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2004

681.142.2 + 519.682.1
.., ..
. : - . .. , 2004. 154 .
ISBN 5-85746-761-6

ISBN 5-85746-761-6

c . . , . . , 2004,

1.
1.1. .
1.2. . . . . .
1.3. . . . . .
1.4. - . . . . . . . .
1.5.
1.5.1. . . . .
1.5.2. . . . . .
1.5.3. . . . . . . . . . . . .
1.6. . . . . . . . . . . . . . . . . . . . . . . .

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10
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20
22
22
22
23
25

2. -
2.1. . . . . . . . . . . . . . . . . . . . . . .
2.2. - . . . . . . . . . . .
2.3. . . . . . . . .
2.3.1. . . . . . . . . . . . . . . . . . . . .
2.3.2. . . . . . . . . . . . .
2.3.3. . . . . . . . . . . . . . . . . . . .
2.4.
2.5. - . . . . . . . . . .
2.6. - . . . . . . . . . . .

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28
28
32
39
39
43
46
50
53
56

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2.7. - . . . . . . . . . . . . .
2.8. . . . . . . . . . . . .
2.9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3.
3.1. . . . . . . . . . . . . . . . . . . . . . .
3.2. . . . . . . . . . . . . . . . . . . .
3.3. . . . . . . . . . . . . . . . .
3.4.
3.4.1.
3.4.2.
3.5. . . . . . . . . . . . . . . . . . . . . .
3.6. - . . . . . . . . . . . . . . .
3.6.1. -
3.6.2. -
3.7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.
4.1. . . . . . . . . . .
4.2. . . . . . . . . . . . . . . . . . . .
4.2.1. . . . . . . . . . . . . . . . . .
4.3. . .
4.4.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.4.1. - . . . . . . . . . . . .
4.4.2. . . . . . . . . . . .
4.5. . . . .
4.6. . . . . . . . . . . . . . . . . . . . . . .
5.
5.1. . . . . . . . . . . . . . . . . . . . .
5.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2.1. . . . . . . . . . . . . . . . . . . .
5.2.2. . . . . . . . .
5.2.3. . . . . . . . . . . . . . . . . . . . . . . .
5.2.4. . . . . . . . . . . . .
5.2.5. . . . . . . . . . . . . . . . . . .

59
63
66
69
69
72
76
78
78
81
84
88
88
90
93
95
95
98
99
100
101
102
103
105
106
111
111
112
112
113
114
114
115

5.3.
5.4.
5.5.
5.6.
5.7.
5.8.
5.9.

5.2.6. . . . . . . . . . . . . . .
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5
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116
117
119
129
136
137
141
146

149

150


, [10], [11], [7], 25 .
, , ,

.
, . , , ,
, ,
.
. . , . . . .
. . . ,

.


Z ,
Q ,
R ,
P n n-
P ( ),
P nm n m P ,
rank A A,
det A A,
bc : , ,
de , .
{} : {} = bc.

1.1.
XIX , , , ,
- . ;
1 (1758 .), 2 , 3 . .
1939 . . 4 , -
, . , , . 1942 , 1

(16941774) .
(18181883) .
3 (18341910) .
4 (19121986) ; (1964); . (1949); (1965);
(1975, ,
).
2

1.1.

,
(5 , 6 , 7 .).
, XX :
. . n .
x1 , x2 , . . . , xn . , x = (x1 , . . . , xn )> . x y = F (x), ,
f (x), . , x
,
, . ,
, f (x) .
Rn , , . M , . x M ,
. f : Rn R. f (x) . x
e M , ()
, f (e
x) f (x) x M .
, :
1) , x M ;
e;
2) , x
e f (e
x).
3) - x

max f (x).
(1)
xM

(. 1914) .
(19101985) . (1975, . . ).
7 (19031957) ; .
, .
6

1.

10

(1) f (x) M ( x M ).
(1) :
min f (x).

(2)

xM

e M ,
x
() , f (e
x) f (x) x M . ,
f (x)
g(x) = f (x),
-, , , . ,
, (2), M
f (x) - . .
1.2.
1.1. p1 , p2 , . . . , ps , i ,
s

, i = 1, i 0 (i = 1, 2, . . . , s).
i=1
p1 , p2 , . . . , ps
s

p = i pi .
i=1

1.2. Conv M M . ,
M = {p1 , p2 , . . . , ps }
(
)
s

Conv {p1 , p2 , . . . , ps } =

p = i pi :
i=1

i = 1,

i 0 (i = 1, 2, . . . , s) .

i=1

1.3. y z [y, z]. , [y, z] = { y + (1 ) z : 0 1}.


1.4. M , y z M [y, z] M .

1.2.

11

z
y

a)

b)
. 1.1.

. 1.1a) , . 1.1b) .
1.5. , , . , 1) Conv M ,
2) P , M , Conv M P .
. 1.2.

. 1.2.

.
1.6.
(
)
n

H(a, a0 ) =

x : ai xi a0

i=1

a = (a1 , a2 , . . . , an ), a 6= 0.
1.7. .

1.

12

. y = (y1 , y2 , . . . , yn ) z = (z1 , z2 , . . . , zn )
S(a, a0 ). , z +
(1 )y, 0 1, S(a, a0 ).

n

ai ( zi + (1 ) yi ) a0 .

(3)

i=1

y z
n

ai z i a0

ai yi a0 .

i=1

i=1


(1 ), , (3).
1.8. n r
(
)
n

Bn (r) =

x : x2i r2

i=1

1.9. .
. y = (y1 , y2 , . . . , yn ) z = (z1 , z2 , . . . , zn )
Bn (r). ,
z + (1 ) y = (z1 + (1 )y1 , . . . , zn + (1 )yn ),
0 1, Bn (r). :
n

i=1

i=1

i=1

i=1

(zi + (1 )yi )2 = 2 zi2 + 2(1 ) yi zi + (1 )2 yi2 .

:
s
s
n

i=1

i=1

i=1

yi zi yi2 zi2 .

yi2
i=1

zi2

i=1

1.2.

13

r2 ,
n

(zi + (1 )yi )2 (2 + 2(1 ) + (1 )2 )r2 = r2 ,

i=1

.
1.10. .
. {Mi : i I} ( )

\
M=
Mi .
iI

y z M , 0 1. i
M Mi , y z Mi . Mi
, (1 ) y + z Mi , ,
, M .
1.11. , ,

a11 x1 + a12 x2 + . . . + a1n xn b1 ,

a21 x1 + a22 x2 + . . . + a2n xn b2 ,


.
..................................

am1 x1 + am2 x2 + . . . + amn xn bm ,


, .
1.7 1.10.
1.12. f (x)
M , x y M
, 0 1,
f (x + (1 )y) f (x) + (1 )f (y).

(4)

f (x) M ,
x y M , 0 1,

f (x + (1 )y) f (x) + (1 )f (y).

(5)

1.

14

, f (x) ,
g(x) = f (x) .
(5) , ,
(. . 1.3).

f (x) + (1 )f (y)

f x + (1 )y

M
x + (1 )y

. 1.3.

1.13. f (x) M , xi M , i 0 (i = 1, . . . , s)
s

i = 1,

i=1

i xi

i=1

i f (xi ).
i=1

. s.
, f (x)
M , {x M : f (x) } . , H(a, a0 )
n

f (x) = ai xi ,
i=1

Bn (r)
n

f (x) = x2i .
i=1

1.2.

15

1.14.
.
(2), M , f (x) M .

.
e M
1.15. x
f (x) M , > 0, y
e| < ,
M , |y x
f (e
x) f (y).
e , , x
e, f (x)
- x
f (e
x).
1.16. .
. x
e M b M f (x) x
, f (b
x) < f (e
x). , 0 < 1

f (b
x + (1 )e
x) f (b
x) + (1 )f (e
x) < f (e
x).
x
e. ,
> 0 z = b
x + (1 )e
x,

= min
,
,
2 2|b
xx
e|
e
M ( ), - x
e| = |b
e| < ).
( |z x
xx
, , M f (x) x
e,

1.

16

f (x) x
e; x
e , (), e, f (x). ,
, x
, .
,
M f (x).
1.17.
.
, ( , ),
. , M
M = Conv {p1 , . . . , ps }, .
1.18. M = Conv {p1 , . . . , ps } f (x) M
, p1 , . . . , ps
(1).
. k ,
f (pk ) = max {f (pi ) : i = 1, . . . , s} .
p Conv {p1 , . . . , ps }

!
s

f (x) = f

i pi

i=1

i f (pi ) f (pk ),
i=1

. . pk (1).
, 1.18 , s , . ,
, , , , , .
M = Conv {p1 , . . . , ps }, f (x) .
1.16 1.18, p1 , . . . , ps
. -, , .

1.3.

17

1.3.
1.19.
M ().
,
max(c1 x1 + c2 x2 + . . . + cn xn )

ai1 x1 + ai2 x2 + . . . + ain xn bi (i = 1, . . . , k),


ai1 x1 + ai2 x2 + . . . + ain xn bi (i = k + 1, . . . , k + s),

ai1 x1 + ai2 x2 + . . . + ain xn = bi (i = k + s + 1, . . . , m),

(6)

cj , aij , bi (j = 1, 2, . . . , n, i = 1, 2, . . . , m) F R.
(k+1)- (k+s)- 1 ,
(6) :
max(c1 x1 + c2 x2 + . . . + cn xn )

ai1 x1 + ai2 x2 + . . . + ain xn bi


ai1 x1 + ai2 x2 + . . . + ain xn = bi

(i = 1, . . . , k + s),
(i = k + s + 1, . . . , m).

(7)

(6) , (7) 1
.
(7) . .
max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn b1 ,

a21 x1 + a22 x2 + . . . + a2n xn b2 ,


...................................

am1 x1 + am2 x2 + . . . + amn xn bm ,

x 0 (j = 1, 2, . . . , n)
j

(8)

1.

18
,

max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn = b1 ,

21 x1 + a22 x2 + . . . + a2n xn = b2 ,
...................................

m1 x1 + am2 x2 + . . . + amn xn = bm ,

x 0 (j = 1, 2, . . . , n)

(9)

.
A = (aij ) m n, b = (b1 , . . . , bm )> -,
c = (c1 , . . . , cn ) -. a = (a1 , . . . , am ) b = (b1 , . . . , bm ),
a b m ai bi (i =
1, . . . , m).
, :
max cx

max cx

Ax b,
x 0,

Ax = b,
x0

. :
0
0
A
b
A=
,
b=
,
A00
b00
A0 b0 s A s
b, A00 b00 A
b . :
max cx

A0 x b0 ,
A00 x = b00 .

,
.
.

1.3.

19

, .
ai1 x1 + ai2 x2 + . . . + ain xn = bi (8)
ai1 x1 + ai2 x2 + . . . + ain xn bi ,
ai1 x1 ai2 x2 . . . ain xn bi ,
xj = uj vj (j = 1, 2, . . . , n)
uj 0, vj 0.
:
max(c1 (u1 v1 ) + c2 (u2 v2 ) + . . . + cn (un vn ))

ai1 (u1 v1 ) + . . . + ain (un vn ) bi (i = 1, . . . , k + s),

ai1 (u1 v1 ) + . . . + ain (un vn ) bi (i = k + s + 1, . . . , m),


ai1 (v1 u1 ) + . . . + ain (vn un ) bi (i = k + s + 1, . . . , m),

uj 0, vj 0 (j = 1, 2, . . . , n),
(10)
:
max(cv cu)

A0 u A0 v b0 ,
A00 u A00 v b00 ,
A00 u + A00 v b00 ,

u 0, v 0,
u = (u1 , u2 , . . . , un )> , v = (v1 , v2 , . . . , vn )> .
x,
(10) ,
:

uj =

xj , xj 0,
0, xj < 0

vj =

0,
xj 0,
xj , xj < 0.

(u, v) (10)
x = u v . , . ,
(7)
(10).

1.

20

(8) .
yi (i = 1, 2 . . . , m), , .
max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn + y1


= b1 ,

a
x
+
a
x
+
.
.
.
+
a
x
+
y
= b2 ,

21
1
22
2
2n
n
2

..................................................

am1 x1 + am2 x2 + . . . + amn xn


+ ym = bm ,

x 0 (j = 1, 2, . . . , n), y 0 (i = 1, 2, . . . , m),
j

(11)

:
max cx

Ax + y = b,
x 0,

y 0,
y = (y1 , y2 , . . . , ym )> . , x (8) (x, y) (11)
x (x, b Ax). , .

, .
1.4. -
, 1.16 1.18 . , -, .
(8). b 0, x = 0
. c 0, cx 0, , .
s, cs > 0, xs ,
(.
1.16). , i {1, 2, . . . , m}

1.4. -

21

ais 0, xs
, ,
. i, ais > 0,

arj xj br

(12)

j=1

xs bi /ais .

br
bi
=
= min
: aij > 0, i = 1, 2, . . . , m .
ars
aij
> 0, es , es ,
0, s-, 1.
es cj > 0. 8 ,
xs
n

yr = br arj xj
j=1

.
= 0 ( ), .
, , , c 0
x = 0 (.
1.14).
- 9 .
.
1.20. p0 , p1 , . . . , pt Rn , , q1 = p1 p0 , q2 = p2 p0 , . . . , qt = pt p0 .
Conv {p0 , p1 , . . . , pt } t- .
1.21. , n-
, n + 1 . : , p0 = 0,
8

2.2.
(19081970) . ,
, .
9

1.

22

a1 x1 + . . . + an xn b, xj 0 (j = 1, 2, . . . , n),
p0 q1 , . . . , qn .
xj 0 (j = 1, 2, . . . , n) (12)
, (
) n- . , .
1.5.
1.5.1.

m b1 , b2 , . . . , bm ,
n . aij (i = 1, . . . , m; j = 1, . . . , n),
i- , j- . ,
cj j- .
, c .
xj j- , :
n

max cj xj

j=1
n
a x b (i = 1, . . . , m),
ij j
i
j=1

xj 0
(j = 1, . . . , n).

, j- , xj . ,
, () (. 5).
1.5.2.

m b1 , b2 , . . . , bm ,
n . aij (i = 1, . . . , m; j = 1, . . . , n),
i- , j- . ,
cj j- .
, c .

1.5.

23

, m n . aij j- i- (i = 1, . . . , m; j = 1, . . . , n).
cj j- . , : bi i-
. ,
.
1.5.3.

n , .
m . aij i- (i = 1, . . . , m),
j- (j = 1, . . . , n), ai
i- , .
cj (j = 1, . . . , n), j- , bi (i = 1, . . . , m),
i- .
.
xj (j = 1, . . . , n) j- . .
, :
n

min cj xj ,
j=1

:
n

aij xj bi

(i = 1, . . . , m).

j=1

-,
, 1945 . . 10 .
m = 9, n = 77 (. [4],
. 521527).
10 (19111991) .
(1982).

1.

24

1.22. [ .] . 11
, XIX
.
:
.
.
.
,
12 . 1 2 ,
1 5 , , ,
20 . 1 1 , 1 5 .
15 .
, .
x1 , x2 .
:
max x2

2x1 + 5x2 20,


x1 + 5x2 15,

x1 0, x2 0.
(. . 1.4). e = (5, 2)> .
. x
25 %.
:
max x2

2x1 + 5x2 20,


5/4 x + 5x 15,
1
2

x1 0, x2 0.
(. . 1.5).
e = ( 20/3 , 4/3 )> . , .
x
11

(18371910) .
.

12

1.6.
x2
4

25

2x1 + 5x2 = 20

3
2

x
e

x1 + 5x2 = 15
x1

10

15

. 1.4.

x2
4

2x1 + 5x2 = 20

5/4 x

+ 5x2 = 15

4/3

x
e

x1
10

20/3

12

15

. 1.5.

1.1. 1.22
,
. .
16 . ,
.
1.6.
1.2. (x1 , x2 ) R2 , x1
0, x2 0?
1.3. p1 , p2 , . . . , ps
s

p = i pi ,
i=1

i = 1.

i=1

1.

26

Aff M M . Aff M .
1.4. , , p1 , p2 , . . . , ps
s

p = i pi ,

i 0 (i = 1, 2, . . . , s).

i=1

Cone M M
. Cone M .
1.5. Aff M , Cone M ,
Conv M , M = {p1 , . . . , ps }, xi Rn (i = 1, . . . , s) 1 s 4,
1 n 3.
1.6. A n n , q - n. , x
Rn Ax + q Rn . , .
1.7. Y Z .
Y + Z = {x : x = y + z, y Y, z Z} .
, .
1.8. D

x : x> Dx 1. (: 1.6 1.9).


1.9. , .
?
1.10. f (x) . |f (x)|?
1.11. f (x) .
{x : f (x) }?

1.6.

27

1.12. f (x) g(x) . ,


min {f (x), g(x)} max {f (x), g(x)} ?
1.13. , .
1.14. x = 0 :
max(x1 x2 )

x1 x2 0,
0 x2 1,

x1 0.
1.15.

max(1 x1 + . . . + cn xn )

a1 x1 + . . . an xn b,
xj 0 (j = 1, 2, . . . , n),

cj > 0,

aj > 0 (j = 1, 2, . . . , n)

b > 0.

(13)

? , (13)?

-
2.1.
2.1.
max(2x1 + x2 )

3x1 + 4x2 + x3 = 32,

3x1 + x2 + x4 = 17,
x

1 + x5 = 5,

xj 0 (j = 1, 2, . . . , 5).

(14)


x0 = 2x1 + x2 .
x0

x0 2x1 x2
= 0,

3x1 + 4x2 + x3
= 32,
(15)
3x1 + x2
+ x4
= 17,

x1
+ x5 = 5,
:
xj 0 (j = 1, 2, . . . , 5).
28

(16)

2.1.

29

, , .
(15) () x0 , x3 , x4 , x5 () x1 ,
x2 . :

x0 =
2x1 + x2 ,

x3 = 32 3x1 4x2 ,
(17)
x4 = 17 3x1 x2 ,

x5 = 5 x1 .
, (17)
e = (0, 0, 32, 17, 5)> x
e0 = 0. , x
(16) ( - ,
(15) ). , x
e (14).
. ,
x0 (17) x1 x2 , x0
x1 / x2 . x1 / x2 , , ,
(15, 16).
x0 , x1 , x2 0
(15) (17). x3 (17) x1 32/3 (,
x3 0). x4 (17) x1 17/3 , x5 x1 5.

17
min 32/3 , , 5 = 5,
3
x1 5.
, x1 = 5, x2 = 0. (17): x0 = 10, x3 = 17, x4 = 2, x5 = 0.
:
x
e = (5, 0, 17, 2, 0),

x
e0 = 10.

(18)

. x2 (17) (16) ,

2. -

30
, :

x0
x2

4x + x
2

x2
x1

+ 2x5
3x5
+ x4 3x5
+ x5

= 10,
= 17,
= 2,
= 5.

(19)

, ( ) (19)
(16)
() , .
x0 , x1 , x3 , x4 , x2 , x5 . , . :

x0 = 10 + x2 2x5 ,

x3 = 17 4x2 + 3x5 ,
(20)
x4 = 2 x2 + 3x5 ,

x1 = 5
x5 .
, (19) ,
(18).
x0 x2 x5 (20) x2 , x0
x2

17
min
, 2 = 2.
4
, (19) ,
,

x0
x4 x5 = 12,

x3 4x4 + 9x5 = 9,
(21)

x2
+ x4 3x5 = 2,

x1
+ x5 = 5,

x0

x3
x2

x1

= 12 x4 + x5 ,
= 9 + 4x4 9x5 ,
= 2 x4 + 3x5 ,
= 5
x5 .

(22)

2.1.

31

x4 , x5 0,
:
e = (5, 2, 9, 0, 0),
x

e0 = 12.
x

(23), , x0
x5 ,
min {1, 5} = 1.
(21) ,
, , :

x0

x1

x0

x5
x2

x1

x2 +

1/9 x
3
1/9 x
3
1/3 x
3
1/9 x
3

5/9 x
4
4/9 x
4
1/3 x
4
4/9 x
4

= 13 1/9 x3
= 1 1/9 x3
= 5 1/3 x3
= 4 + 1/9 x3

+
+

= 13,
+ x5 = 1,
= 5,
= 4,

5/9 x ,
4
4/9 x ,
4
1/3 x ,
4
4/9 x .
4

(23)

x3 , x4 0,
:
b = (4, 5, 0, 0, 1),
x

b0 = 13.
x

x0 (23) x3 x4 , , x3 0, x4 0, x0 13.
, 13 x
b 13 , ,
.
, , -. .

2. -

32

2.2. -
(9). :
max cx

(24)
Ax = b,
x 0.
2.2. () .
A m. , B, , , . . det B 6= 0.
, B .
2.3. j1 , j2 , . . . , jm A,
. xj1 , xj2 , . . . , xjm
Ax = b.

B = hj1 , j2 , . . . , jm i
( ) .
B .
, , xji i- (ji B) , , .
0, ,
.
2.4. x , , .
,
, ,
B .

2.2. -

33

qij xj = qi0

(i = 1, 2, . . . , m),

(25)

j=1

qiji = 1,

qkji = 0

(ji B,

k {1, 2, . . . , m} \ {i}).

x0
x0 c1 x1 c2 x2 . . . cn xn = 0.
,
.
x0 + q01 x1 + q02 x2 + . . . + q0n xn = q00 ,

q0ji = 0

(ji B).

(26)

, x0 (25), (26),
.
, , B = h1, 2, . . . , mi, (25), (26)

x0
+ q0,m+1 xm+1 + . . . + q0n xn = q00 ,

x
+ q1,m+1 xm+1 + . . . + q1n xn = q10 ,

x2
+ q2,m+1 xm+1 + . . . + q2n xn = q20 ,

.
................................

xm + qm,m+1 xm+1 + . . . + qmn xn = qm0 ,


x
e = (q10 , . . . , qm0 , 0, . . . , 0)> .
2.5. Q = (qij ) (i = 0, 1, . . . , m; j = 0, 1, . . . , n)1 ,
(25), (26), , B. - , , qi0 0 (i = 1, 2, . . . , m).
2.6. q0j (j = 1, 2, . . . , n) - Q . b
c =
(q01 , q02 , . . . , q0n ) .
1 , -
. 0 .
, , 0- 0-.

2. -

34

, B Q (, B ).
2.7. Q, B
? , , , , , q00 .

2.8. x
e = (e
x1 , x
e2 , . . . , x
en )> - Q = (qij ) B = hj1 , j2 , . . . , jm i,
eji = qi0 , ji B, x
ej = 0, j
1) x
/ B;
2) x
e ce
x = q00 ;
3) - Q , ,
B .
2.9. B B 0 , |B B 0 | =
m 1.
-
,
, ,
.
- 1947 . , 2 1823 .
3 1911 . 1939 . ,
, - (. 3.6).
1. [ - .]4
0. 5 B Q.
2

(17681830) .
(18661962) .
4 , , : . ,
, . .
, .
5 2.4.
3

2.2. -

35

1. q0j 0 (j = 1, 2, . . . , n), . , B, . s,
q0s < 0.
2. qis 0 (i = 1, 2, . . . , m), .
. r, .

qi0
qr0
= min
: qis > 0 (i = 1, 2, . . . , m) .
(27)
qrs
qis
3. ( .) r-
Q qrs . i {0, 1, . . . , m} \ {r} i-
r-, qis .
4. B = hj1 , . . . , jm i jr s. 1.
, s r
. 2.3.
2.10.
1 -. s, r
qrs - , .
, 3 - (25), (26) ()
qrs .
2.11. B x
e e , x
e .
. B x
(24) ,
. .
, - , .
-,
.
2.12.

2. -

36

1) 3 1
(25).
xjr xs .
2) 1 Q .
3) q0j 0 (j = 1, 2, . . . , n),
.
4) s q0s < 0 qis 0 (i =
1, 2, . . . , m), .
5) q0s < 0 qrs > 0, . , ,
, .
.
1) .
2) - :
0
qi0
= qi0

qis
qr0
qrs

(i = 1, . . . , r 1, r + 1, . . . , m),

0
qr0
=

qr0
.
qrs

(27) qi0 0.
3) xj 0 q0j 0 (j = 1, 2, . . . , n), (26) ,
x0 q00 . , x
e
e .
q00 , , x
4) (25), (26) ,
xs , .

x0 = q00 q0s xs ,

xj1 = q10 q1s xs ,


...................

xjm = qm0 qms xs .


q0s < 0 qis 0, xs
,
xs x0 .

2.2. -

37

5) 3 -

0
= q00
q00

q0s
qr0 .
qrs

0
q0s < 0, qrs > 0, qr0 0, q00
q00 .
0
, qr0 > 0 q00 > q00 .

2.13. -
max(2x2 x3 + x4 )

2x1 + x2 + x3 = 6,
x1 + 2x2 + x4 = 6,

xj 0 (j = 1, . . . , 4).
B (0) {3, 4},
:

0 2

1 1

0
.

, -:

(0)

{3, 4} ,

(0)

=
6

1 1
2
1

0
.

s = 1
s = 2. s = 1. s = 1. min { 6/2 , 6/1 }
,
r = 1. , B (1) = h1, 4i.

2. -

38
2
. :

B (1) = h1, 4i ,
Q(1) =
3

1/2

1/2

1/2

1/2

3/2

1/2

0
.

. s = 2 r = 2 . , B (2) = h1, 2i.


:

4
0
0 1/3 1/3

2/3 1/3 .
B (2) = h1, 2i .
Q(2) =
2
1
0

2
0
1 1/3 2/3
. (2, 2, 0, 0)> . 4.
-. . 2.3.
2.14. -, ,
, . . .
. 5) 2.12
.
, B B 0 , ,
m- n-
. ,
n!
,
(n m)! m!
, - .

2.3.

39

, - .
, .
2.3.
2.3.1.

, , , ,
- , , .
, .
, ,
, , -,
, , -, -
6
.
Q = (qij ) -,
B.
s ( 1 1):
1 s = min {j : q0j < 0}.
2 s, , q0s = min {q0j : q0j < 0}. s , .
3 s, , s = max {j : q0j < 0},

qi0
j = min
: qij > 0 (i = 1, 2, . . . , m)
(j = 1, 2, . . . , n).
qij
s , .
. -.
.

xs 1.
6 ,
, .

2. -

40

s ,
r ( 2 1) :
1 i,

min

qi0
:
qis

qis > 0 (i = 1, 2, . . . , m) .

(28)

.
2.15. {2, 3, 4, 5} - 1 1
max {200x5 + 175x6 1100x7 2x8 }

x2 3x5 5/4 x6 + 7x7 + 1/50 x8 = 0,

x1 + 1/3 x5 + 1/6 x6 x7 1/50 x8 = 0,


x3 + 75/2 x5 25/4 x6 + 175/2 x7 + 1/4 x8 = 0,

4 + x8 = 1,

xj 0 (j = 1, 2, . . . , 8).
-,
.

B (0) = h2, 1, 3, 4i ,

Q(0)

200 175 1100

5/4

1/50

1/3

1/6

1/50

75/2

25/4

175/2

1/4

2.3.
B (1) = h2, 5, 3, 4i ,

Q(1)

Q(2)

600

Q(3)

Q(4)

75

500

1/25

1/2

1/50

225/2

25

200

B (2) = h6, 5, 3, 4i ,

3300

300

36

15

1575/2

100

0
1
0
B (3) = h6, 7, 3, 4i ,

3/50 ,

1800

100

100

100 14

4/25

3/50 ,

84

12

15

1575/2

100

300

25

1/4

41

(4)

8/25

= h8, 7, 3, 4i ,
0

300 200

525/2

75/2

25

25/8

3/4

1/4

1/2

3/16

25/2

75

75/8

525/2

75/2

25

25/8

2. -

42
B (5) = h8, 1, 3, 4i ,

Q(5)

100

100

50

400

50

150

125/2

350

1/3

2/3

1/4

4/3

25/2

75

75/8

150

125/2

350

50

B (6) = B (0) , , .
B, s, I, r. I
i, (28).

h2, 1, 3, 4i 5

{2, 3} 2

h2, 5, 3, 4i 6

{1, 2} 1

h6, 5, 3, 4i 7

h6, 7, 3, 4i 8

h8, 7, 3, 4i 1

h8, 1, 3, 4i 2

h2, 1, 3, 4i

{2}

{1, 2} 1
{2}

{1, 2} 2

2 3 i,
.
2.16. , . , , ,
, . . :
B (k) , B (k+1) , . . . , B (k+l) = B (k) .
- , ,
q00 . , , qr0 = 0, r .

2.3.

43

, ,
- , , ,
.
, , .
2.3.2.

2.17. , q (: q 0), . p q .
q p (: q p),
q p 0.
2.18. R . q
(: q = lexmin R), p R, p 6= q,
p q.
r 2 1:
2 r, ,

qrn
qi0 qi1
qin
qr0 qr1
,
,...,
= lexmin
,
,...,
:
qrs qrs
qrs
qis qis
qis

qis > 0 .

Q ,
r 2 .
2.19. Q , L -, , ,
, , .
, / -
.

44

2. -

2.20. 2 1 2 ,
- .
. , r- () , i- (i =
1, . . . , r 1, r + 1, . . . , m),

qr0 qr1
qrn
(qi0 , qi1 , . . . , qin ) qis
,
,...,
.
(29)
qrs qrs
qrs
qis < 0, , . qis > 0, (29)

qi0 qi1
qin
qr0 qr1
qrn
qis
,
,...,

,
,...,
.
qis qis
qis
qrs qrs
qrs
,
. .
2.21. 1, s
, , q0s < 0, r 2 - , L -.
2.22. - , , .
. 2.20, , -, . -
. ,
-, , , .
2.23. -
2.15.
1 , 2 . B (0) = h2, 1, 3, 4i.

2.3.

B (1) = h2, 1, 5, 4i ,

Q(1)

16/3

Q(2)

Q(3)

625/3

4700/3

10/3

7/4

14

1/25

2/225

2/9

16/9

2/225

2/75

1/6

7/3

1/150

100

B (2) = h2, 6, 5, 4i ,
0

1875/2

63/8

1/100

3/100

9/2

1/25

1/25

3/4

1/50

B (3) = h2, 6, 3, 4i ,
0

1050

150

50

15/2

1/2

1/2

3/100

1/25

75/2

50

50

0
1
0
B = h2, 6, 3, 8i ,

50

0
0

(4)

3
/100

1
=
/25

1050

Q(4)

2/25

45

150
1/2

1/2

15/2

3/100

1/25

75/2

50

50

2. -

46

, (0, 3/100 , 0, 0, 0, 1/25 , 0, 1)> . , 2.15,


B, s, I, r:

h2, 1, 3, 4i 5

h2, 1, 5, 4i 6

h2, 6, 5, 4i 3

h2, 6, 3, 4i 8

h2, 6, 3, 8i

{2, 3} 3
{2}

{1, 3} 3
{4}

2.3.3.

, , s r . , s ,
, jr , ,
B = hj1 , j2 , . . . , jm i.
r :
3 i,

qi0
min
: qis > 0 (i = 1, 2, . . . , m) ,
qis
r, jr .
2.24. -,
1 ,
3 - 7 .
2.25. :
1) , , .
2) , , .
7

2.3.

47

2.26. - .
. , .
, (, , ) ,
t. t h-
g- . s , h-
. s < t. B = hj1 , . . . , jm i, Q = (qij ) 0
- h- B 0 , Q0 = (qij
)
- g- .
x
b :
bji = qi0 qis
x

(i = 1, 2, . . . , m),

bs = 1,
x

bj = 0
x

(j
/ B,

j 6= s).

b ,
, x
b - Q , x
Ax = b,
n

cb
x = q00 q0j x
bj = q00
j=1

q0j xbj = q00 q0s > q00 ,

(30)

j
/B

q0s < 0. - Q0 :
n

0
0
cb
x = q00
q0j
x
bj .

(31)

j=1

0
2.16 q00
= q00 . (31):
0
bj = 0, q0j
bj = 0.
/ B, j 6= s, x
x
j
0
bs = 1 , t, q0s
j = s, x
0,
0
q0j
x
bj 0.

j B \ B 0 , j 6= t, t, j < t.
2.16 , qi0 = 0, j = ji , ,
bj = qis . j < t, h- qis
x
bj 0.
, qis 0, x
0
0
x
bj 0.
0, q0j
, j < t, q0j

2. -

48

0
j = t, q0j
< 0 x
bj = qis , t = ji . h- bj = qis < 0,
qis , x
0
bj > 0.
q0j
x

0
0
bj = 0.
x
j B B 0 , q0j = q0j
= 0, q0j

, cb
x < q00 , (30).

2.27. -
2.15. B (0) = h2, 1, 3, 4i. ,
, B (1) = h2, 5, 3, 4i, B (2) = h6, 5, 3, 4i, B (3) =
h6, 7, 3, 4i, B (4) = h8, 7, 3, 4i, B (5) = h8, 1, 3, 4i. ,
-.

B (6) = h8, 2, 3, 4i ,

Q(6)

300

100 125 800

150

50

25

150

3/4

75/2

50

50

150

50

25

150

B (7) = h8, 2, 5, 4i ,

Q(7)

375

125 900

225/2

25

200

9/2

1/25

3/4

3/4

1/50

225/2

25

200

2.3.

Q(8)

3
=
/100

1/25

Q(9)

= 3/100

0
1/25

49

B (8) = h8, 2, 5, 6i ,
0
3
5
0

100

63/8

1/100

3/100

3/4

1/50

9/2

1/25

1/25

B (9) = h8, 2, 7, 6i ,
0
1
5
100

0
1
0
0

0
0
0
1

0
0
1
0

1
0
0
0

1875/2

2025/2

0
63/8
3/4
21/2

0
1/100
1/50
3/25

1
3/100
0
1/25

0
0
1
8

, (0, 3/100 , 0, 0, 0, 1/25 , 0, 1)> . ,


2.15, B, s, I,
J, r, J = {ji : i I}:

h2, 1, 3, 4i 5 {2, 3}

{1, 3}

h2, 5, 3, 4i 6 {1, 2}

{2, 5}

h6, 5, 3, 4i 7

{5}

h6, 7, 3, 4i 8 {1, 2}

{6, 7}

h8, 7, 3, 4i 1

{7}

h8, 1, 3, 4i 2 {1, 2}

{8, 1}

h8, 2, 3, 4i 5 {3, 4}

{3, 4}

h8, 2, 5, 4i 6

{4}

{4}

h8, 2, 5, 6i 7

{3}

{5}

h8, 2, 7, 6i

{2}
{2}

50

2. -
2.4.

1 , .
, .
, (24) b 0. , ,
1.
max(xn+1 xn+2 . . . xn+m )

a11 x1 + a12 x2 + . . . + a1n xn + xn+1


= b1 ,

a
x
+
a
x
+
.
.
.
+
a
x
+
x
= b2 ,
21
1
22
2
2n
n
n+2

..
.
.............................

a
x
+
a
x
+
.
.
.
+
a
x
+ xn+m = bm ,
m1 1
m2 2
mn n

xj 0 (j = 1, 2, . . . , m + n).
(32)
xn+1 , . . . , xn+m .
bi 0 (i = 1, 2, . . . , m), B = hn + 1, . . . , n + mi ,
b
(32) 1. x
, B (32), Q
. :
I. (32) . , Ax = b, x 0 .
II. (32) 0. . :
1) B {1, 2, . . . , n}.
B .
2) s {n + 1, . . . , n + m}, , s B. qis =
0 (i = 0, . . . , r 1, r + 1, . . . , m), qrs = 1 r.
x
bs = qr0 , qr0 = 0, x
bn+1 + . . . + x
bn+m > 0.

2.4.

51

) qrj = 0 (j = 1, 2, . . . , n), Ax = b
, r- . , r-
Q .
) qrj 6= 0 j {1, 2, . . . , n},
Q qrj . s
B. s- Q .
, . 2)
2), . 1).
,
() -. , ,
,
- ( ) rank A = m. 1,
() -.
2.28.
max(x1 x2 5x4 )

x1 + x2 x3 + 3x4 = 1,

x1 2x2 + 3x3 x4 = 1,
5x1 4x2 + 7x3 + 3x4 = 5,

xj 0 (j = 1, 2, 3, 4).
. :
max(x5 x6 x7 )

x1 + x2 x3 + 3x4 + x5
= 1,

x1 2x2 + 3x3 x4
+ x6
= 1,
5x1 4x2 + 7x3 + 3x4
+ x7 = 5,

xj 0 (j = 1, 2, 3, 4).

2. -

52
-:
B (0) = h1, 2, 3i ,

Q(0)

7/5

B (1) = h1, 2, 4i ,

Q(1)

3/5

4/5

4/5

9/5

12/5

12/5

6/5

8/5

8/5

4/5

7/5

3/5

1/5

1/5

1/5

, 0,
- 8 .
B (2) = h2, 4, 5i ,

Q(2)

1/3

4/3

4/3

5/9

2/3

1/3

5/3

4/9

4/3

.
1/3

1/9

1/9

Q(2) . q00 = 0, . q2j = 0 (j = 1, 2, 3, 4), .


,
,
8
m.

2.5. -

53

, :

4/3

4/3

1/3

5/3

.
:

4/3

4/3

1/3

5/3

. (1, 0, 0, 0)>
1.
2.5. -
(9) :
max cx

Ax = b,
x 0.

(33)

, A . B A, B
9

xB
A = (B, N ), x =
, c = (cB , cN ),
xN
9 , B m
A.

2. -

54

xB , cB , x c , xN , cN ,
x c .
(33) :
max(cB xB + cN xN )

BxB + N xN = b,
xB 0, xN 0.

(34)

1
q0s /qrs

..
..

.
.

1 qr1,s /qrs

,
1/qrs
E(r, s) =
(35)

qr1,s /qrs 1

..
..

.
.
qr1,s /qrs

r =6= 0, s =6= 0. ,
M = Et Et1 . . . E1

(36)

(35). , M
:

1 u
.
0 F
- -

1 u
0 cB cN
ub cB + uB cN + uN

=
,
0 F
b
B
N
Fb
FB
FN
B. uBcB = 0 F B = E, u = cB B 1 ,
F = B 1 . , -, B,

cB B 1 b 0 cN + cB B 1 N
Q = (qij ) =
.
(37)
B 1 b
E
B 1 N

2.5. -

55

2.29. C u = cB B 1 , B. u ,
-.
aj = (a1j , . . . , amj )> , b
aj = (q1j , . . . , qmj )> (j = 0, 1, . . . , n),
bb = b
a0 , b
a = b
as , b
c = (q01 , q02 , . . . , q0m ). b
cN = (q0,i1 , . . . , q0,imn ),
N = {i1 , i2 , . . . , imn }. (37), ,
, B.
2.30. ,
:
q00 = cx = ub,

bb = B 1 b,

b
c = c uA,

b
a = B 1 as .

(38)

2.31. - (37),
(33):
max(cB B 1 b + (cN cB B 1 N )xN )

xB = B 1 b B 1 N xN ,
xB 0, xN 0.

(39)

, ,
(34) xB :
xB = B 1 b B 1 N xN
.
2.32. b
c = c uA (38) , ,
( -) c A,
u.
2.33. x
e Ax = b , x
eN = 0 ,
eB = B 1 b. x
e , x
e0
, x
eN = 0, x
eB 0.
, x
e ce
cx x
x = ub.
, b
c = c uA 0, b
cN = cN uN 0.

2. -

56

2.34. , ,
A m . ,
(, ),
. , ,
2.30. , e N
e ), B
e ,
. A = (B,
e
B, N , N . u
e = cB . , b
uB
c = c uA
.
2.6. -
, 1:
1) s
.
2) s , r
s- .
m n, ,
Q, .
1) u.
2) (38) bb b
cN
, .
3) s .
4) (38) b
a.
5) r .
6) B = hj1 , j2 , . . . , jm i jr s
.

2.6. -

57

2.35. -.
.
2.36.
max(x1 + 2x2 + x3 + x4 )

3x1 3x2 + 4x3 + 2x4 = 0,


x1 + x2 + x3 + 3x4 = 2

-.

. :


3 3 4 2 1 0
0
A=
, b=
, c = (0, 0, 0, 0, 1, 1).
1
1 1 3 0 1
2
:

1 0
B = h5, 6i , B =
, cB = (1, 1),
0 1

cN = (0, 0, 0, 0),

bb = B 1 b = (0, 2)> ,

u = cB B 1 = (1, 1),

b
cN = cN uN = (4, 2, 5, 5),

s = 1,

b
a = B 1 (a1s , . . . , ams )> = ( 3 , 1)> ,

r = 1.

B = h1, 6i ,
bb = (0, 2)> ,

B=

3
1

0
1

u = ( 4/3 , 0),

b
cN = (2, 1/3 , 7/3 , 4/3 ),
b
a = (1, 2 )> ,

3 3
B = h1, 2i , B =
,
1
1

s = 1,

r = 2.

u = (1, 1),

b
cN = (0, 0, 0, 0, 1, 1).

2. -

58

. - . B = h1, 2i.
:

0
3 3 4 2 1 0
, c = (1, 2, 1, 1).
, b=
A=
2
1
1 1 3 0 1
:

3 3
B = h1, 2i , B =
,
1
1
bb = (1, 1)> ,

u = ( 1/2 , 1/2 ),

b
cN = (0, 0, 5/2 , 1/2 ),

b
a = ( 7/6 , 1/6 )> ,

s = 3,
r = 1.

B = h3, 2i ,

B=

bb = ( 6/7 , 8/7 )> ,

4
1

3
1

u = ( 1/7 , 11/7 ),

b
cN = ( 15/7 , 0, 0, 24/7 )

. b = (0, 8/7 , 6/7 , 0)> . x


b0 =
x
22
ub = /7 .

B 1 . , , . ,
(38) , , s- ,
:
uB = cB ,
Bbb = b,
Bb
a = (a1s , . . . , ams )> .
B 1 .
F , Ei (36)
(
Ei ). B 1 = Ft Ft1 . . . F1
u = cB Ft Ft1 . . . F1 ,

(40)

2.7. -
bb = Ft Ft1 . . . F1 b,
b
a = Ft Ft1 . . . F1 (a1s , . . . , ams )> .

59
(41)

(40) , (41)
. Fi . ,
.
,
A , . . .
A,
.
-.

2.7. -
2.37.
max(x1 + x2 )

= 6,
2x1 + x2 + x3
x1 + 2x2
+ x4 = 6,

xj 0, (j = 1, 2, 3, 4).
B (0) = h3, 4i. :

x0

x1
x2

x3

x4

=
=
=
=6
=6

(x1 ) (x2 ),
(x1 ),
(x2 ),
+ 2(x1 ) + (x2 ),
+ (x1 ) + 2(x2 ),

(42)

B (1) = h1, 4i.


, (42) x3 x1
.

2. -

60

, :

x0 = 3 + 1/2 (x3 ) 1/2 (x2 ),

x1 = 3 + 1/2 (x3 ) 1/2 (x2 ),

x2 =

(x2 ),

x
=

(x
),

3
3

x4 = 3 1/2 (x3 ) + 3/2 (x2 ),

(43)

(42) (43) :

1/2 1/2
3
0 1 1

1/2
1/2
0 1 0
3

(1)
,
0
.
T
T (0) =
=
0
0
1
0
1

1
0
2
1
6
0

3 1/2 3/2
6
1 2
(42) (43)
: (x0 , x)> = T (0) (1, x1 , x2 )> , (x0 , x)> = T (1) (1, x3 , x2 )>
.
, T (0) T (1)
, :
10 2 ,
, 6, .
:
max cx

Ax = b,
x 0.

B = hj1 , j2 , . . . , jm i , N = hk1 , k2 , . . . , knm i


.
:
nm

xi = ti0 +

tij (xkj ) (i = 0, 1, . . . , n).

j=1
10

T (0) T (1) .

(44)

2.7. -

61

2.38. T = (tij ) (i = 0, . . . , n; j = 0, . . . , n m)
-, N .
2.39. Q = (qij ) () -, B. - (25), (26). , tij
qij :

qikj k = 0 k = ji B,
1 k = kj N ,
tkj =

0
k N , j = 0 k 6= kj .
, T , , , .
t00 .
2.40. - T = (tij )
() , ti0 0 (i = 1, 2, . . . , n).
tij
. ks N
r
/N.
(44) i = r. xks , :
xks =

tr0
trj
1
+
(xkj ) +
(xr ).
trs j6
t
t
rs
rs
=s

xks (44):

tr0
trj
(xr )
xi = ti0 + tij (xkj ) + tis

(xkj )
trs j6=s trs
trs
j6=s

tr0
tis
tis trj
= ti0 tis
+ tij
(xkj )
(xr ).
trs
t
t
rs
rs
j6=s
(i = 0, 1, . . . , r 1, r + 1, . . . , n).

tis


trs
t0ij =
tis trj

tij
trs

j = s,
j = 0, . . . , s 1, s + 1, . . . , n m.

62

2. -

, T : s-
trs , r-,
, r- .
.
2. [ - .]
0. B. N = hk1 , . . . , knm i
, T
-.
1. t0j 0 (j = 1, 2, . . . , n m), .
. s, t0s < 0.
2. tis 0 (i = 1, 2, . . . , n), .
. r,

ti0
tr0
= min
: tis > 0 (i = 1, 2, . . . , n) .
trs
tis
3. ( .) s-
Q trs . j {0, 1, . . . , n m} \ {s}
j- s-, trj .
4. N = hk1 , . . . , knm i ks r. 1.
2.41. s, r trs 2
.
2.42. -
2.37. T (0) T (1) . T (1) : s = 2, r = 4. :

1/2 1/2
1/3
1/3
3
4

3
1/2
1/2
2
1

2
/3 /3

(2)

1
2
T (1) = 0
,
T
=
2 /3 /3
0
1

0
1
0

1
0

3
1
0
0
1
3 /2 /2

2.8.

63

: N (0) = h1, 2i,


N (1) = h3, 2i, N (2) = h3, 4i, T (2) . b = (2, 2, 0, 0)> . x
b0 = 4.
: x
, , 2.25, , -. ,
- s, t0s < 0
ks , r,

min

ti0
:
tis

tis > 0

(i = 1, 2, . . . , n) .

r .
, -
, .
- (, , ) (m+1)(n+1) , - (n+1)(nm+1) .
, , 2m < n, -, 2m > n .

2.8.
- :
. ,
- ( ) . 11 12
1972 .
11

(.1925)
.
(19281984) .

12

2. -

64

max(2n1 x1 + 2n2 x2 + 2xn1 + xn )

x1
5,

4x
+
x
25,

1
2
8x1 +
4x2 +
x3
125,

.................................................

n
2 x1 + 2n1 x2 + 2n2 x3 + . . . + 4xn1 + xn 5n ,

(45)

y1 , y2 , . . . , yn . ,
, - 2 (. . 39) 13 2n 1 . ,
- ,

, . , (45), n- () 0 xj 1
(j = 1, . . . , n), - . , ,
- , .
2.43. , -
2 n = 3 (45) 7 .
, n - 3 (45) .
, ,
, , P .
1979 . . . 14 .
, 13 (45) , .
14 ; , 1982, . . . . .

2.8.

65

. . 15 , . . 16 . . 17 .
. D

z
Rn .

>
E = M (z, D) = x : (x z) D(x z) 1
z.
P E. ,
P , P 6= 0,
/
, P . z - ax , P , P E 0 , E 0
, {x : ax az} E. E 0 z 0
D0 ,
, P .
:
1

1) E 0 E e 2 (n+1) ,
2) , , ,
, P = 0/ n.
, , -,
E 0 , 1)
2). ( , ,
.) .
, (m, n)- A b
, , ( ) Ax b
O(mn8 log2 (n)) () . ,
. , .
15

(. 1937)
.
17 (. 1947)
16 . .

2. -

66

, - ,
, , . , -, - . ,
( ) - ,
. , - , (9)

min

1
1
1
n, (m + 1), (m + n + 1) .
2
2
8

2.9.
2.1. , , , ,
.
2.2. :
max(x1 + 2x2 + 4x3 )

x1 x2 x3 = 1,
x1 + x2 + x3 = 3,

x1 , x2 , x3 0;

max(x1 + x2 + x3 )

2x1 + x2 + x3 = 4,
x1 2x2 + x3 = 1,

x1 , x2 , x3 0;

max(x1 + x2 + x3 2x4 + x5 2x6 )

x1 x2 + x3 x4 + x5 x6 = 7,

2x1 + x2 2x3 3x4 + 2x5 + 3x6 = 0,


3x1 + 2x2 x3 4x4 + 3x5 + 2x6 = 10,

xj 0, (j = 1, . . . , 6);

2.9.

67
max(5x1 x2 + 3x3 + 4x4 )

3x1 + x2 + x3 + x4 x5 x6 = 6,

x1 3x2 + x3 + x4 x5 x6 = 2,
x1 + x2 3x3 + x4 x5 x6 = 2,

1 x2 x3 + 3x4 3x5 x6 = 10,

xj 0, (j = 1, . . . , 6);
max(x1 2x2 + 3x3 2x4 )

2x1 x2 + 3x3 + x4 = 4,

1 + 2x2 + 3x3 + 2x4 = 6,

3x1 x2 2x3 + x4 2,
5x1 + 3x2 + x3 6,

2x1 + x2 3x3 2x4 4,

1 0,

x2 0.

2.3.
min(6x1 3/4 x5 + 150x6 1/50 )

9x1 + x2 + 1/4 x5 60x6 1/25 x7 = 0,


3x1 + x3 + 1/2 x5 90x6 1/50 x7 = 0,

x4 + x7 = 1.
, - 1 2 1
(. . 39) ,
3 1 .
2.4.
Ax b, x 0, b 0.
2.5. aj1 , . . . , ajm A . , (24) . :
an+1 = aj1 . . . ajm .
2.6. ,
Ax b, x 0, b 0,

68

2. -
. : an+1 =
aj1 . . . ajm .

3.1.

: .

M1 = {1, . . . , m1 } ,
N1 = {1, . . . , n1 } ,

M2 = {m1 + 1, . . . , m} ,
N2 = {n1 + 1, . . . , n} .

max(c1 x1 + c2 x2 + . . . + cn xn )

ai1 x1 + ai2 x2 + . . . + ain xn = bi (i M1 )

ai1 x1 + ai2 x2 + . . . + ain xn bi (i M2 )


(j N1 )
xj 0

xj
(j N2 )

(46)

min(u1 b1 + u2 b2 + . . . + um bm )

ui
(i M1 )

ui 0
(i M2 )
u1 a1j + u2 a2j + . . . + um amj cj (j N1 )

u1 a1j + u2 a2j + . . . + um amj = cj (j N2 )

(47)

69

70

3.

, j N1 N2 xj
(46)
(47). , . , i M1 M2 ui (47)
(46). ,
.
3.1. (47) (46),
(46) . , , (46)
(47), (47)
.
(46), (47) .
-
x(1) = (x1 , . . . , xn1 )> ,
b(1) = (b1 , . . . , bm1 )> ,

x(2) = (xn1 +1 , . . . , xn )> ,


b(2) = (bm1 +1 , . . . , bm )> ,

-
u(1) = (u1 , . . . , um1 ), u(2) = (um1 +1 , . . . , um ),
c(1) = (c1 , . . . , cn1 ),
c(2) = (cn1 +1 , . . . , cn )
A ( = 1, 2; = 1, 2), aij ,
i M , j N . (46), (47) :
max(c(1) x(1) + c(2) x(2) )

(1)
(2)
(1)

A11 x + A12 x = b ,
(1)
(2)
A21 x + A22 x b(2) ,

(1)
x 0.

min(u(1) b(1) + u(2) b(2) )

(1)
(2)
(1)

u A11 + u A21 c ,
(1)
(2)
(2)
u A12 + u A22 = c ,

(2)
u 0.

,
max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn = b1 ,

21 x1 + a22 x2 + . . . + a2n xn = b2 ,
...................................

a
m1 x1 + am2 x2 + . . . + amn xn = bm ,

xj 0
(j = 1, 2, . . . , n)

(48)

3.1.

71


min(u1 b1 + u2 b2 + . . . + um bm )

u1 a11 + u2 a21 + . . . + um am1 c1 ,

u1 a12 + u2 a22 + . . . + um am2 c2 ,


..................................

u1 a1n + u2 a2n + . . . + um amn cn .

(49)

, ui
. (48), (49)
:
max cx

Ax = b,
x0

min ub,
uA c,

x = (x1 , x2 , . . . xn )> , u =
(u1 , u2 , . . . um ) .

max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn b1 ,

21 x1 + a22 x2 + . . . + a2n xn b2 ,
...................................

m1 x1 + am2 x2 + . . . + amn xn bm ,

xj 0
(j = 1, 2, . . . , n)

(50)

min(u1 b1 + u2 b2 + . . . + um bm )

u1 a11 + u2 a21 + . . . + um am1 c1 ,

1 a12 + u2 a22 + . . . + um am2 c2 ,


..................................

u
1 a1n + u2 a2n + . . . + um amn cn ,

ui 0
(i = 1, 2, . . . , m).

(51)

3.2. (50), (51) .

72

3.
(50), (51) :
max cx

Ax b,
x0

min ub,

uA c,
u 0.


(48), (49), ,
(46), (47).
3.2.
e = (e
e2 , . . . , x
en )>
3.3. x
x1 , x
e = (e
e2 , . . . , u
em ) (49),
(48), u
u1 , u
e1 + c2 x
e2 + . . . + cn x
en u
e1 b1 + u
e2 b2 + . . . + u
em bm ,
c1 x
.

Ae
x = b,
e0
x

u
eA c.

eb.
ce
xu

(52)

e 0, u
eA c u
eAe
x
x ce
x, , Ae
x = b,
eb ce
u
x.
e, u
e (48)
3.4. x
(49) , , . . ce
u=u
eb. x
e, u
e
(48) (49) .
3.5. M
(49) , cx M ,
N (49) .
3.6. N (49) , ub N ,
N (48) .
3.7. (48) ,
(49) .

3.2.

73

. (48) - , .
e.
B x
A = (B, N ),

c = (cB , cN ),

B A, B,
cB , cN ,
c . u
e = cB B 1 , B. 2.5 (. 2.30)
eb. x
e ,
, ce
x=u
eA 0.
2.31 , c u
, u
e, B, (49),
x
e u
e .
3.4, .
3.8.
e u
B .
3.9. , 2.13 . 37.
:
min(6u1 + 6u2 )

2u1 + u2 0,

u1 + 2u2 2,
u1 1,

u2 1.

(53)

e = (2, 2, 0, 0)> x
e , ,
B = h1, 2i, u
(53):

2u1 + u2 = 1,
u1 + 2u2 = 1.
e = ( 1/3 , 1/3 ). u
, ,
(e
u0 = 4) .

3.

74

3.10. , cx (48).
3.5 . ,
, 3.7, ,
.
3.11. ,
, ,
.
3.12. :
max x1

x1 x2 = 1,
x3 = 1,

x1 , x2 , x3 0,

min(u1 u2 )

u1 1,
u1 0,

u2 0.

, .
3.13. (49) ,
(48)
.
. (49)
. 1.3 :
min ub
uA c

max u(b)

uA y = c,
y0

max(v w)(b)

(v w)A y = c,
v, w, y 0

max (v, w, y) (b, b, 0)>

(v, w, y) A = c,
E

v, w, y 0.

(54)

3.2.

75

, (54), :
min ct

b
A
A t b .
0
E

(55)

x = t,
max cx

Ax = b,
x 0,

(48).
(49) u
e, (54)
, (e
v , w,
e ye). (54) e ye) ,
3.7. (e
v , w,
e
t (55) ,
u
eb = (e
v , w,
e ye) (b, b, 0)> = ce
t = ce
x,
e = e
e (48), u
eb = ce
x
t. , x
x.
e (48).
3.4 , x
3.14. :
max(x1 + x2 )

2x1 + x2 = 1,
3x1 + 2x2 = 1,

x1 0, x2 0,

min(u1 + u2 )

2u1 + 3u2 1,
u1 + 2u2 1.

( x1 = 1, x2 = 1
), (, u1 = 1, u2 = 1),
3.13 , .

3.

76

(48) (49) ,
, 1 , 2 3 .
3.15 ( ). (48) (49)
:
)
;
) , (
), ;
) .
3.16. (50) (51)
(46) (47).
3.3.
.
3.17 ( 4 ). , ub
0 uA 0, ,
Ax = b x 0.
.
. x Ax = b.
uA 0 x, ub 0,
.
max 0x

Ax = b.
x0

min ub
uA 0.

(. 1922) .
(. 1925) .
3 (19051995) .
2

3.3.

77

.
u = 0, , . , ub . ,
u, ub .
3.18. - uA 0, , , uaj 0 (j =
1, 2, . . . , n). j- xj ,
j b = a1 x1 + . . . + an xn = Ax,
- ub 0.
, - .
() .
3.19 ( ). ,
ub
uA c ,
x 0, Ax = b cx .
.
. x x 0, Ax = b,
cx . uA c x
ub cx .
.
max cx

Ax = b,
x0

min ub
uA c


( ). , , min ub = max cx
. x .
3.20. 3.19.
.
3.21.

78

3.
1) , ub 0
uA 0, u 0, , Ax b
x 0.
2) , ub uA c, u 0, ,
x 0, Ax b, cx .

3.22.
1) , ub 0
uA = 0, u 0, , Ax b
.
2) , ub uA = c, u 0, ,
x, , Ax b, cx .
3.23. 3.21, 3.22.
3.4.
3.4.1.


, ) .
3.24 ( ).
x
eu
e (48) (49) .

(e
uA c)e
x=0
(56)

x
eu
e.
. x
eu
e Ae
x = b, x
e 0, u
eA c, (. (52))
(e
uA c)e
x=0

u
eAe
x = ce
x

u
eb = ce
x.

3.7 .

3.4.

79

3.25. x
e, u
e , j {1, 2, . . . , n}

ej 0
x

e1 a1j + u
e2 a2j + . . . + u
em amj cj
u

.
3.26. (56) . , x
e ,
. . x
ej > 0 j B, (56) ,
e u
eB = cB ,
u
e = cB B 1 . ,
u

3.7. , x
eu
e,
(e
uA c)e
x = 0, 3.7.
e = (7, 0, 1)>
3.27. , u

min(3u1 5u2 + 11u3 )

3u1 6u2 + 11u3 10,


u1 2u2 + 4u3 3,

u2 + 2u3 1.

max(10x1 3x2 x3 )

3x1 x2 + x4
= 3,

6x1 2x2 x3 + x5 = 5,
11x1 + 4x2 + 2x3 + x6 = 11,

xj 0 (i = 1, 2, . . . , 6).
e .
u
e
u2 + 2e
u3 1,
u
e1 0,
e3 0
u

80

3.

. , x
e3 , x
e4 , x
e6
e . x
e ,
x
e - :
x

x1 x
e2
= 3,
3e
e5 = 5,
6e
x1 2e
x2 + x

11e
x1 + 4e
x2
= 11,
e = (1, 0, 0, 0, 1, 0)> . 3.24 x
eu
e x
.
3.28. 3.24
(50) (51)
(46) (47).
x
e, u
e (48) (49) .
Ae
x = b, x
e 0 , b
a1 , a2 , . . . , an A e1 , x
e2 , . . . , x
en . 3.25 , x
e, u
e
x
, j, j-
(49) (. . u
ej aj > cj ) x
ej
. .
e 3.29. u
(49) , b
A,
.
.
3.1 uA c,
ub = u0 ub a1 , a2 , b.
e , u
e
u
. ,
b a1
a2 .
3.30. , . 3.1.

3.4.

a2
ua2 = c2
e
u

81

b = e
x1 a1 x
e2 a2
a1
ub = u0
ua1 = c1

. 3.1.

3.4.2.

,
e, u
e (48), (49) x
j {1, 2, . . . , n}
x
ej 0

u
eaj cj

. , x
e, u
e, j {1, 2, . . . , n} .
.

3.31. (48) (49) .


j {1, 2, . . . , n}
x
e, u
e , ,
x
ej > 0

u
eaj > cj .

82

3.

. x0 = u0 (48), (49).

max xj

Ax = b,
cx x0 ,

x0

min(ub x0 )

uA c ej ,
0,

(57)

x , (u, ) = (u1 , . . . , un , )
, ej -,
, j-, 0, j- 1. ,
(48). .
, x (48)
xj = 0. (57) 0. ,
(u, )
ub x0 = 0,

uA c ej ,

0.

(58)

:
e = u + v, v
= 0, u
(49). (58)
u
eA = uA + vA c + ej ,
e=
> 0, u

eA =
u

u
eb = ub + vb = 0 + u0 .

1
u. (58)

1
1
uA c + ej ,

eb =
u

1
ub + vb = x0 = u0 .

e (49),
, u
eaj > cj .
u
3.32 ( ).
(48) (49) .

3.4.

83

x
e, u
e , , j
{1, 2, . . . , n} :
x
ej 0

u
eaj cj .

. 3.31 j {1, 2, . . . , n} x
e(j) , u
e(j) , ,
x
ej(j) > 0

x
e=

1 n (j)
xe ,
n j=1

u
e(j) aj > cj .

u
e=

1 n (j)
ue .
n j=1

e, u
e .
, x
3.33. -
,
, .
3.34. (48) (49) .

xj 0

uaj cj

, .
, 3.32 3.34.
3.2
uA c , a1 , a2 = b, a3 .
ua2 = c2 . , , u
e,
e0 . x
e , , u
1. b = a2 ,
e . , x
e, u
e
x
3.32, u
e0 x
e.
3.35. , . 3.2. ,
e = e
u
u0 + (1 )e
u00 , 0 < < 1.

3.
a1
a1

84

ua1 = c1

a2
u
e0 ua2 = c2

b
a2

e
u

a3

u
e00
ua3 = c3

a3
. 3.2.

3.5.
, 5 - f (x1 , . . . , xn ) gi (x1 , . . . , xn ) = 0
(i = 1, 2, . . . , m), gi (x1 , . . . , xn ) -
.
m

L(x1 , . . . , xn ; u1 , . . . , um ) = f (x1 , . . . , xn ) + ui gi (x1 , . . . , xn ),


i=1

. u1 , . . . , um . .
( ).
.
,
5

(1736-1813) .

3.5.

85

.

min ub,

max cx

Ax b,
x0

uA c,
u0

(59)

3.36. (59)
L(x, u) = cx + ub uAx.
(60)
, , - :
L(x, u) = cx + u(b Ax) = ub + (c uA)x.
,
u = (u1 , . . . , um ),
x = (x1 , . . . , xn )> .
3.37. x
e, u
e (59) ,
e) = ce
eb.
L(e
x, u
x=u

(61)

eA c x
e 0, u
eAe
. u
x ce
x,
e) = ce
eb u
eAe
eb.
L(e
x, u
x+u
xu
e 0, u
eAe
eb,
Ae
xbu
xu
e) = ce
eb u
eAe
L(e
x, u
x+u
x ce
x.
eb, (61).
ce
x=u
3.38. , x
e 0, u
e 0 (59) ,
, (e
x, u
e) (60), . . x 0 u 0

e) L(e
e) L(e
L(x, u
x, u
x, u).
(62)

86

3.

.
e, u
e . x
eA c x 0,
(59) . u
eAx cx,
u
L(x, u
e) = cx + u
eb u
eAx cx + u
eb cx = u
eb.
Ae
x b u 0, uAe
x ub,
L(e
x, u) = ce
x + ub uAe
x ce
x + ub ub = ce
x.
e) u
eb = ce
, L(x, u
x L(e
x, u). (62)
(61).
. (62) x 0
e0u
e 0 u 0. , x
(59) .
, (62)
(c u
eA)x (c u
eA)e
x.

(63)

x = (e
x + ej ), ej -, ,
j-, , j- 1, (63) (c u
eA)ej 0,
. . j- c u
eA .
eA 0. , u
e j = 1, 2, . . . , n, c u
.
e
(62) , , x
.
L(0, u
e) L(e
x, 0) u
eb ce
x,
, u
eb = ce
x x
e, u
e .
3.39.
min max L(x, u) = max min L(x, u).
u0 x0

x0 u0


max cx

Ax = b,
x0

min ub
uA c

(64)

3.5.

87

(60). 3.38 .
e 0, u
e
3.40. , x
(64) , , (e
x, u
e)
, . . x 0 u
e) L(e
e) = L(e
L(x, u
x, u
x, u).
:
max(c(1) x(1) + c(2) x(2) )

(1)
(2)
(1)

A11 x + A12 x = b ,
(1)
(2)
A21 x + A22 x b(2) ,

(1)
x 0

min(u(1) b(1) + u(2) b(2) )

(1)
(2)
(1)

u A11 + u A21 c ,
(1)
(2)
(2)
u A12 + u A22 = c ,

(2)
u 0.

(65)

3.41. (65)
L(x, u) = c(1) x(1) + c(2) x(2)
+ u(1) (b(1) A11 x(1) A12 x(2) ) + u(2) (b(2) A11 x(1) A12 x(2) ).
, :
(1)

b
A11
c = (c(1) , c(2) ),
b=
,
A
=
A21
b(2)

A12
A22

(66)

, (60).
e = (e
e(2) ). u
e = (e
e(2) ) 3.42. x
x(1) ; x
u(1) , u
(59). , x
e. u
e
, (e
x, u
e) , . . x = (x(1) ; x(2) ) u = (u(1) , u(2) ),
, x(1) 0, u(2) 0,
e) L(e
e) = L(e
L(x, u
x, u
x, u).
3.43. 3.40, 3.42.

88

3.
3.6. -

, -, , (
, ). ,
-. ,
, 2, ,
-.
(48). B = hj1 , . . . , jn i , Q = (qij ) -, x
e .
3.44. q0j 0 (j = 1, 2, . . . , n), B
, , Q , x
e
, .
- ,
, ,
qi0 0 (i = 1, 2, . . . , s).
3.6.1. -

3. [ - .]
0. B
Q.
1. qi0 0 (i = 1, 2, . . . , m), . , B, . r,
qr0 < 0.
2. qrj 0 (j = 1, 2, . . . , n), . . s, .

q0s
q0j
= min
: qrj < 0 (j = 1, 2, . . . , n) .
(67)
|qrs |
|qrj |

3.6. -

89

3. ( .) r-
Q qrs . i {0, 1, . . . , m} \ {r} i-
r-, qis .
4. B = hj1 , . . . , jm i jr s. 1.
3.45. ,
3, . s, r qrs
.
, s
(67)
q0s > 0.
3.46. -
max(x1 x2 x3 x4 )

= 1,
x1 + x2 2x3 + 2x4 + x5
x1 2x2 + 3x3 4x4
+ x6 = 2,

xj 0 (j = 1, 2, . . . , 6).
B = h5, 6i, -

0.

r, qi0 , r = 2,
(67) s = 4:

1/2

1/2

5/4
1/2
1/4

1/2

7/4

1/2

1/2

3/4

1/4

1/2

1/4

90

3.

r = 2, s = 2:

11/2

4
3/2

1/2

1/2

5/2

1
0

0
1/2

1
1/2

0
1

2
1/2

3/2

1 .
1/2

(4, 0, 0, 3/2 , 0, 0)> .


3.47. x
e (48), B A = (B, N ), c = (cB , cN ), B , , cB , cN ,
c .
u
e = cB B 1 , B. B ,
eA 0. ,
2.31 , c u
e, x
e, u
(49).
,
-
.
3.48. - , ,
b,
.
3.6.2. -

-, ,
, . - ,
5.
4. [ - .]
0. B. N = hk1 , . . . , knm i
,
T -.

3.6. -

91

1. ti0 0 (i = 1, 2, . . . , n), .
. r, tr0 < 0.

2. trj 0 (j = 1, 2, . . . , n m), . . s,
t0s
= min
|trs |

t0j
:
|trj |

trj < 0 (j = 1, 2, . . . , n m) .

3. ( .) s-
T trs . j {0, 1, . . . , n m} \ {s}
j- s-, trj .

4. N = hk1 , . . . , knm i ks r.
1.

3.49.

(0)

= 0

0 ,

4
0

92

3.

1/2

T (1)

1/2

7/4

1/4

1/2

3/4

1/2

1/2

11/2

5/2

1/2

3/2

4
0
0
3/2
0
0

2
0
0
1/2
1
0

0
1
0
1/2
0
0

1
0
1
1/2
0
0

1
0
0
1/2
0
1

=
0

1
/2

T (2)

5/4

1/4

0
,

1/4

1/2


.
3.50. - T , L D-, ,
, , , .
3.51. 4, r , , tr0 < 0, s

1
1
>
>
(t0s , t1s , . . . , tns ) = lexmin
(t0j , t1j , . . . , tnj ) : trj < 0 .
|trs |
|trj |
- , L D-.

3.7.

93

3.52. , -, ,
.

3.7.
3.1. , :
e = (0, 1, 1),
x

e = (3, 4, 0),
x

max(4x1 + x2 + 5x3 )

x2 + x3 = 2,

3x1 + 2x2 x3 = 1,

xj 0 (j = 1, 2, 3);

max(x1 + 2x2 5x3 )

x1 3x2 + 11x3 = 9,
3x1 x2 + 9x3 = 5,

xj 0 (j = 1, 2, 3);

e = (1, 1, 1, 1, 1, 1, 1, 1),
x
max(5x1 + 4x2 + 3x3 + 11x4 + 10x5 2x6 3x7 6x8 )

x1 + 2x2 + 3x3 + 4x4 + 5x5 x6 + x7 x8 = 14,

2x1 + 3x2 + x3 + 5x4 6x5 x6 x7 2x8 = 13,


3x1 + x2 + 2x3 + 6x4 + 4x5 x6 2x7 4x8 = 9,

xj 0 (j = 1, 2, . . . , 8).
3.2. 3.1
.
3.3.
min(10x1 + 3x2 + x3 )

3x1
6x1
11x

xj

+ x2

3,
+ 2x2 + x3
5,
4x2 2x3 11,
0 (j = 1, 2, 3).

, .

94

3.

3.4.
max(3x1 + 5x2 + 4x3 )

x1 + 2x2 + 3x3 1,

2x1 + 3x2 + x3 1,
3x1 + x2 + 2x3 1,

6x1 + 6x2 + 6x3 1,

2x1
+ 4x3 1
-, , .
eu
e
3.5. x

Ax 0,

x0

uA 0,
u0

(68)

. , u
eAe
x = 0.
(68) .
e, u
e,
3.6. (68) x
e+u
eA > 0, u
e Ae
x
x > 0.


4.1.
,
1 . -, ,
, . . 2 (1930 .).
m , n . ,
i- , ai , j-
bj . ,
, . .
m

i=1

j=1

ai = bj .
ai , bj cij , i- j- . xij ,
i- j- (i = 1, . . . , m;
j = 1, . . . , n), ,
.
1

. (18751957) .
.

2 . .

95

4.

96

, :

xij = ai

j=1
m

xij = bj

i=1
xij 0

m n

cij xij

min

i=1 j=1

(i = 1, . . . , m),

(69)

(j = 1, . . . , n),
(i = 1, . . . , m; j = 1, . . . , n).


:
min(c11 x11 + . . . + c1n x1n + . . . + cm1 xm1 + . . . + cmn xmn )

x11 + . . . + x1n
= a1 ,

+
x
+
.
.
.
+
x
= a2 ,

21
2n

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....

+ xm1 + . . . + xmn = am ,

x11
+ x21
+ xm1
= b1 ,

x
+
x
+
x
=
b2 ,

12
22
m2

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...

x
+
x
+
x
=
b

1n
2n
mn
n,

xij 0 (i = 1, . . . , m; j = 1, . . . , n).
,

min cx

Ax = b,
x 0,

b = (a1 , a2 , . . . , am , b1 , b2 , . . . , bm )> ,
c = (c11 , c12 , . . . , c1n , c21 , c22 , . . . , c2n , . . . , cm1 , cm2 , . . . , cmn ),
x = (x11 , x12 , . . . , x1n , x21 , x22 , . . . , x2n , . . . , xm1 , xm2 , . . . , xmn )> ,

4.1.

A= 1

...

97

1
1

...

1
1
1

1
1

1
..

1
..

... 1

..

.
1

, A (m + n) (m n).
x c
X = (xij ) C = (cij ) m n.
,
, ,
-.
4.1. (69) :
ai 0,

bj 0

(i = 1, 2, . . . , m;
m

i=1

j=1

j = 1, 2, . . . , n),

ai = bj .

. . x,
xij =

ai bj
S

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

S = ai ,
i=1

S 6= 0, xij = 0 .
4.2. A
(69) m + n 1.
. A
, m n , rank A m + n 1. ,

4.

98

(m + n 1)- , , x1n , x2n , . . . , xmn , x11 , x12 , . . . , x1,n1 , , ,

1
1 1 . . . 1

..

= 1,

.
..

1
rank A m + n 1.
4.2.
4.3. , 1. ( ) , 1 0.
4.4. A
.
. A:
1) .
2) .
3) m ( 1- ) n ( 2-
).
, 1- 0 1. , k- 1 0, ,
M (k + 1).
, .

4.2.

99

M ,
, M 1 0. , M
. 2) 3) ,
M , A 1- , , 2- ,
M = 0.
4.5. A
1, 0 , , ,

, . ,
A .
4.6. (69) ai bj , .
. , BxB = bB B.
det B = 1, , xB .
4.2.1.

4.6 , ,
. .
n n
cij i- j- (i = 1, 2, . . . , n; j = 1, 2, . . . , n).
, .
xij , 0 1 , i-
j- . :
n

max cij xij


i=1 j=1

(70)

4.

100
n

xij = 1

(j = 1, 2, . . . , n),

(71)

(i = 1, 2, . . . , n),

(72)

i=1
n

xij = 1

j=1

xij {0, 1} .

(73)

(71) (73)
xij 0
xij Z

(i = 1, 2, . . . , n;

(74)
j = 1, 2, . . . , n).

(75)

4.6 (75) . , (70)(73) (70)(72), (74).


4.3.
pij A, xij .
,
pij = (0, . . . , 0, 1, 0, . . . , 0, 1, 0, . . . , 0)> ,
i- (m + j)- ,
.
pi1 j1 , pi2 j2 , . . . , pit jt
(76)
A.
. (i, j) , pij
. ,
. , X C:
, pij , (i, j).
4.7. , (76) , , .

4.4. 101
.
. , ,

(i0 , j0 ), (i1 , j1 ), . . . , (it , jt ),


(77)
(i0 = it , j0 = jt ). (77) . (ik , jk ) ,
(ik1 , jk1 ) (ik+1 , jk+1 ) . .
(77) , , ,
pi1 j1 pi2 j2 + . . . pit jt = 0.
(77) , , (77)
. (76) .
. (76) .
1 , . . . , t , ,
1 pi1 j1 + . . . + t pit jt = 0.

(78)

k 6= 0 k {1, 2, . . . , t}. ik - (m + jk )-
pik jk , , (78) , , (77) ,
ik - 1, , (m + jk )-
1. , (ik , jk ) k 6= 0
. ,
.
4.8. t = m + n 1. ,
pi1 j1 , pi2 j2 , . . . , pit jt
A
, , .
4.4.

B, (i, j), pij

4.

102

A, . , , (76) ,
B = h(i0 , j0 ), (i1 , j1 ), . . . , (it , jt )i .
, , B .
.
4.4.1. -

X, , , .
5. [ - ]
0. xij 0. e
ai = ai , ebj = bj (i =
1, 2, . . . , m; j = 1, 2, . . . , n), B = 0,
/ i = 1, j = 1.
1. B (i, j).
2. e
ai < ebj , xij = ai , ebj = ebj ai , i
1. xij = bj , e
ai = e
ai bj , j 1.
3. i < m j < n, 1. . B
X = (xij ) .
4.9. ,
a1 = 65,
b1 = 40,
c11 = 4,
c21 = 2,
c31 = 3,

a2 = 50, a3 = 70,
b2 = 85, b3 = 60,
c12 = 5, c13 = 6,
c22 = 3, c23 = 1,
c32 = 3, c33 = 3.

-
:

4.4. 103

40
65
50
70

85
5

40

60
6

25

50
3

10

60

ai , bj .
(i, j) cij . (i, j) B,
xij .

B = h(1, 1), (1, 2), (2, 2), (3, 2), (3, 2)i .
, 1 5 m+n1 . ,
, , , B, .
. , B .
4.4.2.

, xij cij .
6. [ ]
0. xij 0. e
ai = ai , ebj = bj
(i = 1, 2, . . . , m; j = 1, 2, . . . , n), B = 0,
/ I = {1, 2, . . . , m},
J = {1, 2, . . . , n}.
1. r, s, , crs = min {cij : i I, j J}.
(r, s) B.

4.

104

n
o
2. xrs = min e
ar , ebs , e
ar = e
ar xrs , ebs = ebs xrs .
e
ar = 0, r I. s J.
3. I 6= 0/ J 6= 0,
/ 1.
4. [ .]
I = 0,
/ B (r, j), j
J, (). B
(i, s), i I,
(). B
X = (xij ) .
4.10. 4.9.
:
B = h(1, 2), (1, 3), (2, 3), (3, 1), (3, 2)i
40
65
50
70

85
5

60
6

55

10

50
40

30

, X, 6, . ,
B, ,
(i1 , j1 ), (i2 , j2 ), . . . , (is , js )
. (ik , jk )
, .
(ik1 , jk1 ) e
ajk1 6= 0 ebjk1 6= 0,
(ik+1 , jk+1 ) e
ajk+1 6= 0 ebjk+1 6= 0.
, (ik , jk )
aik , bjk .

4.5.

105

4.5.
X ,
B = h(i1 , j1 ), (i2 , j2 ), . . . , (im+n1 , jm+n1 )i .
(i, j), , , 4.7 , , . ,

(i, j), (i1 , j1 ), (i2 , j2 ), . . . , (is1 , js1 ),

i = i1 , j1 = j2 , . . . , is2 = is1 , js1 = j


(. . 4.1). , s . X 0 = (x0ij )
:
x0ij = xij + , x0i1 j1 = xi1 j1 , x0i2 j2 = xi2 j2 + , . . . , x0is1 js1 = xis1 js1 ,
.
X 0 X. , X 0
(69) ,
, x0ij 0. ,
, ,
xik jk 0,

(k = 1, 3, . . . , s 1).

(79)


= min {xik jk : k = 1, 3, . . . , s 1} ,
, , (79) , , , , x0ir ,jr , .
B (ir , jr ) (i, j). B 0 X 0 . , B 0
, (ir , jr ) .

4.

106

(i, j)

(i1 , j1 )

(i2 , j2 )
(is2 , js2 )
(is1 , js1 )

. 4.1.

4.6.
,
. .
. B (. 2.29 2.5),
. ,
2.30,
( -), .
. , m A, ui (i =
1, 2, . . . , m), , n
A, vj (j = 1, 2, . . . , n). , . 2.34
e = cB , () uB
:
ui + vj = cij

(i, j) B.

A m+n1, , 1. ,
,
. , , ,

4.6.

107

B, , .
b
c = c uA b
cij
: b
cij = cij ui vj . b
cij 0 (i =
1, 2, . . . , m, j = 1, 2, . . . , n), . .
ui + vj cij

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

(80)

B . (i, j)
/ B, b
cij < 0 ,
4.5, , B.
4.11. , (69). , m A, ui (i = 1, 2, . . . , m), , n A, ui (i = 1, 2, . . . , m).
:

m
n
max ai ui + bj vj
i=1

ui + vj cij

j=1

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

, (80)
(u1 , . . . , um , v1 , . . . , vm ).
4.12. 4.9,
B (0) = h(1, 2), (1, 3), (2, 3), (3, 1), (3, 2)i ,
4.10.

u1 + v2 = 5,

u1 + v3 = 6,
u2 + v3 = 1,

u3 + v1 = 3,

u3 + v2 = 3,
, u1 = 0, v2 = 5, v3 = 6, u2 =
5, v1 = 5, v5 = 5. ui + vj cij , ,
i = 1, j = 1. (1, 1) . ,
, :

4.

108

40
65
50

85
5

55

60
6

10
1

50
3

u2 = 5
u3 = 2

+
40
30
v1 = 5 v2 = 5 v3 = 6

70

u1 = 0

xij , , , x31 = 40, (3, 1) .


B (1) = h(1, 2), (1, 3), (2, 3), (1, 1), (3, 2)i :
40
65
50
70

85
5

40

15

60
0
10

50
3

70
5

5
2

. , ui , vj
. ui + vj cij i = j = 3. (3, 3). , , xij , ,
. x13 = 10, (1, 3)
. B (2) = h(1, 2), (3, 3), (2, 3), (1, 1), (3, 2)i,
:

4.6.

109

40
5

65

85

40

25
3

50

60

50
3

70

60
4

10

ui + vj cij , ,
x11 = 40,

x12 = 25, x23 = 50, x32 = 60,


x13 = x21 = x22 = x31 = 0

x33 = 10,

.
4 40 + 5 25 + 1 50 + 3 60 + 3 10 = 545.
4.13. . .
.
40
50
60
75

85

60
5

50

50
3

40
4

20
6

35

40

40

85

60
5

50
3

60

75

40

35
1

+ 2
20
5
40
1

4.

110

40
50

85

60
5

50
3

60

75

0
6

40

35
1

60
6

40
0

50

60

75

85

60
5

50
3

0
6

40
1

60
6

35
1

4
5

5.1.
,
.
5.1.
,
,
() ().

, .
, .
5.2. 0 1, ,
{0, 1}-. ,
.
, . ,
111

112

5.

. , 4.1 ( 4.6) ,
, ,
, .
4.2.1. ,
1 .
5.2.

.
( 1.5.1,
4.2.1) .
.
5.2.1.

, . n . aj cj (j = 1, 2, . . . , n). ,
b . ( {0, 1}-):
max(c1 x1 + c2 x2 + . . . + cn xn )

a1 x1 + a2 x2 + . . . + an xn b,
xj {0, 1} (j = 1, 2, . . . , n).

,
, , .
:
max(c1 x1 + c2 x2 + . . . + cn xn )

a1 x1 + a2 x2 + . . . + an xn b,
xj Z (j = 1, 2, . . . , n).

(81)

1 P , N P - . .
2.8 5.7.

5.2. 113
5.2.2.

:
f (x) = cx = c1 x1 + c2 x2 + . . . + cn xn .
, , ,

0,
x = 0,
f (x) =
c0 + cx, x > 0,
c0 . , :
, . , x 0
x x
b .

.
, y :
y {0, 1} ,
y=1

(82)

x > 0.

f (x) = c0 y + cx.
(82)
:
y {0, 1} ,
x yb
x.
5.3.

f1 (x1 ) + f2 (x2 ) + . . . + fn (xn ),

fj (x) =

0,
c0j + cj x,

x = 0,
x > 0,

, n .

114

5.
5.2.3.

- :
G1 (x1 , x2 , . . . , xn ) 0

G2 (x1 , x2 , . . . , xn ) 0,

(83)

G1 , G2 . ,
g1 , g2 :
G1 (x1 , x2 , . . . , xn ) g1 ,

G2 (x1 , x2 , . . . , xn ) g2 .

, y,

y {0, 1} ,
(83) :

G1 (x1 , x2 , . . . , xn ) g1 y,
G2 (x1 , x2 , . . . , xn ) g2 (1 y).
,
G1 G2 , .
5.4. , s :
G1 (x1 , x2 , . . . , xn ) 0

...

Gs (x1 , x2 , . . . , xn ) 0.

5.2.4.

5.5. () f , n x1 , x2 , . . . , xn ,
f (x1 , x2 , . . . , xn ) = f1 &f2 & . . . &fm ,
fi (i = 1, 2, . . . , m) , . .

(84)
xi1 . . . xir1 xir . . . xis .

5.2. 115
,
.
5.6. ,
(x1 , x2 , . . . , xn ),
1.
, . , (84)
xi1 + . . . + xir1 + (1 xir ) + . . . + (1 xis ) 1.

(85)

, (85) , (84) 1.
(85)
xj {0, 1} .
. .
5.7. (, [3].)
( , )
.
N P - . , N P - .
, N P -
0,1-.
5.2.5.

m
, b1 , . . . , bm . n , j- aij i- .
a ,
.

116

5.

xj ,
j- . xj , , :

xj 0, xj Z,

n x = a,
j
j=1
n

aij xj = bi x (i = 1, . . . , m),

(86)

j=1

x .
x (86).
5.2.6.

n ,
, . ,
aij i j (i =
1, . . . , n; j = 1, . . . , n). ,
, , ?
. , .
xij :

1, i j,
xij =
(87)
0, .
,

xij = 1

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

(88)

j=1

,
n

xij = 1

(j = 1, . . . , n).

(89)

i=1

, , (, ). ,
. 5.1 -

5.3.

117

. 5.1.

, (87)(89).
, (87)(89) n (n 1)
:
ui uj + nxij n 1 (i = 1, . . . , n; j = 1, . . . , n; i 6= j),

(90)

xi .
, , (87)(89), ,
(90).
. , 1
, xij = 1, .
, :
nk (n 1)k,
k .
,
xi , (90).
ui = t,

i t,

(t = 1, . . . , n).

xij = 0 (90) ui
uj n 1, xij = 1 ui uj + nxij = t (t + 1) + n = n 1.
n

, xij aij
j=1

(87)(90).
5.3.
e , x
. ,

5.

118

x
e. , x
e , .
.
, . . , . 2
. 3
e , x
( ), ( ). ,
. .,
, ,
.
, , . 4 1958 .
A = (aij ) m n , b = (b1 , b2 , . . . , bm )> ,
c = (c1 , c2 , . . . , cn ) . :
max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn b1 ,

21 x1 + a22 x2 + . . . + a2n xn b2 ,
...................................

m1 x1 + am2 x2 + . . . + amn xn bm ,

x Z, x 0 (j = 1, 2, . . . , n),
j

(91)

xn+1 , . . . , xn+m :
max(c1 x1 + c2 x2 + . . . + cn xn )

a11 x1 + a12 x2 + . . . + a1n xn + xn+1


= b1 ,

a
x
+
a
x
+
.
.
.
+
a
x
+
x
= b2 ,

21
1
22
2
2n
n
n+2

........................................................

am1 x1 + am2 x2 + . . . + amn xn


+ xn+m = bm ,

x Z, x 0 (j = 1, 2, . . . , n + m).
j

(19241976) .
. .
4 (. 1929) .
3

(92)

5.4.

119

xn+1 , . . . , xn+m , -:

0
c1
c2 . . . cn
0
1
0
...
0

0
0
1
.
.
.
0

... ....................

T =
0
0
. . . 1
0
.
b1 a11 a12 . . . a1n

b2 a21 a22 . . . a2n

... ....................
bm am1 am2 . . . amn

, , - ( - ). ,
,
, .
5.4.
5.8 ().
m

x = a0 + ai (xi ),

(93)

i=1

x Z, xi Z, xi 0 (i = 1, 2, . . . , m).
m

{a0 } {ai } (xi ) 0.


i=1

. x Z
m

i=1

i=1

x = ba0 c bai c xi + {a0 } {ai } xi 0,

(94)

120

5.

y = {a0 } + {ai } xi Z.
i=1

{a0 } < 1, y > 1 , , y 0,


(94).
/ Z, (94) 5.9. a0
.


m

x0 = {a0 } {ai } (xi ).

(95)

i=1

, x0 0 (95) (94).
(93) , - -. ,
x0
. . , . .
, a0
/ Z.
5.10. ,
, , .
5.11. :
max(x1 + x2 )

x1

0,
x2 0,
2x1 +3x2 4,
3x1 2x2 1,

x1
Z,

x2 Z.

5.4.

121

:
max(x1 + x2 )

= 4,
2x1 +3x2 +x3
3x1 2x2
+x4 = 1,

xj 0, xj Z (j = 1, 2, 3, 4)
, -:

1/3
1/3

0
14/3

1/3

5/3

1/3
2/3

0
1

2/3 5/3

1
0

11/5

3/5

14/5

2/5

2/5

3/5

x1 =

11 3
2
+ (x4 ) + (x3 ).
5 5
5

(94) :
1 3
2
x5 = + x4 + x3 .
5 5
5
.

5.

122
-:

11/5

14
/5

1/5

2/5

3/5

2/5

3/5
2/5

0
1
3/5

14/3

5/3

1/3

8/3

2/3

1/3

5/3

1/3

2/3


x2 =

14 5
1
+ (x5 ) + (x3 ).
3 3
3

(94) :
2 2
1
x6 = + x5 + x3 .
3 3
3

-:

14/3

2
8/3

0
1/3

0
2/3

5/3

1/3

1
0

2/3
1/3

0
1

5/3
2/3

1
0

2/3 1/3

1
1
0
2
3
1
0

11/3
5/3

2
4/3

0
1/3

1/3

5/3

1/3

2/3

0
1

2/3
1/3

1
0

1/3
2/3

0 1
(96)

5.4.

123


x0 =

11 1
5
x4 x6 .
3
3
3


2 1
2
x7 = + x4 + x6
3 3
3
- :

11/3

1/3

5/3

1/3

4/3

2/3

1/3

1/3

2/3

1/3

5/3

1/3

2/3

2/3
2/3

e = (1, 2)> .
: x
, . 5.11
- . . , x1 +x2
(1, 2)> . ,
( 11/5 , 14/5 ) (2, 2), .
5.11

5.

124

:
1
x5 = +
5
2
x6 = +
3
2
x7 = +
3

3
x +
5 4
2
x +
3 5
1
x +
3 4

2
x = 2 x1 0,
5 3
1
x = 2 x2 0,
3 3
2
x = 1 x1 0.
3 6

x2

(2, 8/3 )
(1, 2)

( 11/5 , 14/5 )
(2, 5/2 )

( 5/3 , 2)

x2 = 2

(0, 4/3 )

x1 = 1
(0, 0)

x1 = 2
x1

( 1/3 , 0)
. 5.2.


(91).
7. [ .]
0. , . T = (tij ) -.

5.4.

125

1. ti0 Z (i = 0, 1, . . . , n), .
. r, tr0
/ Z, r
{0, 1, . . . , n}.
2. T

{tr0 } , {tr1 } , . . . , {tr,nm } .

(97)

3. -
, T .
, .
. 1.
5.12. s- , 1 7,
.
, (97), T
(95), .
5.13. :
max{3x1 + 2x2 }

52

11

16

3
1
0
13
1
1

x1

0,
x2 0,
13x1 2x2 = 52,
x1 + 2x2 = 11,

x1 + 4x2 = 16,

x1 , x2 Z.

12
2

4
0

0
1

0
2

7
2

20
4

3/13

32/13

1/13

2/13

0
1

1
0

1/13 28/13

1/13
50/13

5.

126


20

1/7

9/2
13/4

0
0
15/2

1/2

8/7

1/14
1/14

1/28 13/28

1
0

0
1

3/14 25/14

1
1
/14 /14

19

7/2

1/2

14

1/2

1/2

1/2

1
/2

18

15

b = (4, 3)> .
x

1
1
1
+
x +
x = 4 x1 0,
2 14 3 14 4
1
1
1
x7 = +
x6 +
x4 = 7 x1 x2 0.
2
2
2

x6 =

. 5.3.
r
.
1 r :
r = min {i : ti0
/Z

(i = 0, 1, . . . , n)} .

5.14. (91) 7,
1) :
a) (91)

)
;

5.4.
x2

127

x1 = 4

(2, 9/2 )
(0, 4)

(4, 7/2 )
( 9/2 , 13/4 )
(4, 3)
x1 + x2 = 7
max(3x1 + 2x2 )

(0, 0)

x1
(4, 0)

. 5.3.

2) 0 7
T ;
3) 1 ;
4) 3 - .

.
. ,
, , , , , , -
(. 3.52).

128

5.

, .
3 - (),
- , .
1 t00
/ Z.
1 .
T
{t00 } , {t01 } , . . . , {t0,nm } , . s . {t0s } > 0, t0s
/ Z. , - {t0s } t00

t000 = t00

t0s
{t00 } t00 {t00 } = bt00 c .
{t0s }

(98)

(98) t0s > 0 (


) t0s / {t0s } 1. t000 bt00 c , t00
. 1), , t00
. 1), 3 , t00
.
t00 , t10
/ Z. - . T

{t10 } , {t11 } , . . . , {t1,nm } ,


. s . - t10

t010 = t10

t1s
{t10 } .
{t1s }

(99)

, t1s > 0. , t1s 6= 0,


{t1s } 6= 0 . , t1s 0,
t0s > 0 ( , s- )
- t00 . t1s > 0,

5.5.

129

(99) , t010 bt10 c. x0


. , t10 .
1), , 3
.
- ( ), ,
, . .
5.15. ,
, , , .
-,
. .
,
, ,
, - . ,
. , , , , . 5.14 .
5.16. 5.11 - (96)
, x1 2.
.
5.5.
. ,

130

5.

-
.
.
, ,
. .
- T ,
(92), , . .
tij Z

(i = 0, 1, . . . , m + n; j = 0, 1, . . . , n),

t0j 0

(j = 1, 2, . . . , n).

ti0 0 (i = 1, 2, . . . , m + n), T .
trs ,
-. trs = 1, , -,
.

, , 1.
5.17.

x = a0 + aj (xj ),

(100)

j=1

x Z, x 0, xj Z, xj 0, a0 Z, aj Z (j = 1, 2, . . . , n).
, , 1, Z,
ja k
0

j=1

ja k
j

(xj ) 0.

. (100) ,
n

aj xj a0 ,

j=1

aj
a0
xj .

j=1

(101)

5.5.

131


na o
j
xj 0 (j = 1, 2, . . . , n),

n
a0
aj n aj o
xj ,
j=1
. .

j=1

ja k
j

xj

a0
.

, a0

, .

r - T ,
N =
hk1 , k2 , . . . , kn i.
n

xr = tr0 + trj (xkj ).


j=1

= max {|trj | : trj < 0 (j = 1, 2, . . . , n)},


n
tr0
trj
xm+n+1 =
+
(xkj ).

j=1

(102)

5.17 xm+n+1 0 .
.
tr0 < 0, btr0 /c < 0 , , . s
-. , tm+n+1,s = 1.
-
( , ,
)
.
, . .

132

5.

8. [ .]
0.
- T = (tij ), (92).
1. ti0 0 (i = 0, 1, . . . , m + n), .
. r, tr0 < 0, r
{1, 2, . . . , n}.
= max {|trj | : trj < 0 (j = 1, 2, . . . , n)} .

(103)

2. T

tr0
tr1
trn
,
, ...,

( = 1, r-).
3. tn+1,j 0 (j = 1, 2, . . . , n), . . s,

t0s
t0j
= min
: tm+n+1,j < 0 (j = 1, 2, . . . , n) .
|tm+n+1,s |
|tm+n+1,j |
(, tm+n+1,s = 1).
4. ( .) j {0, 1, . . . , n} \
{s} j- s-, tm+n+1,j .
5.18 (). (91)
8,
1) (91) ,
2) 0
-,
3) 1 r
r = min {i : ti0 < 0, i = 1, 2, . . . , n},
4) 3 s -.

5.5.

133

8 .
. , . 3 (),
- , .
4), . t00 , , , .
, , 1),
t00 .
t10 . , ,
t10 < 0. - . T



t10
t11
t1n
,
, ...,

- tm+n+1,s = 1. ,
t10

t010 = t10 +

t10
t1s > t10 .

(104)

(104) , bt10 /c < 0 t1s < 0. , t010 >


t10 , , .
t10
.
- ( ), ,
. .
[8].

5.

134

5.19.
min(x1 + x2 + x3 + x4 )

x1 + x2 2x3 + 2x4 1,
x1 2x2 + 3x3 4x4 2,

xj 0, xj Z (j = 1, 2, 3, 4).

.
, (103). = max {1, 2} = 2.
, (103), .
-.
, = max {2, 3} = 3.

0 1

- . , = 1
-. -

5.5.

135

, = 1.

1 1

- .
, = 1 -.
, = 2.

5
4

0 1

136

5.

-,
e = (4, 1, 0, 1)> :
x

0 1
0

5.6.

, . . . .
T = (tij ) -. t0i 0 (i = 1, 2, . . . , n), (91) . s, t0s < 0. tjs 0
(j = 1, 2, . . . , m + n), (91).
trs -. trs = 1, - .
trs 2, = qrs

xm+n+1

n
tr0
trj
=
+
(xkj ).

j=1

, ,
. (. [8]).

5.7. .

137

5.20. 5.11 :

0
1 1
2
5
2
0
1 2

1
0
2
1
1 1 1
0

0 1
3
1
0 1 1
0
0

4
4

2
3
5
1
2
1

0 1
3 2
3 1 0
1

1
0
0
1
0
0
1 1
0

1 1
0

5 3

0
1

1
0

3
2

2 3

1 1

1 2

0 1

1
0
1

5.7. .

(81), , . (81) :
cj > 0, aj > 0, b > 0,

cj Z, aj Z, b Z,

(j = 1, 2, . . . , n).

138

5.

, (x1 = x2 = . . . = xn = 0).
k {1, 2, . . . , n} y {1, 2, . . . , b}
max(c1 x1 + c2 x2 + . . . + ck xk )

a1 x1 + a2 x2 + . . . + ak xk y,
xj Z (j = 1, 2, . . . , k),

(105)

fk (y). , fn (b)
(81). , fk (y) k
y. , k y fk (y), fn (b).
.
(105) k = 1.
y . ,
f1 (y) = c1 by/a1 c

(y = 1, 2, . . . , b).

(106)

(105) k > 1.
k , ,
. , .
k- ,
1, 2, . . . , k 1. ,
( )
fk (y) = fk1 (y).
k- , y ak 1, 2, . . . , k 1. fk (y) =
fk1 (y ak ) + ck .
k- ,
y2ak . , fk (y) =
fk1 (y 2ak ) + 2ck .
, ,
. . k- , ,

5.7. .

139

,
by/ak c k- . y ak by/ak c
(k 1) .
fk (y) = fk1 (y ak by/ak c) + ck by/ak c.
, ,
fk (y) = max{fk1 (y), fk1 (y ak ) + ck , fk1 (y 2ak ) + 2ck , . . .
. . . , fk1 (y ak by/ak c) + ck by/ak c}.
(107)
(107). y
y ak .
fk (y ak ) = max{fk1 (y ak ), . . . , fk1 (y ak by/ak c) + ck by/ak c ck }.
, (107) , , , fk (y ak ) + ck , . .
fk (y) = max{fk1 (y), fk (y ak ) + ck } (k = 2, . . . , n; y = ak + 1, . . . , b).
(108)
(106) (108) ( y < 0 fk (y) = ). F n b. k-
y- fk (y). , .
, fk (y) fk1 (y) fk (y ak ).
F .
, , I. I
n b . k-
y- i(k, y)
(105), . .

y(1, y) =

y(k, y) =

0,
1,

i(k 1, y),
k,

f1 (y) = 0,
f1 (y) 6= 0.

fk1 (y) > fk (y ak ) + ck ,


fk1 (y) fk (y ak ) + ck .

(109)

5.

140

5.21.
max(8x1 + 5x2 + x3 )

(110)

3x1 + 2x2 + x3 13,


xj Z, xj 0 (j = 1, 2, 3);

.
(106) (108) F :

F =

f1 (y)

f2 (y)

10

f3 (y)

10

13

10

11 12

13

16 16

16

24

24

24

32

32

13

16 18

21

24

26

29

32

34

16 18

21

24

26

29

32

34

(110) f3 (13) = 34.


(109) :

I=

10

11 12

13

f1 (y)

f2 (y)

f3 (y)

I
i(3, 13)
i(3, 13 a2 ) =
i(3, 11 a2 ) =
i(3, 9 a1 ) =
i(3, 6 a1 ) =

i(3, 11)
i(3, 9)
i(3, 6)
i(3, 6)

= 2,
= 2,
= 1,
= 1,
= 1.

, x1 = 3, x2 = 2,
x3 = 0.
5.22. ,
O(nb) O(b) .

5.8.

141

5.8.
, -, .

.
P P Z :
max cx

P :

Ax b,

max cx
P

Ax b,
x Zn .

x
e P ,
x P Z . ei x
e :
x
max cx
P0 :

Ax b,
xi c ,
xi be

max cx
P1 :

Ax b,
xi e .
xi de

, , P Z ,
P0Z P1Z , . P0Z P1Z
, P Z .
P0Z , P1Z , P Z . , P0Z .
P0 . x
b P0 , x P0Z .
- x
bj b :
x

P00 :

max cx

Ax b,
xi be
xi c ,

xj bb
xi c ,

P01 :

max cx

Ax b,
xi be
xi c ,

xi db
xj e .

, P0Z , P00Z
P01Z ,

142

5.

.
P1Z . .
. P . -
P 0 x,
( ) P00 P10 , P 0
xi bxi c, xi dxi e , xi - x. ,
, .
, ,
(, , ,
). ,
, .

P Z , .
P00 P10 P . , ,
. , ,
.
, .
1) ,
() .
2) (. . ),
P Z .

, .
(. . ) . 2)
P Z . , ` ,

5.8.

143

x
e0 e0 < `,
, . x
.
, P Z
.
9. [ ]
0. P = {P }, ` = .
1. P = 0,
/ : ` = , P Z
b , `
; ` 6= , x
.
2. P P 0 . P 0 P.
e
3. ( ?) P 0 x
, x
e0 , x
e
x
e0 > `, ` x
e0 , x
b
x
e.
e , x
e0 > `,
4. () x
x
ei P 0
xi be
xi c xi de
xi e, P00 P10
. P00 P10 P.
5. 1.
, P
, .
: .
:
: 2
P 0 P, 4
P00 P10 P.
: 2
P 0 P, 4 P00
P10 P.

144

5.

, . ,
,
.
, ,
. ,
. ,
.

,
.
5.23.
max(5x1 + 4x2 )

4x1 + 3x2 22,


4x1 + 3x2 2,

x1 Z, x2 Z.

(111)

5.4 . , x
e
x
e0 .
e0 = 3, x
e = (1, 2) (111)
x
P000 .
:
P, P0 , P1 , P00 , P01 , P10 , P11 , P000 , P001 .
:
P, P0 , P00 , P000 , P001 , P01 , P1 .
, P10 P11 . , x
e0 = 3 P000

5.8.

145
P
e = ( 5/2 , 4),
x
e0 = 7/2
x

P0
x1 2,
x
e = (2, 10/3 ),
x
e0 = 10/3
P00
x1 2,
x2 3,
e = ( 7/4 , 3),
x
e0 = 13/4
x
P000
x1 2,
x2 3,
x1 1,
e = (1, 2),
x
x
e0 = 3

P1
x1 3,
x
e = (3, 10/3 ),
x
e0 = 5/3

P01
x1 2,
x2 4,
0/

P10
x1 3,
x2 3,
e = (3, 3),
x
e0 = 3
x

P11
x1 3,
x2 4,
0/

P001
x1 2,
x2 3,
x1 2,
e = (2, 3),
x
x
e0 = 2
. 5.4.

` = 3 (111). 5/3 P1
. 3 5/3 , P1
5 .
5.24. (111)
. 5.4.

, ,
5 , (111) , , .
.

146

5.

.
5.25. , 9,
,
max x1
t
(2 + 1)x1 = 2t x2
0 x2 2t ,

x1 , x2 Z,
t , 2t .
, 9
.
5.26. , 6
max(x1 + x2 + . . . + xn )

2x1 + 2x2 + . . . + 2xn = n,


xj Z (j = 1, 2, . . . , n),
n+1

n , 9 2 2 . , 9 .
,
.
5.9.
5.1. , 50
, 5.5?
. ,
. . ?
6

5.9.

147

7
9
21
26
31
33

. 5.5.

5.2. , , (81) ,
.
5.3. , (81) ,
c1
c2
cn

...
.
a1
a2
an

x :

j1
b

a
x

i
i

i=1

xj =
(j = 1, 2, . . . , n).

aj
. ( ) ,
, , . . ,
, .

5.

148

, , (110),
.
5.4.

A() =

2 + 2

1
2

b=

0
1

, ,
A()1 b x Z2 ,
A()x b, .
5.5.
max(3x1 + 6x2 + 11x3 )

6x1 + 10x2 + 15x3 50,


xj Z, xj 0 (j = 1, 2, 3).

.
5.6.
max(3x1 + 6x2 + 11x3 )

6x1 + 10x2 + 15x3 50,


xj Z, xj 0 (j = 1, 2, 3).


1. . ., . . . .:
, 2003.
2. . ( ). .:
, 1961.
3. ., .
. .: , 1982.
4. . . .: , 1966.
5. . ., . . .
.: , 1969.
6. . .
.: , 1991.
7. . ., . . . : - . .
-, 1978.
8. . . .: ,
1974.
9. . .
. .: , 1995.
149

150

10. . . . : - . . -, 1976.
11. . .
. : - . . -, 1977.
12. . . . : - . . -,
1983.

L -, 44
L D-, 92

. ., 118
, 114
, 137
, 114

, 81
, 82
, 78

(), 131, 132


(), 120, 124
, 147
, 136

N P -, 115
N P -, 112
, 111
, 16
, 15
, 116
(),
17
, 18
, 17
, 18
, 22
,
9, 84
, 22
, 23
, 115
, 99

{0, 1}, 112
, 112
, 22

, 32, 102
, 35
, 88
, 32
, 34
. ., 46
. ., 34
., 8

, 9
, 9
, 142
, 143
, 143
., 76
, 64
., 24
., 118
. ., 9, 21, 34
, 70

151

152
, 111
, 42
, 17
, 111
, 111
, 35
. ., 8, 34
., 8
. ., 63
, 114

, 25
, 10
, 26
, 114
n-, 64
. ., 76, 84
. ., 9, 95
. ., 84
, 43

, 76

, 9
, 15
., 8

, 98
, 59
, 98

, 141, 143
, 16
, 50, 51
, 103
, 106
- , 102
, 64

, 10
, 15
. ., 63

, 10
, 13
, 84, 85
. ., 21
, 20
, , 9, 76
. ., 65

, 83
, 83
, 120

, 26
, 10
, 26
, 10
, 118
, 120
, 142
, 33
, 24

, 29
, 111
, 50
, 29
, 29
, 29
, 20
, 9
, 32
, 32
, 13
, 11
, 106
, 46, 63
, 26
, 70
, 88
, 88
, 142


, 32
, 88
, 35

, 32

153
. ., 95

, 85, 87
, 84

. ., 118
., 76
, 21

-, 20, 31, 34
, 13
L -, 44
, 13
L D-, 92
, 84, 85, 87
, 51
, 9
, 34, 88
. . ., 34
, 90
, 88
. ., 64
(L D-),
., 95
92
, 57
, 55
, 51
, 34, 88
, 12
, 62
. ., 65
, 34
(L -),
, 39, 144
44
(), 30,
, 46, 63
35
-
, 26, 65
L -, 43
, 24
L D-, 92
, 88
. ., 65
, 33, 61
(L -),
43
(L D-),
92

, 94
., 23
, 35, 62, 89

, 35, 62, 89
, 125
, 26
. ., 76, 84, 116

, 132
, 76
, 84

. . ,

. .

. .

70108 1/16. . .
.-. . 15. . . . 14. 400 .


. .. ,
603950, . , . , 23.

, 603000, . , . . , 37.