マネジメント・サイエンス |
Linear programming |
Objective function
Reduced costs ...... Required increase in coefficient to make variables positive.
Objective coefficient ranges (Lower limit to Higher limit)
Dual prices .......... Marginal increase of objective value with one unit increase in right hand side constraint
Constraints
Right hand side ranges (Lower limit to Higher limits)
Slacks/surplus........Unused resources
Degeneracy
Applications
Binary / general integer
Applications
Min 20 List1 + 25 List2 + 15 PurcP + 50 PurcP
Mutually exclusive: Project1 + Project2 < 1
Contingency: Project3 < Project 2
Interactive: Project6 < Project5
Project6 < Project1
Project6 is virtual project, which works as interactive effect
_{20Project1 + 30 Project2 + 15 Project3 + 10 Project4 + 5Project5 - 2Project6 < 65}Non-linear solution is not necessarily optiomal.