Bai Giang Toan Kinh Te Tin Hoc

Ton Kinh t - Trng Cao ng Cng Nghip Nam nh
Nguyn Hi ng - Khoa KHCB&KTCS

- 1 -
Chng 1.
BI TON QUY HOCH TUYN TNH.
PHNG PHP N HNH

1.1. Bi ton quy hoch tuyn tnh
1.1.1. Mt s m hnh thc t
A. Bi ton lp k hoch sn xut
Mt c s c th sn xut hai loi sn phm A v B, t cc nguyn liu I, II, III.
Chi ph tng loi nguyn liu v tin li ca mt n v sn phm, cng nh d tr
nguyn liu cho trong bng sau y:
Nguyn liu
Sn phm
I II III Li
A 2 0 1 3
B 1 1 0 5
D tr 8 4 3
Hy lp bi ton th hin k hoch sn xut sao cho c tng s li ln nht, trn c
s d tr nguyn liu c.
Lp bi ton:
Gi x, y ln lt l s sn phm A v B c sn xut ( , 0 x y , n v sn phm).
Khi ta cn tm , 0 x y sao cho t li ln nht.
( ) 3 5 f X x y = + max
vi iu kin nguyn liu:

2 8
1. 4;
1. 3;
; x y
y
x
+

Tc l cn gii bi ton:
( ) 3 5 max f X x y = +
vi iu kin:
2 8
4;
3;
, 0;
x y
y
x
x y
+ =
;

- 2 -
B. Bi ton phn cng lao ng:
Mt lp hc cn t chc lao ng vi hai loi cng vic: xc t v chuyn t.
Lao ng ca lp c chia lm 3 loi A, B, C, vi s lng ln lt l 10, 20, 12.
Nng sut ca tng loi lao ng trn tng cng vic cho trong bng di y:
Lao ng
Cng vic
A(10) B(20) C(12)
Xc t 6 5 4
Chuyn t 4 3 2
Hy t chc lao ng sao cho c tng nng sut ln nht.
Lp bi ton:
Gi x
ij
l s lao ng loi j lm cng vic i(j=1,2;x
ij ,
nguyn). Khi , nng
sut lao ng ca cng vic o t s l:
0

11 12 13
6 5 4 ; x x x + +
cn chuyn t s l :
21 22 23
4 3 2 ; x x x + +
Ta thy rng c nng sut ln nht th khng th c lao ng d tha, tc l
phi cn bng gia hai cng vic. V vy ta c bi ton sau:
max;
11 12 13
6 5 4 x x x + +
0;
vi iu kin
11 12 13 21 22 23
11 21
12 22
13 23
6 5 4 4 3 2
10;
20;
12;
x x x x x x
x x
x x
x x
+ + + + =
+ =
+ =
+ =
C. Bi ton khu phn thc n:

Mt khu phn thc n c khi lng P, c th cu to t n loi thc n. Ga mua
mt n v thc n loi j l c
j
. m bo c th pht trin bnh thng th khu phn
cn m loi cht dinh dng. Cht dinh dng th i cn ti thiu cho khu phn l b
i
v
c trong mt n v thc n loi j l a
ij
.
Hi nn cu to mt khu phn thc n nh th no n no, cht dinh
dng m c gi thnh r nht.
Lp bi ton:
Gi x
j
(x
j
) l s n v thc n loi j c cu to trong khu phn. Khi ,
gi thnh ca khu phn l:
0

- 3 -

1
( ) ;
n
j j
j
f X c
=
=
x
V phi m bo tho mn iu kin no v cht, tc l:

1 1
, ,
n n
j ij j j
j j
1, . x P a x b i m
= =
= =

Ta c bi ton sau:
1
( ) min
n
j j
j
f X c x
=
=
vi iu kin
1
1
;
, 1,
0, 1, ;
n
j
j
n
ij j i
j
j
x P
a x b i m
x j n
=
=
;
Ta thy rng ba bi ton trn u thuc bi ton tng qut.
1.1.2. Bi ton quy hoch tuyn tnh tng qut
Bi ton tng qut ca QHTT c dng :

1
( ) min( ax)
n
j j
j
f X c x m
=
=
vi iu kin
1
1
, 1,
, 1
0, 1, ,
n
ij j i
j
n
ij j i
j
j
a x b i k
a x b i k m ,
x j r r n
=
=
= =
= +

phn bit tnh cht ca cc rng buc i vi mt phng n, ta lm quen vi
hai khi nim : rng buc cht v rng buc lng.
nh ngha 1: Nu i vi phng n x m rng buc i tha mn vi du ng
thc, ngha l th ta ni phng n x tha mn cht rng buc i
1
n
ij j i
j
a x b
=
=
Nu i vi phng n x m rng buc i tha mn vi du bt ng thc thc s,

ngha l th ta ni phng n x tha mn lng rng buc i
1
n
ij j i
j
a x b
=
>
nh ngha 2 : Ta gi mt phng n tha mn cht n rng buc c lp tuyn

tnh l phng n cc bin. Mt phng n cc bin tha mn cht ng n rng buc

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gi l phng n cc bin khng suy bin, tha mn cht hn n rng buc gi l
phng n cc bin suy bin.
nh ngha 3: Mt phng n m ti hm mc tiu t cc tiu ( cc i ) gi
l phng n ti u. Bi ton c t nht mt phng n ti u gi l bi ton gii c,
bi ton khng c phng n hoc c phng n nhng hm mc tiu khng b chn
di ( trn ) trn tp phng n gi l khng gii c.
nht qun trong lp lun, ta xt bi ton tm cc tiu, sau ta xt cch a bi
ton tm cc i v bi ton tm cc tiu.
* Chuyn bi ton tm cc i v bi ton tm cc tiu :
Nu gp bi ton tm max, tc l :

1
( ) max
n
j j
j
f X c x
=
=
X M
th gi nguyn rng buc, ta a n v dng bi ton tm min :

1
( ) ( ) min
n
j j
j
g X f X c x
=
= =
X M
Chng minh :
Nu bi ton tm min c phng n ti u l X
*
th bi ton tm max cng c
phng n ti u l X
*
v g(X)= - f(X).
Tht vy, X
*
l phng n ti u ca bi ton tm min, tc l

* *
1 1
( ) ,
n n
j j j j
j j
f X c x c x X
= =
=

M

*
1 1
,
n n
j j j j
j j
c x c x X M
= =

hay
* *
( ) ( ) ( ), f X g X g X X M =
Vy X
*
l phng n ti u ca bi ton max v

*
max min
1
n
j j
j
f c x g
=
= =

1.1.3. Dng chnh tc ca bi ton quy hoch tuyn tnh

- 5 -
Ngi ta thng xt bi ton QHTT di dng sau:
(1.1)
1
( ) min
n
j j
j
f X c x
=
=
(1.2)

(1.3)
vi iu kin 1
, 1,
0, 1,
n
i j j i
j
j
a x b i m
x j n
=
= =

Bi ton (1.1), (1.2), (1.3) c gi l Bi ton Quy hoch tuyn tnh dng
chnh tc.
K hiu ma trn hng
1 2 1
( , ,..., )
n n
c c c c

= v cc ma trn :

1
2
...
n
x
x
x
x

=

, ,
1
2
...
m
b
b
b
b

=

ij
( )
m n
A a

= , 1,
1j
2j
j
mj
a
a
A j n
...
a

= =

Ta c bi ton dng ma trn nh sau:
f(x) = cx min
Vi iu kin
0
Ax b
x
=

v bi ton dng vc t nh sau:
f(x) = cx min

Vi iu kin
1 1 2 2
1 2
....
, ,..., 0
n n
n
Ax A x A x
x x x
b + + + =

i vi bi ton dng chnh tc ta c mt s tnh cht v khi nim quan trng
ca phng n cc bin nh sau :
Tnh cht 1( Nhn dng phng n cc bin ) : Phng n x ca bi ton dng
chnh tc l cc bin khi v ch khi h thng cc vc t
{ }
: 0
j j
A x > c lp tuyn tnh.
Vi gi thit hng[A] = m th mt phng n cc bin khng suy bin c ng m thnh
phn dng, suy bin c t hn m thnh phn dng.
Chng minh
Ly mt phng n x bt k, gi s p thnh phn u ca x l dng, tc l
0 ( 1, )
j
x j p > = , suy ra 0 ( 1, )
k
x k p n = = + . Thnh lp ma trn tng ng vi cc rng

- 6 -
buc cht ca phng n x ( bao gm m rng buc ng thc v n - p rng buc cht v
du ), k hiu l C, ta c :

11 12 1 1 1 1 2 1
21 22 2 2 1 2 2 2
1 2 1 2
... ...
... ...
... ... ... ... ... ... ...
... ...
0 0 ... 0 1 0 ... 0
0 0 ... 0 0 1 ... 0
0 0 ... 0 0 0 ... 0
... ... ... ... ... ... ... ...
0 0 ... 0 0 0 ... 1
p p p n
p p p n
m m mp mp mp mn
a a a a a a
a a a a a a
a a a a a a
C
+ +
+ +
+ +

m
n-p
Theo cch tnh hng ca ma trn th hng[C] = n p + hng[P]
T nh ngha suy ra, x l phng n cc bin khi v ch khi hng[C] = n, ngha l khi
v ch khi hng[P] = p, ni cch khc th
{ }
: 1,
j
A j p = hay
{ }
:
j j
A x > 0 c lp tuyn
tnh.
T y i vi bi ton dng chnh tc, khng mt tnh tng qut , ta gi thit :
H (1.2) c ng m phng trnh c lp tuyn tnh.
m i b
i
, 1 , 0 =
m < n (trong trng hp n m th tp phng n c nhiu nht mt
im, do vy vic tm phng n ti u l tm thng).
V hng ca ma trn A bng m nn s vc t iu kin
j
A c lp tuyn tnh cc
i l m, do bt k phng n cc bin no cng tng ng vi t nht mt h vc t
c lp tuyn tnh cc i, t ta c nh ngha sau :
nh ngha 4: Ta gi mt h m vc t
{ }
j
A c lp tuyn tnh bao hm h thng
cc vc t tng ng vi cc thnh phn dng ca phng n cc bin x l c s ca
phng n cc bin y, k hiu mt cch quy c l J, trong
J =
{
:
j
j A nm trong c s
}

Mt phng n cc bin khng suy bin c ng m thnh phn dng, m vc t
j
A tng ng c lp tuyn tnh nn c mt c s duy nht, chnh l cc vc t
tng ng vi cc thnh phn dng ; cn i vi phng n cc bin suy bin th c

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nhiu c s khc nhau, phn chung ca chng l cc vc t tng ng vi cc thnh
phn dng.
Nh vy khi ni phng n cc bin c c s J, cn hiu J c 3 ni dung sau:
S phn t ca J: J m =

}
:
{
j
A j J c lp tuyn tnh

}
j

{ } {
: :
j j
A j J A x > 0
Tnh cht 2 ( Tnh hu hn ca s phng n cc bin ): S phng n cc
bin ca mi bi ton quy hoch tuyn tnh u hu hn
Tht vy: V mi phng n cc bin u tng ng vi mt h n rng buc cht
c lp tuyn tnh, s h gm n phng trnh c lp tuyn tnh l hu hn, do s
phng n cc bin cng l hu hn.
Tnh cht 3 ( S tn ti phng n ti u ): Nu bi ton dng chnh tc c
phng n v hm mc tiu b chn di trn tp phng n th bi ton c phng n
cc bin ti u.
Tht vy, gi s bi ton c cc phng n cc bin l
1 2
, ,...,
k
x x x .
t
{ }
( ) ( ) : 1,
l i
f x Min f x i k = = .
Do tp nghim ( hay tp phng n ca bi ton quy hoch tuyn tnh) ca h rng buc
l mt a din li, cho nn mi nghim (phng n) x u c th phn tch thnh:

1 1
, 1
k k
i
i i
i i
x x
= =
= =

Suy ra
1 1 1
( ) ( ) ( ) ( ) ( ) ( )
k k k
i i l l
i i i
i i i
f x f x f x f x f x x M
= = =
= = =

Vy
l
x chnh l phng n cc bin ti u.

Mt lp quan trng ca cc bi ton quy hoch tuyn tnh dng chnh tc l bi
ton di y gi l bi ton dng chun :

- 8 -
1
( ) min
n
j j
j
f x c x
=
=

1 1m+1 m+1 1m+2 m+2 1n n 1
2 2m+1 m+1 2m+2 m+2 2n n 2
mm+1 m+1 mm+2 m+2 mn n
a x a x ... a x
a x a x ... a x
... ................. ................. .....................
a x a x ... a x
0, 1,
m m
j
x b
x b
x b
x j n
+ + + +
+ + + +
+ + + +
=
=
=

trong 0( 1, )
i
b i m = , ngha l bi ton dng chnh tc c v phi khng m v mi
phng trnh u c mt bin s vi h s bng 1 ng thi khng c trong cc phng
trnh khc ( gi l bin c lp vi h s bng 1).
T h phng trnh rng buc ca bi ton d dng suy ra mt phng n:

0
1 2
( , ,..., , 0, 0,..., 0)
m
x b b b =
y chnh l mt phng n cc bin c h c s tng ng l
1 2
1 0
0 1
, ,...,
... ... ...
0 0
m
A A A

= = =

0
0
1

1.1.4. a bi ton quy hoch tuyn tnh v dng chnh tc
Phng php: Ta c th a bi ton tuyn tnh tng qut v bi ton tuyn tnh
dng chnh tc tng ng nh cc quy tc sau:
Nu c max f(X) th thnh { } min ( ) . f X
Nu c bt ng thc hoc th ta a thm n
ph x
n+i 0
,vi h s hm mc tiu c
n+i
= 0 c:
1
n
ij j i
j
a x b
=

1
n
ij j i
j
a x b
=

hoc
1
n
ij j n i i
j
a x x b
+
=
=
1
n
ij j n i i
j
a x x b
+
=
+ =
;
Nu c n x
k
cha rng buc v du, th ta c th thay n bi hai bin
mi
'
k
x v
"
k
x khng m, theo cng thc:

k
x =
'
k
x -
"
k
x .
V d 1.1 a bi ton sau v dng chnh tc:
min { }
1 2 3
x x x ;

- 9 -
vi iu kin
11 12 13 21 22 23
1 2 3
1 2 3
1 2 3
1 3
6 5 4 4 3 2
5;
2 3;
4;
, 0;
x x x x x x
x x x
x x x
x x x
x x
+ + + + =
+ + =
0;

Gii:
Ta thy c bt ng thc
1 2 3
2 x x x 3 + nn ta a thm n ph
4 5
, 0 x x
Mt khc, c n x
2
cha rng buc v du, do ta thay x
2
bi
'
2
"
2
x x . Khi , bi ton
ban u c chuyn v dng sau:

' "
1 2 2 3
( ) x x x x + min
3
vi iu kin
' "
1 2 2 3
' "
1 2 2 3 4
' "
1 2 2 3 5
' "
1 2 2 3 4 5
5
2 2
4
, , , , , 0
x x x x
x x x x x
x x x x x
x x x x x x
+ + =
+ + + =
+ =

V d 1.2 a bi ton QHTT sau v dng chnh tc:

1 2 3 4 5
2 2 2 x x x x x + + min
7(1)
vi iu kin
1 2 3 4 5
2 3 4
3 4 5
1 2 3 4
1 5
4
2 2
2 1(2)
2 3 10(3)
2 20
, 0
0
x x x x x
x x x
x x x
x x x x
x x
x
+ + +
+ +
+ +
+ + =
Gii:
V x
2
, x
3
cha rng buc v du nn ta thay x
2
bi , x
3
bi
, nn thay x
4
bi
' " ' "
2 2 2 2
( , 0) x x x x
)
' " ' "
3 3 3 3
( , 0) x x x x
4
0 x
' '
4 4
( 0 x x .
V c cc bt ng thc (1), (2), (3) nn ta thm cc n ph x
6
, x
7
, x
8
.
T , ta c bi ton sau:

' " ' " '
1 2 2 3 3 4 5
2 ( ) 2( ) 2 mi x x x x x x x + n

- 10 -
Vi iu kin
' " ' " '
1 2 2 3 3 4 5 6
' " ' " '
2 2 3 3 4 7
' " '
2 2 4 5 8
' " ' " '
1 2 2 3 3 4
' " ' " '
1 5 6 7 8 2 2 3 3 4
2( ) 2 7
( ) 2( ) 1
2( ) 3 10
( ) 2( ) 20
, , , , , , , , , 0
x x x x x x x x
x x x x x x
x x x x x
x x x x x x
x x x x x x x x x x
+ + + =
+ =
+ =
+ =
1.2. Phng php n hnh

1.2.1. T tng ca phng php n hnh
Xt bi ton quy hoch tuyn tnh dng chnh tc:

1
ij
1
( ) min
, 1,
0
n
j j
j
n
j i
j
j
f x c x
a x b i m
x
=
=
=
= =

Dng vct ca bi ton:
Vi iu kin:
1
( ) min
0, 1,
n
j j
j
j
f x cx
A x b
x j n
=
=

Ta bit rng :
- Nu bi ton c phng n th c phng n cc bin
- Nu bi ton c phng n ti u th cng c phng n cc bin ti u.
S phng n cc bin l hu hn.
Do , ta c th tm mt phng n ti u(hay mt li gii ca bi ton) trong tp hp
cc phng n cc bin. Tp hp ny l hu hn. V vy Dantzig xut thut ton n
hnh nh sau:
Xut pht t mt phng n cc bin x
0
. Kim tra xem x
0
c l phng n ti u
hay cha. Nu x
0
cha phi l phng n ti u th tm cch ci tin n c phng
php khc l x
1
tt hn x
0
, tc l f(x
1
) < f( x
0
). Qa trnh ny lp li nhiu ln. V s
phng n cc bin l hu hn nn sau mt s hu hn ln lp ta s tm thy phng n
cc bin ti u.
thc hin thut ton ra trn, ta cn lm r hai vn sau:

- 11 -
1. Lm th no bit mt phng n cc bin cho l ti u hay cha, tc l cn tm
du hiu ti u .
2. Lm th no t mt phng n cc bin cha ti u tm c mt phng n cc
bin tt hn n.
1.2.2. Biu din qua c s. Du hiu ti u
Ga s c phng n cc bin x
0
vi c s J
0
(tc l h vct ct c lp tuyn tnh
{ }
0
,
j
A j J v x
j
> 0). Ta c:
0
AX b = hay (1)
0
0
1
n
j j j j
j j J
b x A x
=
= =

0
A
(v
0
0
0
j
x j J = ). Vi mi
0
k J , ta biu din vc t A
k
qua cc vc t c s
{ }
0
J
0
j J
,
j
A j :
0
( )
k jk j
A z A k = J

Ga s x M l mt phng n bt k. Ta c :
0 0 0 0 0
1
( )
n
j j j j k k j j k jk j j jk k j
j j J k J j J k J j J j J k J
b x A x A x A x A x z A x z x
=
= = + = + = +

A
(2)
V
{ }
0
,
j
A j J c lp tuyn tnh nn t (1) v (2) suy ra:

0
0
( )
j j jk k
k J
x x z x j J
= +

Hay:
0
0 j j jk k
k J
x x z x j
J
(3)
Khi , ta c:

0 0
1
( )
n
j j j j k k
j j J k J
f x c x c x c
=
= = +

x
k
(4)
Thay (3) vo ta c :
0 0 0 0
0 0
1 1
( ) ( ) ( )
n n
j jk k j k k j j jk j k
j k J k J j k J j J
f x x z x c c x c x z c c
= =
= + =

x
)

K hiu:
gi l c lng ca vc t ct A
k
theo c s J v:
0
0
(
k jk j k
j J
z c c k J

0
0
( ) ( )
k k
k J
f x f x x
=


- 12 -
Nhn xt: Do x 0 nn nu th
0
, 0
k
k J
0
( ) ( ), f x f x x M do ta c du hiu
ti u sau y:
Phng n cc bin x
0
vi c s J
0
l phng n ti u khi v ch khi
k 0
0, k J .
1.2.3. Cng thc bin i. Bng n hnh
Gi s x
0
vi c s J l mt phng n cc bin nhng cha phi l phng n ti
u, khi sao cho . Gi s s l mt ch s trong cc ch s ni trn:
.
0
k J
0
k
>
0
, 0
s
s J >
Theo thut ton trn ta cn ci tin x
0
nhn c mt phng n cc bin mi
tt hn. Ta s tm mt phng n cc bin mi x
1
ng vi c s J
1
ch khc J mt vc
t : , tc l ta a vc t A
s
vo c s thay cho vc t A
r
b loi ra khi c
s J.
1
0
( \ ) J J r = s
s
V mi thnh phn ngoi c s ca mt phng n cc bin u bng 0 nn
phng n cc bin mi x
1
c c s
1
( \ ) J J r = l:
(5)
1
0 )
k
x
1
0
vi k J , k s(tc l k J
vi k = s
Trong
l mt s dng s c xc nh sau sao cho x

1
l mt phng n
cc bin.
* Tm iu kin ca
x
1
l mt phng n:
Thay (5) vo (3) ta c:

0
1 0 1 0
0
. (
j j jk k j js
k J
) x x z x x z j J
= =

Hay
1
0 )
j
js
x
z
1
0
0
j 0
vi j J , j s(tc l j J
vi j = s
x vi j J
(6)
x
1
l mt phng n th n phi tha mn cc iu kin buc Ax=b v x 0.
+ Ta thy rng vi mi , ta c:
0 0
1 1 1 0 0
Ax ( )
j j j j j js j s j j js j s s s
j J j J j J j J j J
x A x A x z A A x A z A A b A A

= + = + = + = +

b =
Vy vi mi th rng buc th nht tha mn. Ta ch cn tm sao cho x
1
0.
C hai trng hp xy ra:

- 13 -
+ Trng hp 1: Nu z
js
0 vi mi j J th x
1
0 vi mi > 0 v x
1
l phng
n ca bi ton. Nhng do : 0
s
>
0
1 0 1 0
( ) ( ) ( )
k k s
k J
f x f x x f x khi
= =
+

Nh vy hm mc tiu khng b chn di trn min rng buc. Khi bi ton
khng c li gii hu hn.
+ Trng hp 2: Nu
0
j J z
js
> 0, khi theo (6) s khng th ln ty , n
phi tha mn
0
0 js
z 0
j j
x z J m 0,
s
j >
. Gi tr ln nht ch c th bng
0
0 js
z 0 m

>

min :
j
js
x
j J
z

Nu vt qua min s c mt trong cc (
0
0
j js
x z < ) v x
1
s vt ra khi min
rng buc.
Gi s cc tiu trn t ti j = r. Ly
0
r
rs
x
z
= , thay vo (6) ta c:

1
0 )
j
js
x
z
1
0
0
r
rs
0
0
r
j 0
rs
vi j J , j s(tc l j J
x
vi j = s
z
x
x vi j J
z
(7)
Khi , ta c:

0
1 0
( ) ( )
r
s
rs
x
f x f x
z
=
(8)
T (8) ta thy rng x
1
l phng n tt hn x
0
nu
0
r
rs
x
z
> 0.
R rng, phng n x
1
c xc nh theo cng thc (7) l phng n cc bin vi
c s .
1
0
( \ ) J J r = s
Tht vy, theo (7) suy ra
1
0
r
x = nn vi (J
+
(X) =
{
1
( ) J X J
+
1
}
: 0
j
j x > ). Ta cn
chng minh h vc t
{ }
1
,
j
A j J c lp tuyn tnh.

- 14 -
+ Tht vy, gi s
1
0
j j
j J
x
=
ta cn chng minh
1
0
j
j J = . Ta c:
1
0 0 0
, , ,
0 (
j j j j s s j j s js j j s js j s rs r
j J j r j J j r j J j J j r j J
) x x x x z A z A z

= = + = + = +

A
V h vc t
{ }
0
,
j
A j J c lp tuyn tnh, nn:
0
0 ,
0
j s js
s rs
z j J j
z

r

V z
rs
> 0 nn suy ra 0
s
= , do 0( , )
j
j J j r = . Vy
1
0
0 ( \ )
j
j J J r = = s
1
.
V nn h vc t
1
( ) J X J
+
{ }
1
, (
j
A j J X
+
)
1
c lp tuyn tnh. Do x
1
l
phng n cc bin v J
1
l c s ca phng n cc bin x
1
.
Nh vy x
1
l mt phng n cc bin ca bi ton.
trn ta tm cc thnh phn ca phng n cc bin mi x
1
cng vi gi tr
hm mc tiu f(x
1
) thng qua cc h s khai trin z
jk
v cc c lng trong c s J.
Nh vy chng ta cn xc nh cc i lng
k
1
k

jk
z v trong c s J
1
. Theo nh ngha z
jk

v l cc h s khai trin ca vc t A
k
tng ng vi c s J, J
1
.
1
jk
z

1
0
1
k jk j j
j J
j J
k j
A z A z A

= =

(*)

0 0
,
jk j jk j rk r
j J j J j r
z A z A z

= +

A
(**)
T
0 0 0
rs r
, ,
1
z 0 A
s js j j js rs r s js j
j J j J j r j J j r
rs
A z A A z z A v tac A z A
z

= = + > =

.
Thay vo (**) ta c:
0 0 0
0
, ,
,
( )
( . ) .
rk
jk j jk j s js j
j J j J j r j J j r
rs
rk rk
jk js j s
j J j r
rs rs
z
z A z A A z
z
z z
z z A A
z z

= +
= +

A
(***)
V
{ }
1
,
j
A j J c lp tuyn tnh nn t (*) v (**) suy ra:

- 15 -
1
jk
jk js
x
z z
rk
rs
rk
0
rs
z
vi j = s
z
z
vi j J , j r
z

1
0
0
1 1
,
( j=r th 0)
rk rk
k jk j k jk js j s k
j J j r j J rs rs
rk rk rk
jk js j s k jk js
j J
rs rs rs
z z
z c c z z c c c
z z
z z z
z z c c c v z z
z z z

= = +

= + =

0 0
( ) )
rk rk
jk j k js j s k s
j J j J
rs rs
z z
z c c z c c
z z

= =

.
Vy:
1 rk
k k
rs
z
z
=
s
.
thun tin cho vic tnh ton, ngi ta sp xp cc s liu thnh mt bng gi l
bng n hnh nh di y:
c
1
c
2
.... c
k
c
s
c
n
H
s
C
s
Phng
n

A
1
A
2
... A
k
A
s
A
n
1
j
c

2
j
c

...
r
j
c

...
m
j
c

1
j
A

2
j
A

...
r
j
A

...
m
j
A

1
j
x

2
j
x

...
r
j
x

...
m
j
x

1
1
j
z

1
2
j
z

...
1
r
j
z

...
1
m
j
z

2
1
j
z

2
2
j
z

...
2
r
j
z

...
2
m
j
z

...
...
...
...
...
...
k j
z
1
...

k j
z
2
...

...
k j
r
z
...
...
k j
m
z
...
s j
z
1
...

s j
z
2
...

...
s j
r
z
...
...
s j
m
z
...
n j
z
1

n j
z
2

...
s j
r
z

...
s j
m
z
f(x)
1

2
... ...
k
...
s

n

Cc ct ng vi jJ s l cc vc t n v vi s 1 trn dng vi ch s j.
Ch : i vi bi ton dng chun, ta c ngay mt phng n cc bin
vi h vc t c s tng ng l
0
1 2
( , ,..., , 0, 0,..., 0)
m
x b b b =
1 2
, ,...,
m
A A A . y l cc vc
t n v nn trong bng n hnh xut pht ta c
jk j
z a
k
=


- 16 -
1.2.4. Thut ton n hnh
Bc xut pht: Tm mt phng n cc bin x
0
v c s J
0
tng ng . Tm cc h s
khai trin z
jk
v cc c lng
k
.
Bc 1: Kim tra du hiu ti u
- Nu th x
0
l phng n ti u. Thut ton kt thc.
0
0
k
k J
- Nu th chuyn sang bc 2. 0 >
k
Bc 2: Kim tra du hiu hm mc tiu gim v hn: Vi mi m
0
k J 0 >
k
th
kim tra cc h s khai trin
jk
ca ct A
k
tng ng:
a) Nu c mt 0 >
k
m tt c z
jk
0
0
j J th kt lun hm mc tiu gim v hn
trn min rng buc. Bi ton khng c li gii hu hn. Thut ton kt thc.
b)
0
k J m 0 >
k
u tn ti t nht mt h s z
jk
>0 th chuyn sang bc 3
Bc 3: Xc nh ct xoay, dng xoay, phn t trc
- Chn ch s
0
s J :
{ }
0
max 0,
s k
k J = > , nh du ct s l ct xoay
- Tm ch s r t min:
0
0
min , 0
j
r
js
rs js
x
x
z
z z

= = >

, nh du hng r l hng xoay.
Bc 4: Tnh cc
1 1 1
, ( ), ,
1
j k jk
x f x z s trong c s mi
1
0
( \ ) J J r = theo cc cng thc
trn. Ghi nhn cc kt qu trong mt bng mi. Quay tr li bc 1.
- nhn c bng n hnh mi t bng n hnh c ta lm nh sau:
+ Thay A
r
bng A
s
, c
r
bng c
s
.
+ Chia cc phn t trn hng xoay ( hng r) cho phn t trc z
rs
ta c hng r mi
gi l hng chun.
+ Mi phn t khc ngoi hng xoay tr i tch ca phn t cng hng vi n trn
ct xoay vi phn t cng ct vi n trn hng chun c phn t cng v tr trong
bng n hnh mi.
a b

c
bd
a a =
'

Dng xoay

Ct xoay
c d


- 17 -
1.2.5. Tnh hu hn ca thut ton n hnh
Nu bi ton quy hoch tuyn tnh c phng n v khng suy bin th sau hu
hn bc lp theo th tc n hnh ta s tm thy phng n ti u hoc pht hin ra bi
ton c hm mc tiu gim v hn hay bi ton khng c li gii hu hn.
Tht vy, v bi ton khng suy bin nn
0
0
j
x j J > nn
0
0
r
rs
x
z
= > suy ra x
1
x
0
,
f(x
1
)<f(x
0
), ngha l x
1
thc s tt hn x
0
. Sau mi bc lp, nu khng xy ra trng
hp hm mc tiu gim v hn th ta tm c mt phng n mi thc s tt hn
phng n c, tc l khng bao gi tr li phng n i qua. V s phng n cc
bin l hu hn nn sau hu hn bc lp ta phi tm c phng n cc bin ti u.
1.3. Phng php tm phng n cc bin xut pht
1.3.1. Ni dung phng php:
Xy dng bi ton mi l bi ton bin gi hay bi ton M t bi ton ang xt.
Bi ton M c ngay phng n cc bin xut pht v c iu kin p dng thut
ton n hnh gii, ng thi t kt qu ca bi ton M a ra c kt lun cho
bi ton ang xt.
1.3.2. Xy dng bi ton M
Xt bi ton chnh tc:

1
( ) min
n
j j
j
f x c x
=
=
vi iu kin 1
, 1,
0, 1,
n
i j j i
j
j
a x b i m
x j n
=
= =
(I)
Bi ton ny c gi l bi ton u. Ga thit b
i
0 ( m i , 1 = ) v ma trn cc h s
trong h rng buc
( )
ij
mn
A a

=
khng cha vc t n v no.Bi ton M c xy
dng nh sau:
Thm vo v tri ca phng trnh th i ( m i , 1 = ) trong h rng buc (I) mt bin
gi ) , 1 ( 0 m i x
i n
=
+
. H s ca cc bin gi ny trn hm mc tiu u bng M, vi M l
s dng ln ty (M>>0), bi ton M c dng:

- 18 -

1 1
( ) min
n m
j j n i
j i
f x c x M x
+
= =
= +

Vi iu kin:
=
= = +
=
+
) , 1 ( 0
) , 1 (
1
n j x
m i b x x a
j
n
j
i i n j ij

Bi tan M c ngay phng n cc bin xut pht:
0
1 2
(0;0;....;0; ; ;..... )
m
x b b b = vi c s J
0
l: E
m
=(A
n+1
; A
n+2
;....;A
n+m
);
J
0
= {n+1; n+2; ....;n+m}
Do vy p dng c thut ton n hnh gii bi ton M.
T cch xy dng bi ton M nh trn ta thy:
Nu
0
1 2
( ; ;..... ;0;0;....;0)
n
x x x x = l phng n ca bi ton M th
1 2
( ; ;..... )
n
x x x x = l phng n ca bi ton ban u v ngc li, ng thi f(x) = ( ) f x .
1.3.3. Mi quan h gia bi ton M v bi ton ban u
Nu bi ton M c:
( )
*
* * *
1 2
, ,...., , 0, 0,...., 0
n
x x x x = l phng n ti u th bi
ton ban u c
( )
* * * *
1 2
, ,....,
n
x x x x = l phng n ti u v
*
*
( ) ( ) f x f x = .
Nu bi ton M c
( )
*
* * *
1 2
, ,....,
n m
x x x x
+
= trong tn ti t nht mt
*
0 ( 1, )
n i
x i m
+
> = th bi ton ban u khng c phng n ti u (bi ton
khng gii c.
Nu bi ton M v nghim th bi ton ban u cng v nghim.
Ch :
Nu bi ton ban u c nghim
*
x th nghim ny ch c th nhn c sau t
nht m + 1 bng n hnh.
Nu ma trn h s
( )
ij
m n
a

cha
1
m vc t n v (
1
m m < ) th khi xy dng bi
ton M ch cn thm
1
m m bin gi.
Nu trong qu trnh tnh ton mt bin gi ( 1, )
n i
x i
+
m = c a ra khi c s
th s khng th vo c s c na. Do vy vic tnh ton trong bng n hnh
tip theo i vi ct ( 1, )
n i
A i m = l khng cn thit (ch i vi bin gi).
+

- 19 -
1.4. Bi tp mu
Bi 1: F(x) = 2x
1
- x
2
+ 3x
3
+ 2x
4
+ x
5
+ 4x
6
=> MIN

2x
2
+ x
3
+ 2x
4
+ 3x
5
= 6
x
2
- x
4
+ x
5
+ x
6
= 3
x
1
-4x
4
+ 2x
5
= 5
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0

ay la bai toan quy hoach tuyen tnh dang chuan, ta
co ngay phng an cc bien
0
(5, 0, 6, 0, 0,3) x = vi c s A
3
, A
6
, A
1
. T o ta co bang
n hnh xuat phat nh sau:

2 -1 3 2 1 4
He so C s P.a
A
1
A
2
A
3
A
4
A
5
A
6

3 A
3
6 0 2 1 2 3 0 2
4 A
6
3 0 1 0 -1 1 1 3
2 A
1
5 1 0 0 -4 2 0 5/2
F(x) 40 0 11 0 -8 16 0

Do con ton tai gia tr Delta ln hn 0 nen cha co
phng an toi u ta can tm bien a vao
Cot co gia tr ln nhat ng vi A5.Vay bien a
vao la A5
Hang co gia tr
nho nhat ng vi cot o la

hang 1

2 -1 3 2 1 4
He so C s P.a
A
1
A
2
A
3
A
4
A
5
A
6

1 A
5
2 0 2/3 1/3 2/3 1 0 3
4 A
6
1 0 1/3 -1/3 -5/3 0 1 3
2 A
1
1 1 -4/3 -2/3 -16/3 0 0 -
F(x) 8 0 1/3 -16/3 -56/3 0 0

Do con ton tai gia tr Delta ln hn 0 nen cha co
phng an toi u ta can tm bien a vao
Cot co gia tr ln nhat ng vi A2.Vay bien a
vao la A2
Hang co gia tr
nho nhat ng vi cot o la

hang 1

2 -1 3 2 1 4
He so C s P.a
A
1
A
2
A
3
A
4
A
5
A
6

-1 A
2
3 0 1 1/2 1 3/2 0 -

- 20 -
4 A
6
0 0 0 -1/2 -2 -1/2 1 -
2 A
1
5 1 0 0 -4 2 0 -
F(x) 7 0 0 -11/2 -19 -1/2 0

Phng an toi u cua bai toan la: (5,3,0,0,0,0)
Gia tr ham muc tieu at c la: F(x) = 7

Bi 2: F(x) = 2x
1
- x
2
+ 3x
3
+ 2x
4
+ x
5
+ 4x
6
=> MIN
2x
1
+ x
3
+ 2x
4
+ 3x
5
+ x
6
= 6
x
2
- x
4
+ x
5
= 3
- x
1
+ 3x
4
+ 2x
5
5
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0

Chuyen ve dang chnh tac:
F(x) = 2x
1
- x
2
+ 3x
3
+ 2x
4
+ x
5
+ 4x
6
=> MIN
2x
1
+ x
3
+ 2x
4
+ 3x
5
+ x
6
= 6
x
2
- x
4
+ x
5
= 3
- x
1
+ 3x
4
+ 2x
5
+ x
7
= 5
x
7
la bien phu
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0, x
7
>=0
ay la bai toan quy hoach tuyen tnh dang chuan, ta co ngay phng an cc bien
0
(0,3, 0, 0, 0, 6,5) x = vi c s A
6
, A
2
, A
7
. T o ta co bang n hnh xuat phat nh sau:

2 -1 3 2 1 4 0 He
so
C
s
P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7

4 A
6
6 2 0 1 2 3 1 0 2
-1 A
2
3 0 1 0 -1 1 0 0 3
0 A
7
5 -1 0 0 3 2 0 1 5/2
F(x) 21 6 0 1 7 10 0 0

Do con ton tai gia tr Delta ln hn 0 nen cha co phng an toi u ta can tm bien a
vao
Cot co gia tr ln nhat ng vi A
5
.Vay bien a vao la A
5

Hang co gia tr nho nhat ng vi cot o la hang 1

2 -1 3 2 1 4 0 He
so
C
s
P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7

1 A
5
2 2/3 0 1/3 2/3 1 1/3 0 3
-1 A
2
1 -2/3 1 -1/3 -5/3 0 -1/3 0 -
0 A
7
1 -7/3 0 -2/3 5/3 0 -2/3 1 3/5
F(x) 1 -2/3 0 -7/3 1/3 0 -10/3 0

vao
4
4


He C P.a 2 -1 3 2 1 4 0

- 21 -
so s A
1
A
2
A
3
A
4
A
5
A
6
A
7

1 A
5
8/5 8/5 0 3/5 0 1 3/5 -2/5 -
-1 A
2
2 -3 1 -1 0 0 -1 1 -
2 A
4
3/5 -7/5 0 -2/5 1 0 -2/5 3/5 -
F(x) 4/5 -1/5 0 -11/5 0 0 -16/5 -1/5

Phng an toi u cua bai toan la: (0,2,0,3/5,8/5,0,0)
Gia tr ham muc tieu at c la: F(x) = 4/5
Bi 3: F(x) = x
1
- x
2
+ 3x
3
+ 2x
4
+ x
5
+ 2x
6
=> MIN
2x
1
+ x
3
+ 2x
4
+ 3x
5
+ x
6
= 6
2x
1
+ x
2
-2x
3
- x
4
+ x
5
= 4
x
1
+ 3x
2
+ 3x
4
+ 2x
5
= 7
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0
V bai toan cha dang chuan nen ta a vao hai bien gia x
7
, x
8.
Khi o

bai toan M co
dang: F(x) = x
1
- x
2
+ 3x
3
+ 2x
4
+ x
5
+ 2x
6
+ Mx
7
+ Mx
8
=> MIN
2x
1
+ x
3
+ 2x
4
+ 3x
5
+ x
6
= 6
2x
1
+ x
2
-2x
3
- x
4
+ x
5
+ x
7
= 4
x
1
+ 3x
2
+ 3x
4
+ 2x
5
+ x
8
= 7
x
7
, x
8
la bien gia
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0 x
7
>=0, x
8
>=0
Bai toan co ngay phng an cc bien vi c s A
6
, A
7
, A
8
. T o
ta co bang n hnh xuat phat nh sau:
0
(0, 0, 0, 0, 0, 6, 4, 7) x =

1 -1 3 2 1 2 M M He
so
C
s
P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7
A
8

2 A
6
6 2 0 1 2 3 1 0 0 -
M A
7
4 2 1 -2 -1 1 0 1 0 4
M A
8
7 1 3 0 3 2 0 0 1 7/3
F(x) 12 3 1 -1 2 5 0 0 0
+11M +3M +4M -2M +2M +3M

vao
2
2


1 -1 3 2 1 2 M M
He so
C
s
P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7
A
8

2 A
6
6 2 0 1 2 3 1 0 3
M A
7
5/3 5/3 0 -2 -2 1/3 0 1 1
-1 A
2
7/3 1/3 1 0 1 2/3 0 0 7
F(x) 29/3 8/3 0 -1 1 13/3 0 0
+5/3M +5/3M -2M -2M +1/3M

vao
1
1



- 22 -
1 -1 3 2 1 2 M M He
so
C
s
P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7
A
8

2 A
6
4 0 0 17/5 22/5 13/5 1 10/11
1 A
1
1 1 0 -6/5 -6/5 1/5 0 -
-1 A
2
2 0 1 2/5 7/5 3/5 0 10/7
F(x) 7 0 0 11/5 21/5 19/5 0

vao
4
4


1 -1 3 2 1 2 M M He
so
C
s
P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7
A
8

2 A
4
10/11 0 0 17/22 1 13/22 5/22 20/13
1 A
1
23/11 1 0 -3/11 0 10/11 3/11 23/10
-1 A
2
8/11 0 1 -15/22 0 -5/22 -7/22 -
F(x) 35/11 0 0 -23/22 0 29/22 -21/22

vao
5
5


1 -1 3 2 1 2 M M
He so C s P.a
A
1
A
2
A
3
A
4
A
5
A
6
A
7
A
8

1 A
5
20/13 0 0 17/13 22/13 1 5/13 -
1 A
1
9/13 1 0 -19/13 -20/13 0 -1/13 -
-1 A
2
14/13 0 1 -5/13 5/13 0 -3/13 -
F(x) 15/13 0 0 -36/13 -29/13 0 -19/13

Phng an toi u cua bai toan m rong la: (9/13,14/13,0,0,20/13,0,0,0)
Do o phng an toi u cua bai toan ban au la: (9/13,14/13,0,0,20/13,0)
Gia tr ham muc tieu at c la: F(x) = 15/13


- 23 -
BI TP CHNG I
1. Lp bi ton QHTT
Bi 1. X nghip sn xut giy c 3 phn xng. Do trang b k thut khc nhau nn
mc hao ph tre g, axt sn xut mt tn giy thnh phm cng khc nhau. Mc hao
ph c cho trong bng di y:
Mc hao ph nguyn liu cho mt tn giy
Nguyn liu P.Xng I P.Xng II P.Xng III
Tre g
Axt
1,4 tn
0,1
1,3
0,12
1,2
0,15
S lng tre g c trong nm l 1.500.000 tn, Axt l 100.000 tn.
Hy lp k hoch sn xut sao cho tng s giy sn xut trong nm ca x nghip
l nhiu nht?
Bi 2. Mt x nghip c th sn xut bn loi mt hng xut khu H1, H2, H3, H4.
sn xut 4 loi mt hng ny, x nghip s dng hai loi nguyn liu N1, N2. S nguyn
liu ti a m x nghip huy ng c tng ng l 600 kg v 800 kg. Mc tiu hao
mi loi nguyn liu sn xut mt mt hng v li nhun thu c cho trong bng
sau:
nh mc tiu hao
nguyn liu v li nhun
H1 H2 H3 H4
N1 0,5 0,2 0,3 0,4
N2 0,1 0,4 0,2 0,5
Li nhun 0,8 0,3 0,5 0,4
Lp m hnh sao cho x nghip sn xut t li nhun cao nht?
Bi 3. Mt c s d nh sn xut ti a trong mt ngy 500 bnh m di v 500
bnh m trn, mun t li nhun nhiu nht, vi nhng iu kin nh sau:
- Ga bn mt bnh m di lm t 400g bt l 325 ng, mt bnh m trn lm
t 250g bt l 220 ng.
- S lng bt c cung cp ti a trong ngy l 225 kg vi gi mi kg l 300
ng.

- 24 -
- L nng bnh cho php nng 75 bnh m di hay 100 bnh m trn trong
mt gi nhng khng th nng hai loi cng mt lc. L nng hot ng ti a 8 gi
trong mt ngy.
Hy lp m hnh cho bi ton nu trn?
Bi 4. Ba x nghip A, B, C cng c th sn xut o vt v qun. Kh nng sn xut ca
mic x nghip nh sau: Khi u t 1000 USD vo x nghip A th thu c 35 o vt
v 45 qun; vo x nghip B th thu c 40 o vt v 42 qun; vo x nghip C th thu
c 43 o vt v 30 qun. Lng vi v gi cng sn xut c cho trong bng sau:
A B C
X nghip
vi/gi vi/gi vi/gi
1 o vt 3,5m 20gi 4m 16gi 3,8m 18gi
1 qun 2,8m 10gi 2,6m 12gi 2,5m 15gi
Tng s vi huy ng c l 10000m. Tng s gi cng huy ng c l 52000
gi. Theo hp ng th ti thiu phi c 1500 b qun o, nu l b th qun l d bn
Hy lp k hoch u t vo mi x nghip bao nhiu vn :
- Hon thnh hp ng.
- Khng kh khn v tiu th.
- Khng b ng v vi v gi cng.
- Tng s vn u t l nh nht.
Bi 5. Mt nh my cn thp c th sn xut hai 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
25 USD, mt tn thp cun l 30 USD. 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. Nh my cn sn xut
mi loi sn phm l bao nhiu trong mt tun li nhun thu c l cao nht?
2. Chuyn bi ton v dng chnh tc
Bi 1.
1 2 3
5 4 3 mi x x x n
11
8
vi iu kin
1 2 3
1 2 3
1 2 3
1 2 3
2 3 5
4 2
3 4 2
, , 0
x x x
x x x
x x x
x x x
+ +
+ +
+ +


- 25 -
Bi 2.
1 2
2 m x x ax in
vi iu kin
1 2 3
1 2 3
1 2 3
1 3
2 2
2 2
4
, 0
x x x
x x x
x x x
x x
+
+ + =
Bi 4.
1 2 3
2 m x x x
vi iu kin
1 2 3
1 2 3
2 3
1 2
1 3
2 2
1
5
2 2
, 0
x x x
x x x
x x
x x
x x
+
Bi 3.
1 2 3 4
2 4 ma x x x x + + + x n
vi iu kin
1 2 4
1 2
2 3 4
1 2 4
3 4
2 3
4 3
, , 0
x x x
x x
x x x
x x x
+ +
+ +
Bi 5.
1 2 3
5 2 10 / 3 mi x x x
vi iu kin
1 2 3
1 3 5
1 3
1 3
2 4 3 4
4 2 3 3
3 21
, 0
x x x
x x x
x x
x x
+ +
+ +
6
8
3. Gii bi ton bng phng php n hnh
Bi 1:
1 2 3 4 5 6
( ) f x x x x x x x Mi = + + + n
1 4 6
1 2 3 6
1 3 5 6
6 9
3 4 2
2 2
0 1, 6
j
x x x
x x x x
x x x x
x j
+ + =
+ + =
+ + + =
2
6

Bi 4:
F(x) = x
1
- x
2
+ x
3
+ x
4
+ x
5
=> MIN
2x
1
+ x
3
- x
4
+ 3x
5
= 6
-x
1
- x
4
+ x
6
= -3
4x
1
+ x
2
- x
4
+ 2x
5
= 5
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0,
x
5
>=0, x
6
>=0
Bi 2:
1 2 3 4 5
( ) f x x x x x x Min = + + +
1 3 4
1 4 5
1 2 4
2 6
2 5 3
4 5
0 1, 5
j
x x x
x x x
x x x
x j
+ + =
+ + =
+ + =

Bi 5:
1 2 3 4
( ) 4x +3x +2x +3x f x Min =
1 3 4
1 2 4
1 2 4
j
x +x -x 2
-x +2x +x 11
2x +x -3x 8
x 0 ( 1, 4) j
=

Bi 3:
1 2 3 4 5
( ) 3 4 f x x x x x x Min = + + +
1 3 4 5
3 4 5
2 3 4 5
2 7
5 7
4 2
0 1, 5
j
x x x x
x x x
x x x x
x j
+ + + =
+ +
+ + =
8
3

Bi 6: F(x) = 2x
1
- x
2
+ 3x
3
+ 2x
4
+
x
5
+ 4x
6
=> MIN
x
3
+ 2x
4
+ 3x
5
+ x
6
= 6
x
2
- x
4
+ x
5
= 3
x
1
-4x
3
-4x
4
+ 2x
5
= 5
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0,
x
5
>=0, x
6
>=0
S: (1,1,0,0,2,0)

- 26 -
Bi 7: F(x) = 4x
1
- x
2
+ 2x
3
+ 2x
4
+ 3x
6
=> MIN
2x
1
+ x
2
+ x
3
+ 3x
5
= 8
x
1
+ 3x
3
- x
5
+ x
6
= 9
x
1
+ 2x
3
+ x
4
-2x
5
= 3
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0
S: (0,13/2,3/2,0,0,9/2)
Bi 8: F(x) = x
1
- x
2
+ x
3
+ x
4
+ 3x
5
+ 2x
6
=> MIN
2x
1
-2x
3
+ x
5
+ 4x
6
= 7
x
1
+ x
2
+ 3x
3
+ x
6
= 9
x
1
+ 2x
3
+ x
4
-2x
6
= 5
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0
S: (7/2,11/2,0,3/2,0,0)
Bi 9: F(x) = x
1
- x
2
- x
3
+ x
5
+ 3x
6
=> MIN
2x
1
+ x
2
+ x
5
+ 3x
6
= 3
2x
1
- 3x
2
- x
4
+ x
6
=-8
x
1
+ x
3
+ 3x
6
= 6
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0
Bi 10: F(x) = 2x
1
- x
2
+ 3x
3
+ 2x
4
=> MIN
2x
1
+ x
2
+ x
3
+ 2x
4
+ x
5
= 5
2x
1
-2x
3
- x
4
+ x
5
+ x
6
= 3
x
1
+ x
3
+ 3x
4
+ 2x
5
+ 2x
6
= 8
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0
(0,23/5,2/5,0,0,19/5,0,0)
Bi 11: F(x) = 2x
1
- x
2
+ 3x
3
+ 2x
4
=> MIN
2x
1
+ x
2
+ 3x
3
+ 2x
4
= 6
5x
1
+ x
3
- x
4
= 5
x
1
+ 2x
2
+ x
3
+ x
4
= 4
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0
(17/22,23/22,25/22,0)

Bi 12: F(x) = x
1
- x
2
+ x
3
+ x
4
=> MIN
x
1
+ x
2
+ x
3
+ 2x
4
= 5
5x
1
+ 2x
2
+ x
3
+ x
4
= 3
x
1
+ 2x
2
+ x
3
+ x
4
= 1
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0
(VN)


Nguyn Hi ng - Khoa KHCB&KTCS - 30 -
Chng 2. B I TON I NGU

2.1. Bi ton gc v cch thnh lp bi ton i ngu
2.1.1. nh ngha
nh ngha 1: Cho bi ton quy hoch tuyn tnh dng chnh tc:

1
( ) min
n
j j
j
f x c x

vi iu kin 1
, 1,
0, 1,
n
ij j i
j
j
a x b i m
x j n
'

( ) I

Ta xy dng bi ton quy hoch tuyn tnh khc c dng, k hiu l ( ) I
%
nh sau:

1
( ) max
m
i i
i
f y b y

vi iu kin 1
, 1,
, 1,
n
ij i j
j
i
a y c j n
y i m
'

( ) I
%

Bi ton ( ) I
%
c gi l bi ton quy hoch tuyn tnh i ngu ca bi ton
( ) I
. Ta cng chng minh c bi ton
( ) I
l bi ton i ngu ca bi ton ( ) I
%
, do
vy cp bi ton
( ) I
v ( ) I
%
c gi l cp bi ton i ngu.
nh ngha 2 : Ta gi hai rng buc bt dng thc (k c rng buc v du) trong
hai bi ton cng tng ng vi mt ch s l mt cp rng buc i ngu.
Nh vy, ta c n + m cp rng buc i ngu:

1
0 , 1,
n
j ij i j
j
x a y c j n

1
, 1,
n
ij j i i
j
a x b y i m

T quan h gia hai bi ton, ta c nhng nguyn tc thnh lp bi ton i ngu nh
sau :
+) Nu ( ) min f x th
( ) ax f y M v nu ( ) ax f x M th
( ) f y Min .
+) S rng buc trong bi ton ny bng s bin trong bi ton kia
+) H s hm mc tiu trong bi ton ny l v phi h rng buc trong bi ton
kia.
+) Ma trn h s trong hai bi ton l chuyn v ca nhau.

Trn y l phng php xc nh bi ton i ngu ca bi ton quy hoch tuyn
tnh dng chnh tc, cn i vi bi ton quy hoch tuyn tnh dng tng qut th ta lm
th no?
i vi bi ton quy hoch tuyn tnh tng qut, ta a bi ton v dng chnh
tc, xy dng bi ton i ngu ca bi ton ny v gi n l bi ton i ngu ca bi
ton cho.
T ta c cc cp bi ton i ngu nh sau:
Bi ton gc Bi ton i ngu

1
( ) min
n
j j
j
f x c x

1
, 1,
0, 1,
n
ij j i
j
j
a x b i m
x j n
'

( ) II

1
( ) max
m
i i
i
f y b y

1
, 1,
0, 1,
n
ij i j
j
i
a y c j n
y i m
'
( ) II

1
( ) min
n
j j
j
f x c x

1
, 1,
0, 1,
n
ij j i
j
j
a x b i m
x j n
'

'
( ) II

1
( ) max
m
i i
i
f y b y

1
, 1,
0, 1,
n
ij i j
j
i
a y c j n
y i m
'

'
( ) II

Cc cp rng buc i ngu ca
( ) II
v
( ) II
l :

1
0 , 1,
n
j ij i j
j
x a y c j n

1
0, 1,
n
ij j i i
j
a x b y i m

ca
'
( ) II v
'
( ) II l :

1
0 , 1,
n
j ij i j
j
x a y c j n

1
0, 1,
n
ij j i i
j
a x b y i m

T ta c phng php xy dng bi ton i ngu trong trng hp tng qut nh
sau :


2.1.2. Cch thnh lp bi ton i ngu
xy dng bi ton i ngu, ta c th tun th theo cc quy tc c cho trong bng
sau :
Bi ton gc Bi ton i ngu
1
( ) min
n
j j
j
f x c x
1
( ) max
m
i i
i
f y b y

1
1
,
n
ij j i
j
a x b i I

1
,
i
y i I
2
1
,
n
ij j i
j
a x b i I

2
0,
i
y i I
3
1
,
n
ij j i
j
a x b i I

3
0,
i
y i I
1
0,
j
y j J
1
1
,
n
ij i j
j
a y c j J

2
0,
j
y j J
2
1
,
n
ij i j
j
a y c j J

3
,
j
y j J
3
1
,
n
ij i j
j
a y c j J

2.2. Cc tnh cht v ng dng ca cp bi ton i ngu
2.2.1. Tnh cht ca cp bi ton i ngu
nh l 1: Vi mi cp phng n x v y ca cp bi ton i ngu, ta c :
Nu ( ) min f x v
( ) ax f y M th
( ) ( ) f x f y
Nu ( ) ax f x M v
( ) f y Min th
( ) ( ) f x f y
nh l 2: Nu x
*
, y
*
ln lt l phng n ca mt cp bi ton i ngu, tho
mn CX
*
= Y
*
b th x
*
, y
*
ln lt l phng n ti u ca mi bi ton.
Nh vy i vi mt cp bi ton i ngu, bao gi cng ch xy ra mt trong ba
trng hp sau:
+) N hai bi ton cng khng c phng n th hin nhin c hai bi ton u
khng gii c.
+) Nu c hai bi ton u c phng n th c hai bi ton u gii c. Khi
mi cp phng n ti u x
*
, y
*
, ta lun c
+) Nu mt trong hai bi ton khng c phng n th bi ton cn li nu c
phng n th cng khng c phng n ti u.


nh l 3 (nh l lch b):
iu kin cn v hai phng n x, y ca mt cp bi ton i ngu ti u l
trong cc cp rng buc i ngu nu mt rng buc tha mn vi du bt ng thc
thc s (lng) th rng buc kia phi tha mn vi du bng (cht) v ngc li.
H qu: Nu mt rng buc l lng i vi mt phng n ti u ca bi ton ny
th rng buc i ngu ca n phi l cht i vi phng n ti u ca bi ton kia.
2.2.2. ng dng
Kim tra mt phng n hay mt cp phng n c ti u hay khng ?
Nu bit cp phng n x
*
v y
*
, th ta ch cn kim tra iu kin
* *
( ) ( ) f x f y .
Nu ch bit phng n x
*
th p dng nh l lch b.
V d 1. Cho bi ton:
1 2 3 4
( ) 7 6 12 ax f x x x x x M + +
vi iu kin
1 2 3 4
2 3 4
1 3 4
2 2 3 2 8
3 2 2 1
2 3 10
0, 1, 4
j
x x x x
x x x
x x x
x j
+
'
+

a) Lp bi ton i ngu ca bi ton trn v xc nh cc cp rng buc i ngu.
b) Chng t
0 0
(0, 6, 0,10); ( 3, 0, 7) x y l phng n ti u ca cp bi ton i
ngu.
V d 2. Cho bi ton :
1 2 3 4
( ) 5 4 2 f x x x x x Min +

1 2 3 4
1 2 4
1 2 3 4
4 6 13
2 3 9
3 2 8
0, 1, 4
j
x x x x
x x x
x x x x
x j
+
+ +
'
+

Dng tnh cht ca bi ton i ngu, chng t bi ton trn gii c.
V d 3. Cho bi ton :
1 2 3 4 5
( ) 5 9 15 7 6 f x x x x x x Min + + +
vi iu kin
1 2 3 4 5
1 3 4 5
1 2 3 5
1
3 1
4 2 4
2 1
0, 2, 5,
j
x x x x x
x x x x
x x x x
x j x
+ +
+ +
'
+

v vc t (0,1, 0, 2, 0) x
a) Vit bi ton i ngu
b) Phng n x c l phng n ti u khng ?
V d 4. Cho bi ton quy hoch tuyn tnh:

1 2 3 4 5
( ) 2 6 5 4 max f x x x x x x +

vi iu kin
1 2 3 4 5
2 3 4 5
2 3 4 5
4 2 5 9 3
3 4 5 6
1
0, 1, 5
j
x x x x x
x x x x
x x x x
x j
+ +
'
+

Chng minh
*
(0, 0,16, 31,14) x l phng n ti u ?
2.3. Phng php n hnh i ngu
2.3.1. C s l lun
Xt bi ton chnh tc
(I)
( )
0
f x cx Min
Ax b
x

'
ta c bi ton i ngu ( ) I
%
( )
m
f y yb Max
y
yA c

'

Gi s x
0
l phng n cc bin ng vi h vc t c s
{ }
0
j
j J
A
,
j
A l cc vc t n
v,
0
J m ,
( )
0
j
j J
B A E
,
0
*
( )
j j J
c c

. Xt
* 1
y c B

Mnh 1:
* 1
y c B
l phng n ca bi ton ( ) I
%
khi v ch khi
*
. 0
k k k
c z c k
Tht vy, y l phng n
* 1 *
0
k k k k k k k
yA c yA c k yA c B A c z c k

Mnh 2: Nu ti phng n
* 1
y c B
c c
1
0 x B b
th x l phng n ti u (
v y cng l phng n ti u). Nu x khng tha mn
1
0 x B b
th x c gi l mt gi
phng n ti u ( V c 0
k
k )
R rng
1
Ax AB b b
v 0 x nn
1
x B b
l phng n. Kt hp 0
k
k nn x l
phng n ti u.
Mnh 3: K hiu
i
l hng th i ca ma trn
1
B
. Vi mi 0 , ta c
,
i
y y l phng n
ca ( ) I
%
khi v ch khi
j ij
z j
Tht vy,
,
i
y y l phng n ca ( ) I
%
, ,
i j j i j
y A yA A y A yA A
,
j j i j
y A yA A
* 1 * 1
j i j j j ij j j j ij j
c B A A c c B A z c c z c

+
j ij
z
Mnh 4: Nu ti phng n
* 1
y c B
tn ti 0
s
x < ( trong
1
x B b
) v 0
sj
z j th
hm mc tiu ca bi ton ( ) I
%
khng b chn trn tp phng n, do ( ) I
%
khng c phng n ti
u v (I) cng v nghim.

Tht vy, Vi mi 0 , ta c
,
i
y y tha mn
,
j ij
z j y l phng n.

, ,
( ) ( ) ( )
i i i
f y y b yb b f y b f y x
Ly i = r v cho
,
( ) f y + +. Vy hm mc tiu khng b chn nn bi ton
khng gii c.
Mnh 5: Nu ti phng n
* 1
y c B
tn ti 0
r
x < ( trong
1
x B b
) v tn ti 0
rj
z < th
xy dng c phng n mi
,
0 r
y y (trong
0
: 0
j
s
rj
rj rs
Min z
z z

<
' ;

) tt
hn y.
Tht vy, Gi s trong
1
x B b
c 0
r
x < . Ta c
,
y l phng n 0 v
j ij
z j 0 1, ; 0
j
rj
rj
j n z
z

< . Chn
0
: 0
j
s
rj
rj rs
Min z
z z

<
' ;

, hin nhin
0
0 v

, , ,
0
( ) ( )
r
f y y b yb x yb f y y tt hn y. pc/m
T cc mnh trn ta c nhn xt:
Nu c nhiu 0
r
x < th ta c th chn { } 0
r r
x Min x < . khi vc t
r
A c
a ra khi c s.
T vic chn
0
: 0
j
s
rj
rj rs
Min z
z z

<
' ;

nn ta s a
s
A vo c s ca
phng n mi.
Vic xy dng cc s liu khc c bin i trn bng n hnh nh cch
thng thng.
Cu trc bng n hnh i ngu:
1 2
............ ..........
m n
c c c c
H s C s
Gi
p.a
1 2
............ .............
m n
A A A A
1
c
1
A
1
x
1 0 ..................0 ....................
2
c
2
A
2
x
0 1 ................. 0 ....................
... ... ... .................................................
m
c
m
A
m
x
0 0 ................ 1 ....................

1
2
............
m
................
n


2.3..2. Thut ton n hnh i ngu
1. Bc xut pht: Xut pht t h m vc t c lp tuyn tnh, c
( )
0
j
j J
B A E
,
0
J m sao cho 0
j
j . Tm
*
( , 0) x x , trong
* * 1
0
; 0
j
x c B x j J

Lp bng n hnh i ngu xut pht.
2. Bc 1: Kim tra du hiu ti u
Nu
0
0
j
x j J th x ti u
Ngc li, chuyn sang bc 2
3. Bc 2: Kim tra du hiu bi ton v nghim
Nu 0
j
x < v 0 1,
ij
z j n th bi ton v nghim.
Ngc li chuyn sang bc 3
4. Bc 3: Xy dng h c s mi
Nu 0
j
x < v 0
ij
z < th chn { } 0
r r
x Min x < . khi vc t
r
A c
a ra khi c s.
Tnh
0
: 0
j
s
rj
rj rs
Min z
z z

<
' ;

nn ta s a
s
A vo c s thay th cho
r
A .
5. Bc 4: Xy dng bng n hnh mi (tnh ton nh trong phng php n hnh)
Sau quay tr li bc 1.
2.4. Cc bi tp mu
Bi 1: F(x) = x
1
- x
2
+ x
3
+ x
4
+ x
5
=> MIN
Cc rng buc
2x
1
+ x
3
- x
4
+ 3x
5
= 6
-x
1
- x
4
+ x
6
= -3
4x
1
+ x
2
- x
4
+ 2x
5
= 5
x
1
>=0, x
2
>=0, x
3
>=0, x
4
>=0, x
5
>=0, x
6
>=0
Gii: Xt c s
1
A ,
5
A ,
2
A gm cc vc t n v. Khi ma trn B l:
B =
1 0 0
0 1 0
0 0 1
_

,
, ta c gi phng n x = (0, 5, 6, 0, 0, -3)
Bng n hnh i ngu l:


1 -1 1 1 1 0
H s C s
Gi
p.a
1
A
2
A
3
A
4
A
5
A
6
A
1
3
A
6 2 0 1 -1 3 0
0
6
A
-3 -1 0 0 -1 0 1
-1
2
A
5 4 1 0 -1 2 0
-3 0 0 -1 0 0
1
3
A
9 3 0 1 0 3 -1
1
4
A
3 1 0 0 1 0 -1
-1
2
A
8 5 1 0 0 2 -1
4 -2 0 0 -1 0 0
Ti y ta c x 0 nn n l phng n ti u, vi x = (0, 8, 9, 3, 0, 0) v f
Min
= 4
Bi 2:
1 2 3 4
( ) 4x +3x +2x +3x f x Min
1 3 4
1 2 4
1 2 4
j
x +x -x 2
-x +2x +x 11
2x +x -3x 8
x 0 ( 1, 4) j

'

a v dng chnh tc:
1 2 3 4
( ) 4x +3x +2x +3x f x Min
1 3 4
1 2 4 5
1 2 4 6
j
x +x -x 2
-x +2x +x 11
2x +x -3x 8
x 0 ( 1, 6)
x
x
j
'

1 3 4
1 2 4 5
1 2 4 6
j
x +x -x 2
-x +2x +x 11
-2x -x +3x 8
x 0 ( 1, 6)
x
x
j
'
+

Nh vy ta c h vc t c s { }
0
3 5 6
, , (0,0, 2,0,11, 8) A A A x (lun c 0
k
k ). Ta c
bng n hnh i ngu:
1 -1 1 1 1 0
H s C s
Gi
p.a
1
A
2
A
3
A
4
A
5
A
6
A
2
3
A
2 1 0 1 -1 0 0
0
5
A
11 -1 2 0 1 1 0
0
6
A
-8 -2 -1 0 3 0 1
-2 -3 0 -5 0 0

1
3
A
-2 0 -1/2 1 1/2 0 1/2
0
5
A
15 0 5/2 0 -1/2 1 -1/2
4
1
A
4 1 1/2 0 -3/2 0 -1/2
0 -2 0 -10 0 -1
3
2
A
4 0 1 -2 -1 0 -1
0
5
A
5 0 0 5 2 1 2
4
1
A
2 1 0 1 -1 0 0
20 0 0 -4 -8 0 -3
Ti y ta c x 0 nn n l phng n ti u, vi x = (2, 4, 0, 0, 5, 0) v f
Min
= 20


BI TP CHNG 2
I. Bi ton i ngu. Tnh cht ca bi ton i ngu

1. Vit bi ton i ngu v ch ra cp rng buc i ngu ca bi ton sau:
a. f(X) = x
1
+3x
2
-x
3
+2x
4
min
+ + =
+ =
+ + =
=
x x x
x x x
x x x
x j
j
1 2 3
2 3 4
1 2 4
5 3 3
2 2
3 2 5
0 1 4 ( , )

b. f(X) = 2x
1
-x
2
+5x
3
max
x x x x
x x x
x x
x j
j
1 2 3 4
1 2 3
2 4
3 2 8
3 2 4
5 12
0 1 4
+ +
+
+
=
( , )

c. f(x) = x
1
+2x
2
+3x
3
+4x
4
+ 5x
5
min
=
+ +
+ +
+ +
+ +
) 5 , 1 ( 0
3 2 3
4 5 3 2
2 3 2 4
1 2 3 7
5 3 2 1
5 4 3 2
5 4 3 1
4 3 2 1
j x
x x x x
x x x x
x x x x
x x x x
j

d. f(x) = -4x
1
+2x
2
-5x
3
-x
4
+x
5
max
+ +
+ + =
+
=
2 3 12
3 23
4 3 4
0 1 5
1 3 4 5
1 2 3 5
1 2 4 5
x x x x
x x x x
x x x x
x j
j
( , )

e. f(x) = 2x
1
-3x
2
+4x
3
+5x
4
-x
5
min
+ +
= +
+
+ +
= + +
R x x x x x x
x
x x x
x x x
x x x
x x x x
x x x x x
6 1 5 3 4 2
6
6 4 1
4 3 2
5 3 1
6 4 2 1
6 5 3 2 1
, ; 0 , ; 0 ,
1
10 3 2
12 3 5
6 2 7 3
8 2 2
4 5 3

2. Dng l thuyt i ngu chng t cc bi ton sau gii c:
a. f(X) = 2x
1
+5x
3
+3x
4
max
x x x
x x x
x x x
x x x x x R
1 3 4
2 3 4
3 4 5
1 2 3 2 5
2 2 5
3 4 9
5 3 2 14
0
+ =
+ =
+ + =

, , ; ,

b. f(X) = 3x
1
+2x
3
+4x
5
min
2 3 16
4 3 9
2 11
0
1 3 5
3 4 5
2 3 5
1 3 5 2 4
x x x
x x x
x x x
x x x x x R
+
+
+ =

, , ; ,



3. Dng l thuyt i ngu, chng minh rng cc bi ton sau khng gii c:
a. f(X) = -2x
1
+x
2
+4x
3
+3x
4
min
3 2 5 30
2 2 20
2 2 2 12
0 1 4
1 2 3 4
2 3 4
1 2 3 4
x x x x
x x x
x x x x
x j
j
+ + =
+ =
+ + =
=
( , )

b. f(X) = 2x
1
+3x
3
-4x
3
+x
4
+2x
5
max

+
+
+ +
+ =

2 5 3 7
2 11
4 6 0
3 2 24
0
2 3 4 5
2 3 5
1 2 3 4 5
3 4
4 5 1 2 3
x x x x
x x x
x x x x x
x x
x x x x x R , ; , ,

4 . Cho bi ton:
f(X) = -2x
1
-6x
2
+5x
3
-x
4
-4x
5
max
x x x x x
x x x x
x x x x
x j
j
1 2 3 4 5
2 3 4 5
2 3 4 5
4 2 5 9 3
3 4 5 6
1
0 1 5
+ + =
+ =
+ =
=
( , )

p dng l thuyt i ngu, chng minh rng X* = (0,0,16,31,14) l phng n ti u c
ton cho.
HD: Vit bi ton i ngu v s dng nh l lch b.
5 . Bit rng X* = (0,5,0,3) l phng n ti u ca bi ton:
f(X) = 10x
1
+5x
2
+13x
3
+16x
4
min
2 3 16
2 3 4 22
3 4 5 20
0 1 4
1 2 3 4
1 2 3 4
1 2 3 4
x x x x
x x x x
x x x x
x j
j
+ + +
+ + +
+ + +
=
( , )

Tm phng n ti u ca bi ton i ngu:
S: Y
opt
= Y = (0,
3
2
,2).
Cho bi ton: f(X) = x
1
+3x
2
+2x
3
+3x
4
+5x
5
min
x x x x x
x x x x
x x x
x j
j
1 2 3 4 5
2 3 4 5
2 3 5
2 3
2 4 18
3 2 10
0 1 5
+ + =
+ +
+ +
=
( , )

6 .
Tm phng n ti u ca bi ton cho bit rng Y* = (
1
3
,
4
3
, 0) l phng n ti u
ca bi ton i ngu.

II. Gii bng phng php n hnh i ngu cc bi ton quy hoch tuyn tnh sau:
1)
1 2 3 4
( ) x +3x +4x +x f x Min
1 2 4
2 3 4
1 2 3 4
j
x -2x +2x 8
-3x +x -4x 18
-3x +x +2x -x 20
x 0 ( 1, 4) j

'
S: x = (0, 0, 12, 4, 0, 22, 0)

2)
1 2 3 4
( ) 3x +5x -7x +x f x Min
2 3 4
1 2 3 4
2 3 4
j
2x -x +3x 10
x +x -4x -x 3
3x +2x +4x 7
x 0 ( 1, 4) j
'
S: V nghim
3)
1 2 3 4 5
( ) 2x +4x -3x -x 5 f x x Min +
1 2 3 4 5
2 3 5
2 3 4 5
j
x +x +3x +x 6
-2x +x -4x 15
5x +2x +x 18
x 0 ( 1,5)
x
x
j

'

S: x = (0, 3, 0, 3, 0, 21, 0)
4)
1 2 3 4
( ) 4x +5x +3x +2x f x Min
1 2 3
1 2 3 4
1 2 3 4
j
2x +x +3x 21
x +2x +3x -x 27
-x +4x +2x +2x 8
x 0 ( 1, 4) j
'
S: x = (0, 6, 5, 0, 0, 0, 26)
5)
1 2 3 4 5 6
( ) 5x +x -3x +x 5 2 f x x x Min + +
1 2 5 6
1 2 5 6
1 3 4 5 6
j
5x -4x +2x 3 18
-9x +x -x +2x 11
6x -5x +x +3x 4 24
x 0 ( 1, 6)
x
x
j

'

S: x = (2, 33, 0, 0, 4, 0, 0)


Chng 3.
BI TON VN TI
5.1. Ni dung v c im ca bi ton
5.1.1. Ni dung bi ton
a) Bi ton
C m a im A
1
, A
2
,...,A
m
cng sn xut mt loi hng ha vi cc lng hng
tng ng l a
1
, a
2
,,a
m
.
C n ni tiu th loi hang B
1
,B
2
,,B
n
vi cc yu cu tng ng l b
1
, b
2
, ,b
n
.
n gin ta s gi
A
i
: im pht i, i=1,m
B
j
: im thu j, j=1,n
Hng c th ch t mt im pht bt k (i) ti mt im thu bt k (j).
K hiu:
c
ij
- chi ph vn chuyn ch mt n v hng t im pht (i) n im thu (j)
x
j
- lng hng chuyn ch t i ti 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 ch l nh nht vi gi thit:

= =
=
n
j
j
m
i
i
b a
1 1
Tc l lng hng pht ra bng ng lng hng yu cu cc im thu.
b) M hnh ton hc
Dng ton hc ca bi ton vn ti

1 1
1
1
1 1
min
, 1,
, 1,
0, 1, ; 1,
, 0;
m n
ij ij
i j
n
ij i
j
m
ij j
i
ij
m n
i j i j
i j
c x
x a i m
x b j n
x i m j n
a b a b
= =
=
=
= =
= =
= =
= =
> =

Bi ton trn c gi l bi ton cn bng thu pht.

- Trng hp
. Ta a v bi ton cn bng thu pht bng cch

thm vo mt trm thu gi B
n+1
vi yu cu b
n+1
=
, ng thi c
i
n+1
= 0 (i). Lng hng ly t trm pht A
i
cung cp cho trm thu gi B
n+1
,
ngha l lng hng c gi li trm pht A
i
.
= =
>
n
j
j
m
i
i
b a
1 1
= =

n
j
j
m
i
i
b a
1 1
- Trng hp
. Ta a v bi ton cn bng thu pht bng cch

thm vo mt trm pht gi A
m+1
vi yu cu a
m+1
=
, ng thi
c
m+1j
= 0 (j). Lng hng ly t trm pht gi A
m+1
cung cp cho trm thu
B
j
, ngha l lng hng yu cu ca trm thu B
j
khng

c tha mn.
= =
<
n
j
j
m
i
i
b a
1 1
= =

m
i
i
n
j
j
a b
1 1
c) Bi ton vn ti dng bng
Ta a bi ton vn ti vo bng gi l bng vn ti.
B
j
A
i
b
1
b
2
b
j
.. b
n
a
1
c
11

x
11
c
12
x
12

c
1j

x
1j
..
c
1n
x
1n
a
2

c
21

x
21

c
22
x
22

c
2j

x
2j

..
c
2n
x
2n

. . . . . . .
a
i

c
i1

x
i1

c
i2

x
i2

.
c
ij

x
ij

.
c
in

x
in

. . . . . . .
a
m
c
m1

x
m1

c
m2

x
m2

.
c
mj

x
mj

.
c
mn

x
mn

Cc khi nim v bi ton dng bng:
+ chn: l c lng hang x
ij
>0, cn gi l s dng
+ loi: l khng c hng, tc l x
ij
=0.
+ Dy chuyn: l mt on thng hay mt dy lin tip cc on thng gp khc m
hai u mt l hai ch nm trn cng mt hng hoc mt ct vi mt chn khc
thuc dy chuyn ca bng vn ti.
+ Chu trnh: l mt dy chuyn khp kn

Nh vy mt hng hoc mt ct m chu trnh i qua th ch i qua hai v do , s
t nht ca mt chu trnh l 4.
+ Ma trn X=(x
ij
)
mn
tha mn h iu kin rng buc c gi l mt phng n
ca bi ton.
+ Phng n X=(x
ij
)
mn
c gi l phng n cc bin ca bi ton vn ti nu tp
hp cc tng ng vi cc thnh phn dng ca n khng to thnh chu trnh.
+ Phng n X=(x
ij
)
mn
c gi l phng n cc bin khng suy bin nu n c
ng m + n 1 chn.
+ Phng n X=(x
ij
)
mn
c gi l phng n cc bin suy bin nu n c t hn m
+ n 1 chn.
+ Phng n X=(x
ij
)
mn
c gi l phng n ti u (hay l nghim) ca bi ton
nu n tha mn iu kin (5.1), k hiu l X
*
.
5.1.2. Tnh cht chung ca bi ton
- Mt phng n cc bin c ti a m + n 1 thnh phn dng.
- Cc vc t A
j
tng ng vi bin x
ij
c thnh phn i v thnh phn m+j bng 1 cn cc
thnh phn cn li u bng 0.
- Bi ton lun lun c li gii.
5.2. Phng php th v gii bi ton
5.2.1. Phng php tm phng n cc bin xut pht
xy dng mt phng n cc bin xut pht ngi ta dng mt trong 3 phng
php sau:
* Phng php gc Ty_Bc:
Bc 1: Chn dng 1, ct 1 ca bng vn ti.
Bc 2: Phn lng hng h = {a
1
,b
1
} vo (1;1).
Bc 3: nh du hng (ct), theo lng hng trm pht (trm thu) ht (
).
Bc 4: Quay tr v bc 1 thc hin cng vic nhng cn li.
* Phng php chi ph nh nht::
Bc 1: Chn c cc ph thp nht, gi s l (i;j).
i
,b
j
} vo (i;j).
Bc 3: nh du cc thuc hng i nu trm pht A
i
ht hng hoc ct j nu
trm thu B
j
nhn hng.
Bc 4: Quay tr li bc 1 thc hin cng vic nhng cn li.

* Phng php xp x Fogels:
- nh ngha lch ca hng(ct) l hiu s gia c cc ph thp th nh tr i
c cc ph thp th nht hng (ct) .
Bc 1: Chn hng hoc ct c lch ln nht
Bc 2: Chn c cc ph thp nht thuc hng hoc ct , gi s l (i;j).
i
,b
j
} vo (i;j).
-Bc 4: nh du cc thuc hng i nu trm pht A
i
ht hng hoc ct j nu
trm thu B
j
nhn hng.Quay tr v bc 1 tip tc thc hin thut ton.
5.2.1. Phng php th v gii bi ton vn ti
a) Tiu chun ti u
Phng n cc bin khng suy bin X=(x
ij
)
mn
c gi l phng n ti u khi
v ch khi tn ti cc s u
i
(i=1,..,m) cho cc hng v cc s v
j
(j= 1,...,n)cho cc ct
ca bng vn ti sao cho:
= +
> = +
(**) 0 : ) ; (
(*) 0 : ) ; (
ij ij j i
ij ij j i
x j i c v u
x j i c v u

Phng trnh (*) ng vi (i;j) l chn.
Phng trnh (**) ng vi (i;j) l loi.
Cc s u
i
v v
j
c gi l h thng th v, trong u
i
c gi l th v hng, v
j

c gi l th v ct.
b) Thut ton th v
Bc 1: Tm phng n cc bin xut pht X
0
= =(x
ij
)
mn

S dng mt trong 3 phng php trn. Nu phng n tm c l phng n suy
bin th ta b sung chn khng c phng n cc bin khng suy bin, chn
ny c vai tr nh cc chn khc.
Bc 2: Kim tra tnh ti u ca phng n.
+ Xy dng h thng th v.
Cho u
i
mt gi tr ty no th mi gi tr khc u xc nh c mt cch duy
nht do (*) c (n+m) n v v (m+n-1) phng trnh c lp tuyn tnh.
+ Tnh cc s kim tra
ij
t ) , 1 , , 1 ( n j m i c v u
ij j i ij
= = + = . Tnh cc
ij
ng vi cc loi.
Nu ) , 1 , , 1 ( 0 n j m i
ij
= = th phng n ang xt l phng n ti u.
Nu ) , 1 , , 1 ( 0 n j m i
ij
= = > th phng n ang xt cha ti u, chuyn sang bc
3.
Bc 3: Xy dng phng n mi
+ Chn iu chnh:

(r,s) gi l iu chnh nu :
{ } ) , 1 , , 1 ( 0 max n j m i
ij rs
= = > =

+ Tm chu trnh iu chnh: L chu trnh vi xut pht l iu chnh, cc cn li l
chn. Gi V l tp hp cc thuc chu trnh iu chnh.
+ nh du cc ca chu trnh, bt u t iu chnh nh du (+) ri xen k nhau
nh du (-), (+). cho n ht chu trnh. Gi V+ l tp cc c du (+), V- l tp cc
c du (-). Khi , .
+
= V V V
+ Xc nh lng hng iu chnh:
{ } . 0 , ) , ( : min > =

q V j i x q
ij

+ iu chnh sang phng n mi: vi:
n m ij
x X

= ) (
1

+
V j i q x
V j i q x
V j i x
ij
ij
ij
) , ( ,
) , ( ,
) , ( ,
Gi X
1
ng vai tr nh X
0
ri quay li bc 2 v lp cho ti khi tm c phng n
ti u.
* Ch : - Nu iu chnh khng duy nht th ta xt theo hng t trn xung di
trong bng vn ti gp no trc th ta chn lm iu chnh.
- Nu c th th ta chn (i
0
, j
0
) tha mn:
{ } 0 . max .
0 0
> =
ij j i
q q
th gi tr hm mc tiu gim nhanh hn.
c) V d
V d 1. Gii bi ton vn ti vi s liu cho trong bng sau:
Thu
Pht
46 45 76 20 52
79 10
1 5 13 8
50 5
6 10 8 13
60
3 2 8 9 6
50
13 5 7 10 13

Gii:
Bc 1: Tm phng n cc bin xut pht:
S dng phng php chi ph nh nht xy dng phng n cc bin ta c
phng n cc bin khng suy bin cho trong bng sau:


Thu
Pht
46 45 76 20 52
79
10
x
1
45
5
34
13
x
8
x
50
5
x
6
x
10
x
8
20
13
30
60
3
46
2
x
8
x
9
x
6
14
50
13
x
5
x
7
42
10
x
13
30

Bc 2: Kim tra tnh ti u ca phng n:
+ Xy dng h thng th v:
Cho u
4
= 0, cc (4,3) ,(4,5) l cc c s nn tnh c v
3
= 7 v v
5
= 13. Xt ct
3 chng hn ta thy (1,3) l c s nn tnh c u
1
= 7- 5 =2, Tip tc tnh tng t
s xc nh c ton b cc th v hng v ct nh trong bng di:
+ Tnh cc s kim tra:
Tnh cc ) 5 , 1 , 4 , 1 ( = = j i
ij
ta thy cc
0 5 , 0 3
21 15
> = > =
nn phng n
ang xt cha ti u, ta chuyn sang bc 3.

Thu
Pht
46 45 76 20 52
u
i
79
10
-2
1
45
5
34
13
-7
8
3
-2
50
5
5
6
-3
10
-3
8
20
13
30
0
60
3
46
2
-6
8
-8
9
-8
6
14
-7
50
13
-3
5
-2
7
42
10
-2
13
8
0
v
j
10 3 7 8 13

Bc 3: Xy dng phng n mi:
+ Chn iu chnh:

nn chn (2,1) lm iu chnh.nh du (+) vo iu
chnh.
{ } 5 3 ; 5 max
21
= =
+ Chn chu trnh iu chnh: Chu trnh iu chnh nh trong bng sau:

Thu
Pht
46 45 76 20 52
u
i
79
10
-2
1
45
5
34
13
-7
8
3
-2
50
5
(+) 5
6
-3
10
-3
8
20
13
(-) 30
0
60
3
(-) 46
2
-6
8
-8
9
-8
6
(+) 14
-7
50
13
-3
5
-2
7
42
10
-2
13
8
0
v
j
10 3 7 8 13

+Xc nh lng hng iu chnh:
{ } 30 30 ; 46 min = = q
+ iu chnh sang phng n mi:
X
1
= (x
ij
1
) theo cng thc cho trong bc 3 ca thut ton ta c bng sau:

Thu
Pht
46 45 76 20 52
u
i
79
10
-2
1
45
5
34
13
-2
8
3
-2
50
5
(+) 30
6
-8
10
-8
8
(-) 20
13
-5
-5
60
3
(-) 16
2
-6
8
-8
9
-3
6
(+) 44
-7
50
13
-3
5
-2
7
42
10
(+) 3
13
(-) 8
0
v
j
10 3 7 13 13

+ Lp li qu trnh ta c chu trnh nh bng trn. Ta c:
{ } 8 8 ; 20 ; 16 min = = q
+ iu chnh sang phng n mi X
2
cho trong bng di:


Thu
Pht
46 45 76 20 52
u
i
79
10
-5
1
45
5
34
13
-5
8
0
-2
50
5
38
6
-5
10
-5
8
12
13
-5
-2
60
3
8
2
-3
8
-5
9
-3
6
52
-4
50
13
-6
5
-2
7
42
10
8
13
-3
0
v
j
7 3 7 10 10

Ta thy mi ) 5 , 1 , 4 , 1 ( 0 = = j i
ij
nn phng n tng ng bng trn l ti u vi gi
tr hm mc tiu l f* = 45 * 1 + 34 * 5 + 38 * 5 + 12 * 8 + 8*3 + 52 * 6 + 42 * 7 + 8 *
10 = 1211.


Bi tp chng 3
Gii cc bi ton vn ti sau, s dng c 3 phng php tm phng n cc bin xut
pht:
Bi 1
Thu
Pht
60 70 40 30
p s:
460 ) ( ;
0 20 0 0
0 20 60 0
30 0 10 60
* *
=
= X f X

100 2
1 4 3
80 5
3 2 6
20
6 2 1 5
Bi 2
p s:
435 ) ( ;
15 15 0 0 0
0 5 10 5 0
5 0 0 0 10
0 0 0 5 0
* *
=
= X f X

Thu
Pht
10 10 10 20 20

Bi 3

p s:
940 ) ( ;
0 0 0 25 0
0 30 25 75 20
150 0 0 0 0
0 0 120 0 0
* *
=
= X f X

5 5
1 4 6
7
15 3
4 2 7
8
20
4 3 1 7
9
30 6 5 4 9 11
Thu
Pht
20 100 145 30 150
120 6
3 1 4
5
150 1
2 5 4
3
150
2 4 3 1
6
25 3 1 4 2 7

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Ton Kinh t - Trng Cao ng Cng Nghip Nam nh

Nguyn Hi ng - Khoa KHCB&KTCS

C. Bi ton khu phn thc n:

Nu i vi phng n x m rng buc i tha mn vi du bt ng thc thc s,

nh ngha 2 : Ta gi mt phng n tha mn cht n rng buc c lp tuyn

1.2. Phng php n hnh

l mt s dng s c xc nh sau sao cho x

nho nhat ng vi cot o la

nho nhat ng vi cot o la

S: x = (0, 0, 12, 4, 0, 22, 0)

. Ta a v bi ton cn bng thu pht bng cch

. Ta a v bi ton cn bng thu pht bng cch

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