\chapter{单目标规划}

As one of the most widely used techniques in operations
research, \emph{ mathematical programming} is defined as a means of maximizing a
quantity known as \emph{bjective function}, subject to a set of constraints
represented by equations and inequalities. Some known subtopics of mathematical
programming are linear programming, nonlinear programming, multiobjective
programming, goal programming, dynamic programming, and multilevel
programming.

It is impossible to cover in a single chapter every concept of mathematical
programming. This chapter introduces only the basic concepts and techniques of
mathematical programming such that readers gain an understanding of them
throughout the book.


\section{Single-Objective Programming}
The general form of single-objective programming (SOP) is written
as follows,
\begin{equation*} % 如果附录中的公式不想让它出现在公式索引中，那就请
                             % 用 equation*
\left\{\begin{array}{l}
\max \,\,f(x)\\[0.1 cm]
\mbox{subject to:} \\ [0.1 cm]
\qquad g_j(x)\le 0,\quad j=1,2,\cdots,p
\end{array}\right.
\end{equation*}
which maximizes a real-valued function $f$ of
$x=(x_1,x_2,\cdots,x_n)$ subject to a set of constraints.

\newcommand\Real{\mathbf{R}}
\newtheorem{mpdef}{Definition}[chapter]
\begin{mpdef}
In SOP, we call $x$ a decision vector, and
$x_1,x_2,\cdots,x_n$ decision variables. The function
$f$ is called the objective function. The set
\begin{equation*}
S=\left\{x\in\Real^n\bigm|g_j(x)\le 0,\,j=1,2,\cdots,p\right\}
\end{equation*}
is called the feasible set. An element $x$ in $S$ is called a
feasible solution.
\end{mpdef}

\newtheorem{mpdefop}[mpdef]{Definition}
\begin{mpdefop}
A feasible solution $x^*$ is called the optimal
solution of SOP if and only if
\begin{equation}
f(x^*)\ge f(x)
\end{equation}
for any feasible solution $x$.
\end{mpdefop}

One of the outstanding contributions to mathematical programming was known as
the Kuhn-Tucker conditions\ref{eq:ktc}. In order to introduce them, let us give
some definitions. An inequality constraint $g_j(x)\le 0$ is said to be active at
a point $x^*$ if $g_j(x^*)=0$. A point $x^*$ satisfying $g_j(x^*)\le 0$ is said
to be regular if the gradient vectors $\nabla g_j(x)$ of all active constraints
are linearly independent.

Let $x^*$ be a regular point of the constraints of SOP and assume that all the
functions $f(x)$ and $g_j(x),j=1,2,\cdots,p$ are differentiable. If $x^*$ is a
local optimal solution, then there exist Lagrange multipliers
$\lambda_j,j=1,2,\cdots,p$ such that the following Kuhn-Tucker conditions hold,
\begin{equation}
\label{eq:ktc}
\left\{\begin{array}{l}
    \nabla f(x^*)-\sum\limits_{j=1}^p\lambda_j\nabla g_j(x^*)=0\\[0.3cm]
    \lambda_jg_j(x^*)=0,\quad j=1,2,\cdots,p\\[0.2cm]
    \lambda_j\ge 0,\quad j=1,2,\cdots,p.
\end{array}\right.
\end{equation}
If all the functions $f(x)$ and $g_j(x),j=1,2,\cdots,p$ are convex and
differentiable, and the point $x^*$ satisfies the Kuhn-Tucker conditions
(\ref{eq:ktc}), then it has been proved that the point $x^*$ is a global optimal
solution of SOP.

\subsection{Linear Programming}
\label{sec:lp}

If the functions $f(x),g_j(x),j=1,2,\cdots,p$ are all linear, then SOP is called
a {\em linear programming}.

The feasible set of linear is always convex. A point $x$ is called an extreme
point of convex set $S$ if $x\in S$ and $x$ cannot be expressed as a convex
combination of two points in $S$. It has been shown that the optimal solution to
linear programming corresponds to an extreme point of its feasible set provided
that the feasible set $S$ is bounded. This fact is the basis of the {\em simplex
  algorithm} which was developed by Dantzig as a very efficient method for
solving linear programming.
\begin{table}[ht]
\centering
  \centering
  \caption*{Table~1\hskip1em This is an example for manually numbered table, which
    would not appear in the list of tables}
  \label{tab:badtabular2}
  \begin{tabular}[c]{|m{1.5cm}|c|c|c|c|c|c|}\hline
    \multicolumn{2}{|c|}{Network Topology} & \# of nodes &
    \multicolumn{3}{c|}{\# of clients} & Server \\\hline
    GT-ITM & Waxman Transit-Stub & 600 &
    \multirow{2}{2em}{2\%}&
    \multirow{2}{2em}{10\%}&
    \multirow{2}{2em}{50\%}&
    \multirow{2}{1.2in}{Max. Connectivity}\\\cline{1-3}
    \multicolumn{2}{|c|}{Inet-2.1} & 6000 & & & &\\\hline
    \multirow{2}{1.5cm}{Xue} & Rui  & Ni &\multicolumn{4}{c|}{\multirow{2}*{\xtuthesis}}\\\cline{2-3}
    & \multicolumn{2}{c|}{ABCDEF} &\multicolumn{4}{c|}{} \\\hline
\end{tabular}
\end{table}

Roughly speaking, the simplex algorithm examines only the extreme points of the
feasible set, rather than all feasible points. At first, the simplex algorithm
selects an extreme point as the initial point. The successive extreme point is
selected so as to improve the objective function value. The procedure is
repeated until no improvement in objective function value can be made. The last
extreme point is the optimal solution.

\subsection{Nonlinear Programming}

If at least one of the functions $f(x),g_j(x),j=1,2,\cdots,p$ is nonlinear, then
SOP is called a {\em nonlinear programming}.

A large number of classical optimization methods have been developed to treat
special-structural nonlinear programming based on the mathematical theory
concerned with analyzing the structure of problems.
\begin{figure}[h]
  \centering
  \includegraphics{xtu-fig-logo.pdf}
  \caption*{Figure~1\quad This is an example for manually numbered figure,
    which would not appear in the list of figures}
  \label{tab:badfigure2}
\end{figure}

Now we consider a nonlinear programming which is confronted solely with
maximizing a real-valued function with domain $\Real^n$.  Whether derivatives are
available or not, the usual strategy is first to select a point in $\Real^n$ which
is thought to be the most likely place where the maximum exists. If there is no
information available on which to base such a selection, a point is chosen at
random. From this first point an attempt is made to construct a sequence of
points, each of which yields an improved objective function value over its
predecessor. The next point to be added to the sequence is chosen by analyzing
the behavior of the function at the previous points. This construction continues
until some termination criterion is met. Methods based upon this strategy are
called {\em ascent methods}, which can be classified as {\em direct methods},
{\em gradient methods}, and {\em Hessian methods} according to the information
about the behavior of objective function $f$. Direct methods require only that
the function can be evaluated at each point. Gradient methods require the
evaluation of first derivatives of $f$. Hessian methods require the evaluation
of second derivatives. In fact, there is no superior method for all
problems. The efficiency of a method is very much dependent upon the objective
function.

\subsection{Integer Programming}

{\em Integer programming} is a special mathematical programming in which all of
the variables are assumed to be only integer values. When there are not only
integer variables but also conventional continuous variables, we call it {\em
  mixed integer programming}. If all the variables are assumed either 0 or 1,
then the problem is termed a {\em zero-one programming}. Although integer
programming can be solved by an {\em exhaustive enumeration} theoretically, it
is impractical to solve realistically sized integer programming problems. The
most successful algorithm so far found to solve integer programming is called
the {\em branch-and-bound enumeration} developed by Balas (1965) and Dakin
(1965). The other technique to integer programming is the {\em cutting plane
  method} developed by Gomory (1959).

\hfill\textit{Uncertain Programming\/}\quad(\textsl{BaoDing Liu, 2006.2})

\section{单目标规划}
北冥有鱼，其名为鲲。鲲之大，不知其几千里也。化而为鸟，其名为鹏。鹏之背，不知其几
千里也。怒而飞，其翼若垂天之云。是鸟也，海运则将徙于南冥。南冥者，天池也。
\begin{equation}\tag*{(123)}
 p(y|\mathbf{x}) = \frac{p(\mathbf{x},y)}{p(\mathbf{x})}=
\frac{p(\mathbf{x}|y)p(y)}{p(\mathbf{x})}
\end{equation}

吾生也有涯，而知也无涯。以有涯随无涯，殆已！已而为知者，殆而已矣！为善无近名，为
恶无近刑，缘督以为经，可以保身，可以全生，可以养亲，可以尽年。

\subsection{线性规划}
庖丁为文惠君解牛，手之所触，肩之所倚，足之所履，膝之所倚，砉然响然，奏刀騞然，莫
不中音，合于桑林之舞，乃中经首之会。
\begin{table}[ht]
\centering
  \centering
  \caption*{表~1\hskip1em 这是手动编号但不出现在索引中的一个表格例子}
  \label{tab:badtabular3}
  \begin{tabular}[c]{|m{1.5cm}|c|c|c|c|c|c|}\hline
    \multicolumn{2}{|c|}{Network Topology} & \# of nodes &
    \multicolumn{3}{c|}{\# of clients} & Server \\\hline
    GT-ITM & Waxman Transit-Stub & 600 &
    \multirow{2}{2em}{2\%}&
    \multirow{2}{2em}{10\%}&
    \multirow{2}{2em}{50\%}&
    \multirow{2}{1.2in}{Max. Connectivity}\\\cline{1-3}
    \multicolumn{2}{|c|}{Inet-2.1} & 6000 & & & &\\\hline
    \multirow{2}{1.5cm}{Xue} & Rui  & Ni &\multicolumn{4}{c|}{\multirow{2}*{\xtuthesis}}\\\cline{2-3}
    & \multicolumn{2}{c|}{ABCDEF} &\multicolumn{4}{c|}{} \\\hline
\end{tabular}
\end{table}

文惠君曰：“嘻，善哉！技盖至此乎？”庖丁释刀对曰：“臣之所好者道也，进乎技矣。始臣之
解牛之时，所见无非全牛者；三年之后，未尝见全牛也；方今之时，臣以神遇而不以目视，
官知止而神欲行。依乎天理，批大郤，导大窾，因其固然。技经肯綮之未尝，而况大坬乎！
良庖岁更刀，割也；族庖月更刀，折也；今臣之刀十九年矣，所解数千牛矣，而刀刃若新发
于硎。彼节者有间而刀刃者无厚，以无厚入有间，恢恢乎其于游刃必有余地矣。是以十九年
而刀刃若新发于硎。虽然，每至于族，吾见其难为，怵然为戒，视为止，行为迟，动刀甚微，
謋然已解，如土委地。提刀而立，为之而四顾，为之踌躇满志，善刀而藏之。”

文惠君曰：“善哉！吾闻庖丁之言，得养生焉。”


\subsection{非线性规划}
孔子与柳下季为友，柳下季之弟名曰盗跖。盗跖从卒九千人，横行天下，侵暴诸侯。穴室枢
户，驱人牛马，取人妇女。贪得忘亲，不顾父母兄弟，不祭先祖。所过之邑，大国守城，小
国入保，万民苦之。孔子谓柳下季曰：“夫为人父者，必能诏其子；为人兄者，必能教其弟。
若父不能诏其子，兄不能教其弟，则无贵父子兄弟之亲矣。今先生，世之才士也，弟为盗
跖，为天下害，而弗能教也，丘窃为先生羞之。丘请为先生往说之。”
\begin{figure}[h]
  \centering
  \includegraphics[width=0.5\linewidth]{xtu-whole-logo.pdf}
  \caption*{图~1\hskip1em 这是手动编号但不出现索引中的图片的例子}
  \label{tab:badfigure3}
\end{figure}

柳下季曰：“先生言为人父者必能诏其子，为人兄者必能教其弟，若子不听父之诏，弟不受
兄之教，虽今先生之辩，将奈之何哉？且跖之为人也，心如涌泉，意如飘风，强足以距敌，
辩足以饰非。顺其心则喜，逆其心则怒，易辱人以言。先生必无往。”

孔子不听，颜回为驭，子贡为右，往见盗跖。

\subsection{整数规划}
盗跖乃方休卒徒大山之阳，脍人肝而餔之。孔子下车而前，见谒者曰：“鲁人孔丘，闻将军
高义，敬再拜谒者。”谒者入通。盗跖闻之大怒，目如明星，发上指冠，曰：“此夫鲁国之
巧伪人孔丘非邪？为我告之：尔作言造语，妄称文、武，冠枝木之冠，带死牛之胁，多辞缪
说，不耕而食，不织而衣，摇唇鼓舌，擅生是非，以迷天下之主，使天下学士不反其本，妄
作孝弟，而侥幸于封侯富贵者也。子之罪大极重，疾走归！不然，我将以子肝益昼餔之膳。”
