Irina Sokolinskaya

Sintez Metodov Optimizatsii I Diskriminantnogo Analiza: Ekonomiko-matematicheskoe Modelirovanie Irina Sokolinskaya Russian edition

V praktike ekonomiko-matematicheskogo modelirovaniya chasto vstrechayutsya zadachi, pri reshenii kotorykh prikhoditsya uchityvat' bol'shoe chislo vzaimosvyazannykh faktorov, vklyuchaya plokho formalizuemye. V takikh situatsiyakh perspektivnym yavlyaetsya podkhod, osnovannyy na sochetanii metodov lineynoy optimizatsii s protsedurami ekspertnogo otsenivaniya. Algoritm resheniya zadachi v etom sluchae stroitsya kak iteratsionnyy protsess, v khode kotorogo shag za shagom proiskhodit utochnenie ogranicheniy, otnosyashchikhsya k neformalizovannoy chasti zadachi. Priblizhennye resheniya iskhodnoy zadachi, poluchaemye v khode iteratsionnogo protsessa, formiruyut mnozhestvo obraztsov, kvalifitsiruemykh ekspertom. Primenyaya k etomu mnozhestvu obraztsov protseduru diskriminantnogo analiza, my poluchaem razdelyayushchuyu poverkhnost', approksimiruyushchuyu neformalizovannye ogranicheniya. V knige opisyvayutsya i issleduyutsya metody i algoritmy resheniya zadach lineynogo programmirovaniya s neformalizovannymi ogranicheniyami i ikh realizatsiya v vide programmnogo kompleksa.