Académique Documents
Professionnel Documents
Culture Documents
Institut Galile
INFO2 - MI1
Anne 2011-2012
max
s.c
(P )
6x1
4x1
1
2 x1
4x1
2x1
x1
+
+
+
+
+
,
4x2
5x2
x2
x2
x2
x2
15
1
12
2
0
(1)
(2)
(3)
(4)
(Pc )
max
s.c
(Ps )
max
s.c
:
6x1
4x1
21 x1
4x1
2x1
x1
3. Le dual (D) de (P ).
min
s.c
(D)
+
+
6x1
4x1
12 x1
4x1
2x1
x1
+
+
4x2
5x2
x2
x2
x2
x2
15
1
12
2
0
4x2
5x2 + x3
x2
+ x4
x2
+ x5
x2
+ x6
x2
, x3 , x4 , x5 , x6
15y1 + y2
+ 12y3 + 2y4
4y1 + 21 y2 + 4y3 + 2y4
5y1 + y2
+ y3
+ y4
y1
,
y3
,
y2
,
y4
6
4
0
0
=
=
=
=
15
1
12
2
0
ou
min
s.c
(D)
+ 12y3 2y4
15y1 y2
4y1 21 y2 + 4y3 2y4 6
4
+ y3
y4
5y1 y2
y1
, y2
, y3
, y4
0
x2
4x1 + x2 12 (3)
4
obj
3
x = ( 45
, 3)
16 4
x
0
x1
5
3
4
1
x + x2 1 (2) 4x1 + 5x2 15 (1)
2 1
2x1 + x2 2 (4)
x1 =
4
4
do x =
4 15
5
4 12
1
45
45
=
=
=
et
x
=
2
16
16
4 5
5
4 1
1
45 3
( 16
, 4 ) pour une valeur de 159
8 .
12
16
3
4
6. x
est-elle une solution de base optimale ?
Optimalit de x
?
= {x1 , x3 , x5 , x6 }.
x
correspond la base B
par abus de langage).
(on note B la place de B
Il faut calculer les cots rduits des variables hors base
1 N
cN
cB B
4 1 0 0
1 0 0
1 0 0 0
=
= 1 0 1 0 = 1 6= 0,
B
2
, detB
2
2
4 0 1 0
0 0 1
2 0 0 1
0 2 0 0
1 8 0 0
1 =
B
0 8 1 0
0 4 0 1
5 0
2 2
1 1
3 8
=
=
1 N
N
B
1 0
7 8
1 0
3 4
cB = 6 0 0 0 et cN = 4 0
1 N
= 4 0 12 12 = 8 12
cN cB B
cx4 > 0
donc x
nest pas optimale.
=
comB
0 12
1 4
0 0
0 0
0 0
4 2
1
0
2
0 21
7. Donner une reprsentation du programme linaire sous forme tableau associe lune des
bases prcdentes.
1 =
B
b=
cB =
15
1
12
2
0 2
1 8
0 8
0 4
0
0
1
0
xN
1 b
B
1 N
1 b
cB B
1 N
cN cB B
1 b =
B
6 0 0 0
cB B 1 b = 12
0
0
0
1
xB
2
7
4
2
b
Base
x1 x3 x5 x6 x2 x4
x1
2
1 0 0 0
2 2
x3
7
0 1 0 0 3 8
x5
4
0 0 1 0 7 8
x6
2
0 0 0 1
3 4
z |
c 12 0 0 0 0 8 12
8. Trouver la solution de base optimale. Pour ce faire, appliquer lalgorithme primal du
simplexe en utilisant la forme tableau partir de la base de la question prcdente.
Base
x1
x3
b
2
7
x1 x2 x3
1
2
0
0 3 1
x5
0
0
3
8
0
0
4
12
0
0
1
0
x3 x4
0 0
x5
1/4
x6
0
x6
2
z|
c 12
x4
2
8
x5 x6
0 0
0 0
b
3
x1
1
x2
1/4
x3
0
0
0
7/8
1/2
5/2
0
0
0
1
0
0
1/8
1/2
3/2
0
1
0
x4
1/2
x6
4
z |
c 18
5
2
3
1
4
b
Base
x1 x2
x3
x4
x5
x6
x1
45/16
1 0 1/16 0
5/16
0
x2
3/4
0 1
1/4
0 1/4 0
x4
37/32
0 0
7/32
1 3/32 0
x6
35/8
0 0
1/8
0
3/8
1
z|
c 159/8 0 0 5/8 0 7/8 0
tous les cN < 0 donc optimalit.
45 3
35
159
x = ( 16
, 4 , 0, 37
32 , 0, 8 ) et z = 8 . (cohrent avec exercice 2)
max 6x1
s.c
4x1
21 x1
(Ps )
4x1
2x1
x1
+
+
4x2
5x2 + x3
x2
+ x4
x2
+ x5
x2
+ x6
x2
, x3 , x4 , x5 , x6
=
=
=
=
15
1
12
2
0
0 21
1 4
0 0
0 0
4 1 0 0
1 0 0 0
=
B= 2
detB
4 0 1 0
2 0 0 1
B 1 =
0 2 0 0
1 8 0 0
0 8 1 0
0 4 0 1
B = cB = cB B 1 =
cN = cN N =
=
=
4 0
8 12
1 0 0
1
2 0 1 0
0 0 1
4 0
6 0 0 0
1
2
0 12 0 0
comB =
6= 0
0 2 0 0
1 8 0 0
0 8 1 0
0 4 0 1
12 12
5
1
1
1
0
1
0
0
= 0 12 0 0
x4 entre en base.
0 2 0 0
1 8 0 0
Bd = Nx4 d = B 1 Nx4 =
0 8 1 0
0 4 0 1
Calcul des x de dpart :
0 2 0
1 8 0
xB = B 1 b =
0 8 1
0 4 0
0
0
0
1
15
1
12
2
0
1
0
0
2
7
4
2
0 0
4 2
1
0
2
0 21
2
8
8
4
min
4
8, 8
7
4
8
x5 sort de base.
Changement de base :
B = {1, 3, 4, 6} et N = {2, 5}
x4 21 = 48
x5 0
x1 x1 x4 dx1 = 2 12 (2) = 3
x3 x3 x4 dx3 = 7 12 8 = 3
x6 x6 x4 dx6 = 2 12 (4) = 4
Calcul des cots rduits :
4 1 0 0
1 0 1 0
1 0
2
B=
det(B) = 4
0 1
4 0 0 0
2 0 0 1
B 1
0
1
0
0
0 14 0
0 1 0
1 18 0
0 12 1
B = cB = cB B 1 =
cN = cN N =
=
=
4 0
5
2
23
3
2
3
2
4 0
6 0 0 0
0 0
3
2
=4
comB =
0
1
0
0
0 14 0
0 1 0
1 81 0
0 21 1
5
1
1
1
0
0
1
0
0 4 0
0 0 4
1 4 12
0 0 0
= 0 0
x2 entre en base.
0 0 14
1 0 1
Bd = Nx2 d = B 1 Nx2 =
0 1 18
0 0 12
n
o
min 31 , 34 = 34 x3 sort de base.
4
Changement de base :
B = {1, 2, 4, 6} et N = {3, 5}
x2 43
x3 0
x1 x1 x2 dx1 = 3 34 14 =
45
16
0
0
0
1
5
1
1
1
1
4
= 7
8
12
3
2
0
0
2
4
37
x4 x4 x2 dx4 = 21 34 78 = 32
x6 x6 x2 dx6 = 4 34 12 = 35
8
4
5 0 0
1 1 1 0
B= 2
4
1 0 0
2 1 0 1
1
16
1
4
7
32
1
8
B 1 =
0
0
1
0
5
16
1
4
3
32
3
8
B = cB = cB
cN = cN N =
=
=
0 0
5
8
7
8
5
8
7
8
0
0
0
1
B 1
4 5
det(B) =
4 1
0 0
6 4 0 0
5
8
7
8
= 16 6= 0
1
16
1
4
7
32
1
8
5
16
1
4
3
32
3
8
0
0
1
0
1
0
0
0
0
0
1
0
0
0
0
1
comB =
5
8
1 4
0
0
5 4
0
0
7
8
7
2
16
3
2
159
8 .
max x0
s.c
4x1
12 x1
(P0 )
4x1
2x1
x1
5x2 + x3
x2
+ x4
x0
x2
+ x5
x2
+ x6 x0
x2
, x3 , x4 , x5 , x6 , x0
=
=
=
=
15
1
12
2
0
2
0
6
16
x5 = 12 4x1 x2
x0 = 2 2x1 x2 + x6
x4 = 1 + x0 + 12 x1 + x2 = 1 + (2 2x1 x2 + x6 ) + 12 x1 + x2 = 1 32 x1 + x6
w = x0 = 2 + 2x1 + x2 x6
forme tableau :
Base
x0
x3
b
2
15
x1
2
4
x4
3/2
4
2
1
1
0
0
0
0
1
0
0
1
0
0
x5
12
w|
c 2
x1 entre en base.
1 12
min{ 22 , 15
4 , 3, 4 }=
2
1
3
2
x2 x3 x4 x5 x6 x0
1 0 0 0 1 1
5 1 0 0
0
0
x4 sort de base.
Base
x1
x2
x3
x4
x5
x6
x0
x0
2/3
4/3
1/3
x3
37/3
x1
2/3
x5
28/3
w|
c 2/3
0
1
0
0
5
0
1
1
1
0
0
0
8/3
2/3
8/3
4/3
0
0
1
0
8/3
2/3
8/3
1/3
0
0
0
0
x2 entre en base.
2
37
28
min{ 13 , 53 , 13 } = 23 x0 sort de base.
b
Base
x1 x2 x3
x4
x5
x6
x0
x2
2/3 0 1 0 4/3 0
1/3
1
x3
9
0 0 1
4
0
1
5
x1
2/3 1 0 0
2/3
0 2/3 0
x5
26/3 0 0 0 4/3 1
7/3 1
w|
c
0
0 0 0
0
0
0
1
B 1 = {1, 2, 3, 5} et N 1 = {0, 4, 6}
w = 0 optimalit de P0 .
On a x0 hors base et w = 0
solution ralisable de base pour (P ).
Phase 2 pour (P )
expression des variables en base en fonction des variables hors base
x1 = 32 32 x4 + 23 x6
x2 = 23 + 34 x4 13 x6
x3 = 9 4x4 x6
4
7
x5 = 26
3 + 3 x4 3 x6
expression de z en fonction des variables hors base
z = 6x1 + 4x2
= 6( 23 32 x4 + 23 x6 ) + 4( 32 + 43 x4 31 x6 )
4
8
= 20
3 + 3 x4 + 3 x6
Base
x2
2/3
x1 x2 x3
x3
9
x1
2/3
x5
26/3
z |
c 20/3
x4
x5
x6
4/3
1/3
0
1
0
0
0
0
0
0
1
0
0
0
4
2/3
4/3
4/3
0
0
1
0
1
2/3
7/3
8/3
x6 entre en base.
2
26
2
min{ 31 , 91 , 37 } = 31 = 2 x2 sort de base.
3
Base
x6
x3
x1
b
2
7
2
x1 x2 x3
0
3
0
0 3 1
1
2
0
x5
12
z |
c 12
x4
4
8
2
x5 x6
0 1
0 0
0 0
7
8
b
4
x1
x2
x3 x4
0 1/2 0 0
x3
1
0
0
1/4
7/8
5/2
0
0
0
x1
3
x4
1/2
z|
c 18
x5
1/2
x6
1
0
1
0
1/4
1/8
3/2
0
0
0
5
2
3
1
4
b
Base
x1 x2
x3
x4
x5
x6
x6
35/8
0 0
1/8
0
3/8
1
x2
3/4
0 1
1/4
0 1/4 0
x1
45/16
1 0 1/16 0
5/16
0
x4
37/32
0 0
7/32
1 3/32 0
z |
c 159/8 0 0 5/8 0 7/8 0
tous les cN < 0 donc optimalit.
3
37
35
159
= ( 45
16 , 4 , 0, 32 , 0, 8 ) et z = 8 . (cohrent avec les exercices prcdents)
max 6x1
s.c
4x1
21 x1
(Ps )
4x1
2x1
x1
Base
x3
x4
x5
x6
z |
c
+
+
4x2
5x2 + x3
x2
+ x4
x2
+ x5
x2
+ x6
x2
, x3 , x4 , x5 , x6
=
=
=
=
15
1
12
2
0
b
x1
x2 x3 x4 x5 x6
15
4
5
1 0 0 0
1 1/2 1 0 1 0 0
12
4
1
0 0 1 0
1 2 1 0 0 0 1
0
6
4
0 0 0 0