Bài giảng Quy Hoạch Tuyến Tình

B GIO DC V O TO
TRNG I HC NG THP
NGUYN VN HNG
GIO TRNH QUY HOCH TUYN TNH CHO TON
(LU HNH NI B)
NG THP-2011
M U
Quy hoch tuyn tnh l mt mn hc ng dng, ra i t cui nhng nm 40 ca
th k XX. Ngay t khi mi ra i n tm c nng ng dng a dng trong nhiu
lnh vc hot ng khc nhau ca i sng kinh t x hi.
"Gio trnh quy hoch tuyn tnh" trnh by nhng ni dung c bn ca l thuyt quy
hoch tuyn tnh v cc phng php gii. Ti liu ny c bin son cho cc sinh
vin ngnh Ton.
Gio trnh bao gm 5 chng:
Chng 1. a ra bi ton quy hoch tuyn tnh dng tng qut da trn c s
xy dng t cc bi ton thc t. a ra phng php gii bi ton quy hoch tuyn
tnh bng th.
Chng 2. Kho st tnh cht c bn v gii tch li v ng dng ca n. Tip
l nghin cu tnh cht tp phng n ca bi ton quy hoch tuyn tnh.
Chng 3. Chng ny trnh by c s l thuyt ca phng php n hnh, t
xy dng phng php v gii cc bi ton quy hoch tuyn tnh.
Chng 4. Kho st bi ton quy hoch tuyn tnh i ngu, nu cch xy dng
bi ton v trnh by cc tnh cht v a ra phng php gii bi ton.
Chng 5. Trnh by bi ton vn ti tng qut, t cc tnh cht c bn v sau
xy dng thut ton gii cho bi ton.
Trong tt c cc chng a ra u c nhng v d minh ha c th cho tng dng
bi ton, sau cui ca mi chng u c h thng bi tp kh a dng v phong ph.
V nhiu l do, chc chn bi ging khng trnh khi nhng sai xt. Chng ti mong
c s ng gp ca ng nghip v cc bn sinh vin.
Tc gi
2
Mc lc
1 Bi ton quy hoch tuyn tnh 5
1.1 Mt vi bi ton thc t dn n bi ton quy hoch tuyn tnh . . . . 5
1.1.1 Bi ton lp k hoch sn xut . . . . . . . . . . . . . . . . . . 5
1.1.2 Bi ton xc nh khu phn thc n . . . . . . . . . . . . . . . 7
1.1.3 Bi ton vn ti . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2 Bi ton quy hoch tuyn tnh . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.1 Bi ton QHTT dng tng qut . . . . . . . . . . . . . . . . . . 9
1.2.2 Bi ton QHTT dng chnh tc . . . . . . . . . . . . . . . . . . 10
1.2.3 Bi ton QHTT dng chun tc . . . . . . . . . . . . . . . . . . 12
1.3 Phng php hnh hc gii bi ton QHTT . . . . . . . . . . . . . . . 12
1.3.1 Nhn xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.2 Thut ton th . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2 Tnh cht ca bi ton quy hoch tuyn tnh 19
2.1 Mt s kin thc c bn v gii tch li . . . . . . . . . . . . . . . . . . 19
2.1.1 Tp hp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.1.2 Hm li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.1.3 Mt s ng dng ca hm li . . . . . . . . . . . . . . . . . . . 22
2.2 Tnh cht tp phng n ca bi ton QHTT . . . . . . . . . . . . . . 26
3 Phng php n hnh 37
3.1 C s ca phng php n hnh . . . . . . . . . . . . . . . . . . . . . 37
3.2 Cng thc bin i bng n hnh . . . . . . . . . . . . . . . . . . . . . 40
3.3 Thut ton n hnh . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.4 Thut ton n hnh m rng . . . . . . . . . . . . . . . . . . . . . . . 46
3.5 Bi ton quy hoch tuyn tnh cha tham s . . . . . . . . . . . . . . . 51
3
4 Bi ton quy hoch tuyn tnh i ngu 58
4.1 Cc khi nim v bi ton i ngu . . . . . . . . . . . . . . . . . . . . 58
4.1.1 Cp bi ton i ngu i xng . . . . . . . . . . . . . . . . . . 58
4.1.2 Cp bi ton i ngu khng i xng . . . . . . . . . . . . . . 59
4.1.3 S i ngu tng qut . . . . . . . . . . . . . . . . . . . . . 61
4.2 Tnh cht ca cp bi ton i ngu . . . . . . . . . . . . . . . . . . . 62
4.2.1 Cc nh l i ngu . . . . . . . . . . . . . . . . . . . . . . . . 62
4.2.2 Cch gii bi ton i ngu . . . . . . . . . . . . . . . . . . . . 63
4.3 Phng php n hnh i ngu . . . . . . . . . . . . . . . . . . . . . . 66
4.3.1 C s l lun ca phng php . . . . . . . . . . . . . . . . . . 66
4.3.2 Thut ton n hnh i ngu . . . . . . . . . . . . . . . . . . . 67
5 Bi ton vn ti 75
5.1 Bi ton vn ti tng qut . . . . . . . . . . . . . . . . . . . . . . . . . 75
5.1.1 Xy dng bi ton . . . . . . . . . . . . . . . . . . . . . . . . . 75
5.1.2 Tnh cht ca bi ton vn ti . . . . . . . . . . . . . . . . . . . 76
5.2 Phng php tm phng n cc bin xut pht . . . . . . . . . . . . . 77
5.2.1 Phng php cc tiu cc ph . . . . . . . . . . . . . . . . . . 77
5.2.2 Phng php gc Ty -Bc . . . . . . . . . . . . . . . . . . . . 77
5.2.3 Phng php F- Ghen . . . . . . . . . . . . . . . . . . . . . . . 78
5.3 Thut ton th v . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
5.3.1 C s l lun ca thut ton . . . . . . . . . . . . . . . . . . . . 79
5.3.2 Thut ton th v . . . . . . . . . . . . . . . . . . . . . . . . . . 80
5.4 Cc dng khc ca bi ton vn ti . . . . . . . . . . . . . . . . . . . . 84
5.4.1 Bi ton vn ti khng cn bng thu pht . . . . . . . . . . . . 84
5.4.2 Bi ton vn ti c hm mc tiu cc i . . . . . . . . . . . . . 87
5.4.3 Bi ton vn ti c cm . . . . . . . . . . . . . . . . . . . . . 88
Ti liu tham kho. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
4
Chng 1
Bi ton quy hoch tuyn tnh
1.1 Mt vi bi ton thc t dn n bi ton quy
hoch tuyn tnh
1.1.1 Bi ton lp k hoch sn xut
a) Bi ton
Mt c s sn xut hai loi sn phm A v B t cc nguyn liu I, II, III, chi ph tng
loi nguyn liu v li ca n v sn phm cng nh d tr nguyn liu cho trong
bng sau y.
N.liuS.phm A B D tr
I 2 1 8
II 0 1 0
III 1 0 3
Li 3 5
Hy lp bi ton th hin k hoch sn xut sao cho tng s li ln nht trn c s d
tr nguyn liu c.
M hnh bi ton
Gi x
1
, x
2
ln lt l s sn phm A v B c sn xut (x
1
, x
2
0).
Max(3x
1
+ 5x
2
)
vi iu kin
_
_
2x
1
+x
2
8
x
2
4
x
1
3
x
1
, x
2
0
5
b) Tng qut
Mt cng ty d nh sn xut n sn phm S
j
, (j = 1, ..n) t m nguyn liu N
i
, (i =
1, ...m), li nhun mi sn phm v chi ph nguyn liu sn xut cho mi sn phm
cho bng sau:
N.LiuS.Phm S
1
S
2
... S
n
D tr
N
1
a
11
a
12
... a
1n
b
1
N
2
a
21
a
22
... a
2n
b
2
... ... ... ... ... ...
N
m
a
m1
a
m2
... a
mn
b
m
Li nhun C
1
C
2
... C
n
Yu cu hy lp k hoch sn xut trong iu kin nguyn liu d tr hin c v cc
iu kin khc khng cn quan tm, sao cho x nghip thu dc nhiu li nhun nht.
M hnh bi ton
Gi x
j
s lng sn phm th j cn sn xut, j=1,...n. Khi ta c:
a
11
x
1
+a
12
x
2
+... +a
1n
x
n
b
1
a
21
x
1
+a
22
x
2
+... +a
2n
x
n
b
2
...............................................
a
m1
x
1
+a
m2
x
2
+... +a
mn
x
n
b
m
Gi f(x) l tng li nhun
f(x) = c
1
x
1
+c
2
x
2
+... +c
n
x
n
Nh vy ta c bi ton
Max(f(x) =
n
j=1
c
j
x
j
)
vi iu kin
_
_
a
11
x
1
+a
12
x
2
+... +a
1n
x
n
b
1
a
21
x
1
+a
22
x
2
+... +a
2n
x
n
b
2
...............................................
a
m1
x
1
+a
m2
x
2
+... +a
mn
x
n
b
m
x
j
0, j = 1, 2, 3..
Hay
Max(f(x) =
n
j=1
c
j
x
j
)
6
vi iu kin
_
_
n
j=1
a
ij
x
j
b
1
, i = 1, 2...m
x
j
0, j = 1, 2, 3..
1.1.2 Bi ton xc nh khu phn thc n
a) Bi ton
Gi s sinh sng trong mt ngy m, mi ngi cn t nht 70g Protit, 30g Lipit
v 420g Gluxit. Hm lng cc cht trn c trong 1g thc n A v B nh sau:
Cht D.DngThc n A B
Protit(g) 0, 1 0, 2
Lipit(g) 0, 1 0, 1
Gluxit(g) 0, 7 0, 6
Ngoi ra, bit gi ca mi gam thc n A v B tng ng l 4 v 6. Hy xc nh
khi lng thc n l bao nhiu sao cho va m bo cht dinh dng, va s tin
mua l nh nht.
M hnh
Gi x
1
, x
2
ln lt l s gam thc n A v B c sn xut (x
1
, x
2
0).
Min(4x
1
+ 6x
2
)
vi iu kin
_
_
0, 1x
1
+ 0, 2x
2
70
0, 1x
1
+ 0, 1x
2
30
0, 7x
1
+ 0, 6 420
x
1
, x
2
0
b) Tng qut
Ta th hin bi ton qua bng
Mt x nghip cn mua n loi thc n T
j
, (j = 1, ..n) vi m cc cht dinh dng
D
i
, (i = 1, ...m), gi mua mi loi thc n v cc cht dinh dng cho di bng sau:
C.D.DngT.Phm T
1
T
2
... T
n
S.L.Ti thiu
D
1
a
11
a
12
... a
1n
b
1
D
2
a
21
a
22
... a
2n
b
2
... ... ... ... ... ...
D
m
a
m1
a
m2
... a
mn
b
m
Gi mua c
1
c
2
... c
n
7
Yu cu hy lp k hoch xc nh khu phn thc n sao cho va m bo cht dinh
dng, va chi ph s tin mua l nh nht.
M hnh
Tm (x
1
, x
2
, ..., x
n
) sao cho
Min(f(x) =
n
j=1
c
j
x
j
)
vi iu kin
_
_
n
j=1
a
ij
x
j
b
i
, i = 1, 2...m
x
j
0, j = 1, 2, 3..
trong
x
j
l s n v thc n cn mua, bt ng thc trn l rng buc lng cht dinh
dng cc loi c trong khi lng mua cn tm khng c t hn lng ti thiu cn
thit
1.1.3 Bi ton vn ti
a) Bi ton
C mt loi hng cn c vn chuyn t hai kho (trm pht) A
1
v A
2
ti 3 ni tiu
th (trm thu) B
1
, B
2
, B
3
. Bng sau cho bit s lng hng cn vn chuyn i mi
kho v s lng hng cn nhn mi ni tiu th v cc ph vn chuyn mt n v
hng t mi kho ti ni tiu th tng ng
Trm phtTrm thu B
1
B
2
B
3
Lng pht
A
1
5 2 3 30
A
2
2 1 1 75
Lng thu 35 25 45
Hy lp k hoch vn chuyn tha mn mi yu cu thu pht sao cho chi ph vn
chuyn l nh nht
M hnh bi ton
Gi x
ij
, i = 1, 2; j = 1, 2, 3 l lng hng cn vn chuyn t kho A
i
ti ni tiu th B
j
th m hnh ton hc ca bi ton s l. Tm x
ij
, i = 1, 2; j = 1, 2, 3 sao cho
Min(f(x) = 5x
11
+ 2x
12
+ 3x
13
+ 2x
21
+x
22
+x
23
)
8
vi iu kin
_
_
x
11
+x
12
+x
13
= 30
x
21
+x
22
+x
23
= 75
x
11
+x
21
= 35
x
12
+x
22
= 25
x
13
+x
23
= 45
x
ij
0, i = 1, 2; j = 1, 2, 3
b) Tng qut
Cn vn chuyn 1 loi hng t m ni pht n n ni thu, ni pht th i c s lng
hng a
i
(i = 1, , , m). Ni nhn th j cn s lng hng l b
j
(j = 1, ...n). Cc ph vn
chuyn mt n v hng t i n j l c
ij
. Nn vn chuyn nh th no m bo pht
ht v nhn s hng m c tng cc ph vn chuyn b nht.
M hnh bi ton
Gi x
ij
l s lng hng cn vn chuyn t i n j, suy ra bi ton quy hoch tuyn
tnh
Min(
m
i=1
n
j=1
x
ij
)
vi iu kin
_
_
n
j=1
x
ij
= b
j
i = 1, 2...m
m
i=1
x
ij
= a
i
j = 1, 2...n
x
ij
0, c
ij
0, b
j
, a
i
0, i = 1, 2...m, j = 1, 2...n
1.2 Bi ton quy hoch tuyn tnh
1.2.1 Bi ton QHTT dng tng qut
Tm x = (x
1
, x
2
, ..., x
n
) sao cho:
Min(Max) f(x) =
n
j=1
c
j
x
j
, (1.1)
9
vi iu kin
_
_
n
j=1
a
ij
x
j
b
i
, i = 1, ..., k (1.2)
n
j=1
a
ij
x
j
b
i
, i = k + 1, ..., k +m
1
(1.3)
n
j=1
a
ij
x
j
= b
i
, i = k +m
1
+ 1, ..., m (1.4)
x
j
0, j = 1, 2, ..., r, r n (1.5)
Bi ton (1.1) (1.5) c gi l bi ton quy hoch tuyn tnh dng tng qut,
f(x) gi l hm mc tiu, cc iu kin (1.2) (1.5) c gi l iu kin buc (hoc
iu kin rng buc).
Mi vc t X R
n
tha mn iu kin buc c gi l 1 phng n ca bi ton
quy hoch.
Tp hp tt c cc phng n gi l tp phng n v c k hiu l M.
Mt phng n lm cc tiu (cc i) th c gi l phng n ti u (p.a.t.u)
Bi ton quy hoch tuyn tnh gi l gii c nu c t nht mt phng n ti u.
1.2.2 Bi ton QHTT dng chnh tc
Bi ton dng chnh tc l bi ton c dng
Min(Max) f(x) =
n
j=1
c
j
x
j
, (1.6)
vi iu kin
_
_
n
j=1
a
ij
x
j
= b
i
, i = 1, 2, ..., m (1.7)
x
j
0, j = 1, 2, ..., n (1.8)
Ta c th d dng a bt k bi ton quy hoch tuyn tnh no v dng chnh tc
nh quy tc sau:
+ Nu c maxf(X) th ta i thnh minf(X). Sau khi tm c phng n ti
u, ta c maxf(X) = minf(X) v ngc li.
+ Nu c bt ng thc
n
j=1
a
ij
x
j
b
i
hoc
n
j=1
a
ij
x
j
b
i
th ta a thm n ph(bin
ph) x
n+i
0, vi h s hm mc tiu c
n+i
= 0 ta c
n
j=1
a
ij
x
j
x
n+i
= b
i
hoc
n
j=1
a
ij
x
j
+x
n+i
= b
i
+ Nu x
k
cha rng buc v du, th c th thay n bi hai n
x
k
, x
k
0, x
k
= x
k
x
k
10
Ch :
1. thun tin cho vic gii bi ton ta xem bi ton dng chnh tc l bi ton min
2. Mt s cch vit khc ca bi ton quy hoch tuyn tnh
Dng ma trn
Min(CX)
vi iu kin
_
AX = B
X 0
trong
C = (c
1
, c
2
, ..., c
n
)
1n
l ma trn hng cp 1 n
X = (x
1
, x
2
, ..., x
n
)
T
n1
B = (b
1
, b
2
, ..., b
m
)
T
m1
l cc ma trn ct
V ma trn A = (a
ij
) l ma trn cp mn
Dng vc t
MinC, X)
vi iu kin
_
x
1
A
1
+... +x
n
A
n
= A 0
x
1
, x
2
, ..., x
n
0
trong
C = (c
1
, c
2
, ..., c
n
) R
n
, X = (x
1
, x
2
, ..., x
n
) R
n
A
0
= (b
1
, b
2
, ..., b
m
) R
m
, A
j
= (a
1j
, ..., a
mj
) R
m
, j = 1, 2, ...n
V d 1. a bi ton sau y v dng chnh tc
Max(f(x) = x
1
+x
2
+x
3
)
vi iu kin
_
_
x
1
+x
2
+x
3
= 5
x
1
2x
2
+x
3
3
x
1
+x
2
x
3
4
x
1
, x
3
0
Ta thay maxf(X) bi minf(X), a thm n ph x
4
, x
5
0 v thay x
2
bi
x
2
= x
2
x
2
, x
2
, x
2
0 ta c
Min(x
1
x
2
+x
2
x
3
)
11
vi iu kin
_
_
x
1
+x
2
x
2
+x
3
= 5
x
1
2(x
2
x
2
) +x
3
+x
4
= 3
x
1
+x
2
x
2
x
3
x
5
= 4
x
1
, x
3
, x
2
, x
2
, x
4
, x
5
0
1.2.3 Bi ton QHTT dng chun tc
Bi ton dng chun tc l bi ton dng
Min(Max) f(x) =
n
j=1
c
j
x
j
, (1.9)
vi iu kin
_
_
n
j=1
a
ij
x
j
()b
i
, i = 1, 2, ..., m (1.10)
x
j
0, j = 1, 2, ..., n (1.11)
1.3 Phng php hnh hc gii bi ton QHTT
1.3.1 Nhn xt
Xt trong khng gian R
2
vi h trc ta xoy.
+ Phng trnh ax + by = c c biu din bi 1 ng thng vi vc t php tuyn
(a, b).
+ Cc im (x, y) tha mn ax + by c (ax + by c) nm trn na mt phng c
b l l ng thng ax +by = c.
+ Phng trnh ax +by = c khi m a, b khng i c thay i th ta c 1 h ng
thng song song c vc t ch phng l (-b, a).
V vy m t hnh nh hnh hc cu bi ton quy hoch tuyn tnh trong R
2
qua thut
ton sau:
1.3.2 Thut ton th
Xt bi ton quy hoch tuyn tnh
Min(Max) f(X) = c
1
x +c
2
y
vi iu kin
_
a
i
x +b
i
y d
i
, i = 1, 2, ..., m
x, y 0
Trn h trc ta vung gc xoy, ta thc hin thut ton.
12
Bc 1. Biu din cc iu kin buc ln h trc ta xoy, xc nh tp phng
n M.
Bc 2. biu din phng ca hm mc tiu c
1
x +c
2
y = f. Ta cho f mt gi tr f
0
c th no c c
1
x +c
2
y = f
0
.
+ Gi c
1
x +c
2
y = f
0
l ng mc.
+ Ta xc nh hng tng (gim) ph thuc vo bi ton max hay min (bi ton
max tnh tin theo hng tng v ngc li) nh sau: Ta ly I(x
0
, y
0
) ph thuc vo
tp phng n M, I(x
0
, y
0
) khng thuc ng mc(thng thng ly I 0 gc ta
).
Tnh f(I) = f
0
Nu f
0
< f
0
th hng ng mc ti im I l hng tng.
Nu f
0
> f
0
th hng ng mc ti im I l hng gim.
Bc 3. Ta tnh tin ng mc theo hng tng hoc gim ph thuc vo bi ton.
im ti hn cui cng ca tp phng n s l phng n ti u ca bi ton cho.
V d 2. Lp k hoch sn sut
Max(3x + 5y)
vi iu kin
_
_
2x +y 8
y 4
x 3
x, y 0
Gii
+ Min phng n l a gic li OABCD
+ V ng mc 3x + 5y = 15
Chn I O(0, 0) f(I) = 0 nh vy hng
t ng mc ti O l hng gim v
f(max) = f(B) = f(2, 4) = 3.2 + 5.4 = 26
Vy phng n ti u ca bi ton l X(2, 4).
V d 3. Gii bi ton
Max(f = x
1
x
2
)
13
vi iu kin
_
_
2x
1
+x
2
4
x
1
2x
2
2
x
1
, x
2
0
Hng dn.
+ V ng mc x
1
x
2
= 1
+ Chn I O(0, 0) f(I) = 0
+ f(I) < 1 suy ra hng ng mc ti im
I l hng gim. Do vy bi ton khng c
phng n ti u.
V d 4. Gii bi ton
Max(f = 4x
1
+ 5x
2
)
vi iu kin
_
_
2x
1
+x
2
8
x
1
+ 2x
2
7
x
2
3
x
1
, x
2
0
Hng dn. Xt ng mc 4x
1
+ 5x
2
= 10 f
max
= 22 ti X(3, 2).
14
BI TP CHNG 1
Bi tp 1. Gi s c hai kho hng, cha 30 tn v 40 tn hng. C 3 ca hng c
kh nng tip nhn 20 tn, 25 tn v 35 tn. Cc ph tr 1 tn hng t kho cho bi
KhoC.Hng A(20) B(25) C(35)
I : 30 3 5 4
II : 40 6 7 1
Tm cch tr hng tha mn 2 yu cu:
- t tin nht.
- Gii ta kho.
- Yu cu lp m hnh bi ton.
Bi tp 2. Trong mt chu k k hoch, nh my s dng hai loi vt liu V1, V2
sn xut 3 loi sn phm S1, S2, S3. Lng vt liu V
i
dng sn xut 1 n v sn
phm S
j
, gi bn 1 n v sn phm S
j
, s lng vt liu mi loi nh my c, cho bi
bng sau:
VLSP S1 S2 S3 S lng c
V
1
4 2 5 10.000
V
2
2 6 3 14.000
Gi bn 12nd 8nd 14nd
Vy lp k hoch sn xut, xc nh s lng sn phm mi loi cn sn xut, sao cho
tng thu nhp ln nht. Yu cu: Lp m hnh bi ton.
Bi tp 3. Mt x nghip c th sn xut c 3 loi sn phm, k hiu l: A; B; C.
nh mc hao ph nguyn liu, vn, lao ng (gi cng) v li nhun thu c tnh
cho 1 n v sn phm mi loi trong bng sau y:
Sn phm A B C Mc huy ng ti a
N.Liu (kg) 2 3 3 150
Vn (1.000d) 1 3 5 120
L.ng(gi cng) 4 8 1 100
Li nhun (1.000d) 2 3 5
Hy lp m hnh bi ton tm phng n sn xut sao cho trong phm vi s nguyn
liu, vn, gi cng huy ng c, xi nghip t li nhun cao nht.
Bi tp 4. Mt x nghip sn xut 3 loi sn phm A, B, C vi cc s liu sau:
Loi sn phm A B C
Gi bn (1000/v) 32 50 58
Chi ph sn xut (1000/v) 20 30 40
Thi gian hon tt sn phm (gi/v) 1 2 3
15
Bit rng x nghip hin c s vn dng cho sn xut l 3 triu ng. Qu thi gian
sn xut l 180 gi. Theo cc hp ng k vi khch hng, yu cu sp A phi c
lng sn xut t nht l 100 v. Gi s mi sp sn xut ra u tiu th c ht. Lp
k hoch sn xut cho tng li nhun ln nht.
Bi tp 5. Mt cng ty mun thc hin chin lc qung co mt loi sn phm ca
mnh vi chi ph c tnh l 150 ngn ng/thng. C 3 loi hnh qung co c chn
l: Tivi, Bo, i vi cc d liu nh sau:
Loi hnh qung co Tivi Bo i
Chi ph mt ln qung co (triu ng) 2 1, 5 0, 8
S ln qung co ti a trong thng 65 50 60
D on s tip nhn qung co mi ln(ngn ngi) 10 15 8
Chin lc qung co phi c t nht 30 ln qung co trn Tivi trong mt thng. Hy
lp m hnh bi ton xc nh k hoch qung co ti u.
Bi tp 6. Mt doanh nghip sn xut bnh ko sn xut 4 loi ko A, B, C, D. Bit
rng nguyn liu hin c, nh mc tiu hao nguyn liu cho 1 kg ko v li thu c
khi bn 1kg ko cho bng sau:
Nguyn liu S lng(kg) inh mc tiu hao(kg)
A B C D
ng 1000 0, 6 0, 2 0,2 0,7
Sa 300 0, 3 0, 7 0,8 0,1
C ph 80 0, 1 0, 1 0 0,2
Li() 500 4500 3000 4000
Gi s cc nguyn vt liu khc khng tnh n v sn xut bao nhiu th tiu th ht
by nhiu. Hy lp m hnh bi ton sao cho li sut thu c l ln nht.
Bi tp 7. Mt hp cht c ch to t cc n cht A, B, C, D, E. Cc n cht
ny c ly t qung I, II, II, IV. Hm lng n cht(n v n cht) c cha
trong 1 n v(v) qung mi loi v gi 1 n v qung mi loi c cho di bng
sau:
n chtQung I II III IV
A 3 4 1, 5 0
B 0 3 2 1
C 1 2 1, 5 2
D 2 0 3 1, 5
E 0, 01 0, 03 0, 07 0
Gi(ngn /v) 7 6 8 5
Bit rng 1 n v hp cht cn t nht 12 v n cht A; 8 v cht B; nhiu nht 6
v cht C; t nht 7 v cht D; 0,5 v cht E. Hy lp m hnh bi ton xc nh s
16
lng mua mi loi qung bao nhiu n v tng chi ph v nguyn liu cho 1 n
v hp cht l thp nht.
Bi tp 8. Mt c s t nhn sn xut giy vi d liu v 1 i dy c cho di
bng sau:
Giy n ng Giy ph n Giy tr em
Gi bn (ngn ng) 70 50 25
Chi ph vt liu(ngn ) 25 15 10
Thi gian hon tt(gi) 3 2, 5 1, 5
C s c 10 ngi th lm vic 8h/ngy. Lng cho 1 th l 1,5 triu ng/thng.
Ngi ch c s ny tnh rng vo thng ti, tng gi tr vt liu m ng huy ng
c l 7 triu ng. Gi s rng giy sn xut ra u tiu th ht. Hyax lp m hnh
bi ton sao cho li nhun thu c khi bn l giy sn xut trong thng ti l cao
nht.
Bi tp 9. a bi ton QHTT sau y v dng chnh tc:
a.
Min(4x
1
+ 3x
2
+ 4x
3
)
vi iu kin
_
_
2x
1
+ 3x
2
+ 4x
3
6
x
1
+ 3x
2
+ 4x
3
= 7
3x
1
+ 2x
2
+x
3
9
x
j
0, j = 1, 2, 3
b.
Max(2x
1
+ 3x
2
+ 4x
3
+x
4
)
vi iu kin
_
_
3x
1
+x
2
+ 2x
3
+x
4
= 2
2x
1
x
3
3x
4
1
x
1
x
3
2x
4
4
x
j
0, j = 1, 2, 3
c.
Min(x
1
+ 3x
2
2x
3
)
17
vi iu kin
_
_
3x
1
+x
2
2x
3
7
2x
1
4x
2
+x
3
= 12
4x
1
+ 3x
2
8x
3
10
x
1
0, x
3
0
Bi tp 10. Gii bi ton sau bng phng php th.
a.
Min(x
1
+x
2
)
vi iu kin
_
_
2x
1
+x
2
2
x
1
2x
2
2
x
1
+x
2
5
x
1
, x
2
0
b.
Max(x
1
+x
2
)
vi iu kin
_
_
2x
1
+x
2
2
x
1
2x
2
2
x
1
, x
2
0
18
Chng 2
Tnh cht ca bi ton quy hoch
tuyn tnh
2.1 Mt s kin thc c bn v gii tch li
2.1.1 Tp hp li
a) nh ngha.
T hp li . Cho k im x
1
, x
2
, ..., x
k
R
n
. Khi
x =
k
i=1
i
x
i
,
i
0
k
i=1
i
= 1
ta ni x l t hp li ca h im cho.
on thng. Cho x
1
, x
2
R
n
, tp hp
x
1
x
2
= x R
n
: x =
1
x
1
+
2
x
2
,
1
,
2
0,
1
+
2
= 1
c gi l on thng ni hai im cho.
Tp hp li. Tp hp M R
n
c gi l tp hp li nu on thng ni hai im
bt k thuc M, nm trn trong M, ngha l vi
x
1
, x
2
M, x = x
1
+ (1 )x
2
, 0 .1
th x M.
im cc bin. Cho tp li M R
n
. im x M c gi l im cc bin ca
M, nu khng tn ti x
1
, x
2
M m
x = x
1
+ (1 )x
2
, 0 < < 1.
Ngha l x khng th l im trong ca bt k on thng no thuc M. im cc
bin ca tp li cc phng n gi l phng n cc bin.
19
Tp M = x R
n
:
n
j=1
a
ij
x
j
b
i
, i = 1, ..., m c gi l tp li a din
Tp li a din M khc rng v b chn c gi l a din li
Hay trong R
n
, tp cc im l t hp li ca mt s hu hn im cho trc c gi
l a din li sinh bi cc im y.
b) Tnh cht.
Tnh cht 1. Giao ca cc tp li l mt tp li.
Tnh cht 2. Tng (Hiu) ca cc tp li l mt tp li.
Tnh cht 3. Nu M l tp hp li th n cha mi t hp li ca hu hn im ca
tp hp .
V d 1. Chng minh rng tp hp sau l tp li:
D = (x
1
, x
2
) R
2
, x
1
+ 2x
2
50, x
1
40, x
2
20, x
1
, x
2
0
Chng minh. Ly bt k x = (x
1
, x
2
) D, y = (y
1
, y
2
) D.
Ta chng minh z = x + (1 )y D, [0, 1]
Tht vy: Gi z = (z
1
, z
2
), z
1
= x
1
+ (1 )y
1
, z
2
= x
2
+ (1 )y
2
, [0, 1].
Ta c:
z
1
+ 2z
2
= x
1
+ (1 )y
1
+ 2[x
2
+ (1 )y
2
]
= (x
1
+ 2x
2
) + (1 )(y
1
+ 2y
2
)
50 + (1 )50 = 50
z
1
= x
1
+ (1 )y
1
40 + (1 )40 = 40
z
2
= x
2
+ (1 )y
2
20 + (1 )20 = 20
z
1
= x
1
+ (1 )y
1
0 + (1 )0 = 0
z
2
= x
2
+ (1 )y
2
0 + (1 )0 = 0
Vy suy ra z D nn D l tp li.
2.1.2 Hm li
a) nh ngha. Cho hm f xc nh trn tp li M, hm f c gi l hm li
nu x, y M, [0, 1] ta c:
f(x + (1 )y) f(x) + (1 )f(y)
du bng = xy ra khi = 0 hoc = 1 v f c gi l hm li cht. Ngc li,
f(x + (1 )y) > f(x) + (1 )f(y)
th f c gi l hm lm (lm cht).
Nu f(x) l hm li th f(x) l hm lm.
b) Tnh cht ca hm li
20
Tnh cht 1. Hm tuyn tnh l hm va li va lm.
Tnh cht 2. Hm mt bin s f(x) xc nh v lin tc, c o hm cp 2 trn
khong (a, b). Khi f(x) l hm li trn khong (a, b) nu f(x) 0, x (a, b)
Tnh cht 3. (Bt ng thc Jensen.)
Hm f(x) l hm li trn tp li M khi v ch khi
f(
k
i=1
i
x
(i)
)
k
i=1
i
f(x
(i)
), x
(i)
M (2.1)
trong
i
0,
k
i=1
i
= 1
Chng minh:
Gi s c bt ng thc (2.1), khi vi k=2 th f l hm li.
Ngc li, gi s f(x) l hm li trn M, ta xt
x =
k
i=1
i
x
(i)
,
i
0,
k
i=1
i
= 1
Do M li nn x M. Ta chng minh (2.1) theo quy np
Vi k = 2 bt ng thc lun ng.
Gi s bt ng thc ng vi k tc l
f(
k
i=1
i
x
(i)
)
k
i=1
i
f(x
(i)
)
ta chng minh ng vi k + 1, tc l
f(
k+1
i=1
i
x
(i)
)
k+1
i=1
i
f(x
(i)
)
Tht vy, khng mt tnh tng qut, gi s 0 <
k+1
< 1. Khi
f(
k+1
i=1
i
x
(i)
) = f(
k
i=1
i
x
(i)
+
k+1
x
(k+1)
)
= f((1
k+1
)
k
i=1
i
1
k+1
x
(i)
+
k+1
x
(k+1)
)
Ta t
i
=

i
1
k+1
, vi mi
i
0,
k
i=1
i
= 1. Do theo gi thit bt ng thc
ng vi k ta c
f(
k
i=1
i
x
(i)
)
k
i=1
i
f(x
(i)
) =
1
1
k+1
k
i=1
i
f(x
(i)
)
21
T ta c
f(
k+1
i=1
i
x
(i)
) = f((1
k+1
)
k
i=1
i
1
k+1
x
(i)
+
k+1
x
(k+1)
)
k+1
i=1
i
f(x
(i)
)
T ta suy ra iu phi chng minh.
H qu 1. Nu hm s y = f(x) li trn tp li M, vi x
1
, x
2
, ...x
n
M th ta c bt
ng thc
f(
x
1
+x
2
+... +x
n
n
)
f(x
1
) +f(x
2
) +... +f(x
n
)
n
, n 2 (2.2)
H qu 2. Nu hm s y = f(x) li trn tp li M, vi x
1
, x
2
, ...x
n
M th ta c bt
ng thc
f(
m
1
x
1
+m
2
x
2
+... +m
n
x
n
m
1
+m
2
+... +m
n
)
m
1
f(x
1
) +m
2
f(x
2
) +... +m
n
f(x
n
)
m
1
+m
2
+... +m
n
(2.3)
Tnh cht 4. Hm lin tc f l hm li khi v ch khi tha mn
f(
X +Y
2
)
1
2
f(X) +
1
2
f(Y )
2.1.3 Mt s ng dng ca hm li
V d 2. Chng minh bt ng thc Csi
x
1
+x
2
+... +x
n
n

n
x
1
.x
2
...x
n
, (x
i
0, i = 1, 2, ..., n)
Chng minh.
+ Nu tn ti i sao cho x
i
= 0 th bt ng thc ng
+ Gi s x
i
> 0, i, ta xt hm li f(x) = lnx. Theo bt ng thc (2.2) ta c
f(
x
1
+x
2
+... +x
n
n
)
f(x
1
) +f(x
2
) +... +f(x
n
)
n
ln(
x
1
+x
2
+... +x
n
n
)
ln(x
1
) ln(x
2
) ... ln(x
n
)
n
ln(
x
1
+x
2
+... +x
n
n
) ln(x
1
.x
2
..x
n
)
1
n
x
1
+x
2
+... +x
n
n

n
x
1
.x
2
..x
n
Du bt ng thc xy ra khi v ch khi x
1
= x
2
= ... = x
n
22
V d 3. Chng minh bt ng thc Bunhiacpxki
(a
1
b
1
+a
2
b
2
+... +a
n
b
n
)
2
(a
2
1
+a
2
2
+...a
2
n
)(b
2
1
+b
2
2
+... +b
2
n
),
trong a
1
, a
2
, ..., a
n
; b
1
, b
2
, ...., b
n
l 2n s ty
Chng minh.
Ta xt hm li f(x) = x
2
, vi mi x R. Theo bt ng thc (2.3) ta c
(
m
1
x
1
+m
2
x
2
+... +m
n
x
n
m
1
+m
2
+... +m
n
)
2
m
1
x
2
1
+m
2
x
2
2
+... +m
n
x
2
n
m
1
+m
2
+... +m
n
(m
1
x
1
+... +m
n
x
n
)
2
(m
1
+... +m
n
)(m
1
x
2
1
+... +m
n
x
2
n
)
t m
i
= b
2
i
v x
i
=
a
i
b
i
ta c
(b
2
1
a
1
b
1
+b
2
2
a
2
b
2
+... +b
2
n
a
n
b
n
)
2
(b
2
1
+b
2
2
+... +b
2
n
)(b
2
1
a
2
1
b
2
1
+b
2
2
a
2
2
b
2
1
+... +b
2
1
a
2
n
b
2
n
)
(a
1
b
1
+a
2
b
2
+... +a
n
b
n
)
2
(a
2
1
+... +a
2
n
)(b
2
1
+... +b
2
n
)
Du bng xy ra khi v ch khi
a
1
b
1
=
a
2
b
2
= ... =
a
2
b
2
. Suy ra iu phi chng minh.
V d 4. Chng minh bt ng thc Mincpxki
n
a
1
a
2
...a
n
+
n
_
b
1
b
2
...b
n

n
_
(a
1
+b
1
)(a
2
+b
2
)...(a
n
+b
n
),
trong a
1
, a
2
, ..., a
n
; b
1
, b
2
, ...., b
n
l 2n s dng
Chng minh.
Xt hm li f(x) = ln(1 +e
x
). Khi p dng bt ng thc Jensen (2.2) ta c
f(
x
1
+x
2
+... +x
n
n
)
f(x
1
) +f(x
2
) +... +f(x
n
)
n
,
Chn x
i
= ln
b
i
a
i
, i = 1, ..n ta c
ln(1 +e
ln
b
1
a
1
+...+ln
b
n
a
n
n
)
ln(1 +e
b
1
a
1
) +ln(1 +e
b
2
a
2
) +... +ln(1 +e
b
n
a
n
)
n
ln(1 +e
ln
n
b
1
.b
2
...b
n
a
1
a
2
...a
n
)
ln(1 +
b
1
a
1
) +... +ln(1 +
b
n
a
n
)
n
a
1
.a
2
...a
n
+
n
b
1
.b
2
...b
n
n
a
1
.a
2
...a
n
(a
1
+b
1
)...(a
n
+b
n
)
a
1
...a
n
a
1
a
2
...a
n
+
n
_
b
1
b
2
...b
n

n
_
(a
1
+b
1
)(a
2
+b
2
)...(a
n
+b
n
),
Suy ra iu phi chng minh.
V d 5. Chng minh bt ng thc Holder
a
1
b
1
+a
2
b
2
+... +a
n
b
n

_
a
p
1
+a
p
2
+... +a
p
n
_1
p
_
b
q
1
+b
q
2
+... +b
q
n
_1
q
23
vi a
i
, b
i
> 0; p, q > 0;
1
p
+
1
q
= 1
Chng minh.
Xt hm li f(x
p
), (x > 0, p > 1). Theo bt ng thc Jensen (2.3) ta c
_
m
1
x
1
+m
2
x
2
+... +m
n
x
n
m
1
+m
2
+... +m
n
_
p
m
1
x
p
1
+m
2
x
p
2
+... +m
n
x
p
n
m
1
+m
2
+... +m
n
hay l
m
1
x
1
+m
2
x
2
+... +m
n
x
n
m
1
+m
2
+... +m
n
_
m
1
x
p
1
+m
2
x
p
2
+... +m
n
x
p
n
m
1
+m
2
+... +m
n
_1
p
T suy ra
m
1
x
1
+m
2
x
2
+... +m
n
x
n

_
m
1
x
p
1
+... +m
n
x
n
_1
p
_
m
1
+... +m
n
_
p1
p
()
Mt khc do
1
p
+
1
q
= 1 nn
p1
p
=
1
q
. thay vo (*) ta c
m
1
x
1
+m
2
x
2
+... +m
n
x
n

_
m
1
x
p
1
+... +m
n
x
n
_1
p
_
m
1
+... +m
n
_1
q
Hay
n
i=1
m
i
x
i

_
n
i=1
m
i
x
p
i
_1
p
_
n
i=1
m
i
_1
q
t m
i
= b
q
i
, x
i
= a
i
b
1q
i
ta c
n
i=1
b
q
i
a
i
b
1q
i

_
n
i=1
b
q
i
_
a
i
b
1q
i
_
p
_1
p
_
n
i=1
b
q
i
_1
q
Hay l
n
i=1
a
i
b
i

_
n
i=1
a
p
i
b
p+qpq
i
_1
p
_
n
i=1
b
q
i
_1
q
Mt khc li do
1
p
+
1
q
= 1 nn p +q pq = 0, suy ra b
p+qpq
= b
0
= 1
Vy
a
1
b
1
+a
2
b
2
+... +a
n
b
n

_
a
p
1
+a
p
2
+... +a
p
n
_1
p
_
b
q
1
+b
q
2
+... +b
q
n
_1
q
iu phi chng minh
24
V d 6. Chng minh bt ng thc Svacx Cho 2n s thc a
1
, ..., a
n
; b
1
, ..., b
n
trong
b
i
> 0, i = 1, 2...n ta c
a
2
1
b
1
+
a
2
2
b
2
+... +
a
2
n
b
n
(a
1
+a
2
+... +a
n
)
2
b
1
+b
2
+... +b
n
Chng minh.
Xt hm li f(x) = x
2
, x R. Theo bt ng thc Jensen (2.3) ta c
(
m
1
x
1
+m
2
x
2
+... +m
n
x
n
m
1
+m
2
+... +m
n
)
2
m
1
x
2
1
+m
2
x
2
2
+... +m
n
x
2
n
m
1
+m
2
+... +m
n
Hay
(m
1
x
1
+m
2
x
2
+... +m
n
x
n
)
2
m
1
+m
2
+... +m
n
m
1
x
2
1
+m
2
x
2
2
+... +m
n
x
2
n
t m
i
= b
i
v x
i
=
a
i
b
i
. Khi ta c
(a
1
+a
2
+... +a
n
)
2
b
1
+b
2
+... +b
n
a
2
1
b
1
+
a
2
2
b
2
+... +
a
2
n
b
n
Suy ra iu phi chng minh.
V d 7. Cho a, b, c > 0. Chng minh rng
(b +c)
a
(c +a)
b
(a +b)
c
_
2
3
(a +b +c)
_
a+b+c
Chng minh.
Ly logarit hai v, bt ng thc tng ng vi
aln(b +c) +bln(c +a) +cln(a +b)
a +b +c
ln
_
2
3
(a +b +c)
_
Xt hm li f(x) = ln(a +b +c x), vi 0 < x < a +b +c. Khi p dng bt ng
thc Jensen (3) ta c
f
_
a.a +b.b +c.c
a +b +c
_
af(a) +bf(b) +cf(c)

a +b +c
ln
_
a +b +c
a
2
+b
2
+c
2
a +b +c
_
aln(b +c) bln(a +c) cln(a +b)

a +b +c
ln
_
2ab + 2bc + 2ac
a +b +c
_
aln(b +c) +bln(a +c) +cln(a +b)

a +b +c
25
Do hm y = lnx l ng bin trn (0, ), nn ta ch cn chng minh
2
3
(a +b +c)
2ab + 2bc + 2ac
a +b +c
(*)
Tht vy (*) tng ng vi
(a +b +c)
2
3(ab +bc +ac)
a
2
+b
2
+c
2
ab +bc +ca
(a b)
2
+ (b c)
2
+ (c a)
2
0
lun lun ng nn (*) ng, t suy ra
ln
_
2
3
(a +b +c)
_
ln
_
2ab + 2bc + 2ac
a +b +c
_
aln(b +c) +bln(a +c) +cln(a +b)

a +b +c
Vy ta suy ra
(b +c)
a
(c +a)
b
(a +b)
c
_
2
3
(a +b +c)
_
a+b+c
iu phi chng minh. Du = xy ra khi v ch khi a = b = c
2.2 Tnh cht tp phng n ca bi ton QHTT
Khng mt tnh tng qut ta xt bi ton quy hoch tuyn tnh dng chnh tc
Min(Max) f(x) =
n
j=1
c
j
x
j
, (1.12)
vi iu kin
_
_
n
j=1
a
ij
x
j
= b
i
, i = 1, 2, ..., m (1.13)
x
j
0, j = 1, 2, ..., n (1.14)
+ H (1.13) c ng m phng trnh c lp tuyn tnh
+ Mi b
i
0, i =1, 2, ..., m
+ m < n (nu m n th tp phng n c nhiu nht mt im, do vy vic ti u
ha l tm thng). K hiu M l tp phng n ca bi ton (1.12), (1.13), (1.14).
Tnh cht 1. Phng n X
0
gi l phng n cc bin nu khi th X
0
vo h rng
buc tha mn "cht" n rng buc c lp tuyn tnh (n l s n s).
+ Rng buc th i gi l "cht" vi phng n X, nu th X vo cho ta mt ng thc
26
ng.
+ Rng buc th i gi l "lng" vi phng n X nu khi th X vo cho ta 1 bt ng
thc ngt (>, <).
+ H buc c lp detA ,= 0; (A l ma trn h s, detA l nh thc ca A).
Nu X tha mn ng n rng buc cht th gi X l phng n cc bin khng suy
bin.Nu X tha mn nhiu hn n rng buc "cht" th ta ni X l phng n cc bin
suy bin.
Tnh cht 2. Mt phng n X
0
c gi l phng n ti u(gii c) ca
f
min
; f
max
khi v ch khi:
_
X
0
D(D ,= )
f(X
0
) f(X), X D
nu f
min
, tc l hm f bi chn di
_
X
0
D(D ,= )
f(X
0
) f(X), X D
nuf
max
, tc l hm f bi chn trn
Phng n X
0
c gi l PACBTU nu n tha mn
+ X
0
l PACB
+ X
0
l phng n ti u.
Tnh cht 3. Nu bi ton QHTT c phng n cc bin(tc l im cc bin ca
tp phng n) v hm mc tiu b chn th n c phng n cc bin ti u.
Tnh cht 4. Nu bi ton QHTT c phng n ti u v c phng n cc bin th
n c phng n cc bin ti u.
T suy ra rng, nu bi ton QHTT c phng n cc bin v c 1 phng n
tt hn mi phng n th trn tp phng n hm mc tiu khng b chn(i vi
bi ton min ta ni phng n x tt hn phng n y nu f(x)< f(y), trong f(x) l
hm mc tiu)
Tnh cht 5. Nu bi ton QHTT c tp cc phng n D ,= v hm mc tiu b
chn trn D (b chn di i vi bi ton Min, b chn trn i vi bi ton Max) th
c PATU.
Tnh cht 6. Nu bi ton QHTT dng chnh tc c phng n th n c t nht 1
phng n cc bin.
Tnh cht 7. Nu bi ton QHTT dng chnh tc c phng n ti u th n c t
nht 1 phng n cc bin l phng n ti u
Ch . H rng buc c lp tuyn tnh khi v ch khi detA ,= 0 (A l ma trn h
s). Hoc h A
1
, A
2
, .., A
n
c gi l c lp tuyn tnh nu
1
A
1
+, ..., +
n
A
n
= 0
ch xy ra khi
1
=
2
= ... =
n
= 0 vi
1
, ..,
n
K
27
V d 8. Cho bi ton quy hoch tuyn tnh
Min(f(x) = 8x
1
+ 2x
2
+ 9x
3
x
4
)
vi iu kin
_
_
3x
1
+ 2x
3
x
4
14
x
1
4x
2
2x
4
= 8
x
1
+ 7x
2
+x
3
+ 3x
4
7
x
1
0, x
2
0, x
3
0
Hy xt xem vc t X
0
= (0, 1, 6, 2) c phi l phng n cc bin ca bi ton
cho hay khng?
Gii.
Thay X
0
vo h rng buc ca bi ton ta c
3x
1
+ 2x
3
x
4
= 14
x
1
4x
2
2x
4
= 8
x
1
+ 7x
2
+x
3
+ 3x
4
= 7
x
1
= 0
x
2
= 1 < 0
x
3
= 6 > 0
Nh vy X
0
l mt phng n ca bi ton
Phng n X
0
tha mn 4 rng buc cht, s rng buc cht ng bng s bin ca
bi ton v nh thc ca ma trn cc h s ng vi 4 rng buc cht l:
3 0 2 1
1 4 0 2
1 7 1 3
1 0 0 0
0 2 1
4 0 2
7 1 3
= 0
Suy ra h 4 rng buc cht ph thuc tuyn tnh, nn phng n X
0
khng phi l
phng n cc bin ca bi ton
Vn cu hi nh trn nhng vi vc t X
1
= (4, 0, 0, 2)
Thay X
1
3x
1
+ 2x
3
x
4
= 14
x
1
4x
2
2x
4
= 8
x
1
+ 7x
2
+x
3
+ 3x
4
= 10 < 7
x
1
= 4 > 0
x
2
= 0
x
3
= 0
28
Nh vy X
1
Phng n X
1
tha mn 4 rng buc cht, s rng buc cht ng bng s bin ca
bi ton v nh thc ca ma trn cc h s ng vi 4 rng buc cht l:
3 0 2 1
1 4 0 2
0 1 0 0
0 0 1 0
3 0 1
1 4 2
0 1 0
3 1
1 2
= 5 ,= 0
Nh vy h rng buc cht c lp tuyn tnh. Do X
1
l phng n cc bin(khng
suy bin) ca bi ton
Vn cu hi nh trn nhng vi vc t X
2
= (0, 0, 5, 4)
Thay X
2
3x
1
+ 2x
3
x
4
= 14
x
1
4x
2
2x
4
= 8
x
1
+ 7x
2
+x
3
+ 3x
4
= 7
x
1
= 0
x
2
= 0
x
3
= 5 > 0
Nh vy X
2
Phng n X
2
tha mn 5 rng buc cht, s rng buc cht nhiu hn s bin ca
bi ton. Xt 4 rng buc cht trong s 5 rng buc cht trn v nh thc ca ma
trn cc h s ng vi 4 rng buc cht l:
1 4 0 2
1 7 1 3
1 0 0 0
0 1 0 0
1 0 2
1 1 3
1 0 0
= 2 ,= 0
Nh vy h 4 rng buc cht c lp tuyn tnh. Do X
2
l phng n cc bin suy
bin ca bi ton
Cng cu hi nh trn nhng vi vc t X
3
= (6, 0, 0, 1)
Thay X
3
3x
1
+ 2x
3
x
4
= 19 > 14
x
1
4x
2
2x
4
= 8
x
1
+ 7x
2
+x
3
+ 3x
4
= 9 < 7
x
1
= 6 > 0
x
2
= 0
x
3
= 0
29
Nh vy X
3
Phng n X
3
tha mn 3 rng buc cht, s rng buc cht t hn s bin ca bi
ton.Do X
3
khng phi l phng n cc bin ca bi ton
V d 9. Cho bi ton QHTT
Min(6x
1
+ 3x
2
+ 5x
3
+ 2x
4
)
vi iu kin
_
_
3x
1
+ 2x
2
+x
3
+ 2x
4
15
x
1
+ 2x
2
+ 2x
3
+ 3x
4
= 10
2x
1
+x
2
+ 2x
3
+x
4
12
x
j
0, j = 1, 2, 3, 4
Cho vc t X = (2, 0, 4, 0)
a) X c phi l phng n cc bin ca bi ton khng?
b) Chng t rng bi ton c phng n D ,= nhng hm mc tiu khng b chn.
Hng dn
a) Tha mn 4 rng buc cht(rng buc 2, 3 v x
2
= 0, x
4
= 0) v h c s gm 4 vc
t x
1
, x
2
, x
3
, x
4
c lp tuyn tnh. Vy X l PACB khng suy bin.
b) T h rng buc ta rt x
1
, x
2
, x
3
theo x
4
, x
5
, x
6
ta c
_
_
x
1
= 24/7 + 5/7x
4
2/7x
5
+ 2/7x
6
x
2
= 10/7 9/7x
4
2/7x
5
5/7x
6
x
3
= 13/7 4/7x
4
+ 3/7x
5
+ 4/7x
6
Ta cho x
4
= x
5
= x
6
= 0 th c phng n X = (24/7, 10/7; 13/7; 0) suy ra tp
phng n D ,= . Thay x
1
, x
2
, x
3
vo f ta c
f(x) = 239/7 3/7x
4
+ 21/7x
5
17/7x
6
c nh x
5
; x
6
v cho x
4
+ f nn hm mc tiu khng bi chn.pcm.
Min(4x
1
6x
2
+ 3x
3
)
vi iu kin
_
_
2x
1
+ 4x
2
x
3
0
3x
1
5x
2
+ 2x
3
1
x
1
2x
3
2
3x
2
+x
3
2
x
1
x
2
2
x
j
0; j = 1, 2, 3
30
Hy chng t X
0
= (2, 1, 0) l phng n cc bin ti u ca bi ton cho.
Hng dn
Ta chng minh X
0
l phng n cc bin
Ta thay X
0
vo h tha mn 3 rng buc cht v nh thc ca ma trn cc h s ng
vi 3 rng buc cht c lp tuyn tnh. Do X
0
l phng n cc bin khng suy
bin.
Ta chng minh X
0
l phng n ti u(chng minh hm mc tiu b chn di).
Tht vy ta nhn bpt (2) vi 2 sau cng vi bpt (1) theo v ta c
f(x) = 4x
1
6x
2
+ 3x
3
2
Vy hm mc tiu b chn di bi 2 nn suy ra iu phi chng minh.
V d 11. Cho bi ton QHTT sau
Max(x
2
+ 2x
3
2x
4
2x
5
)
vi iu kin
_
_
2x
1
+ 3x
2
+x
3
+x
5
4
4x
1
5x
2
+ 3x
4
x
5
6
x
1
+ 2x
2
+ 2x
3
x
4
= 3
x
j
0, j = 1, 2, 3, 4, 5
Chng minh rng X
0
= (1, 2, 0, 0, 0) l phng n cc bin ti u suy bin.
Hng dn
Ta chng minh X
0
l phng n cc bin suy bin
Ta thay X
0
vo h thy c 6 rng buc cht vy X
0
l phng n cc bin suy bin.
Ta chng minh hm mc tiu b chn trn. Tht vy, nhn bpt (1) vi 2, cng theo
v vi (2) ta c
x
2
+ 2x
3
+ 3x
4
+x
5
8
f(x) = x
2
+ 2x
3
2x
4
2x
5
2 5x
4
3x
5
2
V x
4
, x
5
0 vy f b chn trn bi 2. Vy X
0
l phng n cc bin suy bin.
Min(4x
1
5x
2
+ 2x
3
)
vi iu kin
_
_
x
1
+ 3x
2
3x
3
= 17
x
1
x
2
+ 2x
3
2
4x
1
+ 5x
2
2x
3
43
2x
1
x
2
+ 8x
3
= 1
x
3
0
31
1) Xc nh tp cc phng n, PACB
2) Chng t bi ton gii c.
Hng dn
1) Thm cc n ph ri gii h
2) T phng trnh 1,4 rt x
1
, x
2
th vo bt phng trnh cn li xc nh x
3
v
tin hnh xt f
V d 13. Chng t bi ton sau gii c
Max(x
1
+x
2
+ 2x
3
+x
4
)
vi iu kin
_
_
2x
1
x
2
+ 4x
3
x
4
10
x
1
2x
2
+x
4
13
4x
1
x
2
+ 3x
3
8
2x
1
+x
3
5x
4
5
3x
1
+ 2x
2
2x
3
+x
4
= 0
x
j
3; j = 1, 3, 4
Hng dn
Rt x
2
t phng trnh 5 vo f, va s dng x
j
3; j = 1, 3, 4 ta suy ra f(x) b chn
trn
Min(2x
1
+x
2
+x
3
+ 5x
4
)
vi iu kin
_
_
x
1
= 5
3x
1
2x
2
9
x
3
8
x
3
+ 5x
4
= 13
1) Hy ch ra mt PACB v chng t bi ton khng gii c
2) Nu thay c
2
= 4, chng t bi ton gii c v tm mt phng n ti u.
Hng dn
1) Thm cc n ph ri gii h phng trnh v suy ra PACB
T h phng trnh rt x
1
, x
2
th vo f(x) ta c
f(x) = 23 +x
2
+ 2x
3
; x
2
3; x
4
1
Ta c nh x
4
cho x
2
do bi ton khng gii c
2) Khi c
2
= 4 f(x) = 23 4x
2
+ 2x
3
; x
2
3; x
4
1 f(x) 23 Vy f(x)
b chn di bi -23 khi phng n ti u chnh l X
0
= (5, 3, 8, 1).
32
BI TP CHNG 2
Bi tp 1. Hy chng minh rng:
a) Giao ca tp li l mt tp li
b) Tng(Hiu) ca cc tp li l mt tp li.
Bi tp 2. Gi s f : D(f) R, D(f) R
n
l tp li. Chng minh rng f l li
trn D(f) khi v ch khi vi x, y D(f) th hm
() = f[x + (1 )y]
l hm li theo trn [0, 1].
Bi tp 3. Gi s f : D(f) R l hm li, D(f) R
n
l tp li. Gi s g : D(g) R
l n iu tng v li trn D(g) R v f(D(f)) D(g).
Chng minh rng hm hp F : D(f) R, trong F(x) = g(f(x)) l hm li trn
D(f).
Bi tp 4. Trong mt phng vi h trc ta vung gc xoy, on thng AB c
biu din:
AB = X(x, y)[X = A + (1 )B, [0, 1]
cho hm tuyn tnh f xc nh trn tam giaics ABC. Chng minh rng:
a) X(x, y) ABC c
X =
1
A +
2
B +
3
C,
1
,
2
,
3
0,
1
+
2
+
3
= 1
b) Nu f(A) = minf(A), f(B), f(C) th f(A) = min f(X), X ABC
Bi tp 5. Hy kim tra xem cc hm s su y c phi l hm li hay khng?
a) f(x) = [x[ vi mi x R.
b) f(x) = e
x
vi mi x R.
c) f(x) = (x 1)
3
vi 1 x < +.
d) f(x) = (x 1)
3
vi 0 x < +.
e) f(x) = logx vi 0 < x < +.
f) f(x) = e
x
2
vi 0 x < +.
Bi tp 6. S dng cc tnh ca hm li chng minh cc bi ton sau:
1. Cho cc s dng a
1
, ..., a
n
, a
1
+a
2
+... +a
n
= 1. Chng minh rng
1
a
k
1
+
1
a
k
2
+... +
1
a
k
n
n
k+1
, (k > 0)
2. Cho n > 1 v x
1
, x
2
, x
3
, ..., x
n
> 0. Chng minh rng
x
n
1
+x
n
2
+... +x
n
k
k

_
x
1
+x
2
+... +x
k
k
_
n
33
3. Cho k l s nguyn dng v x
1
, x
2
, x
3
, ..., x
n
> 0, n > 1. Chng minh rng
(x
1
+x
2
+... +x
n
)
2k
n
2k1
(x
2k
1
+x
2k
2
+... +x
2k
n
)
4. Cho a, b, c > 0. Chng minh rng
(b +c)
a
(c +a)
b
(a +b)
c
2
3
(a +b +c)
a+b+c
5. Cho a
1
, a
2
, ..., a
n
> 0. Chng minh rng
a
a
1
1
.a
a
2
2
...a
a
n
n

_
a
1
+a
2
+... +a
n
n
_
a
1
+a
2
+...+a
n
Bi tp 7. Cho bi ton QHTT
Min(7x
1
+ 6x
2
+ 4x
3
+ 3x
4
)
vi iu kin
_
_
x
1
1
x
1
+x
2
2
x
1
+x
2
+x
3
3
x
1
+x
2
+x
3
+x
4
4
x
j
0, j = 1, 2, ...4
a)Phng n X = (1, 1, 1, 1) c phi phng n cc bin ca bi ton, c suy bin hay
khng?
b) Phng n X = (4, 0, 0, 0) c phi phng n cc bin ca bi ton, c suy bin
hay khng?
c) Chng t hm mc tiu b chn di bi 20.
Min(x
1
+ 2x
2
+x
3
+ 3x
4
)
vi iu kin
_
_
x
1
+x
2
+x
3
+ 2x
4
= 10
x
1
+ 3x
2
+ 3x
4
= 9
x
j
0, j = 1, 2, ...4
a)Phng n X = (1, 1, 1, 1) c phi phng n cc bin khnmg suy bin hay khng?
b) Phng n X = (4, 0, 0, 0) c phi phng n cc bin ca bi ton khng?
c) Chng t hm mc tiu b chn di.
34
Min(3x
1
4x
2
+ 3x
3
+x
4
+ 8x
5
4x
6
)
vi iu kin
_
_
2x
1
+x
3
+ 2x
5
3x
6
= 2
x
2
x
3
+x
4
2x
5
+x
6
= 2
x
1
2x
2
+ 3x
4
+ 5x
5
x
6
= 5
a)Xc nh tp cc phng n ca bi ton, v chng t bi ton khng gii c.
b) Khi hm mc tiu f(x) = 3x
1
4x
2
+3x
3
+x
4
+11x
5
6x
6
min th c kt lun
g v bi ton?Nu c im ca tp cc phng n.
Min(3x
2
+x
3
+x
4
+ 2x
5
+x
6
)
vi iu kin
_
_
x
1
2x
2
+x
3
2x
5
20
3x
2
x
3
+x
4
+x
5
11
x
2
+ 4x
3
+ 3x
5
+x
6
3
x
j
0, j = 2, 3, 5
Hy chng t bi ton gii c, v tm mt phng n cc bin ti u.
max(4x
1
5x
2
+ 2x
3
)
vi iu kin
_
_
x
1
+ 3x
2
3x
3
= 17
x
1
x
2
+ 2x
3
2
4x
1
+ 5x
2
2x
3
43
2x
1
x
2
+ 8x
3
= 1
x
3
> 0
a)Xc nh tp cc phng n ca bi ton, phng n cc bin.
b) Chng t bi ton gii c.
Max(x
1
+x
2
+x
3
+ 2x
4
)
35
vi iu kin
_
_
2x
1
x
2
x
3
+x
4
10
x
1
+ 5x
3
2x
4
15
4x
1
+ 3x
2
+x
3
x
4
8
x
1
+ 2x
2
+ 3x
3
+x
4
3
x
j
0, j = 1, 2, 3, 4
Chng t bi ton gii c.
Min(2x
1
3x
2
+x
3
)
vi iu kin
_
_
x
1
2x
2
+x
3
2
x
1
+ 5x
3
17
2x
2
9x
3
4
3x
1
x
2
+ 3x
3
6
Chng t bi ton c phng n ti u.
Min(5x
1
9x
2
+ 15x
3
+ 7x
4
+ 6x
5
)
vi iu kin
_
_
x
1
+ 3x
2
x
3
x
4
+x
5
1
4x
1
+x
3
+ 2x
4
x
5
= 4
x
1
x
2
+x
3
2x
5
1
x
j
0, j = 2, .., 5
Hy xt xem phng n X = (0, 1, 0, 2, 0) c phi l phng n cc bin ti u ca bi
ton cho hay khng?
36
Chng 3
Phng php n hnh
tng chung: Xut pht t phng n cc bin X
0
, kim tra X
0
c ti u hay
khng?
+ Nu X
0
l phng n ti u th dng.
+ Nu X
0
cha l phng n ti u th ta i xy dng phng n cc bin mi X
1
tt
hn X
0
.
Qu trnh tip tc nh vy, ta c dy cc phng n cc bin tt dn (theo ngha
gi tr hm mc tiu gim dn t phng n cc bin trc n phng n cc bin
sau) X
0
, X
1
, .., X
k
. Sau hu hn bc lp ta tm c phng n ti u hoc pht hin
ra bi ton v nghim. chnh l ni dung ca qu trnh xy dng dy cc phng
n cc bin tt dn, cn gi l phng php n hnh
3.1 C s ca phng php n hnh
Khng mt tnh tng qut, gi thit bi ton QHTT cho di dng
Min(CX), (1.15)
vi iu kin
_
AX = B (1.16)
X 0 (1.17)
+ H c m phng trnh c lp tuyn tnh
+ b
i
0, i = 1, 2, ...m
+ m < n
+ (1.16), (1.17), (1.18) khng suy bin. Khi d dng tm c phng n cc bin
xut pht
X
0
= (x
0
i
, x
0
2
, ..., x
0
m
, 0, ..., 0); x
0
i
= b
i
, i = 1, 2, ..., m
vi c s lin kit A
1
A
2
...A
m
l ma trn n v B = (A
1
A
2
...A
m
) hng m.
K hiu
X
B
= (x
0
1
, x
0
2
, ..., x
0
m
), C
= (c
1
, c
2
, ..., c
m
)
37
Khi
x
0
1
A
1
+x
0
2
A
2
+, ..., x
0
m
A
m
= B (1.19)
T (2.4) suy ra
X
B
= B
1
B (1.20)
Lc ny
f(X
0
) = C
B
= c
1
x
0
1
+c
2
x
0
2
+... +c
m
x
0
m
(1.21)
Ta biu din c s n v A
1
A
2
...A
m
v A
j
(j = 1, 2, ...n) qua a
ij
l
A
j
= a
1j
A
1
+a
2j
+... +a
mj
A
m
. (1.22)
K hiu
j
= C
A
j
c
j
=
m
i=1
c
j
a
ij
c
j
(1.23)
nh l 3.1.1. (nh l v du hiu ti u).
Nu ti phng n cc bin X
0
, c mi
j
0, (j = 1, 2, ..., n) th X
0
ti u.
Chng minh. Gi s rng bi ton (1.16), (1.17), (1.18) cho, i ma trn A cha
ma trn n v B. Khi t (1.16) ta c th vit di dng l
x
i
= b
0
i

j / I
a
ij
x
j
x
i
b
0
i
=
j / I
a
ij
x
j
, I = 1, 2, ..., m
Ly phng n X = (x
j
) bt k, ta xt
CX CX
0
=
n
j=1
c
j
x
j

iI
c
i
b
0
i
=
iI
c
i
x
i
+
j / I
c
j
x
j

iI
c
i
b
0
i
=
iI
c
i
(x
i
b
0
i
) +
j / I
c
j
x
j
=
iI
c
i
j / I
a
ij
x
j
+
j / I
c
j
x
j
=
j / I
(c
j

iI
c
i
a
ij
)x
j
=
j / I
j
x
j
Nu vi mi
j
0, cng vi x
j
0, suy ra CX CX
0
0
Vy CX
0
CX vi mi phng n X, ngha l X
0
ti u.
38
nh l 3.1.2. Nu ti phng n cc bin X
0
,
k
> 0 v a
ik
0 (i = 1, 2, ...m)
th bi ton khng c phng n ti u.
Chng minh. Theo gi thit X
0
l phng n nn
x
0
1
A
1
+x
0
2
A
2
+, ..., x
0
m
A
m
= A
0
()
Mt khc theo s biu din ca vc t A
k
qua c s ta c
A
k
= a
1k
A
1
+a
2k
+... +a
mk
A
m
. ()
Nhn hai v ca phng trnh () vi > 0, sau ly () () ta c
(x
0
1
a
1k
)A
1
+ (x
0
2
a
2k
)A
2
+... + (x
0
m
a
mk
)A
m
+A
k
= A
0
Theo gi thit mi a
ik
0 nn vi mi > 0 ta lun c x
0
i
a
ik
0, ngha l
X
1
= (x
0
1
a
1k
, x
0
2
a
2k
, ..., x
0
m
a
mk
, 0, ..., , ..., 0)
l mt phng n khc vi X
0
, vi mi > 0 ln ty . Khi ta c
f(X
1
) = f(X
0
)
k
V
k
> 0, > 0 ln ty , nn f(X
1
) b ty , iu chng t hm mc tiu khng
b chn trn tp phng n. Vy suy ra iu phi chng minh.
0
, tn ti
k
> 0 v a
ik
> 0 th xy
dng c phng n cc bin mi X
1
tt hn X
0
.
Chng minh. T chng minh ca nh l 1.5.1 cho ta thy rng X
1
l phng
n th cn c iu kin
x
0
i
a
ik
0 0 <
x
0
i
a
ik
, a
ik
> 0
Chn
0
= min
a
ik
>0
x
0
i
a
ik
, gi s ti ch s i = 1, tc l
0
=
x
0
1
a
1k
> 0. Khi ta c phng
n mi X
1
c dng
X
1
= 0, x
0
2
0
a
2k
, ..., x
0
m
0
a
mk
, 0, ...,
0
, ..., 0)
X
1
c m ta dng v v h A
2
, ..., A
m
, A
k
c lp tuyn tnh, nn X
1
l phng
n c bin. ng thi lc ny
f(X
1
) = f(X
0
)
0
k
Khi f(X
1
) < f(X
0
), tc l X
1
tt hn X
0
. Suy ra iu phi chng minh
39
3.2 Cng thc bin i bng n hnh
a) Cng thc bin i.
Vn t ra l:
+ Ti phng n cc bin X
0
ta suy ra c x
0
i
, a
ij
,
j
, f(X
0
).
+ Ti phng n cc bin X
1
ta cn tm cc i lng tng ng x
1
i
, a
1
ij
,
1
j
, f(X
1
).
+ Chn
0
= min
a
ik
x
0
i
a
ik
=
x
0
l
a
lk
Khi x
1
c xc nh bi cng thc
x
1
i
=
_
x
0
l
a
lk
nu i = k
x
0
i

x
0
l
a
lk
a
ik
nu i ,= k
(1.24)
f(X
1
) = f(X
0
)
0
k
(1.25)
Theo i s tuyn tnh khi i c s
a
1
ij
=
_
a
lk
a
lk
nu i = k
a
ij

a
lj
a
lk
a
ik
nu i ,= k
(1.26)
1
j
=
j

a
lj
a
lk
k
= (
m
i=1
c
i
a
1
ij
c
j
) (1.27)
Ch : Ta thng chn
k
= max
1
j
>0
j
th tm c phng n ti u nhanh hn.
b) Bng n hnh
Bng ACB H s b x
1
x
2
... x
j
... x
n
x
i
c
i
(PA) c
1
c
2
... c
j
... c
n
... ... ... ... ... ... ... ... ...
I x
i
c
i
b
i
a
i1
a
i2
... a
ij
... a
in
... ... ... ... ... ... ... ... ...
f(X)
1

2
...
j
...
n
trong
+ a
ij
l phn t trc. Ti bng I tng ng vi phng n cc bin xut pht X
0
ct
x
j
c gi l ct xoay, hng x
i
c gi l hng xoay, vc t x
j
i vo thay th cho
vc t x
j
i ra.
+
j
=Cc phn t ct c
i
nhn tng ng vi cc phn t ct x
j
cng li c bao
40
nhiu tr i phn t u ct
V D
1
= (x
i
cc pt x
1
) c
1
+ Cc phn t hng j bng mi = cc phn t hng i bng c chia cho phn t trc.
+ f(X)= cc phn t ct c
i
nhn tng ng vi cc phn t ct b
i
ri sau cng li.
+ Cc phn t hng i bng mi= cc phn t hng k bangr mi nhn vi (a
ik
)(c),
sau cng vi cc phn t hng i bng c.
3.3 Thut ton n hnh
Thut ton n hnh.
Bc 1. Tm c s v phng n cc bin xut pht X
0
( chn c s n v).
Bc 2. Kim tra
j
0, j = 1, 2, ..n?.
+ Nu c ta i n kt lun X
0
l phng n ti u.
+ Nu khng ta chuyn sang bc 3.
Bc 3. Kim tra
k
> 0 m a
ik
0?
+ Nu c th tr li bi ton khng c phng n ti u.
+ Nu khng th chuyn sang bc 4.
Bc 4. Chn
k
= max
j
>0
j
, x
k
vo c s.
Bc 5. Chn
0
= min
a
ik
>0
b
0
i
a
ik
=
b
0
l
a
lk
,x
l
ra khi c s.
Bc 6. Xy dng X
1
theo cng thc (1.24) (1.27).
b
1
c xc nh bi cng thc
b
1
i
=
_
b
0
l
a
lk
nu i = k
b
0
i

b
0
l
a
lk
a
ik
nu i ,= k
(1.24)
f(X
1
) = f(X
0
)
0
k
(1.25)
Theo i s tuyn tnh khi i c s
a
1
ij
=
_
a
lk
a
lk
nu i = k
a
ij

a
lj
a
lk
a
ik
nu i ,= k
(1.26)
1
j
=
j

a
lj
a
lk
k
= (
m
i=1
c
i
a
1
ij
c
j
) (1.27)
Gn X
0
:= X
1
tr v bc 2.
Ch :1. Nu gii bi ton Max bng phng php n hnh m khng a v bi
41
ton Min th ta cng lm tng t nh bi ton Min nh sau:
Bc 1. Tm c s v phng n cc bin xut pht X
0
( chn c s n v).
Bc 2. Kim tra
j
0, j = 1, 2, ..n?.
+ Nu c ta i n kt lun X
0
l phng n ti u.
+ Nu khng ta chuyn sang bc 3.
Bc 3. Kim tra
k
< 0 m a
ik
0?
+ Nu c th tr li bi ton khng c phng n ti u.
+ Nu khng th chuyn sang bc 4.
Bc 4. Chn
k
= min
j
<0
j
, x
k
vo c s.
Bc 5. Chn
0
= min
a
ik
>0
x
0
i
a
ik
=
x
0
l
a
lk
,x
l
ra khi c s.
Bc 6. Xy dng X
1
theo cng thc (2.11) (2.14).
Gn X
0
:= X
1
tr v bc 2.
2. a) i vi bi ton Min
+) Bi ton n hnh c phng n ti u duy nht nu
j
< 0 ti cc x
j
khng
nm trong c s ca phng n ti u.
+) Ngc li, nu c nhiu phng n ti u th
j
= 0 m x
j
ngoi c s.
b) i vi bi ton Max
+) Bi ton n hnh c c phng n ti u duy nht nu
j
> 0 ti cc x
j
khng
nm trong c s ca phng n ti u.
+) Ngc li, nu c nhiu phng n ti u th
j
= 0 m x
j
ngoi c s.
c) Nu
j
= 0 m x
j
ngoi c s, th ta tm phng n ti u khc bng cch a
j
= 0 m x
j
ngoi c s vo c s,v a
j
= 0 m x
l
trong c s ra ngoi c s
bng cch
Chn
0
= min
a
ik
>0
x
0
i
a
ik
=
x
0
l
a
lk
3. Nu bi ton c 2 phng n ti u khc nhau th bi ton c v s phng n ti
u.
V d 1. Gii bi ton QHTT sau:
Min(f(x) = x
1
x
2
+x
3
+x
4
+x
5
x
6
)
vi iu kin
_
_
x
1
+x
4
+ 6x
6
= 9
3x
1
+x
2
4x
3
+ 2x
6
= 2
x
1
+ 2x
2
+x
5
+ 2x
6
= 6
x
j
0, j = 1, 2, ..., 6
Gii. Chn cc n c s(c bn) x
4
, x
2
, x
5
l cc vc t n v nn ta c phng n
42
cc bin xut pht X
0
= (0, 2, 0, 9, 6, 0) v c bng n hnh sau:
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
6
x
i
c
i
b
i
1 1 1 1 1 1
x
4
1 9 1 0 0 1 0 6
I x
2
1 2 3 1 -4 0 0 2
x
2
1 6 1 0 2 0 1 2
13 2 0 5 0 0 7
x
4
1 3 -8 -3 12 1 0 0
II x
6
-1 1 3/2 1/2 -2 0 0 1
x
5
1 4 -2 -1 6 0 1 0
6 25/2 7/2 19 0 0 0
x
3
1 1/4 -2/3 -1/4 1 1/12 0 0
III x
6
-1 3/2 1/6 0 0 1/6 0 1
x
5
1 5/2 2 1/2 0 -1/2 1 0
5/4 1/6 5/4 0 19/12 0 0
x
3
1 3/2 1/3 0 1 -1/6 1/2 0
IV x
6
-1 3/2 1/6 0 0 1/6 0 1
x
5
1 5 4 1 0 -1 2 0
5 29/6 0 0 1/3 -5/2 0
Ti bng IV c
j
0, j = 1, .., n nn ta c phng n ti u l X = (0, 5, 3/2, 0, 0, 3/2)
v f
min
= 5
V d 2.
Min(f(x) = x
1
2x
2
x
3
)
vi iu kin
_
_
x
1
+x
2
2x
3
+x
4
= 2
x
1
x
2
+x
3
+x
5
= 1
x
2
+x
3
+x
6
= 5
2x
1
x
2
+x
7
= 2
x
j
0, j = 1, 2, ..., 6, 7
Gii. Chn cc n c s x
4
, x
5
, x
6
, x
7
v phng n cc bin xut pht X = (0, 0, 0, 2, 1, 5, 2)
43
v bng n hnh.
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
6
x
7
x
i
c
i
b
i
1 2 -1 0 0 0 0
x
4
0 2 1 1 -2 1 0 0 0
I x
5
0 1 1 1 1 0 1 0 0
x
6
0 5 0 1 1 0 0 1 0
x
7
0 2 1 -1 0 0 0 0 0
0 1 2 1 0 0 0 0
x
2
-2 2 1 1 -2 1 0 0 0
II x
5
0 3 2 0 1 1 1 0 0
x
6
0 3 -1 0 3 -1 0 1 0
x
7
0 4 2 0 -2 1 0 0 1
4 3 0 5 2 0 0 0
x
2
-2 4 1/3 1 0 1/3 0 2/3 0
III x
5
0 3 2 0 1 1 1 0 0
x
3
0 4 5/3 0 0 2/3 1 1/3 0
x
7
0 6 4/3 0 0 1/3 0 2/3 1
9 4/3 0 0 1/3 0 5/3 0
Ti bng III ,
j
0 v phng n ti u l
X
= (0, 4, 1, 0, 4, 0, 6) , f
min
= 9
V d 3. Gii bi ton QHTT sau
Min(f(x) = x
1
+x
2
+x
3
)
vi iu kin
_
_
x
1
x
4
2x
6
= 2
x
2
+x
4
3x
5
+x
6
= 4
x
3
+ 2x
4
5x
5
+ 6x
6
= 6
x
j
0, j = 1, 2, ..., 6
p s X
= (5, 1, 0, 3, 0, 0), f
min
= 6
V d 4. Cho bi ton QHTT sau
Min(f(x) = 5x
1
+ 4x
2
+ 5x
3
+ 2x
4
+x
5
+ 3x
6
)
vi iu kin
_
_
2x
1
+ 4x
2
+ 3x
3
+x
4
= 152
4x
1
+ 2x
2
+ 3x
3
+x
5
= 60
3x
1
+x
3
+x
6
= 36
x
j
0, j = 1, 2, ..., 6
44
a) Gii bi ton trn bng phng php n hnh
b) Phng n ti u cu a) c phi l duy nht khng?Tm tp hp tt c cc phng
n ti u ca bi ton
c) Tm phng n ti u ca bi ton khi thay x
1
= 6
Gii.
a) Chn cc n c s x
4
, x
5
, x
6
v phng n cc bin xut pht X = (0, 0, 0, 152, 60, 36)
v bng n hnh.
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
6
x
i
c
i
b
i
5 4 5 2 1 3
x
4
2 152 2 4 3 1 0 0
I x
5
1 60 4 2 3 0 1 0
x
6
3 36 3 0 1 0 0 1
472 12 6 7 0 0 0
x
4
2 128 0 4 7/3 1 0 -2/3
II x
5
1 12 0 2 5/3 0 1 -4/3
x
1
5 12 1 0 1/3 0 0 1/3
328 0 6 3 0 0 4
x
4
2 104 0 0 -1 1 -2 2
III x
2
4 6 0 1 5/6 0 1/2 -2/3
x
1
5 12 1 0 1/3 0 0 1/3
292 0 0 2 0 3 0
Ta thy vi
j
0 nn phng n ti u ca bi ton l X
2
= (12, 6, 0, 104, 0, 0) v
f
min
= 292
b) Nhn vo bng 3 ta thy
6
= 0 m x
6
khng nm trong h c s (khng l n c
bn) nn bi ton c nhiu phng n ti u.
tm tp hp tt c cc phng n ti u khc ta lm nh sau: Tm
0
= min104/2, 36 =
36 > 0 cho x
6
= [0, 36], x
3
= x
5
= 0. Khi tp phng n ti u ca bi ton l
X
= X
2
a
i6
= (12
1
3
; 6 +
2
3
; 0; 104 2; 0; )
c) Khi x
1
= 6 = 12
1
3
= 18, phng n ti u l X = (6, 18, 0, 68, 0, 18) v
f
min
= 292
Ch : Ta c th dng bng n hnh tm phng n ti u khc ca bi ton,
l
tm cc phng n ti u khc ta a x
6
vo c s v x
1
ra ngoi c s v
0
=
min104/2, 36 = 36 v phng n ny cng khng duy nht. Ta c thm bng n
45
hnh l
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
6
x
i
c
i
b
i
5 4 5 2 1 3
x
4
2 32 -6 0 -3 1 -2 0
IV x
2
3 30 2 1 3/2 0 1/2 0
x
6
4 36 3 0 1 0 0 1
292 0 0 -2 0 -3 0
Phng n ti u l X = (0, 30, 0, 32, 0, 36) v f
min
= 292
3.4 Thut ton n hnh m rng
C s l lun.
Xt bi ton gc
Min f(x) =
n
j=1
c
j
x
j
, (1.28)
vi iu kin
_
_
n
j=1
a
ij
x
j
= b
i
, i = 1, 2, ..., m (1.29)
x
j
0, j = 1, 2, ..., n (1.30)
+ Nu bi ton trn ma c c s (x
1
, x
2
, .., x
n
) l c s n v cp m Tm phng
n cc bin ban u x
0
i
= b
i
+ Nu bi ton khng c c s n v cp m ta xt bi ton sau:
Min f(x) =
n
j=1
c
j
x
j
+M
m
i=1
x
i
, (1.31)
vi iu kin
_
_
n
j=1
a
ij
x
j
+x
n+i
= b
i
, i = 1, 2, ..., m (1.32)
x
j
0, j = 1, 2, ..., n +m (1.33)
vi M > 0 ty .
Bi ton (1.31) (1.33) c gi l bi ton m rng(hay cn gi l bi ton M)
n x
n+i
gi l n gi
Bi ton (1.31) (1.33) c c s n v (x
n+1
, x
n+2
, .., x
n+m
). Khi pacb ban u
l:
X
0
= (0, 0, ..., 0, b
1
, b
2
, ..., b
m
) = (0, X
0
)
v bi ton (1.31) (1.33) gii c bng phng php n hnh.
46
Mi quan h gia bi ton gc v bi ton m rng
1) Nu bi ton M khng c phng n ti u(theo ngha hm mc tiu gim v hn),
th bi ton gc cng khng c phng n ti u.
2) Bi ton gc c phng n ti u X
khi v ch khi bi ton M c phng n ti

u. V n xy ra 3 trng hp sau:
a)Nu trong h n c bn khng c n gi th thu c PATU ca bi ton gc bng
cch b i m thnh phn ng vi n gi ca PATU ca bi ton M
b) Nu tn ti n gi trong h nhng chng bng 0 th bi ton gc c phng n ti
u chnh l phng n ti u ca bi ton M m b i cc thnh phn ng vi n gi.
c) Nu trong phng n ti u ca bi ton M c thnh phn ng vi n gi m
x
n+i
> 0 th bi ton gc khng c phng n ti u.
Ch .
1) Trong bi ton M gi tr f(x) v
j
ca bng n hnh c chia lm 2 phn
j
=
j
+M
j
chia hng
j
bi hai hng

j
j

j
Khi xt ti
j
ta xt
j
trc, sau cn thit mi xt n
j
. V khi nh gi
j
ta
nh gi nh sau: V M ln ty nn
j
=
j
+M
j
> 0
j
> 0 hoc
j
= 0 v
j
> 0
j
=
j
+M
j
< 0
j
< 0 hoc
j
= 0 v
j
< 0
2) TRong bng n hnh khng cn thit phi ghi cc ct ng vi cc n gi
3) Nu xt bi ton Max th h s ca cc n gi trong hm mc tiu ca bi ton m
rng l (-M)
V d 5. Gii bi ton
Min(f(x) = x
1
2x
2
+x
3
)
vi iu kin
_
_
x
1
+ 4x
2
2x
3
+x
4
= 6
x
1
+x
2
+ 2x
5
x
5
= 6
2x
1
x
2
+ 2x
3
= 4
x
j
0, j = 1, 2, 3, 4, 5
Ta thy bi ton cha c c s n v nn ta a thm n gi
Min(f(x) = x
1
2x
2
+x
3
+Mx
6
+Mx
7
)
vi iu kin
_
_
x
1
+ 4x
2
2x
3
+x
4
= 6
x
1
+x
2
+ 2x
5
x
5
+x
6
= 6
2x
1
x
2
+ 2x
3
+x
7
= 4
x
j
0, j = 1, 2, 3, 4, 5, 6, 7
47
a bi ton (M) chn c s lin kt l (x
4
, x
6
, x
7
) suy ra pacb ban u X
0
=
(0, 0, 0, 6, 0, 6, 4). Ta c bng n hnh.
Bng ACB H s PA x
1
x
2
x
3
x
4
x
i
c
i
b
i
1 2 -1 0
x
4
0 6 -1 4 -2 1
I x
6
M 6 1 1 2 0
x
7
M 4 2 -1 2 0
j
0 1 2 -1 0
j
10 3 0 4 0
x
4
0 10 1 3 0 1
II x
6
M 2 1 2 0 0
x
3
1 2 1 -1/2 1 0
j
2 2 3/2 0 0
j
2 1 2 0 0
x
4
1 7 5/2 0 0 1
III x
2
2 1 1/2 1 0 0
x
3
1 5/2 3/4 0 1 0
j
1/2 11/4 0 0 0
x
1
-1 14/5 1 0 0 2/5
IV x
2
2 12/5 0 1 0 1/5
x
3
1 2/5 0 0 1 -3/10
j
-36/5 0 0 0 11/10
Ti bng IV c
j
0, (j = 1, ..5) nn phng n ti u l
X
= (14/5, 12/5, 2/5, 0), f

min
= 36/5
V d 6. Gii bi ton
Min(f(x) = 6x
1
+ 3x
2
+x
3
)
vi iu kin
_
_
2x
1
+ 5x
2
+x
3
10
4x
1
3x
2
+ 2x
3
= 16
2x
1
+ 4x
2
+x
3
= 8
x
j
0, j = 1, 2, 3
Ta a bi ton v dng chnh tc
Min(f(x) = 6x
1
+ 3x
2
+x
3
)
48
vi iu kin
_
_
2x
1
+ 5x
2
+x
3
+x
4
= 10
4x
1
3x
2
+ 2x
3
= 16
2x
1
+ 4x
2
+x
3
= 8
x
j
0, j = 1, 2, 3, 4
Bi ton cha c h c s n v nn ta thm 2 n gi x
5
, x
6
. Lc ta c bi ton sau
Min(f(x) = 6x
1
+ 3x
2
+x
3
+M(x
5
+x
6
))
vi iu kin
_
_
2x
1
+ 5x
2
+x
3
+x
4
= 10
4x
1
3x
2
+ 2x
3
+x
5
= 16
2x
1
+ 4x
2
+x
3
+x
6
= 8
x
j
0, j = 1, 2, 3, 4, 5, 6
Khi ta c c s n v l x
4
, x
5
, x
6
v phng n cc bin ban u l X
0
=
(0, 0, 0, 10, 16, 8). Gii bi ton bng bng n hnh sau
Bng ACB H s PA x
1
x
2
x
3
x
4
x
i
c
i
b
i
6 3 1 0
x
4
0 10 2 5 1 1
I x
5
M 16 4 3 2 0
x
6
M 8 2 4 1 0
j
0 6 3 -1 0
j
24 6 1 3 0
x
4
0 2 0 1 2 1
II x
5
M 0 0 11 0 0
x
1
6 4 1 2 1/2 0
j
24 0 9 2 0
j
0 0 11 0 0
x
4
0 2 0 1 0 1
III x
5
M 0 0 11 0 0
x
3
1 8 2 4 1 0
j
8 4 1 0 0
j
0 0 11 0 0
Ta thy ti bng 3 c
j
0 nn phng n ti u l X
= (0, 0, 8) v f
min
= 8
V d 7. Gii bi ton
Max(f(x) = 2x
1
x
2
+x
3
)
49
vi iu kin
_
_
4x
1
x
2
+ 2x
3
12
2x
1
+ 2x
2
x
3
10
x
1
2x
2
1/2x
3
= 20
x
j
0, j = 1, 2, 3
Ta a bi ton v dng chnh tc
Min(f(x) = 2x
1
+x
2
x
3
)
vi iu kin
_
_
4x
1
x
2
+ 2x
3
x
4
= 12
2x
1
+ 2x
2
x
3
+x
5
= 10
x
1
2x
2
1/2x
3
= 20
x
j
0, j = 1, 2, 3, 4, 5
Bi ton cha c c s n v nn ta thm n gi x
6
, x
7
Min(f(x) = 2x
1
+x
2
x
3
+M(x
6
+x
7
))
vi iu kin
_
_
4x
1
x
2
+ 2x
3
x
4
+x
6
= 12
2x
1
+ 2x
2
x
3
+x
5
= 10
x
1
2x
2
1/2x
3
+x
7
= 20
x
j
0, j = 1, 2, 3, 4, 5, 6, 7
Khi c s n v l x
6
, x
5
, x
7
v phng n cc bin ban u l X
0
= (0, 0, 0, 10, 12, 20).
Ta c bng n hnh
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
i
c
i
b
i
2 1 -1 0 0
x
6
M 12 -4 -1 2 -1 0
I x
5
0 10 2 2 1 0 1
x
7
M 20 1 -2 1/2 0 0
j
0 2 1 1 0 0
j
32 3 3 3/2 1 0
x
3
1 6 -2 -1/2 1 -1/2 0
I x
5
0 16 4 3/2 0 -1/2 1
x
7
M 23 0 -9/4 0 1/4 0
j
-6 0 1/2 0 1/2 0
j
23 0 9/4 0 1/4 0
Phng n ti u ca bi ton M l X
= (0, 0, 6, 0, 16, 0, 23) nhng trong phng n

ti u ca bi ton c n gi x
7
= 23 > 0 nn bi ton gc cho khng c phng
n ti u.
50
3.5 Bi ton quy hoch tuyn tnh cha tham s
V d 8. Gii bi ton quy hoch tuyn tnh sau theo tham s
Min(f(x) = 7x
1
+ 2x
2
+ ( 15)x
3
+ (10 )x
4
2x
5
4x
6
)
vi iu kin
_
_
x
1
4x
3
+x
4
+x
6
= 2
2x
1
+x
2
4x
3
2x
6
= 2
x
1
3x
3
+x
5
+ 2x
6
= 3
x
j
0, j = 1, 2, ..., 6
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
6
x
i
c
i
x
i
7 2 15 10 -2 4
x
4
10 2 1 0 -4 1 0 1
I x
2
2 2 2 1 -4 0 0 2
x
5
-2 3 -1 0 -3 0 1 2
18 2 9 0 3 27 0 0 6
x
4
10 1 0 -1/2 -2 1 0 2
II x
1
7 1 1 1/2 -2 0 0 1
x
5
-2 4 0 1/2 -5 0 1 1
9 0
9
2
+

2
9 + 0 0 15 2
x
6
4 1/2 0 1/4 -1 1/2 0 1
III x
1
7 3/2 1 1/4 -3 1/2 0 0
x
5
-2 7/2 0 3/4 -4 1/2 1 0
3/2 0 3/4 6
15
2
0 0
Ta xt bng I, ti
3
= 3 27, nu 3 27 > 0 > 9 th bi ton khng c
phng n ti u
Nu = 9, ta c phng n ti u X
= (0, 2, 0, 2, 3, 0) v f
min
= 0
Nu < 9, th ta chuyn sang bng II, y ta xt h iu kin:
2
= 9/2 +/2
0,
3
= 9 + 0,
6
= 15 2 0, suy ra 15/2 9. Khi ta c phng n
ti u l X
= (1, 0, 0, 1, 4, 0) v f
min
= 9
Nu < 15/2, th ta chuyn sang bc 3, y ta cng xt h iu kin
3
= 6
0,
4
= 15/2 + 0, suy ra 6 15/2. Khi ta c phng n ti u l
X
= (3/2, 0, 0, 0, 7/2, 1/2) v f

min
= 3/2
Nu < 6, bi ton khng c phng n ti u.
Tm li:
Nu > 9 hoc < 6 bi ton khng c phng n ti u
Nu 15/2 9 bi ton c phng n ti u l X
= (1, 0, 0, 1, 4, 0); f
min
= 9
Nu 6 15/2, bi ton c phng n ti u l X
= (3/2, 0, 0, 0, 7/2, 1/2) v

f
min
= 3/2
51
Min(f(x) = x
1
+x
2
+x
3
)
vi iu kin
_
_
x
1
x
4
2x
6
= 2
x
2
+x
4
3x
5
+x
6
= 4
x
3
+ 2x
4
5x
5
+ 6x
6
=
x
j
0, j = 1, 2, ..., 6
a) Vi = 1, = 6 gii bi ton bng phng php n hnh.
b) K hiu patu cu a) l X
0
ti ( = 6), coi l tham s. Tm tt c cc gi tr ca
X ti u.
c) Ti va tm c cu b), coi l tham s, hy tm tt c cc gi tr ca
c phng n ti u ca bi ton cho.
Hng dn.
a) Chn c s A
1
, A
2
, A
3
suy ra phng n cc bin xut pht l X
0
= (2, 4, 6, 0, 0, 0).
Ta c bng sau:
Bng ACB H s PA x
1
x
2
x
3
x
4
x
5
x
6
x
i
c
i
x
i
1() 1 1 0 0 0
x
1
1() 2 1 0 0 -1 0 -2
I x
2
1 4 0 1 0 1 -3 1
x
3
1 6() 0 0 1 2 -5 6
12 0 0 0 2 -8 5
x
1
1() 4 1 0 1/3 -1/3 10/6 0
II x
2
1 3 0 1 -1/6 2/3 -13/6 0
x
6
0 1(/6) 0 0 1/6 1/3 -5/6 1
7 0 0
5
3
1
3

23
6
0
x
1
1() 5 1 0 3/6 0 -51/6 1
III x
2
1 1 1 0 3/6 0 -15/6 1
x
4
0 3(/2) 0 0 3/6 1 -15/6 3
6 0 1 1 0 3 1
Phng n ti u l: X
= (5, 1, 0, 3, 0, 0), f
min
= 6.
b) Ti bng I c
f(X) = 10 + 2 ,
4
= 3 ,
6
= 7 2.
Ti bng II c
f(X) = 4 + 3,
3
= 7/6 /3,
4
=
2
3
,
5
=
1310
6
.
Ti bng III c
f(X) = 5 + 1,
3
=
9+3
6
,
5
=
315
6
,
6
= 2 +
52
pacb bng III l ti u th
_
3
0
5
0
6
0

1
5
2
c) ta x
i
l patu ca bi ton th b
i
0

2
0 0
V d 10. Tng t ta c bi ton l:
Max(f(x) = 10x
1
+ 3x
2
3x
3
+x
4
+ 2x
5
+ 4x
6
)
vi iu kin
_
_
x
1
+x
2
x
3
+x
5
+ 2x
6
= 2
2x
1
+x
3
x
4
+ 2x
5
+x
6
= 3
8x
1
+ 6x
3
6x
4
+ 3x
5
+ 4x
6
= 18
x
j
0, j = 1, 2, ..., 6
53
BI TP CHNG 3
Bi tp 1. Gii bi ton sau
Max(2x
2
+x
3
)
vi iu kin
_
_
x
1
+x
2
4
5x
1
+ 2x
2
+x
3
4
x
2
5
x
j
0, j = 1, 2, 3
Bi tp 2. Gii bi ton sau:
Max(10x
1
+ 3x
2
2x
3
)
vi iu kin
_
_
x
1
+x
2
x
3
= 2
2x
1
+x
3
x
4
= 3
8x
1
6x
3
+ 6x
4
= 19
x
j
0, j = 1, 2, 3, 4
Max(x
1
+x
2
+ 3x
3
+ 2x
4
)
vi iu kin
_
_
x
1
+ 2x
2
+x
3
+ 2x
4
10
2x
1
+x
2
+ 3x
3
+ 4x
4
= 9
x
1
+ 2x
2
+ 2x
3
+x
4
8
x
j
0, j = 1, 2, 3, 4
Min(x
1
x
2
3x
3
2x
5
)
vi iu kin
_
_
2x
1
x
2
x
4
= 6
x
3
2x
4
+ 2x
5
= 4
3x
1
x
4
+x
5
10
x
j
0, j = 1, 2, 3, 4, 5
54
Max(2x
1
+ 3x
2
+ 4x
3
+x
4
)
vi iu kin
_
_
x
1
+x
2
+x
3
+x
4
5
2x
1
+ 2x
2
+ 3x
3
= 18
2x
1
+x
2
+ 2x
4
8
x
j
0, j = 1, 2, 3, 4
Max(x
1
2x
2
+x
3
)
vi iu kin
_
_
x
1
+ 3x
2
x
3
4
2x
2
+ 3x
3
= 9
x
1
x
2
+x
3
3
x
j
0, j = 1, 2, 3
Bi tp 7. Cho bi ton sau:
Max(2x
1
x
2
+ 6x
3
+ 4x
4
)
vi iu kin
_
_
x
1
+ 2x
2
4x
3
x
4
2
x
1
+x
2
+ 2x
3
+ 6x
4
13
x
1
+x
2
+x
3
+ 5x
4
12
x
j
0, j = 1, 2, 3, 4
a) Gii bi ton trn.
b) Chng minh bi ton c v s phng n ti u, tm tp hp tt c cc phng n
.
c) Tm phng n ti u ca bi ton sao cho v tri ca rng buc (3) ng bng 4.
Min(4x
1
+x
2
+x
3
+x
4
)
vi iu kin
_
_
2x
2
+x
3
+x
4
= 16
4x
2
+ 2x
5
+x
6
= 8
x
1
+x
2
+ 2x
4
+x
5
= 2
x
j
0, j = 1, 2, 3, 4, 5
55
a) Gii bi ton trn.
b) Chng minh bi ton c v s phng n ti u, tm tp hp tt c cc phng n .
Max(x
1
3x
2
4x
3
+x
4
+ 5x
5
)
vi iu kin
_
_
2x
1
+x
2
3x
3
+ 2x
4
= 30
x
2
x
3
+x
4
x
5
= 23
3x
1
2x
2
+x
3
+x
4
+ 4x
5
x
6
= 10
x
j
0, j = 1, ..., 6
a) Gii bi ton trn.
b) Chng minh bi ton c v s phng n ti u, tm tp hp tt c cc phng n .
Min(3x
1
+x
2
+ 7x
3
+ 5x
4
)
vi iu kin
_
_
x
1
+ 2x
2
3x
3
+x
4
37
x
1
x
2
+x
3
+ 3x
4
= 5
2x
1
+ 3x
2
x
3
x
4
25
x
j
0, j = 1, ..., 4
a)Chng t X
0
= (14, 0, 0, 3) l phng n cc bin.
b) Gii bi ton trn.
c) Cho kt lun v bi toan Max.
Min(x
1
2x
2
3x
3
+x
4
)
vi iu kin
_
_
x
1
+ 2x
2
+ 3x
3
= 12
2x
1
+x
2
+ 5x
3
= 10
x
1
+ 2x
2
+x
3
+x
4
= 20
x
j
0, j = 1, ..., 4
a)Chng t X
0
= (0, 5, 4, 6) l phng n cc bin.
b) Gii bi ton trn xut pht t pacb X
0
.
56
Bi tp 12. Gii v bin lun bi ton theo tham s .
a.
Min(Max)(x
1
+ 12x
2
+ (4 )x
3
+ 10x
4
)
vi iu kin
_
_
2x
1
+ 3x
2
+x
3
+x
4
40
2x
1
+x
2
+ 3x
3
+ 2x
4
= 20
x
1
+ 2x
2
+x
3
+ 2x
4
24
x
j
0, j = 1, ..., 4
b.
Min(Max)(2x
1
+x
2
+ (3 )x
3
)
vi iu kin
_
_
x
1
+ 2x
2
+ 3x
3
12
2x
1
+ 3x
2
+x
3
9
2x
1
+x
2
+ 2x
3
15
x
j
0, j = 1, 2, 3
c.
Min(Max)((5 + 2)x
1
+ (3 )x
2
+ (3)x
3
)
vi iu kin
_
_
2x
1
+ 3x
2
+x
3
6
x
1
+ 2x
2
+ 2x
3
8
2x
1
+x
2
+ 2x
3
4
x
j
0, j = 1, 2, 3
57
Chng 4
Bi ton quy hoch tuyn tnh i
ngu
4.1 Cc khi nim v bi ton i ngu
4.1.1 Cp bi ton i ngu i xng
Cho bi ton QHTT (P)
Min f(x) =
n
j=1
c
j
x
j
vi iu kin
_
_
n
j=1
a
ij
x
j
b
i
, i = 1, 2, ..., m
x
j
0, j = 1, 2, ..., n
Ta ni bi ton (P) gi l bi ton gc.
Bi ton (D) sau s c gi l bi ton i ngu ca bi ton gc.
Max g(y) =
m
i=1
b
i
y
i
vi iu kin
_
_
m
i=1
a
ij
y
i
c
j
, j = 1, 2, ..., n
y
i
0, i = 1, 2, ..., m
Bi ton (P) cng bi ton (D) to thnh cp bi ton i ngu.
Bi ton (P) hoc (D) c th vit c di dng ma trn
MinCX : AX b, X 0
MaxY b : Y A c, Y 0
58
V d 1. Cho bi ton (P)
Min(f(x) = 2x
1
x
2
+x
3
)
vi iu kin
_
_
x
1
+ 2x
2
x
3
2
2x
1
+x
2
+ 2x
3
5
x
j
0, j = 1, 2, 3
Tm bi ton i ngu (D) v ch ra cc cp iu kin i ngu
Bi ton i ngu (D) l
Max(g(y) = 2y
1
+ 5y
2
)
vi iu kin
_
_
y
1
+ 2y
2
2
2y
1
y
2
1
y
1
+ 2y
2
1
y
1
, y
2
0,
Cc cp iu kin i ngu l
x
1
0 y
1
+ 2y
2
2
x
2
0 2y
1
y
2
1
x
3
0 y
1
+ 2y
2
1
y
1
0 x
1
+ 2x
2
x
3
2
y
2
0 2x
1
+x
2
+ 2x
3
5
4.1.2 Cp bi ton i ngu khng i xng
Cho bi ton gc (P) l dng chnh tc
Min f(x) =
n
j=1
c
j
x
j
,
vi iu kin
_
_
n
j=1
a
ij
x
j
= b
i
, i = 1, 2, ..., m
x
j
0, j = 1, 2, ..., n
59
th bi ton i ngu (D) l:
Max g(y) =
m
i=1
b
i
y
i
vi iu kin
_
_
m
i=1
a
ij
y
i
c
j
, j = 1, 2, ..., n
y
i
R
Cc cp bt phng trnh tng ng x
j
0 v
m
i=1
a
ij
y
i
c
j
, j = 1, 2, ..., n c gi l
cc cp iu kin i ngu
Ch :
1) i ngu ca bi ton i ngu l bi ton gc
2) Nu bi ton gc (P) cho di dng
Max f(x) =
n
j=1
c
j
x
j
,
vi iu kin
_
_
n
j=1
a
ij
x
j
= b
i
, i = 1, 2, ..., m
x
j
0, j = 1, 2, ..., n
th bi ton i ngu (D) l:
Min g(y) =
m
i=1
b
i
y
i
vi iu kin
_
_
m
i=1
a
ij
y
i
c
j
, j = 1, 2, ..., n
y
i
R
Cc cp iu in i ngu tng ng s l x
j
0 v
m
i=1
a
ij
y
i
c
j
, j = 1, 2, ..., n
V d 2. Cho bi ton (P)
Min(f(x) = 13x
1
3x
2
4x
3
+ 19x
4
)
vi iu kin
_
_
2x
1
+x
2
x
3
+ 3x
4
= 44
x
1
+ 2x
2
+ 3x
3
+x
4
= 23
3x
1
x
2
+x
3
+ 6x
4
= 96
x
j
0, j = 1, 2, 3, 4
60
Hy vit bi ton i ngu (D) ca bi ton (P) v ch ra cp iu kin i ngu
Bi ton i ngu (D) s l
Max(g(y) = 44y
1
+ 23y
2
+ 96y
3
)
vi iu kin
_
_
2y
1
y
2
+ 3y
3
13
y
1
+ 2y
2
y
3
3
y
1
+ 3y
2
+y
3
4
3y
1
+y
2
+ 6y
3
19
x
1
0 2y
1
y
2
+ 3y
3
13
x
2
0 y
1
+ 2y
2
y
3
3
x
3
0 y
1
+ 3y
2
+y
3
4
x
4
0 3y
1
+y
2
+ 6y
3
19
4.1.3 S i ngu tng qut
Bi ton gc (i ngu) Bi ton i ngu (Gc)
X = (x
1
, x
2
, ..., x
n
) R
n
Y = (y
1
, y
2
, ..., y
m
) R
m
f(x) =
n
j=1
c
j
x
j
min f(x) =
m
i=1
b
i
y
i
max
n
j=1
a
ij
x
j
= b
i
, i I
1
y
j
khng ph thuc vo du (i I
1
)
n
j=1
a
ij
x
j
b
i
, i I
2
y
i
0(i I
2
)
n
j=1
a
ij
x
j
b
i
, i I
3
y
i
0(i I
3
)
x
j
khng rng buc du (j J
1
)
m
i=1
a
ij
y
i
= c
j
, j J
1
x
j
0 (j J
2
)
m
i=1
a
ij
y
i
c
j
, j J
2
x
j
0 (j J
3
)
m
i=1
a
ij
y
i
c
j
, j J
3
trong
I
1
= 1, ...m
1
, I
2
= m
1
+ 1, ..m
2
, I
3
= m
2
+ 1, ..m, I
1
I
2
I
3
= 1, ...m
J
1
= 1, 2, ..n
1
, J
2
= n
1
+ 1, ..n
2
, J
3
= n
2
+ 1, ..n, J
1
J
2
J
3
= 1, ...n
61
4.2 Tnh cht ca cp bi ton i ngu
4.2.1 Cc nh l i ngu
nh l 4.2.1. Cho X l phng n ca bi ton (P) v Y l phng n ca bi ton
(D) th khi ta c f(X) g(Y )
Chng minh.
nh l 4.2.2. Cho X
, Y
ln lt l phng n ca bi ton (P), (D) v tha mn

f(X
) = g(Y
) th X
l phng n ti u ca (P) v Y
l phng n ti u ca (D)
Chng minh.
nh l 4.2.3. (nh l i ngu).
1) Nu mt trong hai bi ton ca cp bi ton i ngu c patu th bi ton kia cng
c phng n ti u, ng thi min f(X) = max g(Y ).
2) Nu hm mc tiu ca bi ton ny khng b chn trn tp phng n th bi ton
kia c tp phng n bng rng.
Chng minh.
H qu:
Nu tp phng n ca bi ton gc v bi ton i ngu khc rng th chng u c
phng n ti u.
nh l 4.2.4. ( nh l lch b yu)
Phng n X
, Y
ca bi ton i ngu ti u khi v ch khi.

a)
m
i=1
a
ij
y
i
= c
j
, nu x
j
> 0, (x
j
< 0)
(hoc x
j
= 0, nu
m
i=1
a
ij
y
i
< c
j
, (
m
i=1
a
ij
y
i
> c
j
)).
b)
n
j=1
a
ij
x
j
= b
i
, nu y
i
> 0, (y
i
< 0)
(hoc y
i
= 0 nu
n
j=1
a
ij
x
j
> b
i
(
n
j=1
a
ij
x
j
> b
i
))
Chng minh.
nh l 4.2.5. (nh l lch b).
Phng n X
, Y
l phng n ti u khi v ch khi

m
i=1
a
ij
y
i
= c
j
, nu x
j
> 0 (hoc
x
j
= 0, nu
m
i=1
a
ij
y
i
< c
j
).
Chng minh.
62
4.2.2 Cch gii bi ton i ngu
T cc nh l i ngu v t li gii ca bi ton gc ta c th tm c li gii
ca bi ton i ngu.
1. Nu bi ton gc(P) khng c phng n ti u th bi ton i ngu (D) cng
khng c phng n ti u.
2. Nu bi ton gc c phng n ti u th bi ton i ngu cng c phng n ti
u v gi tr ti u ca hai bi ton bng nhau.
3. Phng n ti u ca bi ton i ngu tm c t phng n ti u X
0
ca bi
ton gc nh nh l lch b yu nh sau:
Bc 1. Lp h phng trnh ti u ca bi ton i ngu.
Th phng n ti u X
0
ln lt vo cc bt ng thc ca bi ton gc: Nu
rng buc no tha mn X
0
vi du bt ng thc tht s th rng buc i ngu ca
n trong bi ton i ngu phi tha mn vi du bng, ngha l rng buc tr
thnh 1 phng trnh. T ta suy ra c 1 h phng trnh theo cc bin ca bi
ton i ngu, ta gi h phng trnh ny l h phng trnh ti u ca bi ton i
ngu.
Bc 2. H phng trnh ti u l mt h phng trnh tuyn tnh nn ta s dng cc
phng php gii h phng trnh tuyn tnh tm nghim ca h phng trnh ti
u.
Bc 3. Tm phng n ti u ca bi ton i ngu.
Th nghim ca h phng trnh ti u tha mn cc rng buc cn li ca bi ton
i ngu l tp phng n tri u ca bi ton i ngu.
V d 3. Cho bi ton quy hoch tuyn tnh sau
Min(f(x) = 3x
1
+ 4x
2
+x
3
)
vi iu kin
_
_
3x
1
+ 2x
2
4x
3
15
2x
1
x
2
5x
3
8
4x
1
+ 2x
2
+ 2x
3
10
x
1
, x
1
0, x
3
0
Cho bit bi ton trn c phng n ti u l X
0
= (7, 0, 9). Hy lp v gii bi
ton i ngu ca bi ton trn.
Gii
Bi ton i ngu s l
Max(g(y) = 15y
1
+ 8y
2
+ 10y
3
)
63
vi iu kin
_
_
3y
1
+ 2y
2
+ 4y
3
3
2y
1
y
2
+ 2y
3
4
4y
1
5y
2
+ 2y
3
1
y
1
, y
2
, y
3
0,
Do bi ton cho c phng n ti u l X
0
= (7, 0, 9) nn theo lch b yu ta
c
_
_
y
2
= 0( do rng buc 2 ca bt gc ln thc s)
3y
1
+ 2y
2
+ 4y
3
= 3
4y
1
5y
2
+ 2y
3
= 1
Gii h phng trnh trn ta c (y
1
= 1/5, y
2
= 0, y
3
= 9/10) nghim ny tha mn
cc rng buc cn li ca bi ton i ngu nn bi ton i ngu c li gii ti u l
Y = (1/5, 0, 9/10), g(Y ) = 12.
V d 4. Tm phng n ti u ca bi ton i ngu. Bit bi ton tom gc c
phng n ti u X
= (0, 7/2, 1) v c dng

Min(f(x) = 12x
1
+ 8x
2
+x
3
)
vi iu kin
_
_
x
1
+ 2x
2
+x
3
= 8
2x
1
+ 2x
2
+ 3x
3
10
2x
1
+ 3x
2
+ 3/2x
3
= 12
x
j
0, j = 1, 2, 3
Gii
Bi ton i ngu:
max(g(y) = 8y
1
+ 10y
2
+ 12y
3
)
vi iu kin
_
_
y
1
+ 2y
2
+ 2y
3
12
2y
1
+ 2y
2
+ 3y
3
8
y
1
+ 3y
2
+ 3/2y
3
1
y
2
0
V:
x
2
= 7/2 > 0 2y
1
+ 2y
2
+ 3y
3
= 8
64
x
3
= 1 > 0 y
1
+ 3y
2
+ 3/2y
3
= 1
Khi thay vo h cho th u tha mn du bng bi ton gc nn khng suy ra
y
2
= 0.
Vy gii h phng trnh tao bi 2 phng trnh trn theo y
3
ta c
y
1
=
11 3y
3
2
, y
2
= 3/2, y
3
R
Thay y
1
, y
2
vo bt phng trnh th 3 ta suy ra c y
3
19. Khi ta c phng
n
Y
= (
11 3y
3
2
, 3/2, y
3
)
Thay vo hm mc tiu ca bi ton i ngu ta c f(X
) = g(Y
) = 29.
Vy phng n ti u ca bi ton i ngu l
Y
= (
11 3y
3
2
, 3/2, y
3
); y
3
19
V d 5. Cho bi ton quy hoch tuyn tnh sau y:
Max(f(x) = 15x
1
+ 12x
2
+ 16x
3
+ 10x
4
)
vi iu kin
_
_
x
1
+ 3x
2
+x
3
+x
4
20
2x
1
+x
2
+ 3x
3
+ 2x
4
= 20
x
1
+ 2x
2
+x
3
+ 2x
4
24
x
j
0, j = 1, 2, 3, 4
b) Vit bi ton i ngu v xc nh cc cp rng buc i ngu
c) Tm phng n ti u ca bi ton i ngu bng nh l lch b yu
Gii
a) Dng bng n hnh gii bi ton trn, ta c phng n ti u
X
= (0, 4, 0, 8), f
max
= 128
b) Bi ton i ngu l
Min(g(y) = 20y
1
+ 20y
2
+ 24y
3
)
vi iu kin
_
_
y
1
+ 2y
2
+y
3
15
3y
1
+y
2
+ 2y
3
12
y
1
+ 3y
2
+y
3
16
y
1
+ 2y
2
+ 2y
3
10
y
1
0, y
3
0
65
x
1
0 y
1
+ 2y
2
+y
3
15
x
2
0 3y
1
+y
2
+ 2y
3
12
x
3
0 y
1
+ 3y
2
+y
3
16
x
4
0 y
1
+ 2y
2
+ 2y
3
10
y
1
0 x
1
+ 3x
2
+x
3
+x
4
20
y
3
0 x
1
+ 2x
2
+x
3
+ 2x
4
24
c) Theo nh l d lch b yu ta c
Do x
2
= 4 > 0 nn suy ra 3y
1
+y
2
+ 2y
3
= 12
Do x
4
= 8 > 0 nn suy ra y
1
+ 2y
2
+ 2y
3
= 10
Thay X
vo h rng buc gc u xy ra du bng.Nh vy ta gii h 2 phng trnh

trn theo y
1
ta c
_
_
3y
1
+y
2
+ 2y
3
= 12
y
1
+ 2y
2
+ 2y
3
10
y
1
R
_
y
2
= 2 + 2y
1
y
3
= 7 (5/2)y
1
y
1
R
Thay y
2
, y
3
vo cc bt phng trnh cn li ta suy ra c y
1
24/5. Sau ta li
thay Y
= (y
1
, 2 +2y
1
, 7 (5/2)y
1
) vo g(y), ta c g(Y
) = f(X
) = 128. Vy tp
phng n ti u ca bi ton i ngu l
Y
= (y
1
, 2 + 2y
1
, 7 (5/2)y
1
), g(Y
) = 128
4.3 Phng php n hnh i ngu
tng chung: Ta s dng bi ton i ngu gii bi ton gc, gii bi ton
i ngu nhng kt qu th hin trn bi ton gc, vic gii bi ton i ngu c
m t trn bng n hnh v gi l phng php n hnh i ngu.
4.3.1 C s l lun ca phng php
Xt bi ton gc
Min(CX)
vi iu kin
_
AX = b
X 0
66
Ta c bi ton i ngu
Max(Y b)
vi iu kin
_
Y A C
Y 0
Xut pht t c s B = (x
j
)
jI
no ca ma trn A.
K hiu C
= (c
jI
). Xt Y = C
B
1
l phng n ti u ca bi ton i ngu vi
j
0, j = 1, ...n, trong
j
= C
X
j
C
j
.
nh l 4.3.1. Nu ti phng n Y = C
B
1
m X = B
1
b 0, th X l phng
n ti u ca bi ton gc (v Y l phng n ti u cu bi ton i ngu)
Ngc li, iu kin ca nh l trn cha c tha mn, trong trng hp ny
ta gi X = B
1
b l 1 gi phng n ti u ( c
j
0).
K hiu
i
l hng i ca ma trn B
1
. (Ch rng khi B
1
th hng
i
cng c
dng vc t n v)
nh l 4.3.2. Y
= Y
i
s l phng n ca bi ton i ngu nu tha mn
0 v a
ij

j
, j
B
1
(tc l c
j
0) c x
l
< 0 (c trong
X = B
1
) v a
ij
0, j = 1, 2, ..n th hm mc tiu ca bi ton i ngu khng b
chn trn tp phng n (bi ton gc khng c phng n ti u)
B
1
, tn ti x
l
< 0 v tn ti a
lj
< 0 th
xy dng c phng n mi Y
tt hn Y.
4.3.2 Thut ton n hnh i ngu
Bc 0. Xy dng gi phng n ban u.
Xut pht t h m vc t c lp tuyn tnh c B = (x
j
), vi j J, [B[ = m, sao
cho
j
0, j = 1, 2, .., n.
Tm X = (X
, 0) trong X
= C
B
1
, x
j
= 0, j / J.
Bc 1. Kim tra tnh ti u: x
i
0, i J?
+ Nu c, bi ton c phng n ti u l X.
+ Ngc li, chuyn sang bc 2.
Bc 2. Kim tra tnh v nghim. Ti x
i
< 0, kim tra a
ij
0, j = 1, 2, ..n?.
+ Nu c bi ton khng c phng n ti u.
67
+ Ngc li, chuyn sang bc 3.
Bc 3. Xc nh vc t ra khi c s
Tn ti x
i
< 0, a
ij
< 0
Chn x
l
= min
x
i
<0
x
i
, A
l
ra khi c s.
Bc 4. Xc nh vc t vo c s.
Tm phn t trc x
lk
t cch chn
0
= min
a
ij
<0
j
a
ij
=

k
a
lk
A
k
vo c s mi.
Bc 5. Xy dng phng n cc bin mi X
1
bng cch bin i bng n hnh
nh thng l. Gn X
0
:= X
1
, ri tr li bc 1.
Ch . tm phng n ti u ca bi ton i ngu ta p dng quy tc sau:
Nu c s ban u l ma trn n v th tm li gii ca bi ton i ngu, ta
chn ra t bng n hnh cui cng cc
j
ca cc ct bin x
j
m chng l cc bin
c s bc lp u tin (Bng I), ri cng thm vi h s c
j
tng ng.
Tc l: Ly c s
j
bng u nhng nhn gi tr ca
j
bng cui cng.
V d 6. Gii bi ton bng phng php n hnh i ngu
min(f(x) = x
1
x
2
+x
3
+x
4
+x
5
)
vi iu kin
_
_
2x
1
+x
3
x
4
+ 3x
5
= 6
x
1
+x
4
3
4x
1
+x
2
x
4
+ 2x
5
= 5
x
j
0, j = 1, .., 5
a bi ton v dng chnh tc
min(f(x) = x
1
x
2
+x
3
+x
4
+x
5
)
vi iu kin
_
_
2x
1
+x
3
x
4
+ 3x
5
= 6
x
1
x
4
+x
6
= 3
4x
1
+x
2
x
4
+ 2x
5
= 5
x
j
0, j = 1, .., 5, 6
68
Bc 1. Tm c s x
3
, x
6
, x
2
.
Bc 2. Ta thy khng c x
j
0, j I.
Bc 3. x
l
< 0 v x
ij
< 0 v x
6
ra khi c s.
Bc 4. Chn phn t trc a
lk
= min
a
lj
<0
j
x
l
= 1
x
4
vo c s.
Xy dng phng n mi X
1
bng phng php n hnh bnh thng
Bng PACB H s PA 1 1 1 1 1 0
x
i
c
i
b
i
x
1
x
2
x
3
x
4
x
5
x
6
x
3
1 6 2 0 1 -1 3 0
I x
6
0 3 1 0 0 1 0 1
x
2
-1 5 -3 1 0 -1 2 0
1 3 0 0 1 0 0
x
3
1 9 3 0 1 0 3 -1
II x
4
1 3 1 0 0 1 0 1
x
2
-1 8 5 1 0 0 2 -1
4 2 0 0 0 0 1
Ti bng II c X 0 nn patu X = (0, 8, 9, 9, 3, 0), f
min
= 4.
Khi patu ca bi ton i ngu l
Cch 1.
Y = (
3
+C
3
,
6
+C
6
,
2
+C
2
) = (1, 1, 1)
Ly c s
3
,
6
,
2
t bng u ng vi c s x
3
, x
6
, x
2
nhng ly gi tr ca
3
,
6
,
2
t bng cui cng
Cch 2. Vit bi ton i ngu sau s dng cc nh l i ngu tm PATU ca
bi ton i ngu
V d 7. Gii bi ton QHTT sau y bng bi ton i ngu.
min(f(x) = x
1
+ 3x
2
+ 3x
3
)
vi iu kin
_
_
x
1
+ 2x
2
2
3x
1
+x
2
+x
3
4
4x
3
1
x
1
+x
3
2x
1
, x
1
, x
3
0
HD
Bi ton i ngu:
69
max(g(y) = 2y
1
+ 4y
2
+y
3
+y
4
)
vi iu kin
_
_
y
1
+ 3y
2
+y
3
+y
4
1
2y
1
+y
2
3
y
2
+ 4y
3
+y
4
3
y
i
0, i = 1...4
Bi ton dng chnh tc
max(g(y) = 2y
1
4y
2
y
3
y
4
)
vi iu kin
_
_
y
1
+ 3y
2
+y
3
+y
4
+y
5
= 1
2y
1
+y
2
+y
6
= 3
y
2
+ 4y
3
+y
4
+y
7
= 3
y
i
0, i = 1...7
S dng phng php n hnh gii bi ton trn vi c s n v l x
5
, x
6
, x
7
phng n cc bin xut pht Y

0
= (1, 1, 3) Khi gii ra ta c phng n ti u
l Y
= (1, 0, 3/4, 0) g
max
= 11/4 Theo nh l lch b ta c
V y
1
= 1 > 0 nn x
1
+ 2x
2
= 2 (1)
y
3
> 0 nn 4x
3
= 1 (2)
v 2y
1
+y
2
= 2 < 3 nn x
2
= 0 (3)
T (1), (2) (3) ta c X
= 2, 0, 1/4 v f
max
= 11/4
V d 8. Gii bi ton QHTT sau y bng cch gii bi ton i ngu ca n
Min(f(x) = 28x
1
+ 24x
2
+ 12x
3
)
vi iu kin
_
_
2x
1
+x
2
+x
3
12
x
1
+ 3x
2
+x
3
15
x
1
+x
3
6
3x
1
+ 2x
2
9
x
j
0, j = 1, 2, 3
70
BI TP CHNG 4
Bi tp 1. Cho bi ton quy hoch tuyn tnh sau
Min(f(x) = 2x
1
+ 5x
2
+ 4x
3
+x
4
5x
5
)
vi iu kin
_
_
x
1
6x
2
2x
4
9x
5
= 32
2x
2
+x
3
+ 1/2x
4
+ 3/2x
5
= 30
3x
2
+x
5
36
3x
1
+ 2x
2
9
x
j
0, j = 1, 2, 3, 4, 5
b) Tm phng n ti u ca bi ton i ngu
Max(f(x) = 2x
1
+ 6x
2
+ 4x
3
2x
4
+ 3x
5
)
vi iu kin
_
_
x
1
+ 2x
2
+ 4x
3
= 52
4x
2
+ 2x
3
+x
4
= 60
3x
2
+x
5
= 36
x
j
0, j = 1, 2, 3, 4, 5
b) Tm phng n ti u ca bi ton i ngu
Min(f(x) = 5x
1
9x
2
+ 15x
3
+ 7x
4
+ 6x
5
)
vi iu kin
_
_
x
1
+ 3x
2
x
3
x
4
+x
5
1
4x
1
+x
3
+ 2x
4
x
5
= 4
x
1
x
2
+x
3
2x
5
1
x
j
0, j = 1, 2, 3, 4, 5
a) Hi X
0
= (0, 1, 0, 2, 0) c phi l phng n cc bin khng?
b) Vit bi ton i ngu ca bi ton trn, tm tt c cc phng n ca bi ton i
ngu
c) Nu thay c = 10/3 th c kt lun g cho X
0
?
71
Min(f(x) = 3x
1
2x
2
2x
3
+ 2x
4
+x
5
)
vi iu kin
_
_
2x
1
x
3
+x
4
4x
5
15
5x
1
+ 3x
2
+ 2x
3
+ 3x
5
= 0
x
2
+x
3
3x
4
8
x
j
0, j = 1, 2, 3, 4, 5
a) Chng t bi ton trn lun c phng n ti u vi mi vc t b
b) Vit bi ton i ngu ca bi ton trn, tm tt c cc phng n ca bi ton i
ngu
c) Khi f(x) Max th bi ton c phng n ti u hay khng?
Max(f(x) = 3x
1
2x
2
+x
3
3x
4
)
vi iu kin
_
_
x
1
+x
2
+ 2x
3
3x
4
10
x
1
4x
2
+x
3
3x
4
= 11
3x
1
x
3
+ 2x
4
5
x
j
0, j = 1, 2, 3, 4
a) Vit bi ton i ngu v ch ra cc cp iu kin i ngu
b) Gii bi ton gc v bi ton i ngu
c) Nu thay rng buc (1) bi du "=" th cu tra li ca cp bi ton trn s
nh th no?
Max(f(x) = 3x
1
2x
2
+x
3
3x
4
)
vi iu kin
_
_
x
1
+x
2
+ 2x
3
3x
4
= 10
x
1
4x
2
+x
3
3x
4
= 11
3x
1
x
3
+ 2x
4
5
x
j
0, j = 1, 2, 3, 4
a) Chng minh bi ton i ngu c v s phng n ti u, bit X
= (4, 0, 7, 0) l 1
phng n ti u ca bi ton gc
b) Tm mt phng n ti u ca bi ton i ngu lm cho v tri ca rng buc th
t ng bng 1. Phng n c phi l phng n cc bin hay khng?
72
Max(f(x) = 7x
1
3x
2
4x
3
5x
4
)
vi iu kin
_
_
x
1
+ 2x
2
+ 2x
3
2
x
1
+x
2
+ 3x
3
+x
4
6
2x
1
+x
2
+x
3
= 23
x
j
0, j = 1, 2, 3, 4
a) Vit bi ton i ngu v ch ra cc cp iu kin rng buc
b) Tm mt phng n ti u ca cp bi ton i ngu
Min(f(x) = x
1
+x
2
+x
3
)
vi iu kin
_
_
4x
1
2x
2
+ 5x
3
+x
4
8
x
1
+ 3x
2
+x
3
+ 2x
4
21
3x
1
x
2
+ 3x
3
+x
4
= 8
x
j
0, j = 1, 2, 3, 4
b) Tm mt phng n ti u ca bi ton gc sau suy ra patu ca bi ton i
ngu
Min(f(x) = 4x
1
+ 6x
2
5x
3
+ 2x
4
3x
5
)
vi iu kin
_
_
3x
1
+ 2x
2
x
3
+x
5
= 20
x
1
x
2
+x
4
+x
5
14
2x
2
3x
3
+x
4
2x
5
= 8
x
j
0, j = 1, 2, 3, 4, 5
ngu
c) Phng n ti u va tm c c duy nht hay khng? Nu khng duy nht hy
tm phng n ti u cc bin th hai.
73
Min(f(x) = 5x
1
2x
2
x
3
x
4
+x
5
)
vi iu kin
_
_
2x
1
+ 3x
2
x
3
+x
4
23
2x
1
+x
2
+ 2x
3
+x
5
= 11
x
1
+ 4x
3
+ 2x
5
18
x
j
0, j = 1, 2, 3, 4, 5
ngu
c) Phng n ti u va tm c c duy nht hay khng? Nu khng duy nht hy
tm phng n ti u khng cc bin.
Min(f(x) = 3x
1
+ 5x
2
+ 2x
3
+ 3x
4
)
vi iu kin
_
_
3x
1
+ 2x
2
+ 4x
3
+ 9x
4
8
2x
1
+x
2
+ 3x
3
+ 7x
5
= 6
x
1
+ 2x
2
+ 3x
3
+ 5x
4
6
x
j
0, j = 1, 2, 3, 4
b) Tm mt phng n ti u ca bi ton gc
c) Chng t cc vc t sau X
0
= (
1
3
, 0, 1,
1
3
) v Y
0
= (5, 6, 0) ln lt l phng n
ti u ca bi ton gc v bi ton i ngu
Min(f(x) = 3x
1
x
2
+ 4x
3
5x
4
)
vi iu kin
_
_
2x
1
+x
2
+x
3
4x
4
3
3x
1
2x
2
4x
3
+ 2x
4
2
x
1
2x
2
+ 3x
3
4x
4
= 31
x
j
0, j = 1, 2, 3, 4
b) Tm mt phng n ti u ca cp bi ton ni trn
c) Chng minh bi ton i ngu ch c 1 phng n
74
Chng 5
Bi ton vn ti
5.1 Bi ton vn ti tng qut
5.1.1 Xy dng bi ton
Bi ton t ra
Gi s cn vn chuyn 1 loi hng t m ni pht A
1
, A
2
, ..., A
m
n n ni thu B
1
, B
2
, ..., B
n
,
ni pht th A
i
c s lng hng a
i
(i = 1, , , m). Ni nhn th B
j
cn s lng hng
l b
j
(j = 1, ...n). Cc ph vn chuyn mt n v hng t A
i
n B
j
l c
ij
. Nn vn
chuyn nh th no m bo pht ht v nhn s hng m c tng cc ph vn
chuyn b nht.
M hnh bi ton.
Gi x
ij
l s lng hng cn vn chuyn t A
i
n B
j
v x
ij
0, ta cng c cc iu
kin rng buc sau:
- Tng lng hng pht l:
n
j=1
x
ij
= a
i
, i = 1, ..., m
- Tng lng hng t cc trm pht n trm thu l:
m
i=1
x
ij
= b
i
, j = 1, ..., n
- Tng chi ph vn chuyn l: Z = Min(
m
i=1
n
j=1
x
ij
)
Nh vy ta c bi ton sau:
Tm x
ij
, i = 1, m, j = 1, n
Min(
m
i=1
n
j=1
x
ij
) (3.1)
75
vi iu kin
_
_
n
j=1
x
ij
= a
i
, i = 1, ..., m (3.2)
m
i=1
x
ij
= b
j
, j = 1, ..., n (3.3)
x
ij
0, c
ij
0, b
j
, a
i
0, i = 1, 2...m, j = 1, 2...n (3.4)
ng thi tha mn iu kin cn bng thu pht, ngha l:
m
i=1
a
i
=
n
j=1
b
j
Bi ton vn ti l mt bi ton quy hoch tuyn tnh v vy c th dng thut ton
n hnh gii nhng do cu to c bit ca n nn ta c th c mt phng php
gii n gin v thun tin hn, n th hin bng sau:
Thu b
1
b
2
... b
j
... b
n
Pht
a
1
c
11
c
12
... c
1j
... c
1n
x
11
x
12
... x
1j
... x
11
... ... ... ... ... ... ...
a
i
c
i1
c
i2
... c
ij
... c
in
x
i1
x
i2
... x
ij
... x
in
... ... ... ... ... ... ...
a
m
c
m1
c
m2
... c
mj
... c
mn
x
m1
x
m2
... x
mj
... x
mn
- (i, j) c x
ij
> 0 gi l chn, cc khng chn gi l loi.
- Mt phng n cc bin(c bn) gi l khng suy bin, nu c m+n-1 chn.
- Mt dy cc lin tip sao cho 2 vit lin nhau th cng hng hoc cng ct.
- Khng c 3 no vit cng 1 hng hoc cng 1 ct th c gi l 1 dy chuyn. Mt
dy chuyn khp kn c gi l 1 vng v k hiu l V.
Cc vng thng gp
5.1.2 Tnh cht ca bi ton vn ti
Tnh cht 1. Bi ton vn ti lun c phng n ti u.
H qu 3. S chn trong mt phng n cc bin ca bi ton vn ti l m+n-1.
Tnh cht 2. iu kin cn v h cc vct ct ca ma trn cc h s ca bi
ton vn ti c lp tuyn tnh l cc tng ng khng to thnh vng.
H qu 4. Mt phng n cc bin ca bi ton vn ti l phng n cc bin khi v
ch khi cc tng ng vi cc thnh phn dng khng to thnh vng.
76
H qu 5. Cho phng n cc bin X vi tp hp H gm m+n-1 chn khng lp
thnh vng (l, k) / H. Khi tp hp
H
1
= H (l, k)
s lp thnh vng V duy nht, v ng thi, nu (p, q) V th
H
2
= V (p, q) to thnh m+n-1 khng lp thnh vng.
5.2 Phng php tm phng n cc bin xut pht
5.2.1 Phng php cc tiu cc ph
Bc 1. Chn c cc ph nh nht v phn phi mt lng hng ti a c th
c c vo .
Bc 2. Xa cc trn hng hoc ct ht kh nng phn phi v tr v bc 1
vi nhng cha b xa.
V d 1.
Thu 25 80 120 45 30
Pht
70 7 2 9 12 6
70
85 8 6 4 3 9
40 45
35 5 3 6 7 11
10 25
110 11 5 10 8 1
25 55 30
+ Ta thy c
45
= 1 l nh nht nn ta phn phi mt lng ti a l 30 ct 5. Do
vy hang 4 d 80, xa tt c cc hng ct 5 bi du ().
+ Tng t ta ta c bng trn.
5.2.2 Phng php gc Ty -Bc
Bc 1. Phn phi 1 lng hng ti a c th c vo gc ty bc ca bng.
Bc 2. Xa cc trn hng hoc ct ht kh nng phn phi v tr li bc
1 vi nhng cha b xa.
77
V d 2.
Thu 25 80 120 45 30
Pht
70 7 2 9 12 6
25 45
85 8 6 4 3 9
35 50
35 5 3 6 7 11
35
110 11 5 10 8 1
35 45 30
5.2.3 Phng php F- Ghen
L phng php xy dng phng n cc bin xut pht tt nht v n rt gn vi
phng n ti u ca bi ton v gim i c mt s hu hn bc lp.
Bc 1. Chn c cc ph nh nht trong 1 hng hoc ct c lch cc ph ln
nht theo ngha lch cc ph ca mt hng hoc ct l hiu s gia cc ph thp
nht v cc ph thp nh trong hng hoc ct .
Bc 2. Phn phi mt lng hng ti a c th vo c cc ph b nht nu
bc 1.
Bc 3. Xa hng hoc ct ht kh nng phn phi v tr li bc 1 vi nhng
cha b xa.
Ch : Nu bc 1 c nhiu hng hoc ct c lch cc ph ln nht nh nhau
th u tin phn phi ti a c th c vo c cc ph b nht trong cc hng hoc
ct y.
V d 3.
Thu 25 80 120 45 30
Pht
70 7 2 9 12 6 4,5
70
85 8 6 4 3 9 1,1,1,2,2
40 45
35 5 3 6 7 11 2,2,2,2,1
25 10
110 11 5 10 8 1 4,3,3,5,1
10 70 30
2,2,3,3,3 1,1,2,2 2,2,2,2,2 4,4,4 5
78
5.3 Thut ton th v
5.3.1 C s l lun ca thut ton
Xt bi ton
min(
m
i=1
n
j=1
x
ij
) (3.1)
vi iu kin
_
_
n
j=1
x
ij
= a
i
, i = 1, ..., m (3.2)
m
i=1
x
ij
= b
j
, j = 1, ..., n (3.3)
x
ij
0, c
ij
0, b
j
, a
i
0, i = 1, 2...m, j = 1, 2...n (3.4)
Ta c bi ton i ngu ca bi ton trn l:
max(
m
i=1
a
i
u
i
+
n
j=1
b
j
v
j
)
vi iu kin
_
u
i
+v
j
c
ij
i = 1, 2...m, j = 1, 2...n
t
ij
= u
i
+v
j
c
ij
.
nh l 5.3.1. (Du hiu ti u).
Nu ti phng n cc bin X. u
i
, v
j
sao cho
ij
= 0 ti chn v
ij
< 0, (i, j) th
X l phng n ti u.
0
, tn ti
lk
> 0 th xy dng c
phng n cc bin mi X
1
tt hn X
0
.
Ch :
1) Chn
lk
= max
ij
>0
ij
a (l, k) vo lm chn.
2) Theo nh l 3.3.1. Mun tm u
i
, v
j
ta i gii phng trnh
u
i
+v
j
c
ij
= 0, (i, j) H
Ta c m+n n v m+n-1 phng trnh. Do cho 1 n no bt k bng 0 (n no
xut hin nhiu =0) suy ra tm cc n cn li.
79
5.3.2 Thut ton th v
gii bi ton vn ti ta lm theo cc bc sau:
Bc 1.
+ Tm phng n cc bin xut pht X
0
c m+n-1 chn
+ Tm u
i
, v
j
ti cc chn
+ Tm
ij
ti cc loi.
Bc 2. Kim tra
ij
0
+ Nu c ta kt lun X
0
l phng n ti u.
+ Nu khng chuyn sang bc 3.
Bc 3. Chn
lk
= max
ij
>0
ij
a (l, k) vo lm chn.
Lp vng V, V
c
, V
l
nh s trn vng tnh t (l, k).
Bc 4: Chn x
pq
= min
x
ij
V
c
x
ij
, a (p, q) ra khi vng.
Bc 5. Xy dng X
1
theo cng thc
x
1
ij
=
_
_
x
ij
vi (i, j) / V
x
ij
x
pq
vi (i, j) V
c
x
ij
+x
pq
vi (i, j) V
l
V d 4. Gii bi ton bng phng php th v
Thu 8 10 5 5
Pht
12 5 3 7 4
2 10
6 6 3 5 2
1 5
10 5 3 6 7
5 5
Bc 1. Bi ton cn bng thu pht, s dng phng php cc tiu tm
phng n cc bin xut pht, v c 4+3-1=6 chn khng lp thnh vng.
+ Tm u
i
, v
j
ti cc chn u
i
+v
j
= c
ij
.
_
_
u
1
+v
1
= 5
u
1
+v
2
= 3
u
2
+v
1
= 6
u
2
+v
3
= 5
u
3
+v
1
= 2
u
3
+v
4
= 1
_
u
1
= 0
v
1
= 5
v
2
= 3
u
2
= 1
u
3
= 3
v
3
= 4
v
4
= 4
80
+ Tnh
ij
ti cc loi l:
13
= 3,
14
= 0,
22
= 1,
33
= 3,
32
= 6,
24
= 3
Bc 2. Ta thy khng c
ij
0.
Bc 3. Chn max
22
,
24
=
24
= 3
a (2,4) vo lm chn .
+ Lp vng
V = (2, 4), (3, 4), (3, 1), (2, 1)
Bc 4. Chn
x
pq
= min
x
ijV
c
(2, 4), (2, 1) = x
21
= 1
a (2, 1) ra khi vng.
Bc 5. Xy dng X
1
theo cng thc bc 5 ta c bng
Thu 8 10 5 5
Pht
12 5 3 7 4 u
1
= 0
2 10
6 6 3 5 2 u
2
= 2
5 1
10 5 3 6 7 u
3
= 3
6 4
v
1
= 5 v
2
= 3 v
3
= 7 v
4
= 4
Tr li bc 1:
+ Tnh u
i
, v
j
ti cc chn c cc gi tr trn bng.
+ Tnh
ij
0
Vy
X
1
=
_
_
2 10 0 0
0 0 5 1
6 0 0 4
_
_
l phng n ti u v f
min
= 83
Nhn xt:
- Nu bi ton vn ti khng suy bin th thut ton th v s kt thc sau hu hn
bc.
- Nu bi ton suy bin th ta phi b sung sao cho m + n 1 chn trong
chn b sung c lng phn phi bng 0 v khng lp thnh vng.
81
V d 5. Gii bi ton vn ti vi s liu cho nh sau:
Thu 50 75 50 25
Pht
50 8 12 16 11
40 7 10 9 9
50 10 12 9 10
60 9 14 10 15
Gii. Ta tm phng n cc bin xut pht bng phng php Fogel
Thu 50 75 50 25
Pht
50 8 12 16 11 u
1
= 0
50
40 7 10 9 9 u
2
= 1
0- 40+
50 10 12 9 10 u
3
= 1
25 25
60 9 14 10 15 u
4
= 3
2+ 10- 50
v
1
= 8 v
2
= 11 v
3
= 7 v
4
= 9
Bc 1. Bi ton cn bng thu pht, s dng phng php Fogel tm phng n
cc bin xut pht, v ta thy 6 chn cha m+n-1 chn nn ta b sung thm
1 chn l: (2, 1)( chn khng lp thnh vng), lc ny ta c m+n-1=7 chn
khng lp thnh vng.
+ Tm u
i
, v
j
ti cc chn u
i
+v
j
= c
ij
.
_
_
u
1
+v
1
= 8
u
2
+v
1
= 7
u
2
+v
2
= 10
u
3
+v
2
= 12
u
3
+v
4
= 10
u
4
+v
2
= 14
u
4
+v
3
= 10
_
u
1
= 0
v
1
= 8
v
2
= 11
u
2
= 1
u
3
= 1
v
3
= 7
v
4
= 9
u
4
= 3
+ Tnh
ij
ti cc loi v c
41
= 2 > 0
Bc 2. Ta thy khng c
ij
0.
82
Bc 3. Chn max
22
,
24
=
24
= 3
a (2,4) vo lm chn .
+ Lp vng
V = (4, 1), (4, 2), (2, 2), (2, 1)
Bc 4. Chn
x
pq
= min
x
ijV
c
(4, 2), (2, 1) = x
21
= 0
a (2, 1) ra khi vng v khi ta c phng n X
1
, sau quay tr li bc 1:
Lm tng t trn ta c bng mi
Thu 50 75 50 25
Pht
50 8 12 16 11 u
1
= 0
50- 1+
40 7 10 9 9 u
2
= 3
40
50 10 12 9 10 u
3
= 1
25 25
60 9 14 10 15 u
4
= 1
0+ 10- 50
v
1
= 8 v
2
= 13 v
3
= 9 v
4
= 11
Ta thy
21
= 1 > 0, ta li tip tc lm nh trn c.
Thu 50 75 50 25
Pht
50 8 12 16 11 u
1
= 0
40- 10+
40 7 10 9 9 u
2
= 2
40
50 10 12 9 10 u
3
= 0
25- 0+ 25
60 9 14 10 15 u
4
= 1
10+ 50
v
1
= 8 v
2
= 12 v
3
= 9 v
4
= 10
Ta thy
ij
0. Vy ta c phng n ti u l:
X
=
_
_
_
_
_
40 10 0 0
0 40 0 0
0 25 0 25
10 0 50 0
_
_
_
_
_
v gi tr ti u l: f
min
= 1980
Nhn xt:
83
Ta nhn thy tai loi (3, 3) c h s c lng
ij
= 0, nn bi ton c nhiu phng
n ti u khc. Ly (3, 3) lm chn nh bng trn.
+ Lp vng
V = (3, 3), (4, 3), (4, 1), (1, 1), (1, 2), (3, 2)
+ Chn
x
pq
= min
x
ijV
c
(4, 3), (1, 1), (3, 2) = x
32
= 25
a (3, 2) ra khi vng. Ta c bng sau:
Thu 50 75 50 25
Pht
50 8 12 16 11 u
1
= 0
15 35
40 7 10 9 9 u
2
= 2
40
50 10 12 9 10 u
3
= 0
25 25
60 9 14 10 15 u
4
= 1
35 25
v
1
= 8 v
2
= 12 v
3
= 9 v
4
= 10
Ta c phng n ti u khc l:
X =
_
_
_
_
_
15 35 0 0
0 40 0 0
0 0 25 25
35 0 25 0
_
_
_
_
_
Khi tp hp cc phng n l:
X = X
+ (1 )X =
_
_
_
_
_
15 + 25 35 25 0 0
0 40 0 0
0 25 25 25 25
35 25 0 25 + 25 0
_
_
_
_
_
; ( [0, 1])
5.4 Cc dng khc ca bi ton vn ti
5.4.1 Bi ton vn ti khng cn bng thu pht
Bi ton vn ti khng cn bng thu pht l bi ton m
m
i=1
a
i
,=
n
j=1
b
j
84
Phng php chung gii bi ton trong trng hp ny l thm trm gi a
bi ton cn bng thu pht.
a) Trng hp
m
i=1
a
i
>
n
j=1
b
j
Ta thm trm thu gi B
n+1
, vi
b
n+1
=
m
i=1
a
i
j=1
b
j
; c
n+1,i
= 0, i
Lc ny bi ton tr thnh cn bng thu pht v ta p dung thut ton th v gii.
b) Trng hp
m
i=1
a
i
<
n
j=1
b
j
Ta thm trm pht gi A
m+1
, vi
a
m+1
=
n
j=1
b
j

m
i=1
a
i
; c
m+1,j
= 0, j
Lc ny bi ton tr thnh cn bng thu pht v ta p dung thut ton th v gii.
Ch : Khi dng phng php cc ph b nht tm phng n cc bin xut
pht, ta u tin phn phi cho cc thc ca bng trc.
Thu 140 150 180
Pht
150 5 4 6
100 8 5 9
145 11 6 12
100 9 7 13
Gii. Ta thy bi ton cha cn bng thu pht, nn ta thm trm thu gi v c
b
4
= 495 470 = 25. Thc hin tm phng n cc bin xut pht bng phng php
Fogels thu c kt qu trn bng sau:
85
Thu 140 150 180 25
Pht
150 5 4 6 0 u
1
= 0
65 85
100 8 5 9 0 u
2
= 3
5 95
145 11 6 12 0 u
3
= 4
145
100 9 7 13 0 u
4
= 4
75 25
v
1
= 5 v
2
= 2 v
3
= 6 v
4
= 4
Kim tra thy
ij
0 nn bi ton c phng n ti u l:
X
=
_
_
_
_
_
65 0 85
0 5 95
0 145 0
75 0 0
_
_
_
_
_
v gi tr ti u l: f
min
= 3260
Thu 100 50 30 70
Pht
80 3 5 6 5
70 4 5 7 8
50 3 4 4 3
Gii. Ta thy bi ton cha cn bng thu pht, nn ta thm trm pht gi v c
a
4
= 250 200 = 50. Thc hin tm phng n cc bin xut pht bng phng php
Fogels thu c kt qu trn bng sau:
86
Thu 100 50 30 70
Pht
80 3 5 6 5 u
1
= 0
30 30 20
70 4 5 7 8 u
2
= 1
70 5
50 3 4 4 3 u
3
= 2
50
500 0 0 0 0 u
4
= 3
0 50
v
1
= 3 v
2
= 3 v
3
= 6 v
4
= 5
Kim tra thy
ij
0 nn bi ton c phng n ti u l:
X
=
_
_
80 0 0 0
20 50 0 0
0 0 0 50
_
_
v gi tr ti u l: f
min
= 720
5.4.2 Bi ton vn ti c hm mc tiu cc i
Bi ton c hm mc tiu cc i l bi ton c dng:
Max(
m
i=1
n
j=1
x
ij
)
vi iu kin
_
_
n
j=1
x
ij
= a
i
, i = 1, ..., m
m
i=1
x
ij
= b
j
, j = 1, ..., n
x
ij
0, c
ij
0, b
j
, a
i
0, i = 1, 2...m, j = 1, 2...n
gii bi ton dng ny ta c hai cch nh sau:
Cch 1(Gin tip). a bi ton max(f(x)) v bi ton min(f(x)). Sau dng
phng php th v bit gii, vi lu cc ph m (c
ij
< 0).
Cch 2(Trc tip). Gii trc tip bng phng php th v nhng ch
- Khi xy dng phng n cc bin xut pht ta u tin lng hng vo c cc ph
c
ij
ln nht, nu thc hin phng php Fogels th ta u tin phn phi cho c cc
87
ph c
ij
ln nht nm trn dng hay ct c chch lch gia s li nhun ln nht v s
li nhun ln nh l ln nht.
- Du hiu ti u :
ij
0, (i, j)
Thut ton gii c thc hin theo cc bc sau:
Bc 1.
+ Tm phng n cc bin xut pht X
0
c m+n-1 chn
+ Tm u
i
, v
j
ti cc chn
+ Tm
ij
ti cc loi.
Bc 2. Kim tra
ij
0
+ Nu c ta kt lun X
0
l phng n ti u.
+ Nu khng chuyn sang bc 3.
Bc 3. Chn
lk
= min
ij
<0
ij
a (l, k) vo lm chn.
Lp vng V, V
c
, V
l
nh s trn vng tnh t (l, k).
Bc 4: Chn x
pq
= max
x
ij
V
c
x
ij
, a (p, q) ra khi vng.
Bc 5. Xy dng X
1
theo cng thc
x
1
ij
=
_
_
x
ij
vi (i, j) / V
x
ij
x
pq
vi (i, j) V
c
x
ij
+x
pq
vi (i, j) V
l
5.4.3 Bi ton vn ti c cm
Trong thc t c nhng trng hp ta khng th vn chuyn hng ha trn mt s
tuyn ng v l do no chng hn iu kin ca ng s khng bo m an ton
cho hng ha, ng qu xa khng th bo m v thi gian giao nhn,...V vy xut
hin mt s ta khng th phn phi hng vo . Cc c gi l cc cm.
Ngoi ra, cm cn xut hin trong trng hp bi ton khng cn bng thu pht vi
iu kin mt s trm pht yu cu phi pht ht hng (pht > thu), hoc iu kin
mt s trm thu no yu cu phi thu hng (pht < thu). Khi d gi tng
ng s l cm.
a. Cch gii quyt.
Ta loi cc cm ra khi bng tc l nh du vo v dng thut ton
th v gii.
Nu gp trng hp c nhiu cm m chng ta khng th phn phi cho cc trm
pht ht hng, hoc cc trm thu hng th iu chng t cc trong bi ton
vn ti khng lin thng (khng i c). Do khng gii c.
b. Cch gii.
Ta lp bi ton m rng (V T
M
) bng cch t cc ph cc cm c
ij
= M > 0
rt ln, v dng phng php th v gii bi ton ny. Ta c hai trng hp sau
y.
88
- Nu trong phng n ti u ca (V T
M
) c tt c cc thnh phn (hng) ng vi cc
cm bng 0. Khi bi ton ban u c phng n ti u.
- Nu trong phng n ti u ca (V T
M
) c thnh phn (hng) ng vi cm ,= 0.
Khi bi ton ban u khng c phng n v do cng khng c phng n ti
u.
V d 8. i xe ca 1 cng ty thy sn cn lp k hoch vn chuyn c bin t 3
ni cung cp (trm pht) n 4 ni tiu th. Khi lng c (tn) c mi trm pht,
yu cu tiu th (tn) ca mi trm thu v c ly (km) t trm pht n trm thu cho
trong bng sau:
Thu B
1
60 B
2
70 B
3
40 B
4
30
Pht
A
1
100 35 30 45 40
A
2
80 45 40 30 55
A
3
20 55 35 30 50
Ngoi ra, iu kin ng khng cho php vn chuyn trn cc tuyn ng t A
1
n B
1
, v t A
1
n B
4
. Ta c tng thu pht=200 tn, do k hoch vn ti s bo
m c ly i ht cc trm pht v thu theo yu cu cc trm thu. Hm mc
tiu l tng chi ph vn ti (tng s tn Km vn ti) l thp nht.
Gii
t c
11
= c
14
= M > 0 rt ln.
Thc hin tm phng n cc bin bng phng php Fogel, ta c
Thu 60 70 40 30
Pht u
i
100 M 30 45 M u
1
= 0
70 30
80 45 40 30 55 u
2
= 10
60 20 5 20
20 55 35 30 50 u
1
= 15
15 20 10 10
v
j
v
1
= 55 v
2
= 30 v
3
= 45 v
4
= 65
Ta thy
22
= 20,
23
= 5,
31
= 15,
32
= 20,
lk
= max
ij
>0
ij
=
23
= 5 a (2, 3) vo lm chn.
+ Lp vng
V = (2, 3), (2, 4), (3, 3), (3, 4)
89
+ Chn
x
pq
= min
x
ijV
c
(2, 4), (3, 3) = x
33
= 10
a (3, 3) ra khi vng.
Khi ta c bng mi
Thu 60 70 40 30
Pht u
i
100 M 30 45 M u
1
= 0
70 30
80 45 40 30 55 u
2
= 15
60 25 10 10
20 55 35 30 50 u
1
= 20
15 25 5 10
v
j
v
1
= 60 v
2
= 30 v
3
= 45 v
4
= 70
Ta thy cc
ij
< 0 ti cc loi nn phng n ti u l
X
=
_
_
* 0 0 *
60 0 10 10
0 0 0 20
_
_
V f
min
= 8.000(T Km)
90
BI TP CHNG 5
Bi tp 1. Cho bi ton vn ti bi cc s liu sau:
(c
ij
) =
_
_
1 2 4 3
2 3 2 7
3 5 6 4
_
_
; (a
i
) = (60, 70, 20); (b
j
) = (30, 40, 50)
a) Gii bi ton vn ti trn.
b) Phng n ti u cu a) co duy nht khng? V sao?
Bi tp 2.
(c
ij
) =
_
_
1 2 4 3
2 4 5 1
4 1 2 5
_
_
; (a
i
) = (80, 70, 100); (b
j
) = (40, 100, 60, 50)
b) Phng n ti u cu a) co duy nht khng? V sao?
Bi tp 3.
(c
ij
) =
_
_
7 6 9 8
10 8 7 11
11 7 6 10
_
_
; (a
i
) = (100, 80, 20); (b
j
) = (60, 70, 40, 30)
b) Phng n ti u cu a) co duy nht khng? V sao? Nu khng hy tm mt
phng n ti u khc.
Bi tp 4.
(c
ij
) =
_
_
_
_
_
7 4 8 6
8 9 5 7
4 5 3 8
5 9 7 5
_
_
_
_
_
; (a
i
) = (100, 50, 80, 20); (b
j
) = (70, 30, 80, 70)
b) Phng n ti u cu a) co duy nht khng? V sao? Nu khng tm tp tt c
cc phng n ti u.
Bi tp 5.
(c
ij
) =
_
_
_
_
_
4 6 4 6
5 6 8 9
4 5 5 4
6 6 9 9
_
_
_
_
_
; (a
i
) = (80, 70, 50, 50); (b
j
) = (100, 50, 30, 70)
cc phng n ti u.
91
Bi tp 6.
(c
ij
) =
_
_
_
_
_
8 7 5 5 9
5 4 3 3 6
3 5 4 6 5
9 8 7 6 4
_
_
_
_
_
; (a
i
) = (50, 80, 40, 60); (b
j
) = (40, 30, 60, 50, 50)
cc phng n ti u.
Bi tp 7.
(c
ij
) =
_
_
_
_
_
5 16 16 7 9
17 9 13 6 7
8 8 12 4 13
10 19 19 8 6
_
_
_
_
_
; (a
i
) = (42, 60, 28, 45); (b
j
) = (35, 30, 45, 40, 25)
cc phng n ti u.
Bi tp 8.
(c
ij
) =
_
_
4 2 5 7 6
5 8 3 4 5
2 1 4 3 2
_
_
; (a
i
) = (20, 110, 120); (b
j
) = (70, 40, 30, 60, 50)
a) Gii bi ton vn ti trn, tm phng n ti u.
b) Theo anh ch, du hiu no cho bit bi ton vn ti c nhiu phng n ti u?
Phng n ti u va tm c c duy nht hay khng?Ti sao?
Bi tp 9.
(c
ij
) =
_
_
_
_
_
12 14 25
22 17 13
15 18 19
16 23 26
_
_
_
_
_
; (a
i
) = (40, 60, 45, 65); (b
j
) = (50, 80, 65)
b) Gii bi ton trn vi iu kin A
3
v A
4
phi pht ht hng.
Bi tp 10.
(c
ij
) =
_
_
5 8 6 7
6 7 11 5
8 8 12 10
_
_
; (a
i
) = (50, 30, 45); (b
j
) = (20, 40, 50, 35)
b) Gii bi ton trn vi iu kin B
3
phi thu hng.
92
Bi tp 11.
(c
ij
) =
_
_
_
_
_
1 6 12
3 12 21
4 15 20
2 10 15
_
_
_
_
_
; (a
i
) = (20, 80, 40, 60); (b
j
) = (35, 25, 70)
2
v A
3
phi pht ht hng.
Bi tp 12.
(c
ij
) =
_
_
11 12 12 12
7 5 6 4
7 8 7 8
_
_
; (a
i
) = (70, 90, 50); (b
j
) = (50, 95, 35, 70)
2
phi thu hng
Bi tp 13.
(c
ij
) =
_
_
_
_
_
7 12 11 14
8 13 10 10
5 11 7 9
6 9 7 8
_
_
_
_
_
; (a
i
) = (125, 75, 150, 50); (b
j
) = (100, 65, 95, 80)
1
v A
2
phi pht ht hng.
Bi tp 14.
(c
ij
) =
_
_
9 18 15 21
12 6 15 12
15 9 18 24
_
_
; (a
i
) = (80, 60, 110); (b
j
) = (60, 60, 80, 100)
3
v B
4
phi thu hng.
Bi tp 15.
(c
ij
) =
_
_
1 2 5 6
2 5 5
4 1 2
_
_
; (a
i
) = (80, 70, 100); (b
j
) = (40, 100, 60, 50)
Gii bi ton vn ti trn, tm phng n ti u, trong (2, 3) v (3, 3) l cc cm.
Bi tp 16. Gii cc bi ton t bi tp 1 n bi tp 8 vi hm mc tiu t cc
i.
93
TI LIU THAM KHO
[1] Phan Quc Khnh-Trn Hu Nng, Quy hoch tuyn tnh, NXBGD, 2002.
[2] Trn Xun Sinh, Quy hoch tuyn tnh, NXB i hc Quc gia H Ni , 2003.
[3] Hong Ty, L thuyt quy hoch, NXB Khoa hc, H Ni, 1968.
[4] Trn Tc, Quy hoch tuyn tnh, NXB i hc Kinh t Quc dn, H Ni, 2001.
[5] Bi Phc Trung-Nguyn Th Ngc Thanh-V Th Bch Lin, Gio trnh quy
hoch tuyn tnh, NXBLao ng - X hi, 2003.
[6] Nguyn Thnh C, Ti u ha, NXB Thng k, 2005.
[7] Trn V Thiu, Gio trnh ti u ha, NXB i hc quc gia H Ni, 2004.
[8] Nguyn Ngc Thng-Nguyn nh Ha, Quy hoch tuyn tnh, NXB i hc
quc gia H Ni, 2004.
[9] Bi Minh Tr, Quy hoch ton hc, NXB Khoa hc v k thut, 1999.
[10] Bi Minh Tr, Ti u ha tp II, NXB Khoa hc v k thut, 2005.
94

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B GIO DC V O TO

af(a) +bf(b) +cf(c)

aln(b +c) bln(a +c) cln(a +b)

aln(b +c) +bln(a +c) +cln(a +b)

aln(b +c) +bln(a +c) +cln(a +b)

khi v ch khi bi ton M c phng n ti

= (14/5, 12/5, 2/5, 0), f

= (0, 0, 6, 0, 16, 0, 23) nhng trong phng n

= (3/2, 0, 0, 0, 7/2, 1/2) v f

= (3/2, 0, 0, 0, 7/2, 1/2) v

ln lt l phng n ca bi ton (P), (D) v tha mn

ca bi ton i ngu ti u khi v ch khi.

l phng n ti u khi v ch khi

= (0, 7/2, 1) v c dng

vo h rng buc gc u xy ra du bng.Nh vy ta gii h 2 phng trnh

phng n cc bin xut pht Y

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