動(dòng)態(tài)規(guī)劃ppt課件-資料下載頁
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【正文】 ????3*3 scx ??)}({)}({)( 32203322022 m a xm a x2222scxsfxsfscxscx??????????)}({ 22220m a x 22xscxscx???????0)(3203)(2)( 22222222 ???????? xscxxscxxh 得由)( 20m a x 22xhscx ????1)( 44 ?sf )}({)(44333 m a x33sfxsfscx????)}({)( 3322022 m a x22sfxsfscx?????)}({)( 221011 m a x11sfxsfxcx?????1)( 44 ?sf3344333 }{)}({)( m a xm a x3333scxsfxsfscxscx?????????3*3 scx ??)}({)}({)( 32203322022 m a xm a x2222scxsfxsfscxscx??????????)}({ 22220m a x 22xscxscx???????0)(3203)(2)( 22222222 ???????? xscxxscxxh 得由)( 20m a x 22xhscx ????:6)(2)( 2222 知由 xscxh ?????3222 )(274)( scsf ?? )(322*2 scx ??})(274{)}({)( 3210221011 m a xm a x1111scxsfxsfscxscx?????????})(274{ 31110m a x11xscxscx??????)(274 110m a x11xhscx ????)(2)0()(2)](32[ 22222 schscsch ??????????})(274{)}({)( 3210221011 m a xm a x1111scxsfxsfscxscx?????????})(274{ 31110m a x11xscxscx??????)(274 110m a x11xhscx ????知：由 )(6)(6)( 11121111 xscxxscxh ?????????0)()(49)](41[ 112111 ?????????? schscsch4111 )(641)( scsf ?? )(411*1 scx ??得由 0)(3)()( 211131111 ???????? xscxxscxh1111 )(41 scxscx ????1)( 44 ?sf333 )( scsf ?? 3*3 scx ??3222 )(274)( scsf ?? )(322*2 scx ??4111 )(641)( scsf ?? )(411*1 scx ??01 ?scs 412 ?4641 c?cx 41*1 ?cx 21*2 ?cs 433 ? cx 41*3 ?4641*)41,21,41(*czcccX??列問題用動(dòng)態(tài)規(guī)劃方法求解下例 51224m a x 232221 ???? xxxz923 321 ??? xxx3,2,10 ?? ix i???解：將該靜態(tài)規(guī)劃轉(zhuǎn)化為動(dòng)態(tài)規(guī)劃如下： 1 狀態(tài) 狀態(tài) 狀態(tài) 狀態(tài) 決策 決策 決策 2 3 0≤x1≤s1/3 0≤x2≤s2/2 0≤x3≤s3 s2=s13x1 s3=s22x2 s4=s3x3≥0 s1=9 233,3 2 xV ?3,3223,2 VxV ???3,213,1 124 VxV ???0)( 44 ?sf )}(2{)(4423033 m a x33sfxsfsx????)}({)( 33222/022m a x22sfxsf sx ??? ??)}()124{()( 22213/011m a x11sfxsfsx?????1 狀態(tài) 狀態(tài) 狀態(tài) 狀態(tài) 決策 決策 決策 2 3 0≤x1≤s1/3 0≤x2≤s2/2 0≤x3≤s3 s4=s3x3≥0 s1=9 233,3 2 xV ?3,3223,2 VxV ???3,213,1 124 VxV ???0)( 44 ?sf )}(2{)(4423033 m a x33sfxsfsx????)}({)( 33222/022m a x22sfxsf sx ??? ??)}()124{()( 22213/011m a x11sfxsfsx?????0)( 44 ?sf232304423033 2}2{)}(2{)( m a xm a x3333sxsfxsfsxsx????????3*3 sx ?}2{)}({)( 23222/033222/022 m a xm a x2222sxsfxsfsxsx??????????})2(2{ 222220m a x22xsxsx??????222222 740)2(82)( sxxsxxh ??????? 得由)( 20m a x22xhsx ???s2=s13x1 s3=s22x2 0)( 44 ?sf232304423033 2}2{)}(2{)( m a xm a x3333sxsfxsfsxsx????????3*3 sx ?}2{)}({)( 23222/033222/022 m a xm a x2222sxsfxsfsxsx??????????})2(2{ 222222/0m a x22xsxsx??????222222 740)2(82)( sxxsxxh ??????? 得由)( 22/0m a x22xhsx ???不是極值點(diǎn)知由 2222 7414)74(14)( sxshxh ???????2222 2)( ssf ? 0*2 ?x)}2124{)}()124{()( 22213/022213/011 m a xm a x1111sxsfxsfsxsx??????????})3(2124{ 211213/0m a x11xsxsx??????)( 110m a x11xhsx ???)}2124{)}()124{()( 22213/022213/011 m a xm a x1111sxsfxsfsxsx??????????})3(2124{ 211213/0m a x11xsxsx??????)( 110m a x11xhsx ???1111111 1130)3(128)( sxxsxxh ?????? 得由知：由 44)( 11 ??? xh 不是極值點(diǎn)1111 11344)111( sxsh ????122)( 2111 ?? ssf 0*1 ?x1 7 41292 2 ????91 ?s 0*1 ?x92 ?s 0*2 ?x93 ?s 9*3 ?x174*)9,0,0(*??zX
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