

C3=2

0+5,4

2+2,8

3,2+0

C3=3

0+6,4

2+5,4

3,2+2,8

C3=4

0+6,6

2+6,4

3,2+5,4 4,8+2,8

C3=5

0+6,9

2+6,6

3,2+6,4 4,8+5,4 6,2+2,8

X3=5

4,8+0
6,2+0
6,4+0

S2(C2)

X2*

2,8

5,4

7,4

8,6

10,2

2) k=1

S1(C1)=max{g1(X1)+S2(C1-X1)}, X1C1
X3=0

X3=1

X3=2

X3=3

X3=4

C3=0

0+0

C3=1

0+2,8

2,2+0

C3=2

0+5,4

2,2+2,8

3+0

C3=3

0+7,4

2,2+5,4

3+2,8

4,1+0

C3=4

0+8,6

2,2+7,4

3+5,4

4,1+2,8

C3=5

0+10,2

2,2+8,6

3+7,4

4,1+5,4 5,2+2,8

X3=5

5,2+0
5,9+0

S1(C1)

X1*

2,8

5,4

7,6

9,6

10,8

21

II (3 )
1) S1(C1=5)=10,8

1=1 (. .)

2=1-1=5-1=4 (..)
2) S2(C2=4)=8,6 2=2 (. .)
3=2-2=4-2=2 (..)
3) S3(C3=2)=5,4 3=2 (. .)
=(1;2;2)

: S(X)=g1(X1)+ g2(X2)+ g3(X3)= g1(1)+ g2(2)+ g3(2)=2,2+3,2+5,4=10,8 (..)

S= g ijY ij max
i

X ijYij = B

i
j

j Yij = 1,

i = 1, n

1 -
0 -

Y ij =
:

gij

- ;

Yij ;
B ;
Xij .
22

Z ij = X ijY ij
Excel

23

4. .

4.1
4.2
4.3
4.4
4.5
4.6
4.7

4.8
2010
1

4.8
1


n .

:

qi - i- ( );
ci - i- ($/);
i=1,2,...n
m .
:

Qj - ();
Lj - ();
j=1,2,...m
( ),
.
.
1) , .
.
2) mn,
. :
2

) n>m , ( ). n-m
(.. Qj=0 Lj=0).
,
.
( ).
) n<m , ( ). m-n (.. j ). .
3) ,
kk, k=max{m,n}.

1)

i - j -

p ij =

Qj
, i =1,2,k; j =1,2,k.
qi

- ,
1.
.
Excel, B8 L5, (
0)
= ($B$8/L5;0)
2) i - j -

Rij = p ij L j
3

3)

S ij = Rij c i = p ij L j c i ,
ci i -
4)

1,
0,

X ij =

5)
k

Z = S ij X ij min
i =1 j =1

:
k

Xij

= 1 -

i =1
k

Xij

= 1 -

j =1

X ij 0

i, j =1,2, k.

Xij

1) 10 :
3 A;
3 B;
2 C;
1 D;
1 E.
.1
4

1
()

A (3)

B (3)

C (2)

D (1)

E (1)

qi

20

16

2,5

, $/

ci

0,8

0,55

0,35

0,25

0,13

2) 9 . .2.
2

Qj

50

40

70

12

10

30

20

60

Lj

60

40

80

140

50

120

60

100

90

.3
1,
Sij
0,8 0,8 0,8
20 20 20

Qj

ci
qi
Lj 1

1
2
3

50
40
70

60
40
80

Xij

3
C
C

Sij*Xij
1 2 3
k

k
:

(Z):


(time slot)
- (time slot)

1.
, . .
, . , .
-.
:

n - -;

Z -,
;

Xi i- -;
Zi i- - ;

Yi - i- - ();
{Yi}n, i=1,2,n - -.
6

2.
1) -
{Yi} {i},
.
2) 2 :
1- -,
();
2- , (
).
3)
n

=1

=1

Z i X i ,

i
i
.
, -. ,
-,
.
4) 1- : - {Yi}
n

S = (Yi X i ) 2 min
i =1

Y i Z i , Yi 0,
n
n

Yi X i
i =1
i =1

i = 1, n

5) 2- : {i}

n

R = (C iYi C 0 X i ) 2 min
i =1

C i d , i = 1, n
n
n

C iY i = C 0 X i
i =1
i =1
0 ($/);

d ($/);
Ci i- -.

-: n=10
: 0 = 70
: d=20
-: Zi = (80; 90; 100; 100; 100; 100; 100; 90; 80;60)
:

i = (0; 40; 110; 150; 160; 180; 100; 40; 20; 0)

- - .

1-

10

{Yi} {Ci}
: , -

. (.. ).
{Xi},
max{Xi}>Z.
{Yi} {C}
1 :
n

S = (Y i ' X i' )2 min


'

i =1

Y ' Z i , Y ' 0,
i
i
n ' n
'
Y i X i
i =1
i =1

i = 1, n

2 :
n

R = (C i'Y i ' C i X i' )2 min


'

i =1

C ' d , i = 1, n
i
n ' ' n
'
C iY i = C i X i
i =1
i =1
. .. .

11

m ():
j=1
j=2
..
j=m ( .)
Xij j- i- -
Zij -
Zj - j-
Yij i- - j-
1) :
n

=1

=1

Z ij X ij ,

i
i

j = 1, m

2) 1- : - {Yij}
m

S = (Y ij X ij ) 2 min
j =1 i =1

Y ij Z ij , Y ij 0, i = 1, n
n
n

j = 1, m
Y ij X ij ,
i =1
i =1
3) 2- : {ij}

m

R = (C ijY ij C 0 j X ij ) 2 min
j =1 i =1

C ij d , i = 1, n j = 1, m
m n
m n

C ijY ij = C 0 j X ij
j =1 i =1
j =1 i =1
12

- . ,
. - ,
. ,
,
:
;
;
.
( )
,
(.)
.

13

{q}.

n

pj

S = cik qik min


i

(1)

pj

pj

qik a i ,

j k

i = 1, n ;

qik = b j ,

i
k
n

i ai j b j ;

j = 1, m ;
qik ;

: cik i-
k- ;

qik , i- k- ;
ai () i- ;
bj () j- ;
pj j-

1
a1
2
a2
. .

an

(),

b1

1
2 p1

b2

1
2 p2

bj

1
2 pj

bm

1
2 pm

cik
qik
tik

14

, .
, .

.

T = max max {tik xik }n

pj

m
n

min

(2)

pj

pj

qik xik a i ,

j k
qik xik = b j ,

i
k
n

i = 1, n ;
j = 1, m ;
1
0

ai b j ; xik = - ( );
tik qik i- k- .
{x} {q}.

pj

S = cik qik xik ,


{Q}={q}{x}.
,
, (,
Excel).

15

(1).
.

n

pj

S = cik qik xik min



pj

qik xik a i ,

j k
pj

qik xik = b j ,

i
k
max {tik xik }n j Tj ,
p

i = 1, n ;
j = 1, m ;
j = 1, m ;

i ai j b j ;
1
0

xik = - ( );
Tj j- .
Sanghai, Pussan

Xiamen ., , , . . Excel
( ) -.

16