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dothinking committed Dec 16, 2022
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> 本节参考:[多目标优化简述 ](https://imonce.github.io/2019/11/28/%E5%A4%9A%E7%9B%AE%E6%A0%87%E4%BC%98%E5%8C%96%E7%AE%80%E8%BF%B0/)

## 多目标线性规划的模糊折衷算法
## 模糊折衷算法

多目标线性规划是多目标规划的子集,其中目标函数和约束都是线性函数形式。下面形式以最小化为例:

$$
\min \, \boldsymbol{Z} = \left[\boldsymbol{c}_1^T \boldsymbol{x}, ..., \boldsymbol{c}_n^T \boldsymbol{x} \right] \\
s.t. \quad \boldsymbol{A}\boldsymbol{x} \leq 0 \\
\quad\,\quad \boldsymbol{H}\boldsymbol{x} = 0
$$

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$$
\min \, \lambda \\
s.t. \quad \lambda \geq u_i(\boldsymbol{x}) \\
s.t. \quad \lambda \geq u_i(\boldsymbol{x}) \\
\quad\,\quad \boldsymbol{A}\boldsymbol{x} \leq 0, \boldsymbol{H}\boldsymbol{x} = 0
$$

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$$
\min \, \lambda = \frac{\Sigma_i {\lambda_i}}{n} \\
s.t. \quad u_i(\boldsymbol{x}) \leq \lambda_i \leq u^*(\boldsymbol{x}) \\
s.t. \quad u_i(\boldsymbol{x}) \leq \lambda_i \leq u^*(\boldsymbol{x}) \\
\quad\,\quad \boldsymbol{A}\boldsymbol{x} \leq 0, \boldsymbol{H}\boldsymbol{x} = 0
$$

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\max Z_3 = 9x_1 + 3x_2 + x_3 + 2x_4 \\
\min W_1 = 1.5x_1 + 2x_2 + 0.3x_3 + 3x_4 \\
\min W_2 = 0.5x_1 + x_2 + 0.7x_3 + 2x_4 \\
s.t. \quad 3x_1 + 4.5x_2 + 1.5x_3 + 7.5x_4 = 150 \\
x_1 \geq 0, x_2 \geq 0, x_3 \geq 0, x_4 \geq 0
$$
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