Engineering Optimization: Theory and Practice, Fourth Edition

(Martin Jones) #1
4.4 Decomposition Principle 205

subject to
A 1 X 1 +A 2 X 2 ≤b 0
B 1 X 1 ≤b 1
B 2 X 2 ≤b 2
X 1 ≥ 0 , X 2 ≥ 0

(E 5 )

where

X 1 =

{

x 1
x 2

}

, X 2 =

{

y 1
y 2

}

, c 1 =

{

1

2

}

, c 2 =

{

2

3

}

,

A 1 =

[

1 1

1 0

]

, [A 2 ]=

[

1 1

1 0

]

, b 0 =

{

1000

500

}

,

B 1 =

[

1 1

1 − 2

]

, b 1 =

{

600

0

}

, B 2 =

{

− 2 1

}

,b 2 ={ 0 },

X=

{

X 1

X 2

}

Step 1We first consider the subsidiary constraint sets


B 1 X 1 ≤b 1 , X 1 ≥ 0 (E 6 )
B 2 X 2 ≤b 2 , X 2 ≥ 0 (E 7 )

The convex feasible regions represented by (E 6 ) nd (Ea 7 ) re shown in Fig. 4.1a a
andb, respectively. The vertices of the two feasible regions are given by

X( 11 )= ointp P=

{

0

0

}

X( 21 )= ointp Q=

{

0

600

}

X( 31 )= ointp R=

{

400

200

}

Figure 4.1 Vertices of feasible regions. To make the feasible region bounded, the constraint
y 1 ≤1000 is added in view of Eq. (E 2 ).
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