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Version 04 als eigenes Repository

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Erster Commit des Strangs "Optimierte Entscheidungsfindung mit Python"
(Version 04). Die Historie der 71 Commits bis zur Trennung bleibt im
uebergeordneten Repository OR_mit_Python liegen, das ab jetzt nur noch
Version_03 (eingefroren) verwaltet und Version_04/ ignoriert.

Bewusst kein "git subtree split": Der Pfad Version_04/ existiert erst seit
der Verzeichnistrennung, ein Split braechte daher nur 7 der 41 einschlaegigen
Commits - eine Teilhistorie, die vollstaendig aussieht und es nicht ist.

Stand: 5 Teile, 23 Kapitel, 5 Anhaenge, 292 Abschnitte, 703 Querverweise,
325 Indexmarken, 73 Beispielprogramme, 32 SVGs, 4 Plotly-Figuren,
25 Notebooks, PDF mit 715 Seiten.

Zusaetzlich in diesem Commit:

* pyproject.toml mit Abhaengigkeitsgruppen finance, large-scale, api,
  figures, dev, empfehlungen. Die abgedruckte requirements.txt bleibt
  unveraendert daneben bestehen. ortools steht in der Grundausstattung,
  highspy erst in [large-scale] - so kann der HiGHS-Symbolkonflikt bei der
  schlanken Installation gar nicht erst auftreten.

* Dabei zwei Funde: graphviz wird von erzeuge_architektur_diagramme.py
  importiert, fehlt aber in requirements.txt (jetzt in [figures]); pymoo
  steht in requirements.txt, wird aber von keinem Programm importiert,
  sondern nur im Kapitel Metaheuristiken empfohlen (jetzt in
  [empfehlungen]).

* NEUER_TITEL.md nach Kritik_und_Verbesserungsvorschlaege/ verschoben - es
  ist die Vorlage des Titelblatts, kein Bestandteil des Werks. Die beiden
  Fundstellen in PROGRESS.md und erzeuge_titelseite.py nachgezogen.

* PROGRESS.md nannte noch den Untertitel der ersten Fassung; auf den
  tatsaechlichen aus erzeuge_titelseite.py korrigiert.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
This commit is contained in:
dschlueter 2026-09-08 01:20:09 +02:00
commit b7af2f1d9a
68 changed files with 262141 additions and 0 deletions
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<!-- Title: d22 Pages: 1 -->
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viewBox="7.00 7.00 352.00 241.00" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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<title>d22</title>
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<g id="node1" class="node">
<title>primal</title>
<path fill="#eef2ff" stroke="#4338ca" stroke-width="2" d="M302.3,-225.31C302.3,-225.31 34.12,-225.31 34.12,-225.31 28.12,-225.31 22.12,-219.31 22.12,-213.31 22.12,-213.31 22.12,-153.03 22.12,-153.03 22.12,-147.03 28.12,-141.03 34.12,-141.03 34.12,-141.03 302.3,-141.03 302.3,-141.03 308.3,-141.03 314.3,-147.03 314.3,-153.03 314.3,-153.03 314.3,-213.31 314.3,-213.31 314.3,-219.31 308.3,-225.31 302.3,-225.31"/>
<text xml:space="preserve" text-anchor="start" x="35.09" y="-205.32" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#4338ca">PRIMALES PROBLEM &#160;(Unternehmer)</text>
<text xml:space="preserve" text-anchor="start" x="35.09" y="-181.17" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Maximiere Gewinn aus Produkten</text>
<text xml:space="preserve" text-anchor="start" x="35.09" y="-171.17" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Zielfunktion: &#160;&#160;max &#160;cᵀx</text>
<text xml:space="preserve" text-anchor="start" x="35.09" y="-161.17" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Restriktionen: &#160;A x ≤ b</text>
<text xml:space="preserve" text-anchor="start" x="35.09" y="-151.17" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Variablen: &#160;x ≥ 0 &#160;(Produktionsmengen)</text>
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<g id="node2" class="node">
<title>dual</title>
<path fill="#ecfeff" stroke="#0891b2" stroke-width="2" d="M324.42,-84.28C324.42,-84.28 12,-84.28 12,-84.28 6,-84.28 0,-78.28 0,-72.28 0,-72.28 0,-12 0,-12 0,-6 6,0 12,0 12,0 324.42,0 324.42,0 330.42,0 336.42,-6 336.42,-12 336.42,-12 336.42,-72.28 336.42,-72.28 336.42,-78.28 330.42,-84.28 324.42,-84.28"/>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-64.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#0891b2">DUALES PROBLEM &#160;(Ressourcen&#45;Bewerter)</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-40.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Minimiere Bewertung der Ressourcen</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-30.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Zielfunktion: &#160;&#160;min &#160;bᵀy</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-20.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Restriktionen: &#160;Aᵀy ≥ c</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-10.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Variablen: &#160;y ≥ 0 &#160;(Schattenpreise)</text>
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<g id="edge1" class="edge">
<title>primal&#45;&gt;dual</title>
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<text xml:space="preserve" text-anchor="middle" x="193.71" y="-109.53" font-family="DejaVu Sans" font-size="10.00" fill="#7c3aed"> &#160;Dualität &#160;</text>
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<!-- Title: d09 Pages: 1 -->
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<title>d09</title>
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<g id="node1" class="node">
<title>store</title>
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<text xml:space="preserve" text-anchor="start" x="111.96" y="-278.85" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#4338ca">CONSTRAINT STORE</text>
<text xml:space="preserve" text-anchor="start" x="81.59" y="-254.7" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Domain x₁ ∈ {1, 2, 3, 4}, &#160;x₂ ∈ {2, 3, 4, 5}</text>
<text xml:space="preserve" text-anchor="start" x="81.59" y="-244.7" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">Constraint: x₁ + x₂ = 7</text>
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<g id="node2" class="node">
<title>prop</title>
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<text xml:space="preserve" text-anchor="start" x="39.96" y="-171.57" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#0891b2">CONSTRAINT PROPAGATION &#160;(Filterung)</text>
<text xml:space="preserve" text-anchor="start" x="39.96" y="-147.42" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• x₁ = 1 ⇒ x₂ = 6 &#160;(nicht in Domain!)</text>
<text xml:space="preserve" text-anchor="start" x="39.96" y="-137.42" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e"> &#160;⟶ entferne 1 aus Domain(x₁)</text>
<text xml:space="preserve" text-anchor="start" x="39.96" y="-127.42" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• Reduziert: x₁ ∈ {2, 3, 4}, x₂ ∈ {3, 4, 5}</text>
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<g id="edge1" class="edge">
<title>store&#45;&gt;prop</title>
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<polygon fill="#334155" stroke="#334155" stroke-width="2" points="188.61,-204.33 185.46,-195.33 182.31,-204.33 188.61,-204.33"/>
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<title>sat</title>
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<text xml:space="preserve" text-anchor="start" x="12.96" y="-54.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#7c3aed">SAT&#45;SEARCH &amp; CONFLICT LEARNING &#160;(Nogoods)</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-30.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• Bei Widerspruch lernt der SAT&#45;Core eine Klausel</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-20.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e"> &#160;(„diese Belegung nie wieder prüfen“)</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-10.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• Non&#45;chronological Backtracking</text>
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<g id="edge2" class="edge">
<title>prop&#45;&gt;sat</title>
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<?xml version="1.0" encoding="UTF-8" standalone="no"?>
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<!-- Title: d13 Pages: 1 -->
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viewBox="7.00 7.00 561.00 170.00" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink">
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<title>d13</title>
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<text xml:space="preserve" text-anchor="start" x="132.96" y="-126.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#ffffff">ANSÄTZE FÜR UNBEKANNTE ZUKUNFT</text>
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<text xml:space="preserve" text-anchor="start" x="46.33" y="-93.69" font-family="DejaVu Sans" font-weight="bold" font-size="11.00" fill="#4338ca">MONTE CARLO</text>
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<text xml:space="preserve" text-anchor="start" x="177.21" y="-93.69" font-family="DejaVu Sans" font-weight="bold" font-size="11.00" fill="#0891b2">STOCHASTISCHES RECOURSE</text>
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<text xml:space="preserve" text-anchor="start" x="375.96" y="-93.69" font-family="DejaVu Sans" font-weight="bold" font-size="11.00" fill="#059669">ROBUSTE OPTIMIERUNG</text>
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<text xml:space="preserve" text-anchor="start" x="21.96" y="-61.19" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Simuliert Szenarien</text>
<text xml:space="preserve" text-anchor="start" x="21.96" y="-47.69" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Misst Verlustverteilung</text>
<text xml:space="preserve" text-anchor="start" x="21.96" y="-34.19" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Reine Evaluierung,</text>
<text xml:space="preserve" text-anchor="start" x="36.21" y="-20.69" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e"> &#160;keine Optimierung</text>
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<text xml:space="preserve" text-anchor="start" x="177.21" y="-61.19" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Entscheidet Stufe 1</text>
<text xml:space="preserve" text-anchor="start" x="177.21" y="-47.69" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Passt in Stufe 2 an</text>
<text xml:space="preserve" text-anchor="start" x="177.21" y="-34.19" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Optimiert Erwartungswert</text>
<text xml:space="preserve" text-anchor="start" x="197.46" y="-20.69" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e"> &#160;über alle Szenarien</text>
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<text xml:space="preserve" text-anchor="start" x="375.96" y="-61.19" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Sucht den Worst&#45;Case</text>
<text xml:space="preserve" text-anchor="start" x="375.96" y="-47.69" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e">• Keine Verteilungs&#45;</text>
<text xml:space="preserve" text-anchor="start" x="396.96" y="-34.19" font-family="DejaVu Sans" font-size="11.00" fill="#1a1a2e"> &#160;annahme nötig</text>
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OR_HTML_04/bilder_04/kap10_zustandskette.png Normal file
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<path fill="#eef2ff" stroke="#4338ca" stroke-width="2" d="M92.67,-74.28C92.67,-74.28 12,-74.28 12,-74.28 6,-74.28 0,-68.28 0,-62.28 0,-62.28 0,-12 0,-12 0,-6 6,0 12,0 12,0 92.67,0 92.67,0 98.67,0 104.67,-6 104.67,-12 104.67,-12 104.67,-62.28 104.67,-62.28 104.67,-68.28 98.67,-74.28 92.67,-74.28"/>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-54.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#4338ca">Zustand S₀</text>
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<text xml:space="preserve" text-anchor="start" x="405.3" y="-49.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#ffffff">Endzustand Sₜ</text>
<text xml:space="preserve" text-anchor="start" x="405.3" y="-25.14" font-family="DejaVu Sans" font-size="10.00" fill="#ffffff">t = T</text>
<text xml:space="preserve" text-anchor="start" x="405.3" y="-15.14" font-family="DejaVu Sans" font-size="10.00" fill="#ffffff">alles verkauft</text>
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<g id="edge3" class="edge">
<title>dots&#45;&gt;ST</title>
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<title>d15</title>
<!-- S0 -->
<g id="node1" class="node">
<title>S0</title>
<path fill="#fff1f3" stroke="#e11d48" stroke-width="2" d="M302.29,-278.84C302.29,-278.84 88.88,-278.84 88.88,-278.84 82.88,-278.84 76.87,-272.84 76.87,-266.84 76.87,-266.84 76.87,-206.56 76.87,-206.56 76.87,-200.56 82.87,-194.56 88.87,-194.56 88.87,-194.56 302.29,-194.56 302.29,-194.56 308.29,-194.56 314.29,-200.56 314.29,-206.56 314.29,-206.56 314.29,-266.84 314.29,-266.84 314.29,-272.84 308.29,-278.84 302.29,-278.84"/>
<text xml:space="preserve" text-anchor="start" x="89.83" y="-258.85" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#e11d48">STICHPROBEN&#45;KOVARIANZ &#160;S</text>
<text xml:space="preserve" text-anchor="start" x="89.83" y="-234.7" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• T &lt; N: singulär (Rang &lt; N)</text>
<text xml:space="preserve" text-anchor="start" x="89.83" y="-224.7" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• T ≈ N: instabil, Eigenwerte streuen</text>
<text xml:space="preserve" text-anchor="start" x="89.83" y="-214.7" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">• kleine Eigenwerte unterschätzt</text>
<text xml:space="preserve" text-anchor="start" x="89.83" y="-204.7" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e"> &#160;⟶ Solver nutzt Scheinkorrelationen</text>
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<title>LW</title>
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<text xml:space="preserve" text-anchor="start" x="76.33" y="-131.57" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#ffffff">LEDOIT&#45;WOLF SHRINKAGE &#160;Σ(LW)</text>
<text xml:space="preserve" text-anchor="start" x="76.33" y="-107.42" font-family="DejaVu Sans" font-size="10.00" fill="#ffffff">Σ(LW) = (1 − δ) · S &#160;+ &#160;δ · F</text>
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<g id="edge1" class="edge">
<title>S0&#45;&gt;LW</title>
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<title>S</title>
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<text xml:space="preserve" text-anchor="start" x="12.96" y="-34.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#0891b2">Stichprobenmatrix S</text>
<text xml:space="preserve" text-anchor="start" x="12.96" y="-10.14" font-family="DejaVu Sans" font-size="10.00" fill="#1a1a2e">unverzerrt, hohes Rauschen</text>
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<title>LW&#45;&gt;S</title>
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<g id="node4" class="node">
<title>F</title>
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<text xml:space="preserve" text-anchor="start" x="219.83" y="-34.29" font-family="DejaVu Sans" font-weight="bold" font-size="13.00" fill="#4338ca">Strukturiertes Target F</text>
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<g id="edge3" class="edge">
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