ÀÌ Ã¥Àº ´ëÇÐ 3․4Çг⠰úÁ¤ ¹× ¼®»ç°úÁ¤ Çлýµé¿¡°Ô ¼±Çü°èȹ¹ý(àÊúþͪüñÛö; Linear Programming)À» ÀÌÇؽÃÅ°´Â µ¥ ÁÖ¾ÈÀ» µÎ°í ÀÛ¼ºÇÏ¿´´Ù. ±×·¡¼ º» Ã¥Àº ´ëÇÐ ¹× ´ëÇпø¿¡¼ ±³°ú¼·Î »ç¿ëÇÏ´Â µ¥ Æí¸®ÇÏ°Ô ÀÛ¼ºÇÏ¿´À» »Ó ¾Æ´Ï¶ó ÇлýµéÀÌ ¼±Çü°èȹ¹ý ÀÌ·ÐÀ» ±Ùº»ÀûÀ¸·Î ÀÌÇØÇϵµ·Ï ÇÏ¿© ÇлýµéÀÌ Çö½Ç ¹®Á¦¸¦ °³³äÈÇÏ¿© ¼±Çü°èȹ¸ðÇüÀ» ±¸¼ºÇÏ°í È¿°úÀûÀÎ °è»ê ÀýÂ÷¸¦ ÅëÇÏ¿© ¼±Çü°èȹ ¹®Á¦¸¦ ÇØ°áÇÏ´Â ´É·ÂÀ» °®Ãßµµ·Ï ÇÏ´Â µ¥ ¸ñÀûÀ» µÎ°í ÀÛ¼ºÇÏ¿´´Ù.
ÀϹÝÀûÀ¸·Î ¼±Çü°èȹ¹ýÀº ¼±Çü´ë¼ö¸¦ ±âÃÊ·Î ÇÏ´Â À̷аú °è»ê°úÁ¤ ±×¸®°í ÀÀ¿ëÀ¸·Î ´ëº°ÇÒ ¼ö ÀÖÀ¸¸ç ƯÈ÷ °è»ê°úÁ¤Àº °¡¿ì½º Á¹´Ü(Gauss and Jordan elimination) ¼Ò°Å¹ýÀ» ±Ù°Å·Î ÇÏ°í ÀÖ´Ù. º» Ã¥Àº ´ÙÀ½°ú °°ÀÌ ±¸¼ºµÇ¾î ÀÖ´Ù.
Á¦1ÀåÀº ¼±Çü°èȹ¹ýÀÇ ÀϹÝÀûÀÎ ¹ßÀü°úÁ¤À» ¼³¸íÇÏ¿´°í, Á¦2ÀåÀº ¼±Çü´ë¼ö¿¡¼ ¼±Çü°èȹ¹ý¿¡ Àû¿ëµÇ´Â ÀϹÝÀûÀÎ ¼±ÇüÀÌ·ÐÀ» ÅäÀÇÇÏ¿´´Ù. Á¦3Àå¿¡¼´Â ÀüÇüÀûÀÎ ¼±Çü°èȹ¹ý ¸ðÇüÀ» ¼Ò°³ÇÏ¿´°í, Á¦4ÀåÀº ¼±Çü°èȹ¹ý ¹®Á¦¸¦ µµ½ÄÀ¸·Î ¼³¸íÇÏ¿´À¸¸ç, Á¦5Àå¿¡¼´Â ¼±Çü°èȹ¹ýÀÇ ±âÃÊÀûÀÎ ÀÌ·ÐÀ» ¼³¸íÇÏ°í, Á¦6Àå¿¡¼´Â Áö±Ý±îÁö ÅäÀÇÇÑ ³»¿ëÀ» ±âÃÊ·Î ´Üü¹ý(simplex)ÀÇ ÀýÂ÷¸¦ ¼³¸íÇÏ¿´´Ù.
Á¦7Àå ±âÀúº¯¼öÀÇ ÇØ°¡ 0ÀÏ °æ¿ì ´Ù½Ã ¸»Çϸé ÅðÈÇØ(÷Üûùú°)ÀÏ °æ¿ì¿¡ ÃÖÀûÇظ¦ ±¸ÇÏ´Â ¹æ¹ýÀ» ¼Ò°³ÇÏ¿´°í, Á¦8ÀåÀº ¼öÁ¤´Üü¹ýÀÇ À̷аú °è»ê ÀýÂ÷¸¦ ¼³¸íÇÏ¿´´Ù.
Á¦9ÀåÀº ÀÌ¹Ì ¼³Á¤ÇÑ ¼±Çü°èȹ¹ý ¹®Á¦¸¦ ¿ø¹®Á¦(primal problem)¶ó ÇÒ ¶§ ÀÌ¿¡ ´ëÇÑ ½Ö´ë¹®Á¦(dual problem)¿¡ °üÇÑ À̷аú ÇعýÀ» ¼³¸íÇÏ¿´´Ù.
Á¦10Àå°ú Á¦11ÀåÀº °¨µµºÐ¼® ¹× ¸ð¼ö°èȹ¹ýÀ» ÅäÀÇÇÏ¿´°í, Á¦12ÀåÀº »óÇѺ¯¼ö¹®Á¦(ß¾ùÚܨâ¦Ùýð¹)¿¡ ´ëÇÑ À̷аú ÇعýÀ» ¼³¸íÇÏ¿´´Ù.
Á¦15ÀåÀº Á¤¼ö°èȹ¹ý, Á¦16ÀåÀº ¸ñÇ¥°èȹ¹ý, Á¦17ÀåÀº ³×Æ®¿öÅ© ÀÌ·Ð µî ´Üü¹ýÀ» ¹ßÀü½ÃŲ ±â¹ýÀ» ¼³¸íÇÏ¿´´Ù.
Á¦18ÀåÀº ´Ù¸ñÀû ¼±Çü°èȹ¹ýÀ» ¼³¸íÇÏ¿´°í, Á¦19ÀåÀº ±¤¹üÀ§ÇÑ ¼±Çü°èȹ¹®Á¦ÀÇ ÀÀ¿ëºÐ¾ß¸¦ ¿¹¸¦ µé¾î ¼³¸íÇÏ¿´´Ù.
Á¦21ÀåÀº ¼Ò·Ã ¼öÇÐÀÚ KhachianÀÌ °í¾ÈÇÑ ´ÙÇ×Àû °è»ê¹ýÀ» ¼Ò°³ÇÏ¿´À¸¸ç, Á¦22Àå¿¡´Â Àεµ ¼öÇÐÀÚ KarmarkarÀÇ ³»ºÎÁ¡ °è»ê¹ýÀ» À̷аú ½ÇÁ¦¸¦ ¼³¸íÇÏ¿´´Ù. ±âŸ È®·üÀû ¼±Çü°èȹ¹ý ¹®Á¦, ÆÛÁö ¼±Çü°èȹ¹ý ¹®Á¦ µîÀÌ ÀÖÁö¸¸ º» Ã¥¿¡¼ Á¦¿ÜÇÏ¿´´Ù.
´ëÇÐ °úÁ¤¿¡¼´Â Á¦8Àå, Á¦10Àå ±×¸®°í Á¦12Àå ÀÏºÎ¿Í Á¦13ÀåÀ» Á¦¿ÜÇÏ°í Á¦1Àå¿¡¼ Á¦14Àå±îÁö ¸Á¶óÇÏ¿© °¡¸£Ä¥ ¼ö ÀÖ´Ù. ±×¸®°í Á¦15Àå, Á¦16Àå ±×¸®°í Á¦17Àåµµ ´ëÇÐ °úÁ¤¿¡¼ °¡¸£Ä¥ ¼ö ÀÖ´Â ³»¿ëÀÌ´Ù. ´ëÇпø °úÁ¤¿¡¼´Â ´ëÇÐ °úÁ¤¿¡¼ ¹è¿î ³»¿ëÀ» Á¦¿ÜÇÑ ¸ðµç ³»¿ëÀ» ¸Á¶óÇÏ¿© °¡¸£Ä£´Ù¸é ¼±Çü°èȹ¹ýÀ» ¿ÏÀüÈ÷ ÀÌÇØÇÏ´Â µ¥ µµ¿òÀÌ µÉ °ÍÀÌ´Ù.
Operations Research Technique Áß ¼±Çü°èȹ¹ýÀº Çö½Ç ¹®Á¦¿¡ °¡Àå ±¤¹üÀ§ÇÏ°Ô Àû¿ëÇÏ´Â ±â¹ýÀÓÀ» °¨¾ÈÇÒ ¶§ º» Ã¥ÀÌ ¸¹Àº Çлý ¹× ÀÏ¹Ý »ç¿ëÀڵ鿡°Ô µµ¿òÀÌ µÇ¾úÀ¸¸é ÇÑ´Ù
Á¦1Àå ¼Ò °³
Á¦2Àå ¼öÇÐÀû ±âÃÊ
2.1 º¤ÅÍ(Vector) 52.2 Çà·Ä(Matrix) 62.3 ¿¬¸³ÀÏÂ÷¹æÁ¤½Ä Çعý 162.4 Çà·Ä°ú º¤ÅÍ 222.5 º¼·ÏÁýÇÕ(convex set) 24 ¿¬½À¹®Á¦ 2 27
Á¦3Àå ¼±Çü°èȹ¹ý(Linear Programming) ¹®Á¦
3.1 °³¿ä 313.2 ¼±Çü°èȹ¹ý ¹®Á¦ÀÇ ¿¹ 323.2.1 ÀÚ¿øÇÒ´ç¹®Á¦ 333.2.2 ¿µ¾ç¼·Ãë¹®Á¦(diet problem) 343.2.3 ¼ö¼Û¹®Á¦(transportation problem) 36 ¿¬½À¹®Á¦ 3 39
Á¦4Àå ¼±Çü°èȹ¹ý ¹®Á¦ÀÇ ±âÇÏÇÐÀû Çؼ®
4.1 µî½Ä°ú ºÎµî½ÄÀÇ ±âÇÏÇÐÀû Ç¥Çö 434.2 ½ÇÇà°¡´É¿ª 44 ¿¬½À¹®Á¦ 4 51
Á¦5Àå ÀϹÝÀû ¼±Çü°èȹ¹ýÀÇ ÀÌ·Ð
5.1 ¼±Çü°èȹ¹ý ¸ðÇü 535.2 ¼±Çü°èȹ¹ýÀÇ Æ¯¼º°ú Á¤¸® 555.3 ½ÇÇà°¡´É±âÀúÇØ ¿¬»ê(algorithm) 63 ¿¬½À¹®Á¦ 5 70
Á¦6Àå ´Üü¹ý(Ó¤ô÷Ûö; simplex)ÀÇ ÀýÂ÷
6.1 °³³ä ¼Ò°³ 736.2 °è»êÀýÂ÷ 806.3 Àΰøº¯¼ö(Artificial Variables) 866.4 Ư¼öÇØ 946.4.1 ´Ù¼öÃÖÀûÇØ(alternative optimal solution) 946.4.2 ¹«ÇÑÇØ(unbounded solutions) 966.4.3 ½ÇÇàºÒ°¡´ÉÇØ(infeasible solution) 976.4.4 ¿©ºÐ Á¦¾à½ÄÀÇ ¹®Á¦(redundant constraint) 996.4.5 ºñÁ¤º¯¼ö(ÞªïÒܨâ¦;unrestricted variables) 1006.5 Á¤±Ô´Ùüǥ(ïáЮӤô÷øú; canonical tableau) 101 ¿¬½À¹®Á¦ 6 107
Á¦7Àå Åðȹ®Á¦(Degenerate Problem)
7.1 Åðȹ®Á¦ Á¢±Ù¹æ¹ý 1117.2 ÇعýÀýÂ÷ 113 ¿¬½À¹®Á¦ 7 118
Á¦8Àå ¼öÁ¤´Üü¹ý(Revised Simplex Method)
8.1 °³¿ä 1218.2 Àΰøº¯¼ö°¡ ¾ø´Â ¼öÁ¤´Üü¹ý 1288.3 Àΰøº¯¼ö°¡ ÀÖ´Â ¼öÁ¤´Üü¹ý 1338.4 »óÇϺÐÇعæ¹ý(LU decomposition method) 138 ¿¬½À¹®Á¦ 8 145
Á¦9Àå ½Ö´ë¹®Á¦(Duality Problems)
9.1 °³¿ä 1499.2 ¿ø¹®Á¦¿Í ½Ö´ë¹®Á¦ÀÇ Àüȯ 1559.3 ¿øº¯¼ö¿Í ½Ö´ëº¯¼öÀÇ ÀÇ¹Ì 1619.4 ½Ö´ë´Üü¹ý(dual simlex) 1659.5 Ãà¼Ò´Üü¹ý 1679.6 ¿ø½Ö´ë ´Üü¹ý(primal-dual simplex method) 170 ¿¬½À¹®Á¦ 9 173
Á¦10Àå °¨µµºÐ¼®(Sensitivity Analysis)
10.1 ºñ¿ë°è¼ö(cj)ÀÇ º¯µ¿ 18310.2 ¿ìº¯Ä¡(bi)ÀÇ º¯µ¿ 18610.3 Á¦¾à½Ä °è¼ö aijÀÇ º¯µ¿ 18810.3.1 arc°¡ ±âÀúÀÇ ÇÑ ±âÁØÁ¡ÀÏ °æ¿ì 19010.3.2. arc°¡ ±âÀú¿¿¡ ¼ÓÇÏ¸é¼ ±âÁØÁ¡ÀÌ ¾Æ´Ñ °æ¿ì 19610.3.3. akj°¡ ±âÀú¿¿¡ ¼ÓÇÏÁö ¾Ê´Â °æ 199 ¿¬½À¹®Á¦ 10 201
Á¦11Àå ¸ð¼ö°èȹ¹ý(Parametric Linear Programming)
11.1 ¸ñÀûÇÔ¼öÀÇ °è¼öºÐ¼® 20311.2 ¿ìº¯Ç×ÀÇ °è¼öºÐ¼® 21011.3 »õ·Î¿î Á¦¾à½Ä 217 ¿¬½À¹®Á¦ 11 221
Á¦12Àå »óÇѺ¯¼ö¹®Á¦(Bounded Variables Problems)
12.1 ´Ü¼ø»óÇѹ®Á¦(Simple Upper Bound Problem) 22512.2 ÀϹݻóÇѹ®Á¦(Generalized Upper Bound Problem) 235 ¿¬½À¹®Á¦ 12 247
Á¦13Àå ´ëÇü¼±Çü°èȹ¹ýÀÇ ¿ø¸®(Decomposition Principle for Large Scale Linear Programming)
13.1 ºÐÇØ¿ø¸® 25113.2 ºÐÇØ¿¬»êÀýÂ÷ 258
¿¬½À¹®Á¦ 13 271
Á¦14Àå ¼ö¼Û ¹× ÇÒ´ç¹®Á¦
14.1 ÀϹÝÀû ¼ö¼Û¹®Á¦ 27514.2 ÃÖÃÊ ½ÇÇà°¡´É ±âÀúÇظ¦ ±¸ÇÏ´Â ÀýÂ÷ 281 14.2.1 ºÏ¼¸ð¼¸®¹ý(Northwest Corner Rule 281 14.2.2 Ç¥ÃÖ¼Ò°¡¹ý(Table Minimum Method) 282 14.2.3 º¸°Ö±Ù»ç¹ý(Vogel Approximation Method) 282 14.2.4 ·µ¼¿±Ù»ç¹ý(Russel's Approximation Method) 28314.3 Â÷ÈÄ ½ÇÇà°¡´ÉÇØ ±¸ÇÏ´Â ÀýÂ÷ 28714.4 ¼ö¼Û¹®Á¦ ¿¬»êÀýÂ÷ 28914.5 Ư¼ö¼ö¼Û¹®Á¦ 294 14.5.1 Åðȼö¼Û¹®Á¦ 294 14.5.2 ´Ù¼öÃÖÀûÇØ 29514.6 °¨µµºÐ¼® 29614.7 ºñ±ÕÇü ¼ö¼Û¹®Á¦ 29814.8 ÇÒ´ç¹®Á¦ 29914.9 Áß°³¼ö¼Û¹®Á¦(Transshipment Problem) 306 14.9.1 ÃÖ¼Ò°¡ ¹æ¹ý 308 14.9.2 È®ÀåÇ¥ ¹æ¹ý 309 ¿¬½À¹®Á¦ 14 312
Á¦15Àå Á¤¼ö°èȹ¹ý(ïÚâ¦ÍªüñÛö; Integer Programming)
15.1 ¼Ò°³ 31715.2 Àý´Ü¸é¹ý(cutting plane method) 318 15.2.1 ºÐ¼ö¹ý(fractional algorithm) 319 15.2.2 ÀüÁ¤¼ö¹ý(all integer method) 324 15.2.3 ¿øÀüÁ¤¼ö¹ý(primal all integer method) 328 15.2.4 È¥ÇÕÁ¤¼ö°èȹ¹ý(mixed integer programming) 33115.3 ºÐÁöÇÑ°è¹ý(branch and bound method) 33615.4 Çà»ó¹®Á¦(Traveling Salesman Problem) 34115.5 ¹è³¶¹®Á¦(Knapsack Problem) 348 ¿¬½À¹®Á¦ 15 353
Á¦16Àå ¸ñÇ¥°èȹ¹ý(ÙÍøöͪüñÛö;Goal Programming)
16.1 ¼Ò°³ 36116.2 ¸ñÇ¥°èȹ¹ý ¸ðÇü ±¸¼º 36216.3 ±âÇÏÇÐÀû Çؼ® 36416.4 ¸ñÇ¥°èȹ¹ýÀÇ ´Üü¹ý 36516.5 ¸ñÇ¥°èȹ¹ý ¸ðÇüÀÇ Ç¥Çö 36916.6 °¨µµºÐ¼® 37016.7 ¸ñÇ¥°èȹ¹ýÀÇ ½Ö´ë´Üü¹ý 373 ¿¬½À¹®Á¦ 16 375
Á¦17Àå ³×Æ®¿öÅ©(Network)
17.1 ÃִܳëÁ¤¹®Á¦(shortest route problem) 38117.2 ÃÖÀå³ëÁ¤¹®Á¦(longest route problem) 385 ¿¬½À¹®Á¦ 17 389
Á¦18Àå ´Ù¸ñÀû¼±Çü°èȹ¹ý
18.1 ´Ù¸ñÀû ¹®Á¦ 391
¿¬½À¹®Á¦ 18 399
Á¦19Àå °ÔÀÓÀ̷аú ¼±Çü°èȹ¹ý
19.1 ÀÌÀοµÇÕ(ì£ìÑçÍùê)°ÔÀÓ 40119.2 ¼±Çü°èȹ¹ý ¸ðÇü 406
¿¬½À¹®Á¦ 19 410
Á¦20Àå ¼±Çü°èȹ¹ýÀÇ ÀϹÝÀû ÀÀ¿ë
20.1 ¿ø·á¹èÇÕ ¹®Á¦ 41320.2 »ý»êÀÏÁ¤ ¹× Àç°í°ü¸® ¹®Á¦ 41420.3 Àç´Ü¹®Á¦(the trim problem) 42120.4 ³³Å²Ã³¸®¹®Á¦(The caterer problem) 42220.5 »ê¾÷°£ ÆǸŹ®Á¦(inter industry problem) 42320.6 »ý»ê ¹× Á¶¸³ ¹®Á¦(Assembly balancing) 42820.7 ÈÇÐÁ¦Ç° »ý»ê¹®Á¦(fluid blending schedule) 42920.8 ÀηÂÀÏÁ¤°èȹ(manpower scheduling) 43020.9 ±â°èÀÏÁ¤°èȹ(machine scheduling problem) 43220.10 ÅõÀÚ¹®Á¦(investment problem) 433 ¿¬½À¹®Á¦ 20 436
Á¦21Àå KHACHANÀÇ Å¸¿øü °è»ê¹ý(öëêô÷ ͪߩÛö; Ellipsoid Algorithms)
21.1 ¼Ò°³ 44921.2 ¿ÏÀü ¼±ÇüºÎµî½Äü°èÀÇ ÀÌ·Ð 44421.3 ¼±Çü°èȹ¹ý 452 ¿¬½À¹®Á¦ 21 458
Á¦22Àå KARMARKARÀÇ ³»ºÎÁ¡ °è»ê¹ý(ҮݻïÇ Íªß©Ûö; Interior Point Algorithm)
22.1 ¼Ò°³ 45922.2 ³»ºÎÁ¡ ¿¬»ê¹ýÀÇ °³³ä 46222.3 KarmarkarÀÇ »ç¿µ¹ý(ÞÒç¯Ûö) 47122.4 Karmarkar Á¤±ÔÇüÀ¸·ÎÀÇ Àüȯ 48022.5 ¾ÆÇÉôµµ ¿¬»ê¹ý(Affine Scaling Algorithm) 48622.6 ±âŸ ³»ºÎÁ¡ ¹æ¹ý 493 ¿¬½À¹®Á¦ 22 503
÷ºÎ 22.1 Á÷±³»ç¿µ(òÁÎßÞÒç¯; orthogonal projection) 506÷ºÎ 22.2 »ç¿µÇà·Ä(ÞÒç¯ú¼Öª; projection matrix) 507÷ºÎ 22.3 ¾ÆÇɺ¯È¯(affine otransformation)) 509
ÐÝ õ÷ çÈ À°±º»ç°üÇб³ Á¹¾÷(1963) Naval Post Graduate School, OR/SA ¼®»ç(1977) Arizona State University, »ê¾÷°øÇÐ ¹Ú»ç(1983) University of Iowa ±³È¯±³¼ö(1990) ±¹¹æ´ëÇб³ ±³¼ö(1983-2000)KISTI Reseat Program Àü¹®¿¬±¸À§¿ø(2006-2018) Çö) ±¹¹æ´ëÇб³ ¸í¿¹±³¼ö/Çѱ¹½Ã´Ï¾î°úÇù ÆòÀ§¿ø
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