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Nichtlineare Programmierung by W. Oettli, H. P. Künzi, W. Krelle

Nichtlineare Programmierung

by W. Oettli , H. P. Künzi , W. Krelle
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Book cover type: Paperback
  • ISBN13: 9783540093435
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 262
  • Original Price: EUR 51.39
  • Language: German
  • Edition: 2., Neubearb. U
  • Item Weight: 450 grams
  • BISAC Subject(s): Economics / General

,, "'------ / I, I I I \ I, I I, 0 I ------- I ", \ I \ I, \, ", "- -, \ \ \ \ \,, I I J I, Fig. 5 gungen von (3. I) entsprechen, nlimlich: II: min {p' x + x' C x I A x = b, x O} (4. 6) und ill: min {p' x + x' C x I A x b}. (4. 7) Diese heiden Formulierungen dienen nur der mathematischen Vereinfachung. 'Sachlich bringen auch sie nichts Neues gegeniiber I, da man die abgeanderten Ne- benbedingungen von II und ill mittels der in Kapitel II (Abschnitt 3) beschriebenen Verfahren auf die Form I bringen kann, indem man etwa eine Gleichungsrestriktion durch zwei Ungleichungsrestriktionen ersetzt oder eine unbeschrlinkte Variable als Differenz zweier nicht-negativer Variablen ansetzt. Will man umgekehrt Problem I auf die Form II bringen, so fUhrt man fUr jede Ungleichungsrestriktion aus (4. 3) eine Schlupfvariable Yj ein und ersetzt aj x b durch aj x + Yj= b, Yj 0, kurz j j Ax+y=b, y O. (4. 8) Mit (4. 9) x= 11---;--l A* = II AlE II, C* = 11-- -+-g--l p* = 11---s---11 ist Problem I aquivalent dem Problem min {p*' x* + X*' C* x* I A* x* = b, x* OJ, (4. 10) das die gewiinschte Form II hat.

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