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Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad de.
Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
b
b1
b2
b3
Q1 Q2
q
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
b1 > b 2 > b 3
1 D
CTE (i ) = b i ⋅ D + ⋅ q ⋅ (c'1 + b i ⋅ i) ⋅ T + k ⋅ CTE (1) > CTE ( 2 ) > CTE (3)
2 q
2⋅k ⋅D
q oi = q o1 < q o 2 < q o 3
T ⋅ (c'1 + b i ⋅ i )
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
CTE
CTE(1)
CTEo1
CTE(2)
CTE(3)
CTEo2
CTEo3
CTE(1)
CTE(2)
CTEo1
CTE(3)
CTEo2
CTEo3
CTE1
CTE2
CTEo1
CTE3
CTEo2
CTEo3
CTE o 2 = b 2 ⋅ D + 2 ⋅ k ⋅ D ⋅ T ⋅ (c'1 + b 2 ⋅ i) 1 D
CTE (b 3 , Q 2 ) = b 3 ⋅ D + ⋅ Q 2 ⋅ (c'1 + b 3 ⋅ i) ⋅ T + k ⋅
2 Q2
CTE1
CTE2
CTE3
CTEo1
CTEo2
1 D
CTE (b 2 , Q1 ) = b 2 ⋅ D + ⋅ Q1 ⋅ (c'1 + b 2 ⋅ i) ⋅ T + k ⋅
2 Q1
1 D
CTE (b 3 , Q 2 ) = b 3 ⋅ D + ⋅ Q 2 ⋅ (c'1 + b 3 ⋅ i) ⋅ T + k ⋅
2 Q2
< qo3:Q2 ≥
qo2 Solicitar qo3
≥
qo2:
Q1
<
CTEo1 CTEo2
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
1 D
CTE A = b A ⋅ D A + ⋅ q A ⋅ c1A ⋅ T + k A . A
2 qA
1 DB
CTE B = b B ⋅ D B + ⋅ q B ⋅ c1B ⋅ T + k B ⋅
2 qB
1 D 1 D
CTE = b A ⋅ D A + ⋅ q A ⋅ c1A ⋅ T + k A ⋅ A + b B ⋅ D B + ⋅ q B ⋅ c1B ⋅ T + k B ⋅ B
2 qA 2 qB
∂CTE 1 D 2 ⋅ k A ⋅ DA
= ⋅ c1A ⋅ T − k A ⋅ 2A = 0 ⇒ q oA =
∂q A 2 qA T ⋅ c1A
∂CTE 1 D 2 ⋅ k B ⋅ DB
= ⋅ c1B ⋅ T − k B ⋅ 2B = 0 ⇒ q oB =
∂q B 2 qB T ⋅ c1B
CTEA CTEB
CTEoB
CTEAo
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
qA
O
qOA
qOB qB
CTE
CTEO
qOB
qB
qOA
qA
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
CTE
qB
qA
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
qA
qoA O
qoB qB
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
SOLUCIÓN DE PROGRAMAS
MATEMÁTICOS CON RESTRICCIONES
• RESTRICCIONES DE =
– LAGRANGIANO
• RESTRICCIONES DE ≤
– Karush-Kuhn-Tucker (KKT)
MIN (o MAX) = f(x1, x2, ....., xn)
sujeto a:
g1 (x1, x2,..., xn) = b1
g2 (x1, x2,..., xn) = b2
...............................
gm (x1, x2,..., xn) = bm
xi no negativas
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
m
L = f ( x 1 , x 2 ,..., x N ) + ∑ λ i ⋅ [g i ( x 1 , x 2 ,..., x n ) − b i ]
1
∂L
=0
∂x i
∂L
=0
∂λ i
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
MIN (o MAX) = f(x1, x2, ....., xn)
sujeto a:
g1 (x1, x2,..., xn) ≤ b1
g2 (x1, x2,..., xn) ≤ b2
...............................
gm (x1, x2,..., xn) ≤ bm
xi no negativas
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
m
L = f ( x 1 , x 2 ,..., x N ) ± ∑ λ i ⋅ [g i ( x 1 , x 2 ,..., x n ) − b i ]
1
∂L
=0
∂x i
λ i ⋅ [g i ( x 1 , x 2 ,..., x n ) − b i ] = 0
λi ≥ 0
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
MULTI-ÍTEMS CON UNA RESTRICCIÓN
DE MENOR O IGUAL
1 D 1 D
CTE = b A ⋅ D A + ⋅ q A ⋅ c1A ⋅ T + k A ⋅ A + b B ⋅ D B + ⋅ q B ⋅ c1B ⋅ T + k B ⋅ B
2 qA 2 qB
b A ⋅ q A + b B ⋅ q B ≤ TM
2 ⋅ k A ⋅ DA
q oA =
T ⋅ c1A
2 ⋅ k B ⋅ DB
q oB =
T ⋅ c1B
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
qA
q*A
O*
q*B qB
• Material de guía conceptual adaptado del generado en la Cátedra de Investigación Operativa, Facultad
de. Ingenieria. UBA, ( Ing. M. Miranda, Ing. P. Tolon Estarelles) por el Ing. M. Miranda
1 D 1 D
CTE = b A ⋅ D A + ⋅ q A ⋅ c1A ⋅ T + k A ⋅ A + b B ⋅ D B + ⋅ q B ⋅ c1B ⋅ T + k B ⋅ B
2 qA 2 qB
b A ⋅ q A + b B ⋅ q B ≤ TM
∂L 1 k ⋅D 2 ⋅ k A ⋅ DA
= ⋅ c1A ⋅ T − A 2 A + λ ⋅ b A = 0 qA =
∂q A 2 qA T ⋅ c1A + 2 ⋅ λ ⋅ b A
∂L 1 k B ⋅ DB 2 ⋅ k B ⋅ DB
= ⋅ c1B ⋅ T − 2
+ λ ⋅ bB = 0 qB =
∂q B 2 qB T ⋅ c1B + 2 ⋅ λ ⋅ b B
λ ⋅ (b A ⋅ q A + b B ⋅ q B − TM ) = 0
λ≥0