Phuong Phap Toi Uu - Full

i hc Hi Phng.
Ging vin: L c Nhng
Gio trnh Phng php ti u
Ti liu tham kho

1. Nguyn c Ngha
Ti u ha (Quy hoch tuyn tnh v ri rc). NXB Gio dc 1999
2. Bi Minh Tr
Quy hoch ton hc. NXB Khoa hc k thut 1999
3. Bi Minh Tr
Ti u ha.Tp 1,2. NXB Khoa hc k thut 2005
4. Bi Minh Tr
Bi tp ti u ha. NXB Khoa hc k thut 2005
5. Ph Mnh Ban
Quy hoch tuyn tnh. NXB i hc s phm 2005
6. Ph Mnh Ban
Bi tp quy hoch tuyn tnh. NXB i hc s phm 2004
7. Trn V Thiu
Gio trnh Ti u tuyn tnh. NXB HQG H Ni 2004
8. Phm Tr Cao
Ti u ha. H Kinh t thnh ph H Ch Minh 2005
9. Phm Tr Cao
Bi tp ti u ha. H Kinh t thnh ph H Ch Minh 2005
10. PGS. TS Bi Th Tm
Gii cc bi ton ti u trn Excel. Phng ti u v iu khin. Vin Ton hc
11. Hong Ty
L thuyt ti u (Bi ging lp cao hc). Vin ton hc 2003
12. PGS.TS Nguyn Nht l
Ti u ha ng dng. NXB Khoa hc k thut 2001
13. L Mu Dng
Nhp mn cc phng php ti u. NXB Khoa hc k thut 1998
14. Phan Quc Khnh Trn Hu Nng
Quy Hoch Tuyn Tnh. Nh xut bn Gio Dc
15. ng Vn Uyn
Quy hoch tuyn tnh. NXB Gio dc 1998
Trang
i hc Hi Phng. Ging vin: L c Nhng
Mc lc
Chng 1
M hnh bi ton ti u
1. PHN LP BI TON ..............................................................................................................5

1.1. Nghin cu ban u............................................................................................................... 5
1.2. Phn lp bi ton................................................................................................................... 5
1.3. Phn lp bi ton theo phc tp ca thut ton ................................................................. 6
1.3.1 Lp bi ton P, NP. .......................................................................................................... 6
1.3.2 Lp bi ton NP- Hard, NP- Complete. ................................................................................. 6
1.3.2.1. Cc khi nim. ............................................................................................................. 6
1.3.2.2. Bi ton NP- Hard. ........................................................................................................ 7
1.3.2.3. Bi ton NP- Complete. ................................................................................................. 7
2. GII THIU V BI TON TI U .........................................................................................7

2.1 Xy dng m hnh ton hc cho mt s vn thc t ............................................................ 8
2.2 Mt s m hnh thc t ........................................................................................................... 9
2.2.1 Bi ton vn u t .......................................................................................................... 9
2.2.2 Bi ton lp k hoch sn xut ........................................................................................ 10
2.2.3 Bi ton vn ti ............................................................................................................... 12
2.2.4 Bi ton ct vt liu ........................................................................................................ 14
3. BI TON TI U DNG CHUN TC, DNG CHNH TC..............................................15

3.1 Bi ton ti u dng tng qut............................................................................................... 15
3.1.1 Dng tng qut ............................................................................................................... 15
3.1.2 Phn loi bi ton ti u ................................................................................................. 16
3.2 Bi ton ti u dng chnh tc v chun tc ........................................................................... 16
3.2.1 Bi ton ti u dng chnh tc ......................................................................................... 16
3.2.2 Bi ton ti u dng chun tc ........................................................................................ 17
2.3.3 Bin i bi ton ti u tng qut v dng chnh tc hoc chun tc ................................ 17
Bi tp chng 1 .........................................................................................................................20
Chng 2. Tp phng n ca bi ton ti u ....................................................................22
1. MT S K HIU V NH NGHA ......................................................................................22
2. PHNG N C S CHP NHN C .........................................................................23
2.1 nh ngha ............................................................................................................................ 23
2.2 S tn ti phng n c s chp nhn c ........................................................................ 24
2.3 Tiu chun ti u.................................................................................................................. 24
3.KHI NIM LI V CC TNH CHT .....................................................................................24

3.1 T hp li ............................................................................................................................. 24
3.2. Tp hp li .......................................................................................................................... 25
Trang
3.3 im cc bin ca mt tp hp li ........................................................................................ 25

3.4 a din li v tp li a din.................................................................................................. 26
3.4.1. a din li ..................................................................................................................... 26
3.4.2. Siu phng - Na khng gian ......................................................................................... 26
3.4.3. Tp li a din ............................................................................................................... 26
4. C IM CA TP PHNG N ......................................................................................27
5. PHNG PHP HNH HC ..................................................................................................28
5.1 Ni dung phng php ......................................................................................................... 28
5.2 V d .................................................................................................................................... 29
Bi tp chng 2 ........................................................................................................................... 32
Chng 3. Phng php n hnh ........................................................................................33

1. NG LI CHUNG V C S CA PHNG PHP N HNH ................................ 33
2. THUT TON N HNH DNG BNG ...............................................................................33
2.1 Bng n hnh ...................................................................................................................... 35
2.2 V d .................................................................................................................................... 36
3. TNH HU HN CA THUT TON N HNH .................................................................43

3.1 Tnh hu hn ca thut ton n hnh ................................................................................... 43
3.2 Hin tng xoay vng ........................................................................................................... 44
3.3 Cc bin php chng xoay vng ............................................................................................ 45
3.3.1 Phng php t vng .................................................................................................... 46
3.3.2 Qui tc Bland .................................................................................................................. 48
4. THUT TON N HNH HAI PHA ......................................................................................48

4.1 M t thut ton .................................................................................................................... 48
4.2 V d. ................................................................................................................................... 51
5. THUT TON N HNH HAI PHA CI BIN .....................................................................52

5.1 M t thut ton .................................................................................................................... 52
5.2 V d .................................................................................................................................... 53
6. PHNG PHP NH THU (M PHNG PHP)........................................................54

6.1 M t thut ton .................................................................................................................... 55
6.2 V d .................................................................................................................................... 56
Chng 4. L thuyt i ngu v bi ton ti u i ngu

1. BI TON I NGU.............................................................................................................61
2. QUI TC CHUYN BI TON TI U TNG QUT SANG BI TON I NGU .........61
2.1 Qui tc chuyn i ................................................................................................................ 61
2.2 V d .................................................................................................................................... 63
Trang
2.3 ngha kinh t ca bi ton i ngu .................................................................................... 64
3. CC NH L I NGU ........................................................................................................65
4. THUT TON N HNH I NGU...................................................................................69
Chng 5. Bi ton vn ti ......................................................................................................73
1. PHT BIU BI TON, S TN TI CA NGHIM TI U .............................................73
1.1 Pht biu bi ton ................................................................................................................. 73
1.2 S tn ti nghim ti u........................................................................................................ 74
2. TIU CHUN NHN BIT PHNG N CC BIN ..........................................................75

2.1 Bng vn ti ......................................................................................................................... 75
2.2 Cc nh ngha v nh l ...................................................................................................... 75
3. CC PHNG PHP TM PHNG N XUT PHT .......................................................76

3.1 Phng php gc Ty Bc ................................................................................................... 76
3.2 Phng php cc tiu cc ph ............................................................................................ 77
3.2.1 Phng php cc tiu cc ph theo dng...................................................................... 77
3.2.2 Phng php cc tiu cc ph theo ct......................................................................... 77
3.2.3 Phng php cc tiu cc ph ton bng...................................................................... 78
3.3 Phng php Fghen........................................................................................................ 78
3.4 Phng php Larson R.E ..................................................................................................... 81
4. TIU CHUN TI U V THUT TON TH V .................................................................81

4.1 Tiu chun ti u. ................................................................................................................. 81
4.2 Thut ton th v ................................................................................................................... 81
5. TRNG HP KHNG CN BNG THU PHT.................................................................84

m
5.1 Tng lng pht ln hn tng lng thu:
a b
i1
j1
5.2 Tng lng pht nh hn tng lng thu:
a b
i1
......................................................... 84
j1
......................................................... 84
6. MT S V D ........................................................................................................................85
Chng 6. Gii bi ton ti u trn my tnh
1. GII BI TON TI U .........................................................................................................86
2. GII BI TON VN TI ........................................................................................................89
Trang
Chng 1
M hnh bi ton ti u
1. PHN LP BI TON
1.1. Nghin cu ban u
* Biu din bi ton:
Input: Thng tin u vo
Output: Kt qu u ra
1.2. Phn lp bi ton.
Ti sao phi phn lp bi ton?
liu sc mnh !
Li ch ca vic phn lp ?
Bi ton cha
c li gii
Cc Bi
ton
Bi ton khng
gii c
Bi ton c
li gii
Bi ton gii
c
Bi ton d
gii
Bi ton kh
gii
Bi ton chia thnh 2 loi:
Bi ton c li gii:
Bi ton cha c li gii (Open Problem).
Bi ton c li gii c chia thnh 2 loi.
Bi ton khng th gii c.
Bi ton c th gii c
Bi ton c th gii c chia thnh 2 loi.
Bi ton thc t gii c: BT tr c, BT d (Easy).
Bi ton thc t kh gii c: BT bt tr c (Interactability), BT kh (Hard).
Bi ton thc t kh gii c: 2 loi.
Bi ton thc t kh gii: Kh va phi (Binary Hard).

Trang
Bi ton thc t kh gii: Rt kh
(Unary Hard).
Ch : Cn phn bit gia khng th gii v kh gii (bt tr).

1.3. Phn lp bi ton theo phc tp ca thut ton
1.3.1 Lp bi ton P, NP.
1). Vi mt bi ton, c hai kh nng xy ra: c li gii. Cha c li gii.
2). Vi bi ton c li gii, c hai trng hp xy ra:
- Gii c bng thut ton.
- Khng gii c bng thut ton.
3). Vi bi ton gii c bi thut ton cng chia thnh hai loi:
+ Thc t gii c: D gii.
c hiu l thut ton c x l trong thi gian nhanh, thc t cho php,
l thut ton c phc tp thi gian a thc.
+ Thc t kh gii: Kh gii.
c hiu l thut ton phi x l trong nhiu thi gian, thc t kh chp nhn,
l thut ton c phc tp thi gian l trn a thc (hm m).
P
: l lp bi ton gii c bng thut ton n nh, a thc (Polynomial).
NP : l lp bi ton gii c bng thut ton khng n nh, a thc.

P NP.
Ch : Hin nay ngi ta cha bit
P NP.
1.3.2 Lp bi ton NP- Hard, NP- Complete.

1.3.2.1. Cc khi nim.
a. Khi nim "Dn v c".
Bi ton B c gi l "Dn v c bi ton A mt cch a thc, k hiu: B A. Nu
c thut ton n nh a thc gii bi ton A th cng c thut ton n nh a thc
gii bi ton B.
Ngha l: Bi ton A "kh hn" bi ton B, hay B "d hn A.
- B c din t bng ngn ng ca bi ton A. (Tc l: B l trng hp ring ca A).
- Gii c A Gii c B.
Ch : Quan h c tnh cht bc cu, tl: C B v B A
C A.
b. Khi nim "Kh tng ng".

Bi ton A gi l kh tng ng bi ton B, k hiu A ~ B, nu : A B v B A
Trang
1.3.2.2. Bi ton NP- Hard.

* Bi ton A c gi l NP - hard (NP- kh) nu L NP u l L A.
* Lp bi ton NP - hard bao gm tt c nhng bi ton NP - hard.
Bi ton NP hard c th nm trong hoc ngoi lp NP.
1.3.2.3. Bi ton NP- Complete.
a. Khi nim Bi ton NP- Complete.
* Bi ton A c gi l NP - Complete (NP- y ) nu A l NP Hard v A NP. Tm
li: Bi ton NP Complete l bi ton NP - hard nm trong lp NP.
* Lp bi ton NP - Complete bao gm tt c nhng bi ton NP - Complete.
Lp NP Complete l c thc, v Cook v Karp ch ra BT u tin thuc lp ny.
l bi ton tha c: SATISFYABILITY.
b. Chng minh bi ton l NP Hard.
Cch 1: Theo nh ngha
* Bi ton A c gi l NP - hard (NP- kh) nu L NP u l L A.
+ Chng minh theo nh ngha gp nhiu kh khn v phi chng minh: Mi bi ton
trong NP u d hn A.
+ Theo cch 1, nm 1971 Cook v Karp ch ra BT u tin thuc lp NP - hard.
l bi ton tho c (Satisfyability).
Cch 2
+ chng minh bi ton A l NP hard, trong thc t ngi ta thng da vo bi ton
B no c bit l NP - Hard v chng minh rng B A.
Theo tnh cht bc cu ca quan h dn v, A tho mn nh ngha NP hard.
Theo cch hiu trc quan: B kh th A
cng kh.
2. GII THIU V BI TON TI U

Bi ton ti u bt ngun t nhng nghin cu ca nh ton hc Nga ni ting, Vin s
Kantorovich L.V. trong mt lot cc cng trnh v bi ton lp k hoch sn xut c cng
b nm 1938. Nm 1947 nh ton hc M Dantzig nghin cu v xut phng php
n hnh (Simplex Method) gii bi ton ti u tuyn tnh. Nm 1952 phng php n
hnh c ci t v chy trn my tnh in t M.
C th tm nh ngha ti u ha l lnh vc ton hc nghin cu cc bi ton ti u m
hm mc tiu (vn c quan tm) v cc rng buc (iu kin ca bi ton) u l hm
v cc phng trnh hoc bt phng trnh tuyn tnh. y ch l mt nh ngha m h, bi
ton quy hoch tuyn tnh s c xc nh r rng hn thng qua cc m hnh v v d.
Trang
2.1 Xy dng m hnh ton hc cho mt s vn thc t

Cc bc nghin cu v ng dng mt bi ton quy hoch tuyn tnh (QHTT) in hnh l
nh sau:
Bc 1: Xc nh vn cn gii quyt, thu thp d liu.
Xy dng m hnh nh tnh cho vn t ra, tc l xc nh cc yu t c ngha quan
trng nht v xc lp cc qui lut m chng phi tun theo. Thng thng bc ny nm
ngoi phm vi ca ton hc
Bc 2: Lp m hnh ton hc.
Xy dng m hnh ton hc cho vn ang xt, tc l din t li di dng ngn ng
ton hc cho m hnh nh tnh. Nh vy, m hnh ton hc l tru tng ha di dng
ngn ng ton hc ca hin tng thc t, cn phi c xy dng sao cho vic phn tch
n cho php ta hiu c bn cht ca hin tng. M hnh ton hc thit lp mi quan h
gia cc bin s v cc tham s iu khin hin tng.
Trong bc ny, mt vic rt quan trng l cn phi xc nh hm mc tiu, tc l mt
c trng bng s m gi tr cng ln (cng nh) ca n tng ng vi tnh hung cng tt
hn i vi ngi cn nhn quyt nh. Bc th 2 bt u i hi nhng kin thc ton hc
nht nh.
Nh vy, sau hai bc u ta pht biu c bi ton cn gii.
Bc 3: Xy dng cc thut ton gii bi ton m hnh ho bng ngn ng thun
li cho vic lp trnh cho my tnh.
Cc thut ton ti u ha l mt trong nhng cng c c lc gii quyt cc bi ton
t ra. Cn nhn mnh rng, thng thng cc bi ton thc t c kch thc rt ln, v th,
gii chng cn phi s dng n my tnh in t.
Bc 4: Tnh ton th v iu chnh m hnh nu cn.
Trong bc ny cn kim chng li cc kt qu tnh ton thu c trong bc 3. Trong
bc ny cn phi xc lp mc ph hp ca m hnh l thuyt vi vn thc t m n
m t. thc hin bc ny, c th lm thc nghim hoc p dng phng php phn tch
chuyn gia.
y c 2 kh nng:
Kh nng 1: Cc kt qu tnh ton ph hp vi thc t. Khi c th p dng n vo vic
gii quyt vn thc t t ra. Trong trng hp m hnh cn c s dng nhiu ln, s
xut hin vn xy dng h thng phn mm m bo giao din thun tin gia ngi s
dng v my tnh, khng i hi ngi s dng phi c trnh chuyn mn cao v ton hc.
Kh nng 2: Cc kt qu tnh ton khng ph hp vi thc t. Trong trng hp ny cn
phi xem xt cc nguyn nhn ca n. Nguyn nhn u tin c th do cc kt qu tnh ton
Trang
trong bc 3 l cha c chnh xc cn thit. Khi cn phi xem li cc thut ton

cng nh cc chng trnh tnh ton trong bc ny.
Mt nguyn nhn khc rt c th l do m hnh xy dng cha phn nh c y
hin tng thc t. Nu vy cn phi r sot li bc 1, trong vic xy dng m hnh nh
tnh c yu t hoc quy lut no b b st khng? Cui cng cn phi xem xt hoc xy dng
li m hnh ton hc bc 2. Nh vy, trong trng hp kt qu tnh ton khng ph hp
vi thc t chng ta cn phi quay li kim tra tt c cc bc thc hin trc , v rt c
th s phi lp i lp li nhiu ln cho n khi kt qu tnh ton ph hp vi thc t.
Bc 5: p dng gii cc bi ton thc t.
2.2 Mt s m hnh thc t
M hnh ha l mt lnh vc nghin cu l thuyt ring, i hi trc tin l s hiu bit
nhng kin thc trong lnh vc ca i tng cn m phng.
Trong mc ny ta xt vi m hnh truyn thng ca ti u ha minh ha cho vic xy
dng m hnh ton hc cho cc bi ton c ni dung kinh t, k thut.
2.2.1 Bi ton vn u t
Ngi ta cn c mt lng (ti thiu) cht dinh dng i=1,2,..,m do cc thc n j=1,2,...,n
cung cp.
Gi s :
a l s lng cht dinh dng loi i c trong 1 n v thc n loi j
ij
(i=1,2,...,m) v (j=1,2,..., n)
b l nhu cu ti thiu v loi dinh dng i
i
c l gi mua mt n v thc n loi j

j
Vn t ra l phi mua cc loi thc n nh th no tng chi ph b ra t nht m

vn p ng c yu cu v dinh dng. Vn c gii quyt theo m hnh sau y:
Gi x 0 (j= 1,2,...,n) l s lng thc n th j cn mua
j
Tng chi ph cho vic mua thc n l:
V chi ph b ra mua thc n phi l thp nht nn yu cu cn c tha mn l:
Lng dinh dng i thu c t thc n 1 l : a x (i=1m)

i1 1
Trang
Lng dinh dng i thu c t thc n 2 l : a x
i2 2
.........................................................
Lng dinh dng i thu c t thc n n l : a x
in n
Vy lng dinh dng th i thu c t cc loi thc n l:

a x +a x +...+a x
i1 1
i2 2
in n
(i=1m)
Khi theo yu cu ca bi ton ta c m hnh ton sau y:
2.2.2 Bi ton lp k hoch sn xut

2.2.2.1 V d
Mt c s sn xut d nh sn xut 2 loi sn phm A v B. Cc sn phm ny c
ch to t ba loi nguyn liu I, II, III. S lng n v d tr ca tng loi nguyn liu v s
lng n v tng loi nguyn liu cn dng sn xut ra mt n v sn phm mi loi
c cho trong bng di y:
Loi
nguyn liu
Nguyn liu
d tr
I
II
III
18
30
25
S lng n v nguyn liu cn cngcho vic

sn xut mt n v sn phm
A
2
5
1
B
3
4
6
Hy lp k hoch sn xut, tc l tnh xem cn sn xut bao nhiu n v sn phm mi

loi tin li thu c l ln nht, bit rng bn mt n v sn phm A thu li 3 trm nghn
ng, bn mt n v sn phm B thi li 2 trm nghn ng.
Ta xy dng m hnh ton hc cho bi ton trn:
Gi x v y theo th t l s lng n v sn phm A v B cn sn xut theo k hoch.
Khi tin li thu c s l:
z = 3x + 2y
Do nguyn liu d tr c hn nn x v y phi chu nhng rng buc no , c th l:
2x 3y 18 (rng buc v nguyn liu I)

Trang
10
5x 4y 30 (rng buc v nguyn liu II)

x 6y 25 (rng buc v nguyn liu III)
Ngoi ra cn c cc rng buc rt t nhin na l x 0, y 0 v s n v sn phm
khng th m.
Bng ngn ng ton hc bi ton trn c th c pht biu nh sau:
Tm x v y sao cho ti biu thc z = 3x + 2y t gi tr ln nht vi cc rng buc:
2x 3y 18
5x 4y 30
x 6y 25
x 0, y 0
2.2.2.2 M hnh ca bi ton lp k hoch sn xut
T m loi nguyn liu hin c ngi ta mun sn xut n loi sn phm.
Gi s :
a l lng nguyn liu loi i dng sn xut 1 sn phm loi j (i=1,2,...,m) v
ij
(j=1,2,..., n)
b l s lng nguyn liu loi i hin c
i
c l li nhun thu c t vic bn mt n v sn phm loi j

j
Vn t ra l phi sn xut mi loi sn phm l bao nhiu sao cho tng li nhun thu
c t vic bn cc sn phm ln nht trong iu kin nguyn liu hin c.
Gi x 0 l s lng sn phm th j s sn xut (j=1,2,...,n)
j
Tng li nhun thu c t vic bn cc sn phm l:
V yu cu li nhun thu c cao nht nn ta cn c :
+ Lng nguyn liu th i=1m dng sn xut sn phm th 1 l a x
i1 1
+ Lng nguyn liu th i=1m dng sn xut sn phm th 2 l ai2 x 2

+ ...............................................
+ Lng nguyn liu th i=1m dng sn xut sn phm th n l a x
in n
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11
Vy lng nguyn liu th i dng sn xut l cc sn phm l:

a x +a x +...+a x
i1 1
i2 2
in n
V lng nguyn liu th i=1m dng sn xut cc loi sn phm khng th vt qu

lng c cung cp l b nn:
i
a x +a x +...+a x b
i1 1
i2 2
in n
(i=1,2,...,m)
Vy theo yu cu ca bi ton ta c m hnh sau y:
2.2.3 Bi ton vn ti
2.2.3.1 V d
C mt loi hng cn c vn chuyn t hai kho (trm pht) P1 v P2 ti ba ni tiu th
(trm thu) l T 1, T2, T3. Bng di y cho bit s lng hnh cn vn chuyn ii mi kho
v s lng hng cn nhn mi ni tiu th v cc ph vn chuyn mt n v hnh t
mi kho ti ni tiu th tng ng.
Trm pht
P1
P2
Lng thu
Trm thu
T1
5
2
35
T2
2
1
25
T3
3
1
45
Lng pht
30
75
Hy lp k hoch vn chuyn tha mn mi yu cu thu pht sao cho chi ph vn chuyn

l nh nht.
Nu k hiu x ij (I = 1, 2 v j = 1, 2, 3) l lng hnh cn vn chuyn t kho Pi n ni tiu
th Tj th m hnh ton hc ca bi ton vn ti s l:
Tm cc s x ij (I = 1, 2 v j = 1, 2, 3) sao cho ti biu thc:
5x11 2x12 3x 13 2x21 x22 x23 min vi cc rng buc sau:
Trang
12
30
x11 x12 x13
x 21 x 22 x 23 75
x 21
35
x11
x12
x 22
25
xij 0, i 1, 2 v j=1, 2, 3
2.2.3.2 M hnh bi ton vn ti

Ngi ta cn vn chuyn hng ho t m kho n n ca hng bn l.
Lng hng ho kho i l s (i=1,2,...,m)
i
Nhu cu hng ho ca ca hng j l d (j=1,2,...,n).

j
Cc vn chuyn mt n v hng ho t kho i n ca hng j l c 0 ng.

ij
Gi s rng tng hng ho c cc kho v tng nhu cu hng ho cc ca hng l

bng nhau, tc l:
m
s d
i
i1
j1
Bi ton t ra l lp k hoch vn chuyn tin cc l nh nht, vi iu kin l mi

ca hng u nhn hng v mi kho u trao ht hng.
Gi x 0 l lng hng ho phi vn chuyn t kho i n ca hng j. Cc vn chuyn
ij
chuyn hng ho i n tt c cc kho j l:

n
c x
j1
i j ij
Cc vn chuyn tt c hng ho n tt c kho s l:

m
z
i1
c x
j1
ij
ij
Theo yu cu ca bi ton ta c m hnh ton sau y:
Trang
13
2.2.4 Bi ton ct vt liu

Trong thc t, ta thng phi ct nhng vt liu di (nh thanh thp, ng nc, bng
giy) c ti cho trc thnh nhng on ngn hn vi s lng nht nh s dng.
Nn c nh th no cho tn t vt liu nht?
2.2.4.1 V d
Mt phn xng sn xut thp c nhng thanh thp nguyn di 3.8 mt. Cn ct thnh
ba loi on ngn hn l T1,T2 ,T3 vi di tng ng l 1.8 mt, 1.4 mt v 1.0 mt. C tt
c 5 mu ct khc nhau (cho trong bng).
Hi cn phi ct theo mi mu bao nhiu thanh thp nguyn va s lng cc
on T1,T2,T3 m phn xng cn sao cho tng phn thp tha l nh nht?
I
II
Mu ct
III
IV
T1 di 1.8 mt
400
T2 di 1.4 mt
400
T3 di 1.0 mt
1300
Loi on cn
S on cn c
2.2.4.2 M hnh bi ton ct vt liu

Gi x i (j = 1,,5) l s thanh thp nguyn cn ct theo mu j. S on T1 thu c l
2x1 x3 x5 . Phn xng cn c 400 on loi T1 . V th, cc bin s cn phi tha mn l:

2x1 x3 x5 400
Tng t, thu c s on T2 ,T3 phn xng cn, cc bin s phi tha mn:
2x2 x5 400
x2 2x3 3x 4 1300
Tng s thp tha l: f 0.2x1 0.8x 4 0.6x5 (mt).
Bi ton trn c pht biu nh sau:
Tm cc bin s x1,x2,x3 ,x 4 ,x5 sao cho:
f 0.2x1 0.8x 4 0.6x5 min

Tha mn cc iu kin sau:
x 3 x 5 400
2x1
2x 2
x 5 400
x 2 2x 3 3x 4 1300
x j 0 j 1..5
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14
3. BI TON TI U DNG CHUN TC, DNG CHNH TC

3.1 Bi ton ti u dng tng qut
3.1.1 Dng tng qut
Tng qut nhng bi ton ti u c th trn, mt bi ton ti u l mt m hnh ton tm
cc tiu (min) hoc cc i (max) ca hm mc tiu tuyn tnh vi cc rng buc l bt ng
thc v ng thc tuyn tnh.
Dng tng qut ca mt bi ton ti u l:
Trong :
(I)
Hm mc tiu
L mt t hp tuyn tnh ca cc bin s, biu th mt i lng no m ta cn
phi quan tm ca bi ton.
Cc rng buc ca bi ton (cc rng buc cng bc)
(II)
L cc phng trnh hoc bt phng trnh tuyn tnh n bin s, sinh ra t iu

kin ca bi ton
(III)
Cc cc hn ch v du ca cc bin s (Cc rng buc t nhin)
Ngi ta thng trnh by bi ton quy hoch tuyn tnh di dng ma trn nh sau:
Gi a (i=1m) l dng th i ca ma trn A, ta c:

i
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15
Ngi ta gi:
A l ma trn h s cc rng buc.
T
c l vect chi ph (c l chuyn v ca c)

b l vect gii hn cc rng buc.
3.1.2 Phn loi bi ton ti u
a. Theo X j
X j x j : hj x j hj vi hj , hj Bi ton ti u lin tc.
X j l nhng tp ri rc Bi ton ti u ri rc.
X j l tp s nguyn Bi ton quy hoch nguyn.
b. Theo hm f(x) cn ly g(x)

Cc hm f(x), gi x l cc hm tuyn tnh Bi ton ti u tuyn tnh
Cc hm f(x), gi x khng l cc hm tuyn tnh (phi tuyn) Bi ton ti u phi
tuyn.
Nu cc tham s xc nh f(x), gi x l cc hng s Bi ton ti u tt nh.
Ngc li cc tham s l cc i lng ngu nhin Bi ton ti u ngu nhin.
Nu cc tham s X j c lp vi thi gian Bi ton ti u tnh. Ngc li X j ph
thuc vo thi gian Bi ton ti u ng.
Chng ta ch nghin cu lp bi ton ti u tuyn tnh lin tc, tt nh v tnh; lp bi
ton ti u ri rc.
3.2 Bi ton ti u dng chnh tc v chun tc
3.2.1 Bi ton ti u dng chnh tc
Bi ton ti u chnh tc l bi ton ti u m trong cc rng buc ch c du = v cc
bin s u khng m. Tc l:
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16
3.2.2 Bi ton ti u dng chun tc

Bi ton ti u chun tc l bi ton ti u m trong cc rng buc ch c du v
cc bin s u khng m. Tc l:
2.3.3 Bin i bi ton ti u tng qut v dng chnh tc hoc chun tc

Ngi ta c th bin i bi ton quy hoch tuyn tnh dng tng qut thnh bi ton quy
hoch tuyn tnh dng chnh tc nh cc quy tc sau y:
a rng buc bt ng thc dng v dng bng cch nhn 2 v vi -1
n
a x
j1
ij
bi aij x j bi
j1
a rng buc = v dng . Khi :
n
aij x j bi
n
j1
aij x j bi n
j1
a x b
ij j
i

j1
Trang
17
a rng buc dng v dng = th ngi ta tr vo v tri ca rng buc mt

bin ph x 0 c du =
n+i
n
aij x j xni bi
aij x j bi j1
j1
x ni 0
Nu x1,x 2,...x n,x n i l nghim ca h th x1,x2 ,...xn l nghim ca bt phng

trnh xut pht.
a rng buc dng v dng = th ngi ta cng vo v tri ca rng buc
mt bin ph x 0 c du =.
n+i
n
aij x j xni bi
aij x j bi j1
j1
x ni 0
Cc bin ph ch l nhng i lng gip ta bin cc rng buc dng bt ng

thc thnh ng thc, n phi khng nh hng g n hm mc tiu nn khng
xut hin trong hm mc tiu.
Nu bin x 0 th ta t x = - x vi x 0 ri thay vo bi ton.
j
Nu bin x l tu (khng c iu kin v du) th ta t c th a v hiu ca hai

j
bin khng m:
x j x j x j vi x j 0, x j 0
Trong trng hp trong s cc rng buc c dng m v phi ca dng l gi tr
m th i du c hai v c v phi l mt gi tr khng m.
Chuyn i bi ton min v bi ton max nh sau:
max f x : x D
Tng ng vi bi ton:
min f x : x D
Ngha l li gii ca bi ton ny cng l li gii ca bi ton kia v ngc li.
f x min f x f x max f x
x X
x X
Trong x l phng n ti u.
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18
Da vo cc php bin i trn m ngi ta c th ni rng bi ton quy hoch tuyn tnh
chnh tc l bi ton quy hoch tuyn tnh m trong cc rng buc ch c du = , v phi
v cc bin s u khng m.
V d: Bin i bi ton quy hoch tuyn tnh sau y v dng chnh tc :
Tin hnh cc thay th sau:
Ta c:
Hay
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19
Bi tp chng 1
1. Mt x nghip c th s dng ti a 510 gi my cn, 360 gi my tin v 150 gi my
mi ch ti ba loi sn phm A, B v C. ch to mt n v sn phm A cn 9 gi
my cn, 5 gi my tin, 3 gi my mi; mt n v sn phm B cn 3 gi my cn, 4 gi
my tin; mt n v sn phm C cn 5 gi my cn, 3 gi my tin, 2 gi my mi. Mi
sn phm A tr gi 48 nghn ng, mi sn phm B tr gi 16 nghn ng v mi sn phm
C tr gi 27 nghn ng. Vn t ra l x nghip cn ch to bao nhiu n v sn phm
mi loi tng s gi tr sn phm x nghip thu c l ln nht vi iu kin khng
dng qu s gi hin c ca mi loi my.
a) Lp m hnh bi ton ti u tuyn tnh cho vn trn

b) a bi ton ti u tuyn tnh thu c v dng chnh tc
2. Mt tri chn nui gia sc cn mua 3 loi thc n tng hp T1,T2,T3 . Theo cng thc ch
bin th:
Trong 1 kg T1 c 3 n v dinh dng D1, 1 n v dinh dng D2
Cho bit gi mua 1 kg T1 l 15 nghn ng, 1 kg T2 l 12 nghn ng, 1 kg T3 l 10 nghn
ng v mi ba n cho gia sc cn ti thiu 160 n v dinh dng D1 v 140 n v dinh
dng D2. Vn l tm s lng kg T1,T2 ,T3 cn mua chi ph mua thc n cho mt
ba ca gia xc l t nht.
a) Lp m hnh bi ton ti u tuyn tnh cho vn trn
b) a bi ton ti u tuyn tnh thu c v dng chnh tc
3. Mt nh my cn thp c th sn xut 2 loi sn phm thp tm v thp cun. Nu ch sn
xut mt loi sn phm th nh my ch c th sn xut 200 tn thp tm hoc 140 tn thp
cun trong mt gi. Li nhun thu c khi bn mt tn thp tm l 25USD, mt tn thp
cun l 30USD. Nh my lm vic 40 gi trong mt tun v th trng tiu th ti a l 6000
tn thp tm v 4000 tn thp cun. Vn t ra l nh my cn sn xut mi loi sn phm
l bao nhiu trong mt tun t li nhun cao nht. Hy trnh by bi ton ti u cho
vn trn.
4. Mt xng lm ca st c nhng thanh thp di 12 mt, cn ct thnh 8 on di 4 mt, 5
on di 5 mt v 3 on di 7 mt. C 5 mu ct nh sau:
Mu 1: 3 on 4 mt, khng tha
Mu 2: 1 on 4 mt v 1 on 5 mt, tha 3 mt
Mu 3: 1 on 4 mt v 1 on 7 mt, tha 1 mt
Mu 4: 2 on 5 mt, tha 2 mt
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20
Mu 5: 1 on 5 mt v 1 on 7 mt, khng tha
Lp bi ton ti u tuyn tnh tm cc mu ct tit kim nht.

5. C 3 ngi cng phi i mt qung ng di 10km m ch c mt chic xe p mt ch
ngi. Tc i b ca ngi th nht l 4km/h, ngi th hai l 2km/h, ngi th ba l
2km/h. Tc i xe p ca ngi th nht l 16km/h, ngi th hai l 12km/h, ngi
th ba l 12km/h. Vn t ra l lm sao thi gian ngi cui cng n ch l ngn
nht. Hy trnh by bi ton ti u cho vn trn.
6. Mt nh my sn xut ba loi tht : b, ln v cu vi lng sn xut mi ngy l 480 tn
tht b, 400 tn tht ln, 230 tn tht cu. Mi loi u c th bn c dng ti hoc
nu chn. Tng lng cc loi tht c th nu chn bn l 420 tn trong gi v 250 tn
ngoi gi. Li nhun thu c t vic bn mt tn mi loi tht c cho trong bng sau
y:
Hy trnh by bi ton ti u nh my sn xut t li nhun cao nht.

7. Mt xng mc lm bn v gh. Mt cng nhn lm xong mt ci bn phi mt 2 gi, mt
ci gh phi mt 30 pht. Khch hng thng mua nhiu nht l 4 gh km theo 1 bn do
t l sn xut gia gh v bn nhiu nht l 4:1. Gi bn mt ci bn l 135USD, mt
ci gh l 50USD. Hy trnh by bi ton ti u xng mc sn xut t doanh thu cao
nht, bit rng xng c 4 cng nhn u lm vic 8 gi mi ngy.
8. Mt nh my sn xut hai kiu m. Thi gian lm ra mt ci m kiu th nht nhiu
gp 2 ln thi gian lm ra mt ci kiu th hai. Nu sn xut ton kiu m th hai th nh
my lm c 500 ci mi ngy. Hng ngy, th trng tiu th nhiu nht l 150 ci m
kiu th nht v 200 ci kiu th hai. Tin li khi bn mt ci m kiu th nht l 8USD,
mt ci m th hai l 5USD. Hy trnh by bi ton ti u nh my sn xut t li
nhun cao nht.
9. Trong hai tun mt con g mi c 12 trng hoc p c 4 trng n ra g con. Sau
8 tun th bn tt c g con v trng vi gi 0,6USD mt g v 0,1USD mt trng. Hy
trnh by bi ton ti u b tr 100 g mi trng hoc p trng sao cho doanh thu l
nhiu nht.
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21
Chng 2
Tp phng n ca bi ton ti u
1. MT S K HIU V NH NGHA
Bi ton ti u dng chnh tc:
n
c, x c j x j max / min
j 1
Ax b
x0
Chng ta thng hay s dng cch vit di dng ma trn - vect ca bi ton.
K hiu:
c l vect h s hm mc tiu
b l vect iu kin
A l ma trn rng buc
Ax = b gi l h rng buc c bn
x 0 gi l rng buc du (day rng buc trc tip) ca bi ton ti u chnh tc.
K hiu A j aij :i I l vect ct th j ( j J ) ca ma trn A.
H rng buc c bn c th vit thnh:
A x
j1
Vect n chiu x tho mn tt c cc rng buc ca bi ton c gi l phng

n chp nhn c (li gii chp nhn c). Tp
D x : Ax = b, x 0
Tt c cc phng n chp nhn c ca bi ton c gi l min chp nhn

c hay min rng buc ca bi ton.
Phng n chp nhn c x* em li gi tr ln nht cho hm mc tiu, tc l:
f x c ' x*, x D
c gi l phng n ti u, cn gi tr f* cx * - gi tr ti u ca bi ton.
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22
2. PHNG N C S CHP NHN C

Khi nim phng n c s chp nhn c gi mt vai tr quan trng trong thut ton
n hnh gii bi ton ti u.
2.1 nh ngha
Xt bi ton ti u dng chnh tc, gi thit rng hng ca ma trn A l m (Rank (A) = m),
tc l rng buc c bn Ax = b gm m phng trnh c lp tuyn tnh.
nh ngha 2.1. Ta gi c s ca ma trn A l mt b gm m vect ct c lp tuyn tnh
B A j1,A j2 ,...,A jm ca n.
Gi s B A I, BJ , trong JB j1,..., jm l mt c s ca ma trn A. Khi vect
x x1,x2 ,...,xn tho mn:
x j 0, j JN J/ JB
Khi :
Cc bin x j , j J B c gi l cc bin c s (cc bin c gi tr khc 0)
Cc bin x j , j J N - cc bin phi c s (cc bin c gi tr bng 0)
Cch xc nh cc bin c s
1. Chn mt c s B ca ma trn A
2. t xN 0 .
3. Xc nh xB t h phng trnh B.xB b
V d: Xt bi ton ti u tuyn tnh sau:
6x1 2x2 5x3 x 4 4x5 3x6 12x7 min

4
x1 x 2 x 3 x 4
x
x5
2
1
x3
x6
3
3x 2 x 3
x7 6
x j 0; j 1..7
Xt c s
B A 4 ,A 5, A 6 ,A 7 E4 . Phng n c s tng ng vi n l
x 0,0,0,4,2,3,6 . Mt c s khc ca A l B A 2 ,A 5, A 6 ,A 7 vi phng n c s tng

ng l x 0,4,0,0,2,3, 6 . C th nhn thy x l phng n chp nhn c cn x khng
l phng n chp nhn c (v x7 6 0 )
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23
nh ngha 2.2. Phng n c s c gi l phng n c s chp nhn c (li

gii c s chp nhn c) nu nh n l phng n chp nhn c.
Mnh 2.1. Gi s x l phng n c s chp nhn c ca bi ton ti u tuyn
tnh tng ng vi c s B. Khi tm c vect c sao cho x l phng n ti u duy nht
ca bi ton.
max/min c x : Ax = b, x 0
2.2 S tn ti phng n c s chp nhn c
Mnh 2.2. Phng n chp nhn c x l phng n c s chp nhn c khi m

ch khi tp cc vect ct ca ma trn A ng vi cc thnh phn khc khng ca n to thnh
mt h vect c lp tuyn tnh.
nh l 2.1 Gi s bi ton ti u tuyn tnh dng chnh tc c phng n chp nhn
c. Khi n c t nht mt phng n c s chp nhn c.
2.3 Tiu chun ti u
nh ngha 2.3. Phng n c s chp nhn c x c gi l khng thoi ha (khng
suy bin) nu nh tt c cc thnh phn c s ca n l khc khng.
3.KHI NIM LI V CC TNH CHT
3.1 T hp li
n
nh ngha 3.1 Cho m im x i trong khng gian R . im x c gi l t hp li ca cc

n
im x i nu:
x i xi 1x1 2 x 2 ... n xn
i1
Trong : 1, 2 ,..., n 0 v 1 2 ... n 1.

- Khi x l t hp li ca 2 im x1 , x 2 ngi ta thng vit :
x x1 1 x2
0 1
Nu 0 1 th x c gi l t hp li tht s.
n
- on thng: Tp hp tt c cc t t hp li ca 2 im bt k x1,x 2 R c gi l on
thng ni x1 v x 2 .
K hiu:
x1x2 x x1 1 x 2, 0,1
Khi x1,x 2 c gi l cc u mt ca on thng theo th t 1 v 0 . Mi im
ca on thng m khng phi l u mt c gi l im trong ca on thng y.

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24
x x1 1 x2
0 1
x1
x2
nh l 3.1: (Tnh cht bc cu ca t hp li)
Nu x l t hp li ca cc im x j j 1..m v mi im x j li l t hp li ca cc
im yi i 1..k th x cng l t hp li ca cc im yi i 1..k .

3.2. Tp hp li
n
Tp con S ca R c gi l tp hp li khi S cha ton b on thng ni hai im bt k

ca S. (nu nh cha 2 im no th n cha c on thng ni 2 im y).
x + (1-)y S x, y, [0,1]
a) Tp li
b) Tp khng li
Tp hp rng v tp hp ch c mt phn t c xem l tp hp li.

nh l 3.2: Giao ca mt s bt k cc tp hp li l mt tp hp li.
X
iI
Xi vi Xi X cng li.
nh l 3.3: Nu S l mt tp hp li th S cha mi t hp li ca mt h im bt k
trong S.
3.3 im cc bin ca mt tp hp li
n
im x 0 trong tp li S R c gi l im cc bin nu khng th biu din c x 0

di dng t hp li tht s ca hai im phn bit x1,x 2 ca S sao cho: x0 x1 1 x2
vi 0 1.
Nh vy, x 0 l im cc bin ca S khi m ch khi ng thc x0 x1 1 x2 vi
x1,x2 S v 0 1 ch xy ra vi x0 x1 x2 .
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25
Trong R2 nu tp hp li l mt on thng th 2 u mt l cc im cc bin, nu tp

hp li l mt hnh tam gic th ba nh ca hnh tam gic l cc im cc bin.
3.4 a din li v tp li a din
3.4.1. a din li
Tp hp S tt c cc t hp ca cc im x1, x2 ,..., xm cho trc c gi l a din li
sinh ra bi cc im .
a din li l mt tp hp li.
Trong a din li ngi ta c th loi b dn cc im l t hp ca cc im cn li. Khi
ngi ta thu c mt h cc im, gi s l y1, y 2,..., y p p m . Cc im ny chnh l
cc im cc bin ca a din li, chng sinh ra a din li .
S im cc bin ca a din li l hu hn.
3.4.2. Siu phng - Na khng gian
A=[a ]
ij
m.n
l ma trn cp m*n
A (i=1, 2,..., m) l hng th i ca A

i
Siu phng trong Rn l tp cc im x = [x , x ,..., x ] tha mn:

1
Ai x bi
V d: Trong R2 mt siu phng c xc nh bi phng trnh: ax1 bx2 c

T
Na khng gian trong Rn l tp cc im x = [x , x ,..., x ] tha mn:

1
Ai x bi
V d: Trong R2 mt na khng gian c xc nh bi phng trnh:
ax1 bx2 c hay ax1 bx2 c

Siu phng v na khng gian u l cc tp hp li.
3.4.3. Tp li a din
Giao ca mt s hu hn cc na khng gian trong Rn c gi l tp li a din.
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26
Tp li a din l mt tp hp li.
Nu tp li a din khng rng v gii ni th l mt a din li.
4. C IM CA TP PHNG N
nh l 4.1: Tp hp cc phng n ca mt bi ton ti u l mt tp li a din.
Nu tp hp li a din ny khng rng v gii ni th l mt a din li, s im cc
bin ca n l hu hn.
nh l 4.2: Tp hp cc phng n ti u ca mt quy hoch tuyn tnh l mt tp li.
Xt bi ton ti u chnh tc:
Gi s A=[aij ]m.n c cp m.n, m n, rank(A)=m.

Gi A j (j=1,2,...,n) ct th j ca ma trn A, bi ton ti u chnh tc trn c th vit:
Gi S x x1,x 2 ,...,xn 0 / x1A1 x 2 A 2 ... xn A n b l tp cc phng n ca bi

T
ton.
T
x0 x10 ,x02 ,...,xn0 S l mt phng n khc 0.

nh l 4.3. iu kin cn v x 0 l phng n cc bin (im cc bin ca S) l
cc ct A j ng vi x 0j >0 l c lp tuyn tnh.
H qu 4.1:
S phng n cc bin ca mt bi ton ti u chnh tc l hu hn. S thnh

phn ln hn 0 ca mt phng n cc bin ti a l bng m.
Khi s thnh phn ln hn 0 ca mt phng n cc bin bng ng m th

phng n c gi l mt phng n c s.
nh l 4.4. Nu tp cc phng n ca mt bi ton ti u chnh tc khng rng th bi

ton c t nht mt phng n cc bin.
B : Nu:
x l mt phng n ti u ca quy hoch tuyn tnh.

x1,x 2 l cc phng n ca quy hoch tuyn tnh.
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27
x l t hp li thc s ca x1,x 2
th x1,x 2 cng l phng n ti u ca quy hoch tuyn tnh.
nh l 4.5. Nu bi ton ti u chnh tc c phng n ti u th th s c t nht mt
phng n cc bin l phng n ti u.
V d: xt bi ton ti u chnh tc sau:
max z(x) = 2 x1 3x2
4x1 2x 2 x 3 5
x1 3x 2 1
x ,x ,x 0
1 2 3
Vi h A1 A2 ta tnh c
1
13
x1
, , 0
10
3
Vi h A1 A3 ta tnh c
x 2 1, 0, 1
Vi h A A ta tnh c
1 13
x3 0, ,
3 3
Cho ln lt cc gi tr x1,x2 ,x3 bng 0 ri thay th vo h rng buc ta c c kt qu

nh trn. V cc thnh phn ca phng n cc bin l > 0 nn ta chi xt x 2 v x 3 . Khi
thay gi tr cc x 2 ,x3 vo hm mc tiu ta c:
z( x 2 ) = 2*1 + 3*0 = 2
z( x 3 ) = 2*0 + 3*1/3 = 1
Vy x2 1, 0, 1 l mt phng n ti u.
T
nh l 4.6. iu kin cn v mt bi ton ti u c phng n ti u l tp cc

phng n khng rng v hm mc tiu b chn.
nh l 4.7. Nu tp cc phng n ca mt bi ton ti u khng rng v l mt a din
li th bi ton ti u s c t nht mt phng n cc bin l phng n ti u.
5. PHNG PHP HNH HC
5.1 Ni dung phng php
Khng gim tng qut, gi s bi ton ti u c dng:
f x c1x1 c 2 x2 Min Max
Cc rng buc:
a x a x b
i1 1 i2 2 i
D a j1x1 a j2 x 2 b j
xi ,x j ,.. 0
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28
Nhn xt:
Tp phng n ca bi ton ti u nm trong gc phn t th nht x1Ox 2
Mi bt phng trnh ai1 x1 ai 2 x2 bi , a j1 x1 a j 2 x2 b j u c xc nh thng qua
cc phng trnh ng thng tng ng l ai1 x1 ai 2 x2 bi v a j1 x1 a j 2 x2 b j vi
min xc nh nm v mt pha ca ng thng ng vi bt ng thc.
Tp phng n l mt a gic li hoc mt a gic tri ra v tn (a gic khng
ng).
Qu tch cc im x1 , x2 ti hm mc tiu f nhn gi tr xc nh c1 x1 c2 x2 z
ng thng ny vung gc vi vc t c c1 , c2 gi l ng mc. Vi mi gi tr
z thay i ta c h cc ng mc song song.
Khi ta di chuyn ng mc theo mt phng thc no s dn n s thay i
gi tr ca hm mc tiu.
Thut ton
Bc 1: Biu din tp cc phng n trn mt phng ta .
Bc 2: Nu tp phng n D th kt thc, ngc li sang bc 3.
Bc 3:
V ng mc c1 x1 c2 x2 z vi mt gi tr z c nh (gi tr z ty )
Xc nh hng tng hoc gim ca ng mc (da trn phng php
xc nh min du trong mt phng)
Chn x ' x1 ', x2 ' , tnh gi tr c1 x1 ' c2 x2 ' z ' .
So snh z, z:
Nu z < z hng di chuyn lm tng gi tr hm mc tiu
Nu z > z hng di chuyn lm gim gi tr hm mc tiu
Bc 4: Di chuyn ng mc theo hng tng hoc gim gp v tr ti hn l

giao im ca n vi ng mc ta c c gi tr z l phng n ti u. Nhn
xt: khi ng mc chia khng gian thnh mt tp hay nm v mt pha th ta thu
c phng n ti u.
Nhn xt: Phng php th gii cc bi ton 2 n tin li v c th m rng gii vi

bi ton nhiu hn hai n bng cch chuyn cc n cn li v biu din thng qua 2 n.
5.2 V d
V d 1: Xt bi ton ti u sau:
Trang
29
f x 3x1 2x 2 max
x1 x 2 4
x 2x 14
1
2
5x1 2x 2 30
x1,x 2 0
A,B,C,D,O l cc im cc bin. Gi tr hm mc tiu ti l:
Gii:
z(A)=3.6+2.0=18
z(B)=3.4+2.5=22
z(C)=3.2+2.6=18
z(D)=3.0+2.8=8
z(O)=3.0+2.0=0
Phng n ti u ca bi ton t c ti B: x1 4, x2 5
V d 2:
Gii bi ton ti u sau:
21x1 24 x2 max
3x1 x2 33
x x 13
D= 1 2
5 x1 8 x2 80
x1 , x2 0
Gii: V th ln lt cc hm s trong mt phng x1Ox2 trong gc phn t th nht v

xc nh cc min khng gian tng ng xc nh D.
* V ng thng:
3x1 x2 33
Chn x1 = 0 x2 = 33
im (0, 33)
Chn x2 = 0 x1 = 11
im (11, 0)
x1 x2 13
Chn x1 = 0 x2 = 13
im (0, 13)
Chn x2 = 0 x1 = 13
im (13, 0)
Trang
30
5x1 8x2 80
Chn x1 = 0 x2 = 10
im (0, 10)
Chn x2 = 0 x1 = 16
im (16, 0)
* V ng mc vi gi tr chn z = 168
21x1 24 x2 168
Chn x1 = 0 x2 = 7
im (0, 7)
Chn x2 = 0 x1 = 8
im (8, 0)
Phng n ti u: x* = (8, 5)
x1 8, x2 5
Kim tra bng i s nh sau:
f max 21.8 24.5 288

x* l giao im ca hai ng thng:
5 x1 8 x2 80
x1 x2 13
3x2 15 x2 5, x1 8
Biu din cc ng thng trn mt phng x1Ox2
Trang
31
V d 3
f x 2x1 x2 min
1
2
3
4
5
x1 2x 2 2
2x1 3x 2 6
4x1 5x 2 20
x 0
1
x 2 0
Hy gii bi ton bng phng php th.
Kt qu:
45 8
x* x1,x 2 , ,
11 11
f*
82
11
Bi tp chng 2
Gii nhng bi ton ti u sau y bng phng php hnh hc:
Trang
32
Chng 3
Phng php n hnh
1. NG LI CHUNG V C S CA PHNG PHP N HNH

Phng php n hnh c xy dng da trn hai nhn xt sau:
Nu bi ton ti u c phng n ti u th c t nht mt nh ca D l phng n

ti u. (Vi D l tp cc rng buc t nhin v rng buc bt buc ca bi ton)
a din li D c mt s hu hn nh.
Thut ton gm 2 giai on:
Giai on I: Trc ht tm mt phng n cc bin (tc tm mt nh)
Giai on II: Kim tra iu kin ti u i vi phng n :

Nu iu kin ti u c tha mn th phng n l ti u. Nu khng
ta chuyn sang tm phng n cc bin mi sao cho ci tin gi tr hm mc
tiu t gi tr min/max.
Kim tra iu kin ti u i vi phng n mi.
Chng ta thc hin mt dy cc th tc nh vy cho n khi nhn c phng n ti u

hoc n tnh hung khng c phng n ti u.
Vi mi vct phi c s
) tnh c lng:
k z jk c j ck
jJ
nh l 1.1 (Tiu chun ti u):

Nu cc c lng ca phng n cc bin x x1,x2 ,...,xn tha mn k 0 vi mi
k J th x l phng n ti u ca bi ton ti u.
2. THUT TON N HNH DNG BNG
Khng lm gim tnh tng qut, ta xt bi ton ti u dng chnh tc
n
c, x c j x j max
j 1
Ax b
x0
Trong : A l ma trn c kch thc m x n, b l vct c kch thc m x 1.
Thut ton ca phng php n hnh c thc hin nh sau:
Trang
33
Bc 1: Tm mt phng n cc bin xut pht x v c s ca n A j , j J vi J l tp

cc ch s c s.
Bc 2:
a. Xc nh cc h s z jk bi h:
Ak z jk A j
j J
b. i vi mi k J , tnh cc c lng:
k z jk c j ck
jJ
Bc 3:
a. Nu k J k 0 x l phng n ti u. Dng thut ton
b. Ngc li, sang bc 4
Bc 4:
a. Nu k J k 0, z jk 0, j J bi ton ti khng c nghim ti u (z khng b
chn trn).
Dng thut ton.
b. i vi mi k J sao cho k 0 , tn ti j J : z jk 0 chn:
s min k | k 0
a vc t As vo c s.
Xc nh:
xj
x
| z js 0 r
zrs
zrs
s min
a vc t A r ra khi c s.
Ta c phng n cc bin mi x vi c s J ' J \ r s .

Quay tr li bc 2.
Trang
34
Thut ton n hnh c din t theo s khi nh hnh v sau:

Xc nh x, J, k
ng
2. k 0, k J
3. x ti u
Sai
Sai
4.
s min k | k 0, k J
k 0,
ng
z jk 0, j J
Khng c phng n ti u
xj
| z js 0
zrs
s min
In kt qu
10. Dng
Bin i bng
Hnh 2.1: Lu thut ton n hnh

2.1 Bng n hnh
Cj
d tnh ton, ngi ta thc hin th tc n hnh theo bng sau gi l bng n hnh:
Cj
Cr
Ck
Cs
C1 C2
Cm
C s
Phng n
A1
A2
Ar
Am
Ak
As
C1
A1
x1
z1k
z1s
C2
A2
x2
z2k
z2s
Cj
xj
z jk
z js
xr
zrk
Ar
Cr
zrs
Cm
Am
xm
zmk
zms
Trang
35
Nu tt c cc s trong dng cui (tr f) u 0, ngha l k 0, k khi x l

phng n ti u.
Nu dng cui (tr f) c nhng s m th xem th c ct ct dng cui cng mt

s m m mi s trong ct u 0 hay khng?
Nu c th bi ton khng c phng n ti u.
Nu khng th chn ct s sao cho:
s min k | k 0
Ri chn trong s cc dng ct ct s nhng s dng dng r m t s;
xj
x
| z js 0 r
zrs
zrs
s min
Ct s gi l ct xoay . Vc t A s c a vo c s.
Dng r gi l dng xoay. Vc t Ar c a ra khi c s.
Phn t zrs 0 l giao ca ct xoay v dng xoay gi l phn t trc.
Cc phn t z js , j s gi l phn t xoay.
Ta thu c bng n hnh mi t bng n hnh c bng cch thay cr , Ar trong dng
xoay bng cs , As . Sau thc hin php bin i di y:
1. Chia mi phn t dng xoay cho phn t trc (c s 1 v tr trc), kt qu thu
c l dng chnh.
2. Ly mi dng khc tr i tch ca dng chnh nhn vi phn t xoay tng ng
(c s 0 mi v tr ca ct xoay).
3. Dng mi = Dng c tng ng Dng chnh x phn t xoay
Lu rng sau php xoay th v tr s ta thu c s 0 v lc ny A s tr thnh vc t
nh v c s, ngha l ta lm mt i s m nh nht dng cui cng ca bng c.
Ton th php bin i trn gi l php xoay quanh trc zrs . Sau khi thc hin php xoay
ta c mt phng n mi v mt c s mi. Nu cha t yu cu ngha l cn k 0 th ta
li tip tc qu trnh.
2.2 V d
V d 1: Gii bi ton ti u dng chun tc bng phng php hnh hc & phng php
n hnh.
Trang
36
f x x1 4x2 max
2x1 3x 2 22
x x 10
1
2
x2 6
x1,x 2 0
a. Gii bng phng php hnh hc
+ Gii phng trnh:
22
1
7 ; x2 0 x1 11
7
3
2x1 3x2 22 . Cho x1 0 x 2
x1 x2 10 . Cho x1 0 x2 10 ; x2 0 x1 10
x2 6
+ Phng trnh ng mc:
x1 4x 2 4 . Cho x1 0 x2 1 ; x2 6 x1 4
+ V th. Ta c phng n ti u l: x1 2,x2 6 fmax 2 4 * 6 26
b. Gii bng phng php n hnh

Ta thm vo 3 bin ph:
x3 0, x 4 0, x5 0
Bi ton dng chnh tc l:
Trang
37
f x x1 4x 2 0x 3 0x 4 0x 5 max
22
2x1 3x 2 x 3
x x
x4
10
1
2
x2
x5 6
x j 0; j 1..5
Ta c phng n cc bin xut pht l:
x1 = x2 = 0 l cc bin phi c s
x3 22, x 4 10, x5 6 l cc bin c s
1
0
0

A 3 0 ;A 4 1 ;A 5 0
0
0
1

Vi cc vect c s l:
Lp bng n hnh:
Cj
C s
Phng n
A1
A2
A3
A4
A5
A3
22
A4
10
s= 2
A5
r =5
f=0
-1
-4
Cj
C s
Phng n
A1
A2
A3
A4
A5
A3
-3
A4
-1
s= 1
A2
r =3
f=0
-1
Cj
C s
Phng n
A1
A2
A3
A4
A5
A1
1/2
-3/2
A4
-1/2
A2
f=0
1/2
5/2
Phng n ti u l: x1 2,x2 6, x 4 2 fmax 2 4 * 6 26

Trang
38
V d 2: Gii bi ton ti u sau:
21x1 24 x2 max
3x1 x2 33
x x 13
D= 1 2
5 x1 8 x2 80
x1 , x2 0
Ta a bi ton v dng chnh tc bng cch a vo 3 bin ph x3 0, x4 0, x5 0 . Bi

ton dng chnh tc tng ng l:
21x1 24 x2 0 x3 0 x4 0 x5 max
33
3x1 x2 x3
x x
x4
13
1 2
D=
x5 80
5 x1 8 x2
x j 0, j 1..5
Ta c phng n cc bin xut pht:
x3 33, x4 13, x5 80 l cc bin c s

0
0
1
0
0

A1 0 ; A2 0 ; A3 0 ; A4 1 ; A5 0
0
0
0
0
1

1
0
0
vi A3 0 ; A4 1 ; A5 0 l cc vc t c s
0
0
1

Ta lp bng n hnh sau:

21
24
A1
A2
A3
A4
A5
33
A4
13
s= 2
A5
80
r =5
f=0
-21
-24
Cj
C s
Phng n
A3
0
0
Tnh:
f = 0*33 + 0*13 + 0*80 = 0
Tnh:
k z jk c j ck
jJ
3*0 + 1*0+ 5*0 21 = -21;
1*0 + 1*0+ 8*0 24 = -24
1*0 + 0*0 + 0*0 0 = 0;
1*0 + 0*0 + 0*0 0 = 0
Trang
39
s min k | k 0
Tm:
xj
x
| z js 0 r
zrs
zrs
s min
Ta c s = 2, r = 5.
Chia dng xoay cho phn t trc
21
24
A1
A2
A3
A4
A5
33
A4
13
s= 2
A5
10
5/8
1/8
r =5
f=0
-21
-24
Cj
C s
Phng n
A3
0
0
Thay A5 bng A2. Cc dng khc thc hin bin i quay quanh phn t trc chnh.
21
24
A1
A2
A3
A4
A5
23
19/8
-1/8
A4
3/8
-1/8
A2
10
5/8
1/8
f=240
-6
Cj
C s
Phng n
A3
0
24
Ct phng n bin i:
33 33 10*1 = 23;
13 13 10*1 = 3;
Ct A1:
3 3 5/8 * 1 = 19/8;
1 1 5/8 * 1 = 3/8
Ct A2:
1 1 1* 1 = 0;
1 1 1* 1 = 0
Ct A3:
1 1 0* 0 =1
0 0 0* 0 = 0
Ct A4:
..
21
24
A1
A2
A3
A4
A5
33
A4
13
s= 2
A5
80
r =5
f=0
-21
21
-24
24
0
0
0
0
0
0
Cj
C s
Phng n
A3
0
0
Cj
C s
Phng n
Trang
40
A1
A2
A3
A4
A5
A3
23
19/8
-1/8
A4
3/8
-1/8
24
A2
10
5/8
1/8
f=240
-6
Phng n
21
24
A1
A2
A3
A4
A5
Cj
C s
A3
23
19/8
-1/8
A4
3/8
-1/8
24
A2
10
5/8
1/8
f=240
-6
Phng n
21
24
A1
A2
A3
A4
A5
Cj
C s
A3
-19/3
2/3
21
A1
8/3
-1/3
S=2
24
A2
-5/3
1/3
R=4
f=288
16
Vy phng n ti u l: x1=8, x2 = 5; x3=4; f=288.

V d 3: Gii bi ton ti u bng phng php hnh hc v n hnh 18x1 6 x2 max
- 4x1 3 x2 6
x 3 x 15
2
D= 1
x1 4 x2 4
x1 , x2 0
i.
Phng php hnh hc

2
3
- 4x1 3x2 6 .
Cho x1 0 x2 2 ;
x 2 0 x1
x1 3x2 15 .
Cho x1 0 x2 5 ;
x2 0 x1 15
x1 4 x2 4 .
Cho x1 0 x2 1;
x2 0 x1 4
Trang
41
ng mc: 18x1 6 x2 36 . Cho x1 0 x2 6 ;
x2 0 x1 2
Hm mc tiu khng b chn Bi ton khng c phng n ti u.

ii.
Phng php n hnh

Ta a bi ton v dng chnh tc bng cch a vo 3 bin ph x3 0, x4 0, x5 0 . Bi
ton dng chnh tc tng ng l:
18x1 6 x2 0 x3 0 x 4 0 x5 max
6
- 4x1 3 x2 x3
x 3x
x4 15
2
1
D=
x 4 x2
x5 4
1
x j 0; j 1..5
Ta c phng n cc bin xut pht:
x1=x2 =0 l cc bin phi c s

x3 6, x 4 15, x5 4 l cc bin c s
1
0
0

Vi cc vect c s l: A 3 0 ;A 4 1 ;A 5 0
0
0
1

Lp bng n hnh:
18
A1
A2
A3
A4
A5
-4
A4
15
-1
s= 1
A5
-4
r =5
f=0
-18
-6
Cj
C s
Phng n
A3
0
0
Trang
42
18
A1
A2
A3
A4
A5
-4
-13
A4
19
-1
A1
-4
f=0
-78
Cj
C s
Phng n
A3
0
18
V 2 <0 m tt c cc phn t trong ct A2 tt c u m nn hm mc tiu khng b

chn Bi ton khng c phng n ti u.
3. TNH HU HN CA THUT TON N HNH
3.1 Tnh hu hn ca thut ton n hnh
nh ngha 3.1: Thut ton gii bi ton ti u ha c gi l hu hn nu nh n cho
php sau mt s hu hn php tnh tm c phng n ti u ca bi ton.
Do mi bc lp ca thut ton n hnh c th thc hin xong sau mt s hu hn php
tnh, chng minh tnh hu hn ca thut ton n hnh ta phi chng minh rng n phi
kt thc sau hu hn bc lp.
nh ngha 3.2: Bi ton ti u tuyn tnh c gi l khng thoi ha nu nh tt c cc
phng n c s chp nhn c ca n l khng thoi ha, trong trng hp ngc li bi
ton c gi l thoi ha.
nh l 3.1: Gi s bi ton ti u tuyn tnh l khng thoi ha v c phng n ti u.
Khi vi mi phng n c s chp nhn c xut pht thut ton n hnh l hu hn.
Chng minh:
Gi s x1 l phng n c s chp nhn c xut pht. Trong qu trnh thc hin thut
ton n hnh ta s xy dng c dy xk, B k, k=1, 2, . . . cc phng n c s chp nhn
c v c s tng ng vi chng ca bi ton. Do bi ton l khng thoi ha nn mi
phng n c s chp nhn c xk l khng thoi ha, do mi bc lp, khi chuyn
t phng n c s chp nhn c xk sang phng n c s chp nhn c xk+1 hm
mc tiu s gim thc s. Do
c'xk = c'Bk xBk = c'Bk Bk-1b
nn trong qu trnh thc hin thut ton khng c c s no b lp li. Mt khc, ma trn
A ch c mt s hu hn c s (s c s ca A khng vt qu Cmn ), v th, sau mt s hu
hn bc lp ta s xy dng c phng n c s chp nhn c xko ,ko , m ti
tiu chun ti u c thc hin. nh l c chng minh.
Trang
43
Trong chng minh nh l 3.1 ta phi s dng gi thit v tnh khng thoi ha ca bi
ton ti u tuyn tnh. Trong trng hp bi ton l thoi ha, tnh hu hn ca thut ton
khng c bo m na, v rt c th xy ra mt hin tng ng ngi l hin tng xoay
vng, m ta s m t trong mc di y.
3.2 Hin tng xoay vng
Trong m t ca thut ton n hnh ta ch n hai im quan trng cn c lm
chnh xc thm trc khi thc hin thut ton :
1) V vic chn ct xoay: Trong trng hp c nhiu ct c c lng dng
cn chn ct no lm ct xoay ?
2) V vic chn dng xoay: Trong trng hp gi tr
0 = minxi /xij0 : xij0 >0, i JB
t nhiu ch s khc nhau cn chn dng no lm dng xoay ?
Thut ton n hnh s hon ton xc nh nu nh chng ta xc nh 2 qui tc ni trn.
C th ngh nhiu qui tc chn dng xoay, ct xoay khc nhau. Trc ht ta ni v cch
chn ct xoay. C th s dng mt trong nhng qui tc sau :
i) Tt nhanh nht : j0 = max j0 : j0 >0. Khi chuyn sang phng n c
s chp nhn c tip theo gi tr hm mc tiu s gim i 0 j0.
ii) Chn theo nguyn tc gim nhiu nht : Chn ct xoay l ct A j0 ng vi gi
tr 0j0 ln nht.
iii) Chn theo nguyn tc ch s nh nht : Trong s cc ct c c lng dng
chn ct c tr s nh nht lm ct xoay.
iv) Chn theo nguyn tc ngu nhin: Chn ct xoay mt cch ngu nhin trong
s cc ct c c lng dng.
chn dng xoay c th s dng mt trong nhng qui tc sau :
i) Chn ch s nh nht : Trong s cc dng c th chn lm dng xoay hy chn
dng c ch s nh nht.
ii) Chn theo phng php cc tiu t vng (s trnh by mc tip theo).
iii) Chn theo nguyn tc ngu nhin: Chn dng xoay mt cch ngu nhin
trong s cc dng c th chn lm dng xoay.
Thng thng, dng xoay c chn theo qui tc i) v gii cc bi ton c va v
nh ngi ta s dng qui tc chn ct xoay i), cn i vi cc bi ton c ln c th s
dng qui tc iii).
Trang
44
R rng mi qui tc chn dng xoay, ct xoay s i hi mt khi lng tnh ton khc
nhau thc hin chng. Mt khc, cc cch chn dng xoay, ct xoay khc nhau cng dn
n nhng thut ton c hiu qu khc nhau. Chng hn theo thc nghim tnh ton th cch
chn ct xoay theo qui tc ii) thng i hi thi gian tnh ton nhiu hn khong t 3 n 5
ln so vi cch chn ct xoay theo qui tc i).
Trong trng hp bi ton l khng thoi ha vic chn dng xoay, ct xoay khng nh
hng n tnh hu hn ca thut ton n hnh. Tuy nhin, nu bi ton l thai ha th c
kh nng mt bc lp no thut ton s lm vic vi phng n c s chp nhn
c thoi ha v khi chn dng xoay c th s gp tnh hung 0 = 0 v trong trng hp
ny khi chuyn sang phng n c s chp nhn c tip theo gi tr hm mc tiu s
khng thay i. Hn th na, tnh hung ni trn c th lp li mt s ln v ti t hn sau
mt s ln lp nh vy thut ton s quay tr v vi mt c s m trc xt qua. Khi
chu trnh ny s lp i lp li v hn ln nu nh cc qui tc chn dng xoay v ct xoay
l c nh. Hin tng va m t c gi l hin tng xoay vng.
V d: Xt bi ton ti u tuyn tnh sau
4x1
- 6x5 - 5x6 + 64x7
x1
+ x2
+ x3
min,
1
x4 - 2x5 - x6 + 12x7
3
= 0,
1
1
2
x4 - x5 - x6 + x7
2
6
3
= 0,
- x5 + x6 - 9x7
= 2,
xj 0, j =1, 2, 3, . . ., 7.
Thut ton n hnh bt u t phng n c s chp nhn c x' =(0, 0, 2, 0, 0, 0, 0)
vi c s tng ng l B = A1, A2, A3, trong s dng qui tc chn dng xoay theo i) v
chn ct xoay theo i), sau 6 php bin i n hnh s quay v lm vic vi c s xut pht.
3.3 Cc bin php chng xoay vng
Hin nay c rt nhiu bin php chng xoay vng, trong mc ny ta trnh by hai bin
php quan trng nht. Trc ht cn lu rng hin tng xoay vng ch c th xy ra trong
thut ton n hnh vi nhng qui tc chn dng xoay, ct xoay nht nh. V vy mt trong
nhng hng ci tin thut ton n hnh nhm khc phc xoay vng l tm nhng qui tc
chn dng xoay, ct xoay sao cho trong qu trnh thc hin thut ton khng c c s no b
lp li. Phng n t vng v phng n Bland l hai phng php nh vy.
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45
3.3.1 Phng php t vng

nh ngha 3.3: Vc t v R n gi l t vng dng v c k hiu l v >l 0, nu thnh
phn khc khng u tin ca n l dng. Vc t v R n gi l t vng m v k hiu l v < l
0, nu -v >l 0.
Gi s v, w R n, ta ni v l t vng ln hn w v vit l v >l w, nu v - w >l 0. Tng t
nh vy c th a vo khi nim t vng nh hn, t vng bng.
Gi s z1, z2, . . ., zk l cc vc t R n. Vc t zs (1 s k) c gi l cc tiu t vng
(cc i t vng) ca cc vc t z1, z2, . . ., zk, nu
zs <l zj (zs >l zj ), j =1, 2, . . ., k.
Khi ta s vit l
zs = lex - min zj : j =1, 2, . . ., k
zs = lex - max zj : j =1, 2, . . ., k
V d: Cho 4 vc t
z1 = (1/4, 1, 1/4, 3/4),
z2 = (2, 1, 10, 1),
z3 =(1/4, 1, 1/12, 1/6),
z4 = (2, 1, 5, -4),
Khi
zs = lex - minzj : j =1, 2, 3, 4,

zs = lex - maxzj : j =1, 2, 3, 4.
Qui tc cc tiu t vng chn dng xoay. Ch rng trong thut ton n hnh dng xoay
cn chn l dng m ti t gi tr.
0 = minxi /xij0 : xij0 >0, i JB
Trong trng hp c nhiu ch s dng i cng t cc tiu trong biu thc trn ta chn
dng xoay l dng i0 m ti
zi/xi 0j0 = lex - min z j / xi0j0 : xi0j0 > 0
(1.1)
trong zi = (xi, x1, . . . ., xij0, xin), (i = 1, . . ., m) - dng th i ca bng n hnh. Nghi l

khi c nhiu dng c th chn lm dng xoay ta s chn dng xoay l dng cc tiu t vng.
Qui tc (1.1) c gi l qui tc cc tiu t vng.
Ch rng vic chn dng xoay theo qui tc cc tiu t vng s l n tr, v nu c hai
dng cc tiu t vng th suy ra rank A < m.
K hiu zi (i = 1, . . ., m) - dng th i ca bng n hnh :
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46
zi = (zi, z1, . . . ., zij0, zin) = (xi, x1, . . . ., xij0, xin), (i = 1, . . ., m)

cn
z0 = (z00, z01, . . ., z0n) = (f(x), 1, . . ., n) l dng c lng.
nh l 3.1: Gi s bng n hnh xut pht ta c :

zi >l 0, i =1, 2, . . ., m.
v trong thut ton n hnh ta s dng cc qui tc sau y chn dng xoay, ct xoay :
a) Ct xoay s c chn ty trong s cc ct c c lng dng (z0s= s > 0) ;
b) Dng xoay i0 = r c chn theo qui tc cc tiu t vng :
zr/zrs = lex - min zi/ zis : zis > 0
Khi trong qu trnh thc hin thut ton n hnh cc dng ny s lun l t vng
dng cn dng c lng z0 s l t vng gim ngt v thut ton n hnh s dng sau
hu hn bc.
Chng minh: Trc ht ta ch ra rng cc dng zi , i =1, 2, . . ., m, s l t vng dng
1 r
sau mi php bin i n hnh. dng xoay r ta c zr =
z , trong zrs > 0 - phn t
zrs
xoay. V vy, nu z >l 0 th z >l 0.

By gi, xt i r. Khi nu zis > 0 th t qui tc t vng suy ra :
z i = zi cn nu zis 0 th z i = zi -
1
zis r
1 r
z >l 0
z = zis zi
zrs
zrs
zis
zis r
zis r
z = zi +
z
zrs
zrs
>l 0.
Vy zi lun l t vng dng sau mi php bin i n hnh. Vc t z0 sau php bin
i n hnh s tr thnh
z 0 = zo -
z0 s r
z0 s r
z = z0 +
z ,
zrs
zrs
mt khc, do z0s > 0 v zr >l 0, nn t suy ra z 0 <l z0.

Nh vy sau mi php bin i n hnh dng c lng l t vng gim ngt v t
suy ra trong qu trnh thc hin thut ton n hnh khng c dng c lng no b lp li.
Do mi dng c lng c xc nh duy nht bi c s tng ng, nn t suy ra trong
qu trnh thc hin thut ton n hnh cng khng c c s no b lp li. Vy thut ton
n hnh l hu hn. nh l c chng minh.
Ch : Nu nh c s xut pht l B = A1, . . ., A m th bng n hnh xut pht s tha
mn iu kin ca nh l 3.1. V vy, trong trng hp tng qut, c bng n hnh xut
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47
pht tha mn iu kin ca nh l 3.1, ta c th nh s li cc bin nu nh iu l cn

thit.
3.3.2 Qui tc Bland
Qui tc cc tiu t vng i hi mt khi lng tnh ton ph khng nh khi tin hnh
chn dng xoay. Qui tc rt n gin sau y c Bland chng minh l m bo khng c
xoay vng khi thc hin thut ton n hnh.
Qui tc Bland (1976): Khi c nhiu ct (dng) c th chn lm ct xoay (dng xoay) ta
lun chn ct (dng) c ch s nh nht trong s chng.
Ch : Tuy rng i a s cc bi ton ti u tuyn tnh thc t l thai ha, th nhng
theo kinh nghim tnh ton th hin tng xoay vng khng bao gi xy ra. V vy, trong hu
ht cc chng trnh tnh ton ca ti u tuyn tnh ngi ta khng ci t cc bin php
chng xoay vng
4. THUT TON N HNH HAI PHA
Thut ton n hnh 2 pha l s kt hp ca phng php n hnh vi cch gii 2 pha.
C th tm tt cch gii bng phng php 2 pha nh sau:
Bng nhng php bin i tng ng ta bin i ma trn iu kin v ma trn cui
cng m c s vec-t n v ng bng s iu kin. Trong qu trnh bin i s xut hin
mt s bin ph v mt s bin gi, s bin gi ny ng bng s iu kin.
Pha 1 s gii ng vi c s l nhng bin gi, sau s tip tc gii quyt bng pha 2.
4.1 M t thut ton
Thut ton n hnh bnh thng gii bi ton sau:
min cx : Ax = b, x 0
(1.2)
Khng gim tnh tng qut ta c th gi thit rng

bi 0, i = 1, 2, . . ., m
(1.3)
(nu c bi < 0 ch cn nhn hai v ca phng trnh tng ng vi -1).

Theo cc thng s ca bi ton (1.3) ta xy dng bi ton ph thuc sau y
exu min, Ax + xu = b, x 0, xu 0
(1.4)
trong xu = x(J u), J u = n + 1, . . ., n + m l m - vt cc bin gi, e = (1, 1, . . ., 1) m - vc t c cc thnh phn u bng 1.

B sau y cho thy mi lin h gia bi ton (1.2) v bi ton (1.4).
B 1 : Bi ton (1.2) c phng n chp nhn c khi v ch khi thnh phn x*u trong
phng n ti u (x*, x*u) ca bi ton (1.4) l bng khng.
Chng minh:
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48
iu kin cn: Gi s x* l phng n chp nhn c ca bi ton (1.2). Khi r rng

(x*, x* u = 0) l phng n chp nhn c ca bi ton (1.4). Mt khc, do ex* u = 0 exu ,
vi mi (x, xu) l phng n chp nhn c ca bi ton (1.27) nn (x*, x* u) l phng n ti
u ca n.
iu kin : R rng (x*, x* u = 0) l phng n ti u ca bi ton (1.4) th x* l phng
n chp nhn c ca bi ton (1.2). B c chng minh.
i vi bi ton (1.4) ta c ngay mt phng n c s chp nhn c ca n l x(J) = 0,
x(J u) = b vi c s tng ng
B = An+1, . . ., A n+m,
trong k hiu A j, j J u l vc t ct trong ma trn rng buc ca bi ton (1.4) tng
ng vi bin gi xj, j J u. V vy ta c th p dng thut ton n hnh gii bi ton (1.4)
bng thut ton n hnh c gi l pha th nht ca thut ton n hnh hai pha gii bi
ton (1.2), v bi ton (1.4) cn c gi l bi ton pha th nht.
Kt thc pha th nht ta s xy dng c phng n c s chp nhn c ti u (x* ,
x* u) vi c s tng ng l B* = A j : j J*B ca bi ton (1.4).
C th xy ra mt trong 3 kh nng sau:
i) x* u 0 ;
ii) x* u = 0 v ma trn B* khng cha cc ct ng vi bin gi, tc l n cha ton ct ca
ma trn rng buc ca bi ton (1.2):
B* = Aj : j J*B, J*B J u = f.
iii) x* u = 0 v ma trn B* c cha ct ng vi bin gi, tc l
B* = Aj : j J*B, J*B J u f.
Ta s xt tng trng hp mt.
i) x* u 0, th theo b 1, bi ton (1.2) l khng c phng n chp nhn c, thut
ton kt thc.
ii) Trong trng hp ny x* l phng n c s chp nhn c ca bi ton (1.2) vi c
s tng ng l B*. Bt u t n ta c th tin hnh thut ton n hnh gii bi ton
(1.2). Giai on ny gi l pha th hai ca thut ton n hnh hai pha v ton b th tc va
trnh by c gi l thut ton n hnh hai pha gii bi ton ti u (1.2).
iii) K hiu xi* , i* J*B Ju l mt thnh phn bin gi trong phng n c s chp
nhn c ti u (x*, x* u) ca bi ton (1.4).
K hiu xi*j , j J J u l cc phn t ca dng i* trong bng n hnh tng ng vi
phng n ti u (x*, x* u) ca bi ton (1.4).
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49
Nu tm c ch s j* J \ J*B sao cho xi* j* 0 th thc hin mt php bin i bng

n hnh vi phn t xoay c chn l xi*j* ta s a c thnh phn bin gi xi* ra khi
c s v thay vo ch ca n l bin xj*
Nu xi*j = 0, j J \ J*B, th iu c nghi l phng trnh tng ng vi n trong h
phng trnh tuyn tnh Ax = b l h qu ca cc phng trnh cn li. Khi t bng n
hnh tng ng vi phng n ti u (x*, x* u) ca bi ton (1.4) ta c th xa b dng ni
trn v ng thi xa b lun ct ng vi bin gi xi* .
Trong c hai trng hp va nu ta u loi b c bin gi xi* khi c s.
Ln lt im din tt c cc thnh phn bin gi trong c s, tc l i n trng hp
ii), ng thi trong qu trnh ny ta cng s loi c tt c cc rng buc ph thuc tuyn
tnh trong h Ax = b. Khi ta c th bt u pha th hai ca thut ton n hnh hai pha.
Nh vy, thut ton n hnh hai pha p dng gii bi ton (1.2) s cho php :
1) hoc l xc nh c rng bi ton khng c phng n chp nhn c;
2) hoc l xc nh c tnh khng b chn di ca hm mc tiu ca bi ton ;
3) hoc l xc nh c phng n c s ti u ca bi ton ;
ng thi trong qu trnh thc hin thut ton ta cng loi c tt c cc rng buc ph
thuc tuyn tnh.
T kt qu lm vic ca thut ton n hnh hai pha ta c th chng minh cc nh l
quan trng sau y:
nh l 4.1: Nu bi ton ti u c phng n ti u th cng c phng n ti u c s.
Chng minh: Gi s bi ton ti u l c phng n ti u. Khi , thut ton n hnh
hai pha p dng gii bi ton t ra ch c th kt thc tnh hung 3), tc l thu c
phng n c s ti u c n.
nh l 4.2: iu kin cn v bi ton ti u c phng n ti u l hm mc tiu
ca n b chn di trn min rng buc khc rng.
Chng minh:
iu kin cn: Gi s x* l phng n ti u ca bi ton. Khi , f(x) f*(x), x D,
tc l hm mc tiu ca bi ton l b chn di.
iu kin : Nu hm mc tiu ca bi ton l b chn di trn min rng buc khc
rng, th p dng thut ton n hnh hai pha gii ta ch c th kt thc thut ton tnh
hung 3), tc l tm c phng n ti u ca n.
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50
4.2 V d.
Gii bi ton ti u tuyn tnh sau y bng thut ton n hnh hai pha
min,
f(x) = 2x1 + x2 + x3
= 5
x1 + x 2 + x 3 + x 4 + x 5
x + x + 2x + 2x + 2x
= 8
2
3
4
5
1
= 2
x1 + x 2
x3 + x 4 + x5 = 3
x j 0, j = 1, 2, . . ., 5
Bi ton ph tng ng c dng
min,
x6 + x7 + x8 + x9
x1 + x2 + x3 + x4 + x5 + x6
x1 + x2 + 2x3 + 2x4 + 2x5
= 5,
+ x7
x1 + x2
= 8,
+ x8
x3
x4 + x5
= 2,
+ x9 = 3,
xj 0, j = 1, 2, . . ., 9.
Phng n c s chp nhn c ca bi ton ph l
(x, xu) = (0, 0, 0, 0, 0, 5, 8, 2, 3)
vi c s tng ng l B = E4 - ma trn n v cp 4.
C s gm ton cc bin gi, ta bt u pha th nht ca thut ton n hnh hai pha.
Cc kt qu tnh ton ca pha th nht c ghi vo bng 1.1 sau:
Bng 1.1: Bng n hnh pha 1
Cj
C
s
Phng
n
0
A1
0
A2
0
A3
0
A4
0
A5
1
A6
1
A7
1
A8
1
A9
1
1
A6
A7
5
8
1
1
1
1
1
2
1
2
1
2
1
0
0
1
0
0
0
0
1
1
A8
A9
2
3
1
0
1
0
0
1*
0
1
0
1
0
0
0
0
1
0
0
1
f = 18
4*
= (Zj-C j)
1
1
A6
A7
2
2
1*
1
1
1
0
0
0
0
0
0
1
0
0
1
0
0
-1
-2
1
0
A8
A3
2
3
1
0
1
0
0
1
0
1
0
1
0
0
0
0
1
0
0
1
R=3
S=9
R=1
S=6
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51
f=6
3*
A1
-4
A2
A3
A4
A5
A6
A7
A8
A9
Cj
C
s
Phng
n
0
1
1
0
A1
A7
A8
A3
2
0
0
3
1
0
0
0
1
0
0
0
0
1
1
1
0
1
1
1
0
1
1
1
1
-1
-1
0
0
1
0
0
0
0
1
0
-1
-1
1
1
f=0
-3
-1
Pha th nht ca thut ton c kt thc tnh hung iii). Xa b khi bng n hnh
cc dng ng vi bin gi x7, x8 v cc ct ng vi cc bin ny ta tip tc thc hin pha th
hai ca thut ton. Cc kt qu tnh ton trong pha th hai c tip tc trong bng 2
Cj
C
s
2
A1
1
A3
= (Zj-C j)
1
A2
1
A3
1
0
A2
A4
Phng
n
2
3
f=7
2
3
f=5
2
3
f=2
2
A1
1
0
0
1
0
-1
1
0
-1
1
A2
1*
0
1*
1
0
0
1
0
0
1
A3
0
1
0
0
1
0
0
1
-1
0
A4
0
1
1
0
1*
1*
0
1
0
0
A5
0
1
1
0
1
1
0
1
0
R=2
S=1
R=4
S=3
Phng n ti u : x* = ( 0, 2, 0, 3, 0 ). Gi tr ti u f * = 2
5. THUT TON N HNH HAI PHA CI BIN
5.1 M t thut ton
Thut ton n hnh 2 pha ci bin thc cht l thut ton n hnh 2 pha nhng nhm
gim s ct ca ma trn tnh ton ban u, cng nh gim khi lng tnh ton, thay v
chn cc bin c s ban u ton l nhng bin gi, ta s chn ra trong nhng bin ph no
l vec-t n v lm mt bin c s, v nh vy s gim s bin gi, thm ch c th s
khng c bin gi.
Cho v d rng buc
5x1 + 3x2 < 1 thay v bin i qua 2 giai on:
bin du < thnh du = ta thm vo bin ph x3

5x1 + 3x2 + x3 = 1
(1)
c mt bin c s ta li phi thm vo bin gi x4

5x1 + 3x2 + x3 + x4 = 1
(2)
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52
v x4 l mt bin c s, nhng thc t ta ch cn qua mt giai on bin i (1), ta chn

lun x3 l bin c s.
Nhn xt:
Vi nhng rng buc <, ta lun c mt bin c s l bin ph ca rng buc .
Vi nhng rng buc = hoc >, bt buc bin c s l bin gi ca rng buc .
V nh vy: vi thut ton n hnh 2 pha ci bin th khng phi lc no cng bt u
bng pha 1, m c th b qua v chuyn thng sang pha 2 khi ma trn khng c bin gi (tc
l ton nhng rng buc < ).
5.2 V d
Tm min dng tuyn tnh : f(x) = -2x1 + x2 - x3 vi nhng rng buc:
8
x1 - x 2 + 2x 3
2x + 2x - x
= 4
1
2
3
- x1 + x 2 + x 3 1
x j 0, j = 1..3
Ta a bi ton v dng chnh tc nh cc bin ph x4 v x5

f(x) = -2x1 + x2 - 2x3 min
8
x1 - x 2 + 2x 3 + x 4
2x + 2x - x
= 4
1
2
3
x5 = 1
- x1 + x 2 + x 3
x j 0, j = 1..5
Ma trn cu h s rng buc:
A1 A 2
1
1
2
2
1
1
A3 A4
2 1
1 0
1 0
A5
0
A ch cha mt vect n v A4. c ma trn n v hng 3 ta thm vo ma trn A thm

2 vct n v: A6 = (0, 1, 0) v A7 = (0, 0, 1) bng cch thm vo v tri cc rng buc trn
hai bin gi x6 v x7 nh sau:
8
x1 - x 2 + 2x 3 + x 4
2x + 2x - x
x6
= 4
1
2
3
x5
x7 = 1
- x 1 + x 2 + x 3
x j 0, j = 1..7
Hm mc tiu ca bi ton tr thnh:
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53
f(x) = -2x1 + x2 - 2x3 + x6 + x7 min

Pha 1 gm 1 bin ph v 2 bin gi. Bng n hnh pha 1 nh sau:
cj
C
s
Phng
n
A4
1
1
0
A1
0
A2
0
A3
0
A4
0
A5
1
A6
1
A7
-1
R=2
A6
-1
S=7
A7
-1
1*
-1
F=5
3*
-1
9
2
1
0
4*
-1
0
0
1
3
-3
1
1
0
0
-1
0
0
-1
2
-1
0
1
0
F=2
9
1
2
3
2
F=0
4*
0
1
0
0
0
0
1
0
0
0
1
0
-3
3
3
4
1
4
0
2
-1
1
2
1
2
0
0
0
1
4
1
4
-1
-3
1
1
2
1
2
-1
= (Zj-C j)
0
1
0
A4
A6
A2
0
0
A4
A1
A2
0
0
R=1
S=6
Pha th nht ca thut ton c kt thc tnh hung ii). Xa b khi bng n hnh
cc ct ng vi bin gi x5, x6 v tip tc thc hin pha th hai ca thut ton. Cc kt qu
tnh ton trong pha th hai c tip tc trong bng n hnh pha 2
C
s
0
A4
-2
A1
1
A2
= (Zj-C j)
-1
A3
-2
A1
1
A2
= (Zj-C j)
cj
Phng
n
9
1/2
3/2
3
11/4
3/4
-2
A1
0
1
0
0
0
1
0
0
1
A2
0
0
1
0
0
0
1
0
-1
A3
3*
-3/4
1/4
11/4*
1
0
0
0
0
A4
1
0
0
0
1/3
1/4
-1/12
-11/12
0
A5
-1
1/2
-1/2
R=3
S=4
-3/2
-1/3
1/4
-5/12
-7/2
Phng n ti u : x* = (11/4, 3/4, 3 ). Gi tr ti u f* = -31/4

6. PHNG PHP NH THU (M PHNG PHP)
a vo cc bin ph trong bi ton ti u dng chun chuyn v dng chnh tc.
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54
6.1 M t thut ton
c1x1 c 2 x 2 ... c n xn max

n
a x
ij
bi , i 1..m
j=1
x j 0, j 1..n
Ta a vo m bin gi to khc vi bin ph:
xn1,xn2 ,...,xnm 0
V mt s M > 0 rt ln, ln hn bt k s no cn so snh vi n. Ta chuyn bi ton (P)
v bi ton (M) sau y:
c1x1 c 2 x 2 ... c n xn Mxn1 Mxn2 ... Mxnm max
ai1x1 ai2 x 2 ... ain xn xnk b j , i 1..m
x j 0; j 1..m n
Khi a M > 0 rt ln vo chng khc ta nh thu rt nng vo cc bin gi to dng

tng ng khin cho trong phng n ti u (nu c) th cc bin gi to bng 0 tt c.
Khi bi ton M sau khi chuyn i c gi l bi ton nh thu.
Gii bi ton (M) bng phng php n hnh.
Tnh hung 1: Bi ton (M) c phng n ti u dng
x ,0,0,...,0 khi x* l phng

*
n ti u ca bi ton ban u (P) (vi tt c cc bin gi to u bng 0)

Tnh hung 2: Bi ton (M) c phng n ti u (x, y) trong vect y 0 cn bin
gi to dng. Khi bo ton (P) khng c phng n khng c phng n ti u.
Ch 1: V cc h s hm mc tiu ca bi ton (M) ph thuc tuyn tnh vo M, m
k z jk c j c k k ph thuc tuyn tnh vo cc h s hm mc tiu k ph thuc

tuyn tnh vo M.
Phn tch k thnh hai thnh phn:
Nu k > 0 k >0
Nu k < 0 k <0
k k k M
Do dng cui ca bng c tch thnh 2 dng:
Dng 1: ghi k
Dng 2: ghi k (c u tin xt trc)

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55
k 0,
o Nu k <0
k 0,
v k bt ky
k 0
so snh cc k1 , k2 ta phi xt xem:
k2 v k1, k2 ty
k1 k2 k1
k1 k2 v k1 k2
Ch 2: Khi mt bin gi to x n k b y ra khi c s (tr nn bng 0) th t v
sau n khng th quay li c s khng th tr li dng c na. D A n k s khng
quay li c ta khng cn tnh g bin na xo ct i.
Ch 3: Nu gp rng buc
a x
ij
bi, bi 0 th trc ht ta phi tr v tri cho mt
bin ph y i m khng cng na. Sau thm vo bin gi to x n i 0 v rng buc tr

thnh:
n
a x
j1
ij
yi xni bi
Trn hm mc tiu: f f 0.y i Mx ni

6.2 V d
V d 1. Gii bi ton ti u sau bng phng php n hnh
2x1 x 2 x 3 x 4 max
x1 x 2 2x 3 x 4 2
2x x 3x x 6
2
3
4
1
x x x x
7
2
3
4
1
x j 0, j 1..4
Gii
a vo 3 bin gi to khng m x5 , x6 , x7 , ta c bi ton tng ng sau:
2x1 x 2 x 3 x 4 Mx 5 Mx 6 Mx 7 max
x1 x 2 2x 3 x 4 x 5
2x x 3x x
x6
2
3
4
1
x x x x
x7
2
3
4
1
x j 0, j 1..7
2
6
7
Trong M>0 l s rt ln.

Ta c phng n xut pht:
x 0, 0, 0, 0, 2, 6, 7
Trang
56
Vi cc bin c s l:
x5 2, x6 6, x7 7
Cc vect c s xut pht l:

1
0
0

A 5 0 ;A 6 1 ;A 7 0
0
0
1

Trang
57
Ta c bng n hnh (phn di c chia thnh 2 dng):
1 1 1M 2 4M
2
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
-1
-1
A6
-3
A7
7
k
-2
-1
-4
-1
-1
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
-1
-7
Cj
C s
Phng n
-M
-M
A5
-M
Cj
C s
Phng n
A1
-M
A6
-1
3
-M
A7
5
k
-1
-3
-1
-5
-5
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
Cj
C s
Phng n
2
1
A1
8/3
-1/3
A2
2/3
-M
A7
11/3
k
- 7/3
11/3
-2
-11/3
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
Cj
C s
Phng n
2
1
A1
A2
-1
A3
1
k
f=8
Trang
58
V d 2. Gii bi ton ti u sau bng phng php n hnh
3x1 x 2 3x 3 x 4 min
2
x1 2x 2 x 3 x 4
2x 6x 3x 3x 9
2
3
4
1
x x x x
6
2
3
4
1
x j 0, j 1..4
Gii
a bi ton trn v bi ton max tng ng:
3x1 x 2 3x 3 x 4 max
2
x1 2x 2 x 3 x 4
2x 6x 3x 3x 9
2
3
4
1
x x x x
6
2
3
4
1
x j 0, j 1..4
a vo 3 bin gi to khng m x5 , x6 , x7 , ta c bi ton tng ng sau:
3x1 x 2 3x 3 x 4 Mx 5 Mx 6 Mx 7 max
x1 2x 2 x 3 x 4 x 5
2x 6x 3x 3x
x6
2
3
4
1
x x x x
x7
2
3
4
1
x j 0, j 1..7
2
9
6
Trong M>0 l s rt ln.

Ta c phng n xut pht:
x 0, 0, 0, 0, 2, 9, 6
Vi cc bin c s l:
x5 2, x6 9, x7 6
1
0
0

Cc vect c s xut pht l: A 5 0 ;A 6 1 ;A 7 0
0
0
1

Ta c bng n hnh (phn di c chia thnh 2 dng):

Trang
59
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
-1
A6
-6
A7
-1
-1
-3
-4
-3
-3
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
Cj
C s
Phng n
-M
A5
-M
-M
Cj
C s
Phng n
A1
-1
A6
-10
A7
-3
-2
13
-7
-M
-M
Cj
C s
Phng n
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
A1
6/5
A3
-2
1/5
A7
-12/5
-1
12/5
-3
-M
Cj
C s
Phng n
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
A1
6/5
A3
-23/5
A2
-12/5
94/5
-3
-1
fmax 3 * 3 3 * 5 1* 2 8
fmin 8
Trang
60
Chng 4
L thuyt i ngu v bi ton ti u i ngu
Vi mi bi ton ti u, ta c th thit lp tng ng cho n mt bi ton khc gi l bi

ton i ngu ca n. Khi nim i ngu l mt trong cc khi nim c bn ca ti u ha.
Trong nhiu trng hp c c nhng kt lun chp nhn c cho mt trong cc
bi ton ti u th vic nghin cu bi ton i ngu ca n t ra thun tin hn. Hn na,
khi phn tch song song mt cp bi ton i ngu ta c th thu c nhng kt lun hay c
v ton hc ln kinh t.
J. Von Neumann xy dng m hnh bi ton ti u i ngu v mt s nh l i ngu
vo nm 1947 da vo cc kt qu ca l thuyt tr chi, nhng n tn nm 1951 cc kt
qu ny mi c cng b bi mt s nh ton hc khc nh Gale, Kuhn, Tucker.
gii quyt bi ton i ngu, nh ton hc C.E. Lemke a ra phng php n
hnh i ngu vo nm 1954.
1. BI TON I NGU
Xt bi ton ti u dng chun
(P): <c, x> min
Ax b
x0
(P*): <b, y> max
A'y c
y0
Xt bi ton ti u dng chnh tc

(P): <c, x> min
Ax = b
x0
(P*): <b, y> max
A'y c
2. QUI TC CHUYN BI TON TI U TNG QUT SANG BI TON I NGU

2.1 Qui tc chuyn i
Trong trng hp bi ton ti u tuyn tnh tng qut, nhng quy tc sau y c p dng
xy dng bi ton i ngu tng ng
Trang
61
Bi ton i ngu
Bi ton gc
Hm mc tiu
Max Min
Bin i ngu
Mi rng buc Mt bin i ngu
Cho ph i ngu v gii hn rng buc
Chi ph i ngu Gii hn rng buc
Ma trn rng buc
Ma trn rng buc Ma trn chuyn v
Chiu ca rng buc v du ca bin
Rng buc trong bi ton max Bin i ngu trong bi ton min
c du
c du (tri chiu)
c du =
c du ty
c du
c du (tri chiu)
Bin ca bi ton max Rng buc i ngu ca bi ton min
c du (cng chiu)
c du 0
Bin ca bi ton max Rng buc i ngu ca bi ton min
c du ty
c du =
Bin ca bi ton max
Rng buc i ngu ca bi ton min
c du 0 (cng chiu)
c du 0
Xt cc rng buc dng ma trn ca mt bi ton quy hoch tuyn tnh tng qut nh sau :
K hiu:
A iT l dng th I (i=1..m)
A j l ct th j (j=1..n)
Khi , mi lin h gia hai bi ton i ngu c th c trnh by nh sau:
Trang
62
Cch nh:
-
Bi ton gc min, rng buc chung cng du, rng buc bin tri du
Bi ton gc max, rng buc chung tri du, rng buc bin cng du
2.2 V d
V d 1. Bi ton gc (P)
f x x1 2x 2 3x 4 min
x1 3x 2 4x 3 x 4 7
x 2 2x 3 6x 4 1
5x1 7x 2 x 3 8x 4 2
x1 0; x 2 0,x 3 ,x 4 ty
Vit di dng ma trn ta c:
f x 1, 2,0,3 . x1,x 2 ,x 3 ,x 4 min

x1
1 3 4 1 7
x2
0
1
2
6
1
.
5 7 1 8 x 3 2
x

4
x1 0; x 2 0,x 3 ,x 4 ty
Cc bin i nh sau:
x1 0
y1 0
y2 0
y 3 ty
y1 5y 3 1
x2 0
3y1 y 2 7y3 2
x 3 ty
4y1 2y 2 y 3 0
x 4 ty
y1 6y 2 8y3 3
x1 3x 2 4x 3 x 4 7
x 2 2x 3 6x 4 1
5x1 7x 2 x 3 8x 4 2
Bi ton i ngu tng ng l

Trang
63
f * y 7y1 y 2 2y 3 max
y3 1
y1
3y y 7y 2
1
2
3
4y1 2y 2 y 3 0
y 6y 8y 3
2
3
1
y1 0;y 2 0, y 3 ty
V d 2. Bi ton gc (P)
f x 1, 1,2 . x1,x 2 ,x 3 max

1 3 5 x1 6

2 0 1 . x 2 4
1 4 7 x 2
3
x1 0; x 2 0,x3 ty
Bi ton i ngu tng ng l:
f * y 6,4, 2 . y1,y 2 ,y 3 min

1 2 1 y1 1
3 0 4 . y 2 1
5 1 7 y 2
y1 0; y 2 0,y3 ty
2.3 ngha kinh t ca bi ton i ngu

Xt bi ton lp k hoch sn xut: Mt x nghip c s lng g (B1) v axits (B2) tng
ng l 5000 m3, 90 tn (cc yu t sn xut khc c s lng ln). X nghip c th sn xut
ra 3 loi giy A 1, A2, A3. Mc tiu hao cc loi nguyn liu (yu t sn xut) sn xut ra 1
tn giy thnh phm nh sau:
Gi bn 1 tn giy A1, A2, A3 tng ng l 9, 12 v 10 triu ng (gi s cc sn phm

sn xut ra u c th tiu th c ht). Lp k hoch sn xut ti u.
Gi xj l s tn giy loi A j cn phi sn xut. Ta c m hnh ton hc sau:
Tm x1,x 2 ,x 3 sao cho:
Trang
64
f x 9x1 12x 2 10x 3 max

x1 3x 2 2x 3
5000
20x1 30x 2 24x 3 90000
x j 0, j 1..3
Gi s by gi c ngi mun mua ton b s lng cc yu tt sn xut ca x

nghip. Khi gi bn nn t l bao nhiu?
Gi yi l gi bn 1 n v yu t sn xut loi Bi , i=1,2
Gi bn khng th m nn yi 0
Ta c s tin thu c khi bn cc yu t sn xut dng sn xut ra 1 n v sn phm
loi A j l:
Loi A1:
y1 + 20y2
Loi A2:
3y1 + 30y2
Loi A3:
2y1 + 24y2
Ta thy c 2 tng sau:
i vi ngi bn: Gi bn cc yu t sn xut ch c chp nhn khi s tin thu

c do bn cc yu t sn xut dng sn xut ra mt n v sn phm loi A j phi
khng t hn s tin thu c khi x nghip s dng cc yu t sn xut sn
xut ra 1 n v sn phm loi Aj. Tc l:
y1 20y 2 9; 3y1 30y 2 12; 2y1 24y 2 10
i vi ngi mua: Ch chp nhn gi tr cc yu t sn xut khi tng s tin dng

mua tt c cc yu t sn xut l t nht. Tc l:
f* 5000y1 90000y 2 min
Tm li, ta c m hnh: Tm (y1,y2) sao cho:
f* 5000y1 90000y 2 min

y1 20y 2 9
3y 30y 12
1
2
3y
30y
2 12
1
y i 0, i 1,2
3. CC NH L I NGU
Ta thy, bi ton i ngu P* cng l bi ton ti u tuyn tnh. Do gii (P*) c 3 cch.
Cch 1: Dng phng php n hnh gii trc tip (P*)
Trang
65
Cch 2: Gii bi ton (P) bng thut ton n hnh i ngu. Ta c phng n ti u
ca bi ton gc (P), ng thi c lun phng n ti u ca bi ton i ngu (P*) bng
cch gii h phng trnh tuyn tnh.
Cch 3: Gii bi ton i ngu (P*) bng phng php n hnh. T phng n ti u
ca (P*) ta suy ra phng n ti u x* ca bi ton gc (P)
Vn t ra l t phng n ti u x* ca (P) lm th no suy ra c phng n ti
u y* ca (P*). Vn trn c gii quyt thng qua cc nh l i ngu.
Xt cp bi ton i ngu:
(P): f(x) c,x min
(P*):
xX
f * (y) b,y max

yY
X l min rng buc (tp phng n) ca bi ton (P)
Vi
Y l min rng buc (tp phng n) ca bi ton (P*)

nh l 3.1. (nh l i ngu yu): x l phng n ca (P), y l phng n ca (P*) th:
f(x) = c, x
f*(y) = b, y
H qu 3.1:
Nu X v hm mc tiu f khng b chn di trn min X th Y
Nu Y v hm mc tiu f* khng b chn trn trn min Y th X
nh l 3.2. (nh l i mnh):
Nu (P) c phng n ti u l x* th (P*) cng c phng n ti u l y* v

f(x*)=f*(y*)
Nu (P*) c phng n ti u l y* th (P) cng c phng n ti u l x* v

f(x*)=f*(y*)
H qu 3.2: (P) v (P*) c phng n (P) v (P*) c phng n ti u. V gi tr ti

u ca cc hm mc tiu bng nhau.
Nhn xt: t nh l ny ta dng kt qu sau kim tra phng n ti u
x l phng n ca (P), y l phng n ca (P*) v f(x) = f*(y) x l phng n ti u
ca (P) v y l phng n ti u ca (P*).
Trang
66
i vi cp bi ton (P) v (P*) ta c cc kt qu sau:
C 2 bi ton cng c phng n th c 2 bi ton cng c phng n ti u v gi

tr ti u ca 2 hm mc tiu lun bng nhau.
Ch 1 bi ton c phng n th c 2 bi ton cng khng c phng n ti u (gi

s (P) c phng n th f(x) khng b chn di, hoc (P*) c phng n th f*(y)
khng b chn trn)
C 2 bi ton cng khng c phng n th hin nhin chng khng c phng n

ti u.
Rng buc cht l rng buc xy ra du =

Rng buc lng l rng buc xy ra du bt ng thc thc s >, <
nh l 3.3 ( lch b yu).
x*, y* l phng n ti u ca (P), (P*) x*, y* l phng n ca (P), (P*) v tha mn
iu kin: trong cc cp rng buc i ngu, nu rng buc ny l lng th rng buc chia l
cht.
H qu 3.3. Mt rng buc l lng i vi mt phng n ti u ca bi ton ny th rng
buc i ngu vi n phi l cht i vi mi phng n ti u ca bi ton kia.
T phng n ti u x v cc cp rng buc i ngu, ta s c h phng trnh tuyn
tnh theo y (c cc n l y1,y2,). Kim tra: Nu y l phng n ca (P*) th y s l phng
*
n ti u ca (P*) v hai gi tr ti u s bng nhau f max
f min .
Ch : rng buc lng rng buc cht; rng buc cht rng buc cht.
V d 1.
f x 2x1 2x 2 x 3 4x 4 max
x1
5 1 1 6 50
x2
3
0
1
2
16
4 0 3 1 x 3 23
x

4
x j 0, j 1..4
a. Dng phng php n hnh gii bi ton (P)
b. Vit bi ton i ngu (P*), tm phng n ti u ca (P*).
Gii:
a) Phng php n hnh ta c phng n ti u ca (P) l x* = (0, 14, 6, 5), fmax 54
b) Bi ton i ngu (P*) l:
f y 50y1 16y 2 23x3 min
Trang
67
5 3
1
0
1 1
2
6
4
2
y1
0 2
y
3 2 1
y
1 3 4
y 2 0,y 3 0,y1 ty
Ta c:
x 2 14 0
2
y1
x 3 6 0 y1 y 2 3y 3 1
6y 2y y 4
x4 5 0
2
3
1
Gii h trn ta c:
23
6
23 6
,y 3 . Vy y* (2,
, ) . Kim tra y* l phng
5
5
5 5
23 6
y* (2,
, ) vo 3 rng buc cn li y 2 0,y 3 0 ,
5 5
y1 2,y 2
n ti u ca (P*): Th
*
f min =54 y* l
5y1 3y 2 4y3 2 thy tha mn y* l phng n ca (P*). M f max
phng n ti u duy nht ca (P*).
f x 6x1 2x 2 5x 3 max
V d 2.
2 3
1 0
1 2
x j 0;
1 x1 10

2 x 2 8

5
x 3 19
j 1..4
a) Gii (P) bng thut ton n hnh

b) Vit (P*) v gii (P*)
Gii
a) p dng phng php n hnh ta c phng n ti u ca (P) l x =(4,0,2) v
fmax 34 .
b) Bi ton i ngu (P*) l f * y 10y1 8y 2 19y 3 min
2 1 1 y1 10

3 0 2 y2 8
1 2 5 y 19
3

y i 0; i 1..3
Ta c:
4 2.0 5.2 14 19
y3 0
x1 4 0
2y1 y 2 y 3 6
y 2y 5y 5
x3 2 0
2
3
1
Trang
68
7 4
Gii h trn ta c y* , ,0 . Kim tra ta c y* l phng n ca (P*) nn l phng
3 3
n ti u ca (P*) v fmax 34 .
4. THUT TON N HNH I NGU
Thc cht ca phng php n hnh i ngu chnh l p dng phng php n hnh
gii bi ton i ngu vi phng n xut pht l phng n cc bin ca bi ton i
ngu. Kt qu cui cng ta s thu c l phng n ti u ca bi ton gc.
Khng mt tnh tng qut, ta xt cp bi ton ti u i ngu sau:
(P): <c, x> min
(P*): <b, y> max
A'y c
Ax = b
x0
Gi s ta c mt phng n cc bin y0 khng thoi ha ca bi ton (P*) vi cc rng

buc c lp tuyn tnh:
A j ,y 0 c j, j J . V mt khc:
A k ,y 0 c j, k J . Trong
J m v h A j j J gi l c s i ngu.
Gii h phng trnh:
x j .A j b
j J
x 0, k J
k
ta thu c mt gi phng n ca (P) tng ng vi c s i ngu J. Cc bin xj , j J

cng c gi l cc bin c s ca gi phng n. Nu tt c cc bin c s ca gi
phng n x u khng m th x c gi l phng n ti u ca bi ton (P).
Bc 1: Xy dng bng n hnh cho gi phng n x vi c s J:
k 0, k J
Bc 2: Kim tra tiu chun ti u cho gi phng n x:
a. Nu x j 0, j J th x l phng n ti u ca bi ton (P). Thut ton dng.
b. Nu x j 0, j J th sang bc 3
Bc 3:
a. Nu x j 0 v z jk 0, k J Hm mc tiu cu bi ton i ngu (P*) khng b
chn trn bi ton (P) khng c phng n chp nhn c. Thut ton dng.
b. i vi mi x j 0, j J tn ti k J sao cho:
z jk 0
Trang
69
- Chn xr min
jJ
| xj 0
- Xc nh:
a vect
A r ra khi c s J.
min
| z rk 0 a vect A s vo c s.
zrs
z rs
Ta c c s mi J' J \ r s
Thc hin php bin i c s vi z rs l phn t trc, ta thu c phng n mi x vi
c s i ngu J' J \ r s quay li bc 1.
Thut ton n hnh c din t theo s khi nh hnh v sau:
Xc nh x, J, k
ng
2. x j 0, j J
3. x ti u
Sai
Sai
xr min x j | x j 0, j J
jJ
k
z rs
4.
x j 0,
z jk 0, j J
min
| z rk 0
zrs
Bin i bng
ng
Khng c phng n ti u
In kt qu
10. Dng
Trang
70
V d 1
-2x4 +2x5 -3x6 min
f(x)= x1 x1
x1
+x4 +x5
x2
-x6
+x4
=2
+x6
x3 +2x4 +4x5 +3x6
= 12
=9
xj 0 , j=1, 2, 36
Gii
Bi ton i ngu:
f*(y) = 2y1 +12y2 +9y3 max

y1
y2
-1
y3
y1 + y2 + 2y3 - 2
+ 4y3
y1
-y1 + y2 + 3y3 -3
Ta d thy mt phng n cc bin: y1 1, y2 1, y3 1
Vi c s A1,A 2 ,A 4 , v rng:
A1,y
A 2 ,y
A 4 ,y
tm gi phng n ta gii h
x1
1

0, 1, 0 1 1 ;
1

1

1, 1, 2 1 2
1

x .A
j J
1

1, 0, 0 1 1;
1

b , Tc l:
x1 2
x4 2
15
x 2 x 4 12 x 2
2
2x 4 9
9
x 4 2
Trang
71
Cn tm cc s z jk t h:
j J
z jk .A j A k , k J, k 3, 5, 6
A 3 0, 0, 1 , A 5 1, 0, 4 , A 6 1, 1, 1
t
Kt qu cho trong bng sau:

1
-1
-2
-3
A1
A2
A3
A4
A5
A6
-5/2
-1/2
-5/2
R=1
A2
15/2
-1/2
-2
-1/2
S=6
A4
9/2
1/2
3/2
-19
-1
-5
-2
C
s
Gi
phng n
A1
-1
-2
-3
A6
-2/5
1/5
2/5
-1
A2
-1/5
-2/5
-9/5
-2
A4
3/5
1/5
7/5
-17
-4/5
-3/5
-21/5
Ta kt thc v x j 0, j J .
Vy phng n ti u ca bi ton cho l x*=(0,8,0,9,0,1); f(x*)= -17.
5. Vn phng n cc bin v c s xut pht
p dng thut ton n hnh i ngu, trc tin ta phi xc nh c mt phng
n cc bin xut pht cho n.
-
Nu bi ton dng chnh tc c mt c s gm cc vect e i , ta lp bng n hnh

ng vi c s ny, nu k 0, k J th ta ly lm c s i ngu xut pht v p
dng thut ton.
Nu bit mt phng n cc bin y ca bi ton i ngu ca bi ton dng chnh tc,

ta cn xc nh c s ca y, tm ma trn h s phn tch theo c s ny v lp bng
n hnh tng ng. Nu k 0, k J th ta ly n lm c s i ngu xut pht v
p dng thut ton.
Trang
72
Chng 5
Bi ton vn ti
Bi ton vn ti l mt dng c bit ca bi ton ti u, bi vy ta c th dng cc

phng php gii bi ton ti u gii. Tuy nhin do tnh c th ca n, ngi ta xy
dng cc phng php gii ring. Ta s xt mt s phng php gii bi ton vn ti.
1. PHT BIU BI TON, S TN TI CA NGHIM TI U
1.1 Pht biu bi ton
C m a im A1,A 2,...,A m cng sn xut mt loi hang ha vi cc lng hng tng
ng l a1,a2 ,...,am .
C n ni tiu th loi hng B1,B2 ,...,Bn vi cc yu cu tng ng l b1,b2 ,...,bn .
n gin ta s gi
A i l im pht i, i 1..m
B j l im thu j, j 1..n
Hng c th tr t mt im pht bt k (i) n mt im thu bt k (j).
K hiu:
c ij l chi ph chuyn tr mt n v hng t im pht (i) n im thu (j)
x ij l lng hng chuyn tr t im pht (i) n im thu (j)
Bi ton t ra l: Xc nh nhng i lng x ij cho mi con ng (i, j) sao cho tng chi
ph chuyn tr l nh nht vi gi thit l:
i1
j1
ai b j
Tc l lng hnh pht ra bng ng lng hng yu cu cc im thu (iu kin cn

bng thu pht).
Dng ton hc ca bi ton vn ti l:
m
i1
j1
cx
n
x
j1
ij
x
i1
ij
ij ij
min
1.1
ai ,
i 1..m
1.2
b j,
j 1..n
1.3
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73
ai, b j 0,
i1
j1
ai b j
1.4
H rng buc (1.2), (1.3) c m+n phng trnh, m*n n, tuy nhin do (1.4) nn bt k
phng trnh no trong m + n phng trnh cng l h ca cc phng trnh cn li v c th
b i.
Bi ton vn ti r rng l bi ton ti u dng chnh tc. V th ta c th gii n bng cc
thut ton ca bi ton ti u ha chnh tc, tuy nhin vic lm s dn n nhng chi ph
tnh ton khng cn thit. Do tnh cht c th ca bi ton chng ta s s dng mt cu trc
c bit c th hn so vi bng n hnh gii. a vo cc k hiu sau:
C c11,c12,...,c1n,c 21,c 22,...,c 2n,...,c m1,c m2,...,c mn
X x11,x12 ,...,x1n,x 21,x 22,...,x 2n,...,xm1,xm2,...,xmn
0
...
0
A
1
0
...
1
0
...
0
0
1
...
0
...
...
...
...
...
...
...
...
1
0
...
0
0
0
...
1
0
1
...
0
1
0
0
0
0
1
...
0
0
1
0
0
...
...
...
...
...
...
...
...
0
1
...
0
0
0
0
1
......
......
......
......
......
......
......
......
0
0
...
1
1
0
...
0
0
0
...
1
0
1
...
0
0
0
...
1
0
0
...
0
0
...
1
0
0
...
B a1,a2,...,am,b1,b2,...,bn
Ta c th a bi ton vn ti v dng ma trn:
f X CX min
AX=B
X 0
nh ngha: Vect X xij tha mn tt c cc rng buc ca bi ton vn ti c gi

l phng n.
C ngha l:
Rank A = m + n - 1
1.2 S tn ti nghim ti u
nh l 5.1: iu kin cn v bi ton vn ti c phng n ti u l tng tt c cc
lng pht phi bng tng tt c cc lng thu, ngha l:
m
i1
j1
ai b j
Trang
74
2. TIU CHUN NHN BIT PHNG N CC BIN

2.1 Bng vn ti
Lp mt bng T gm m hng v n ct. Ti cc (i, j) ta ghi cc s tng ng cho trc
vo gc v cc lng x ij ca phng n X.
b1
a1
c11
ai
c i1
am
bj
x ij
c ij
c n1
bn
Mt (i, j) m xij 0 c gi l s dng.

Tp hp cc s dng s to thnh dy chuyn nu cc cp s dng lin nhau c
xp trong mt hng hay trong mt ct.
V d:
i1, j1 ,i1, j2 , i2, j2 , i2, j3 ,..., is, js , is, js1
Hoc: i1, j1 , i2, j1 , i2, j2 , i3, j2 ,..., is, js , is1, js

Dy chuyn c gi l khp kn hay l mt chu trnh nu: js1 j1 hay is1 i1
2.2 Cc nh ngha v nh l
nh ngha: Mt tp hp c sp th t cc ca bng vn ti c gi l mt chu
trnh nu ng n tha mn cc tnh cht sau:
i) Hai cnh nhau nm trong cng mt dng hay mt ct;
ii) Khng c ba no nm trn cng mt dng hay mt ct;
iii) u tin nm trong cng mt dng hay ct vi cui cng.
Mt s dng chu trnh:
*
*
*
o
o
o
+
o
+
+
Trang
75
Gi G l tp hp cc s dng:
G i, j | xij>0 , G m n 1
Mt phng n X ca bi ton vn ti cho c gi l khng thoi ha nu:
G m n 1, ngc li thoi ha nu G m n 1.
nh l 5.2: H thng vect ct ca bi ton vn ti l c lp tuyn tnh khi v ch khi cc
tng ng vi cc vect ca h thng khng to thnh chu trnh.
H qu: Vect X l phng n cc bin khi v ch khi tp cc s dng tng ng
khng lp thnh chu trnh.
nh l 5.3: Gi s X l mt phng n ca bi ton vn ti v tp cc s dng G lp
thnh chu trnh th th bao gi cng c th iu chnh c X chuyn sang mt phng n
mi X khng xu hn m tp G khng lp thnh chu trnh.
3. CC PHNG PHP TM PHNG N XUT PHT
3.1 Phng php gc Ty Bc
Lp bng vn ti T, qu trnh xy dng phng n xut pht theo phng php gc TyBc c tin hnh nh sau:
+ Bt u t gc trn bn tri ca bng T tc l (1,1) (n nm v tr gc Ty bc
ca bng), tin hnh phn phi lng hng cn chuyn vo ny.
x11 min a1, b1

cc lng thu pht cn li l:
ai ' ai , i 1; a1 ' a1 x11;
b j ' b j , j 1; b1 ' b1 x11;

+ Nu x11 a1 min a1, b1 th a1 ' 0 . Khi xa dng th nht ca bng T ta thu c
bng T gm m-1 dng v n ct vi cc lng pht v thu tng ng l ai ' , i=1..m; b j ' ,j=2..n.
+ i vi bng T ta li thc hin th tc phn phi nh l n p dng i vi bng T, tc
l li bt u t gc Ty bc v phn phi lng hng vn chuyn vo ny sao cho
hoc l ch ht hng im pht, hoc l tha mn ht nhu cu tiu th ca im thu tng
ng vi n.
R rng sau mi ln phn phi, ta s xa i c 1 dng (hay 1 ct) ca bng, nn sau
ng m + n - 1 ln phn phi, th tc trn phi kt thc (do ln phn phi cui cng ta xa
ng thi c dng v ct). V vy, phng n xy dng c theo phng php ny s c
khng qu m + n -1 thnh phn khc 0.
V d 1: Xy dng phng n cho bi ton vn ti theo phng php gc Ty bc vi s
liu cho trong bng sau:
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76
bj
30
ai
60
30
50
46
25
20
4
7
40
70
12
30
9
16
41
25
Gi tr hm mc tiu thu c l: f(X) = 4*30 + 7*20 + 9*40 + 6*30 + 1*25 = 969.

3.2 Phng php cc tiu cc ph
Trong phng php gc Ty bc, khi tin hnh phn phi cc lng hng vn chuyn ta
lun chn gc Ty bc m khng ch n cc ph vn chuyn ca cc . V vy, c
th xut nhng phng php khc c ch n cc ph vn chuyn vi hy vng tm
c phng n vi chi ph vn chuyn nh hn. Cc phng php da trn tng trn
gi l phng php cc tiu cc ph.
3.2.1 Phng php cc tiu cc ph theo dng
Qu trnh phn phi c thc hin ging nh phng php gc ty bc, ch khc l
c chn phn phi khng phi l gc ty bc m l c cc ph nh nht trong
dng u tin ca bng.
V d 2: Xy dng phng n cho bi ton vn ti theo phng php cc tiu cc ph
theo dng vi s liu cho trong bng sau:
bj
30
ai
50
60
30
41
25
20
4
70
46
12
45
9
40
7
25
1
2
Gi tr hm mc tiu thu c l: f(X) = 4*30 + 7*20 + 1*25 + 6*45 + 9*1+ 2*40 = 644.
3.2.2 Phng php cc tiu cc ph theo ct
Qu trnh phn phi c thc hin ging nh phng php gc ty bc, ch khc l
c chn phn phi khng phi l gc ty bc m l c cc ph nh nht trong
ct u tin ca bng.
Trang
77

theo dng vi s liu cho trong bng (nh v d 2). Tin hnh lm tng t.
bj
30
ai
60
30
50
46
25
19
12
46
70
7
24
41
41
3.2.3 Phng php cc tiu cc ph ton bng

Qu trnh phn phi v bin i bng tng t 2 phng php trn, ch khc l c
chn phn phi l c cc ph nh nht trn ton bng.
trn ton bng vi s liu cho trong bng sau:
bj
30
ai
50
60
30
19
4
70
41
46
25
1
7
12
45
7
25
41
8
3.3 Phng php Fghen
Phng php ny cho phng n cc bin kh tt theo ngha kh gn vi phng n ti
u v gi tr hm mc tiu v ch cn sau mt s t bc lp ca thut ton th v l c th
tm c phng n ti u.
Gi s C c ij
m*n
l ma trn cc ph ca bi ton vn ti. Ta tin hnh nh sau:
i) i vi mi hng v mi ct ca C ta tnh hiu s gia hai gi tr cc ph nh nht

trn hng (ct) . Hiu s ny biu th lng pht ti thiu phi chu nu ta phn
sai lng hng vo c cc ph nh nht trn hng (ct) .
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78
ii) Chn hng hay ct c hiu s ny ln nht. Nu c nhiu hng (ct) nh th th

chn mt hng (ct) bt k trong s .
iii) Phn lng hng ti a c th vo c cc ph nh nht trn hng (ct) chn.
Gi s l (r, s) . Gim lng cung hng r v lng cu ct s mt s bng
lng hng phn phi. Vic ny s tha mn mt rng buc cung hay mt rng
buc cu hoc c th l c hai. Loi b (khng cn xt tip) rng buc tha mn
bng cch nh du cho vo hng hau ct tng ng ca ma trn cc ph. Nu
c hai rng buc cung, cu cng tha mn ng thi th ch loi b mt hng (ct)
m thi. Trong trng hp ny c lng cung v cu cn li ca hng (ct) u
tr thnh 0.
iv) Lp li cc thao tc trn cho ti khi ch cn li mt hng hay mt ct duy nht. V
lng hng c xc nh nh cc lng hng phn trc .
V d 5: Xy dng phng n cho bi ton vn ti theo phng php Fghen vi s liu
cho trong bng sau:
bj
30
ai
50
60
30
46
25
19
4
1
7
12
46
7
24
70
5
41
41
8
Lp bng
bj
30
60
46
25
Hiu s
50
12
70
41
Hiu s
ai
Phn lng hng ti a cho c cc ph nh nht trn ct 2 l Min {7, 9, 2} = 2 lng

hng bng Min{41, 60}=41. Loi dng 3 v phn ht hng.
Lp bng mi.
bj
30
19
46
25
Hiu s
50
12
70
ai
Trang
79
Hiu s
Phn lng hng ti a cho c cc ph nh nht trn ct 3 l min {46, 70} = 46 vi chi
ph min {6, 12} = 6. Loi b ct 3.
bj
30
19
25
Hiu s
50
12
24
Hiu s
ai
ph min {1, 7} = 1. Loi b dng 2.
bj
30
19
Hiu s
50
12
Hiu s
ai
ph 7. Loi b ct 2.
bj
30
Hiu s
31
12
Hiu s
ai
ph 4. Loi b dng 1, ct 1
bj
30
Hiu s
30
12
ai
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80
Hiu s
Kt qu: f(X) = 2*41 + 6*46 + 1*24 + 7*19 + 7*1 + 4*30 = 642.

3.4 Phng php Larson R.E
y l phng php ci tin phng php Fghen c a ra nm 1972 tuy phc tp
so vi tnh ton bng tay nhng c th tnh ton nhanh chng trn my tnh. Thay v dng
cc cc ph c ij cho ta dng cc cc ph c chun ha xc nh nh sau:
c ij ' c ij
1 m
1n
c
c iq
pj n
m p1
q1
iu ny c ngha l mi phn t c ij b tr i mt lng bng trung bnh cc cc ph trn

hng v ct ca n. Sau ta p dng phng php Fghen i vi ma trn C.
4. TIU CHUN TI U V THUT TON TH V
4.1 Tiu chun ti u.
nh l 5.4: Phng n X ca bi ton vn ti l ti u tn ti cc s u i (i=1..n) v v j
(j=1..m) sao cho:
1) u i v j cij
i, j T
2) u i v j cij
nu xij 0
Cc s u i (i=1..n) v v j (j=1..m) c gi l cc th v tng ng vi cc im pht v

im thu.
4.2 Thut ton th v
Bc 1: Xc nh phng n ban u
Kim tra iu kin cn bng thu pht, nu khng thc hin bin i.
Tm phng n xut pht theo mt trong cc phng php trnh by trn.
Bc 2: Tm cc th v
Nu cc s dng G lp thnh chu trnh th ta s dng nh l 5.3 ph v
chu trnh, chuyn phng n xut pht v phng n cc bin.
Xc nh cc h thng th v u i (i=1..n) v v j (j=1..m) theo nh l 5.4. V gi
thit bi ton khng thoi ha nn tp cc s dng G i, j | xij 0 c ng

m + n -1 , do c m + n -1 phng trnh:
u i v j cij
vi
xij 0
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81
v
xc nh m + n n u i (i=1..n) v j (j=1..m), nh vy s c mt u i hoc mt
vj
c xc nh ty v m + n -1 n cn li s xc nh duy nht t m + n -1
phng trnh. Qui tc:
u tin cho ui0 = 0 ( i0 thng l dng u tin hoc l dng cha mt
s dng).
Sau xc nh cc v j cij ui cho ct ct dng i0 mt s s dng.
Tip xc nh ui cij v j cho dng i ct ct phn r mt s s dng.
Vi qui tc xc nh tt c cc dng v ct thuc G
Bc 3: Tnh cc c lng
Vi mi i, j G ta xc nh cc c lng ij sau y:
ij ui v j cij
Nu ij 0, i, j th phng n c l phng n ti u.
Nu ij 0 vi t nht mt (i,j) th phng n c cha ti u, ta c th iu
chnh h gi tr hm mc tiu.
Bc 4: iu chnh phng n
Gi s vi phm tiu chun ti u l (i*, j*) tc l i*j* 0 (nu c nhiu vi
phm ta chn ng vi Max { ij 0 } vi hy vng hm mc tiu gim nhanh
nht).
i*, j * G by gi ta thm (i*, j*) vo tp G, khi c thy gm m + n s
dng. (i*, j*) s lp vi cc ca G mt chu trnh K duy nht.
Chia K thnh 2 phn K (tp cc chn) v K (tp cc l). Coi (i*, j*) l
chn, tc l i*, j * K .
Bc 5: Chuyn sang phng n mi
Xc nh s min xij | i, j K xis js 0
xij , nu i, j K
xij ' xij , nu i, j K
xij , nu i,j K
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82
xis js ' xis js 0 v vy is ,js b loi, xi* j* do (i*, j*) s tr thnh s

dng.
G' G \ is , js
i*, j *
vn gm m+ n 1 s dng v khng to thnh chu
trnh. Quay li bc 2.
Ta xc nh h thng th v mi ng vi mi phng n X v G. Tip tc qu trnh trn
n khi no xy ra tnh hung ij 0, i, j th nhn c phng n ti u.
Nu bi ton khng thoi ha th sau mt s hu hn bc bin i s c li gii.
Ch : Nu s s dng N < m + n -1 th thm vo (m+n-1) N vi xij 0 sao cho
khng to thnh chu trnh.
S khi
1
Tm X
Tnh u i ,v j
False
3. ij 0, i, j
True
i* j* max ij | ij 0
min xij | i, j K xis js 0
Tm X
4. Xopt
V d 6: Gii bi ton vn ti vi cc s liu cho trong bng sau:
bj
180
220
230
270
250
10
15
350
20
19
14
300
18
ai
Trang
83
5. TRNG HP KHNG CN BNG THU PHT

5.1 Tng lng pht ln hn tng lng thu:
i1
j1
ai b j
Hng tha s c thm vo mt im thu o th n+1 vi lng yu cu l:

m
i1
j1
bn1 ai b j vi cc ph l ci,n1 0, i 1..m .

Ta c bi ton tng ng l:
c x
ij ij
x
i1
ij
b j , j 1..n 1
ij
ai , i 1..m
n 1
x
j 1
xij 0, i 1..m, j 1..n 1
a b
i
5.2 Tng lng pht nh hn tng lng thu:
i1
j1
ai b j
Hng tha s c thm vo mt im pht o th m+1 vi lng hng b thiu l:

n
j1
i1
an1 b j ai vi cc ph l cm1,j 0, j 1..n .

Ta c bi ton tng ng l:
c x
ij ij
m 1
x
i1
ij
b j , j 1..n
ij
ai , i 1..m 1
x
j 1
xij 0, i 1..m 1, j 1..n
a b
i
Trang
84
6. MT S V D
bj
ai
250
340
300
185
195
200
310
12
14
16
6
17
13
14
7
5
7
13
8
F = 195*6 + 55*7 + 185*14 + 155*7 + 45*5 + 255*8 = 7495

bj
ai
10
15
25
11
28
8
7
10
9
0
2
9
20
5
10
8
15
F = 8*6 + 9*3 + 10*1 + 0*11 + 8*4 + 5*25 = 242

bj
ai
15
25
45
20
20
30
15
5
2
5
1
4
3
3
6
4
4
7
8
F= 1*5+4*10+2*20+7*5+3*15+4*30=285
bj
ai
10
25
15
15
20
10
2
6
1
1
0
4
2
4
8
3
2
2
F= 2*5 + 1*5 + 0*10 + 5*15 + 8*5 + 2*10 =150

bj
ai
40
20
35
25
40
20
10
4
6
5
3
2
3
7
3
8
8
4
6
F=340
Trang
85
Chng 6
Gii bi ton ti u trn my tnh
1. GII BI TON TI U
Xt bi ton ti u:
trong Q l mt trong cc php ton quan h , , = th t cc php ton quan h

trong cc rng buc l tu . Nh vy bi ton (1) c th l bi ton ti u thng thng, ti
u nguyn hay ti u boolean.
Cch b tr d liu cho trn bng tnh:
Hng cui cng l cc gi tr ban u ca cc bin cc cng thc ca Excel hot ng,
c th ly gi tr ca tt c cc bin bng 1.
Xt bi ton:
Cc bc thc hin gii bi ton:

Bc 1. Nhp d liu bi ton vo bng tnh di dng sau:
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86
Phng n ban u X = (1, 1, 1), n c th khng chp nhn c.

Bc 2. Tnh gi tr hm mc tiu ti E2 bng cng thc
= SUMPRODOCT($B$7:$D$7, B2:D2)
Hm Sumproduct cho tch v hng ca hai dy . Copy cng thc t E2 sang dy
cc E3:E6 nhm tnh gi tr v tri ca bn rng buc bi ton (1).
Bc 3. Dng lnh Tools / Solver, xut hin hp thoi Solver Parameters.
Mc Set Target Cell: chn ch (cha gi tr hm mc tiu), c th nhy vo biu tng

ca Excel bn phi hp vn bn xc nh , trong v d chn E2.
Mc Equal To: chn Max nu cc i hm mc tiu, chn Min nu cc tiu hm mc tiu,
chn Value of v nhp gi tr nu mun ch bng mt gi tr nht nh, trong v d chn
Min.
Mc By Changing cells: chn cc cha cc bin ca bi ton, ta chn khi B7:D7.
Nhy nt Add nhp tt c cc rng buc vo khung Subject to the Constraints (dng
u trong khung ng vi rng buc khng m trn cc bin, dng th hai ng vi hai rng
buc u bi ton, dng cui ng vi 2 rng buc cui. Khi nhy nt Add, hin hp thoi:
chn loi rng buc (>= = <= interger, binary), hp vn bn Constraint chn gi tr
rng buc (c th l s hay gi tr trong cc ).
Sau khi nhp xong cc rng buc, nhy vo nt Options, hin hp thoi Solver Options,
nh du kim vo mc Assume Linear Model (khng nh m hnh ca ta l tuyn tnh).
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87
Bc 4. Trong hp thoi Solver Parameters nhy vo nt Solve bt u gii bi ton

ti u. Gii xong bi ton xut hin hp thoi Solver Results, chn mc Keep Solver
Solution (gi li li gii), nhy OK, kt qu gii bi ton nm cc B7:D7. Kt qu ta c
phng n ti u l X = (0.5 , 0 , 4.75), gi tr cc tiu hm mc tiu l 5.25 E2.
V d 2:
max z(x) = 3x1 + 2x2

x1 - x2 -4
x1 + 2x2 14
5x1 + 2x2 30
x1, x2 0
Bc 1: Nhp d liu
Phng n ban u X = (1, 1)

Bc 2: Tnh gi tr hm mc tiu ti D2 theo cng thc
= SUMPRODUCT($B$6:$C$6,B2:C2)
tng t tnh gi tr v tri ca 3 rng buc ca bi ton
Bc 3: Gii bi ton
Vo Tools chn Solver nhp d liu ta c
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88
Bc 4: Nhn Solver gii

Kt qu c phng n ti u l x= (4, 5), gi tr cc i hm mc tiu l 22 nm D2
2. GII BI TON VN TI
Bi ton vn ti c dng:
i1
j1
cx
n
x
j1
ij
x
i1
ij
ij ij
min
1.1
ai ,
i 1..m
1.2
b j,
j 1..n
1.3
ai, b j 0,
i1
j1
ai b j
1.4
Cch b tr d liu trn bng tnh ca bi ton vn ti
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89
V d 1: Tm phng n cc bin ca bi ton vn ti c vect lng pht v lng thu

theo th t l a = (90, 100, 110), b = (50, 80, 95, 75) v ma trn cc ph c
11 2 16 3
c = 5 10 6 8
4 12 5 9
Xt bi ton vn ti c 3 im pht v 4 im thu c nhp vo bng tnh:
Khi A2:D4 l ma trn chi ph vn chuyn, khi A7:D9 l phng n vn chuyn (gi tr
ban u cho tt c bng 1), khi F7:F9 l kh nng ca 3 im pht, khi A11:D11 l nhu cu
ca 4 im thu, khi E7:E9 l lng hng pht t mi im pht i theo phng n X chn,
khi A10:D10 l lng hng nhn c ti mi im thu j theo phng n X. Gi s rng
tng lng hng c trong cc kho bng tng nhu cu ca cc ni thiu th.
Qu trnh dng Solver gii bi ton vn ti trn theo cc bc:
Bc 1. Nhp chi ph vn chuyn vo cc A2:D4, nhp kh nng ca cc im pht
vo F7:F9, nhu cu cc im thu A11:D11, phng n ban u A7:D9.
Tnh gi tr hm mc tiu trong F3 theo cng thc = Sumproduct (A2:D4, A7:D9), hm
ny tnh tng cc tch ca tng cp phn t trong hai khi . Tnh lng hng pht ca im
pht 1 ti E7 theo cng thc =SUM(A7:D7), tng t tnh c cc E8:E9. Tnh lng
hng nhn c ca im thu 1 ti A10 theo cng thc = SUM(A7:A9), tng t tnh c
cc B10:D10.
Bc 2. Dng lnh Tools/ Solver vi cc la chn hm mc tiu v cc rng buc:
Bc 3. Trong hp thoi Solver Options phi chn Assume Linear Model. Cui cng ta
nhn c gi tr ti u hm mc tiu bng 1420, phng n vn chuyn ti u: x[1,2]= 80,
x[2,3]= 35, x[2,4]= 65, x[3,1]= 50, x[3,3]= 60 trong bng tnh kt qu:
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90
V d 2: Tm phng n cc bin ca bi ton vn ti c vect lng pht v lng thu

theo th t l a = (105, 60, 85), b = (35, 48, 80, 95), ma trn cc ph c v phng n x
4 7 2 9
c = 11 3 8 5
20 12 10 12
35 25 0 45
x = 0 15 45 0
0 0 35 50
Hy xy dng phng n cc bin khng xu hn x

Gi tr ti u ca hm mc tiu trong phng n x bng 2075. Tnh gi tr ti u?
Bc 1: Nhp d liu v tnh gi tr hm mc tiu, lng hng pht, lng hng thu nh
bng tnh
Bc 2: Dng lnh Tools/ Solver vi cc la chn hm mc tiu v cc rng buc:
Bc 3: Cui cng gi tr ti u hm mc tiu bng 1724, phng n vn chuyn ti u:

x[1,1]= 35, x[1,2]= 48, x[1,3]= 22, x[2,4]= 60, x[3,3]= 58, x[3,4]= 27 trong bng tnh kt qu:
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91

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i hc Hi Phng.

Ging vin: L c Nhng

Gio trnh Phng php ti u

Ti liu tham kho

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u

1. PHN LP BI TON ..............................................................................................................5

2. GII THIU V BI TON TI U .........................................................................................7

3. BI TON TI U DNG CHUN TC, DNG CHNH TC..............................................15

3.KHI NIM LI V CC TNH CHT .....................................................................................24

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u

3.3 im cc bin ca mt tp hp li ........................................................................................ 25

Chng 3. Phng php n hnh ........................................................................................33

3. TNH HU HN CA THUT TON N HNH .................................................................43

4. THUT TON N HNH HAI PHA ......................................................................................48

5. THUT TON N HNH HAI PHA CI BIN .....................................................................52

6. PHNG PHP NH THU (M PHNG PHP)........................................................54

Chng 4. L thuyt i ngu v bi ton ti u i ngu

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u

2.3 ngha kinh t ca bi ton i ngu .................................................................................... 64

2. TIU CHUN NHN BIT PHNG N CC BIN ..........................................................75

3. CC PHNG PHP TM PHNG N XUT PHT .......................................................76

4. TIU CHUN TI U V THUT TON TH V .................................................................81

5. TRNG HP KHNG CN BNG THU PHT.................................................................84

5.1 Tng lng pht ln hn tng lng thu:

5.2 Tng lng pht nh hn tng lng thu:

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u

Bi ton chia thnh 2 loi:

Bi ton cha c li gii (Open Problem).

Bi ton c li gii c chia thnh 2 loi.

Bi ton khng th gii c.

Bi ton c th gii c chia thnh 2 loi.

Bi ton thc t gii c: BT tr c, BT d (Easy).

Bi ton thc t kh gii c: BT bt tr c (Interactability), BT kh (Hard).

Bi ton thc t kh gii c: 2 loi.

Bi ton thc t kh gii: Kh va phi (Binary Hard).

i hc Hi Phng. Ging vin: L c Nhng

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Bi ton thc t kh gii: Rt kh

Ch : Cn phn bit gia khng th gii v kh gii (bt tr).

: l lp bi ton gii c bng thut ton n nh, a thc (Polynomial).

NP : l lp bi ton gii c bng thut ton khng n nh, a thc.

1.3.2 Lp bi ton NP- Hard, NP- Complete.

b. Khi nim "Kh tng ng".

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u

1.3.2.2. Bi ton NP- Hard.

2. GII THIU V BI TON TI U

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u

2.1 Xy dng m hnh ton hc cho mt s vn thc t

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trong bc 3 l cha c chnh xc cn thit. Khi cn phi xem li cc thut ton

c l gi mua mt n v thc n loi j

Vn t ra l phi mua cc loi thc n nh th no tng chi ph b ra t nht m

Tng chi ph cho vic mua thc n l:

V chi ph b ra mua thc n phi l thp nht nn yu cu cn c tha mn l:

Lng dinh dng i thu c t thc n 1 l : a x (i=1m)

i hc Hi Phng. Ging vin: L c Nhng

Gio trnh Phng php ti u