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Mc lc
Chng 1. Bi ton quy hoch tuyn tnh
1.1. Mt vi bi ton thc t . . . . . . . . . . . . . . . . . . . . . . . .
3
3
1.1.1
1.1.2
Bi ton vn ti . . . . . . . . . . . . . . . . . . . . . . . . .
1.2.1
1.2.2
1.4. Bi tp chng 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
14
2.1. Tp hp li . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
14
15
16
2.4. Bi tp chng 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
16
21
3.1. C s l lun . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
21
24
3.2.1
24
3.2.2
Bng n hnh . . . . . . . . . . . . . . . . . . . . . . . . .
24
3.2.4
27
3.2.5
27
3.3. Bi tp chng 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
35
42
42
47
4.2.1
C s l lun . . . . . . . . . . . . . . . . . . . . . . . . . . .
48
4.2.5
49
54
4.4. Vn hu ti u . . . . . . . . . . . . . . . . . . . . . . . . . . . .
57
4.5. Bi tp chng 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
62
68
5.1. Bi ton vn ti . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
68
69
5.2.1
Chu trnh . . . . . . . . . . . . . . . . . . . . . . . . . . . .
69
70
73
75
77
5.6.1
Tiu chun ti u . . . . . . . . . . . . . . . . . . . . . . . .
77
5.6.2
78
Chng 1.
BI TON QUY HOCH TUYN
TNH
1.1.
Mt vi bi ton thc t
1.1.1
Nguyn liu
d tr
18
II
30
III
25
Hy lp quy hoch sn sut thu c tin li l ln nht, bit rng tin li thu
c khi bn mt sn phm A l 3 triu ng, mt sn phm B l 2 triu ng.
Ta xy dng m hnh ton hc cho bi ton trn: Gi x, y theo th t
l s sn phm A, B cn sn xut theo k hoch. Khi , tin li thu c l:
Z = 3x + 2y
(triu ng )
5x + 4y 30
x + 6y 25
2x + 3y 6 18
5x + 4y 6 30
(1.1.1)
x + 6 y 6 25
x > 0, y > 0
n
P
j=1
n
X
aij xj 6 bi , i = 1...m
j=1
xj > 0, j = 1..n
1.1.2
Bi ton vn ti
x11
+x21
= 35
x12
+x22
= 25
x13
+x23 = 45
(1.1.2)
m P
n
P
i=1 j=1
n
P
j=1
m
P
xij = ai , i = 1, ..., m
xij = bj , j = 1, ..., n
(1.1.3)
i=1
1.2.
1.2.1
Bi ton quy hoch tuyn tnh l bi ton tm bin (hoc phng n) tha mn
cc rng buc sao cho lm hm mc tiu t cc i hoc cc tiu. Vi c hm
mc tiu v cc rng buc u tuyn tnh theo bin.
Nhn xt, max(z) = min(z). Do , quy hoch tuyn tnh l:
n
X
cj xj min (1)
j=1
aij
>
bi , i Ik , k = 1, 2, 3 (2)
j=1
(1.2.4)
>
0, j Nl , l = 1, 2 (3)
xj
1.2.2
Quy hoch tuyn tnh dng chnh tc l quy hoch tuyn tnh dng
f (x) =
n
X
cj xj min (1)
j=1
n
X
aij = bi , i = 1, , m (2)
j=1
xj > 0, j = 1, 2 , ,n (3)
(2)
x>0
(3)
Trong , c, x l vc t ct ca Rn , b l vc t ct ca Rm . A l ma trn cp
nm
Nhn xt: Mi quy hoch tuyn tnh u a c v dng chnh tc. Tht
vy, nu Ai x bi (hoc Ai x bi ) th ta chn bin b xn+i a v dng
Ai x xn+i = bi (hoc Ai x + xn+i = bi ).
6
xj , x+
j , xj l cc bin khng m.
4x1 +7x2
+x3
>3
2x
6 1
1
2
3
= 11
x1 > 0, x2 > 0
Bi gii
Ta chn bin b x4 , x5 cho cho rng buc th nht, th hai. Chn n ph
x+
3 , x3 v thay x3 = x3 x3 cho s khng mang du ca x3 .
4x1 +7x2
+x3
x4 = 3
2x
+x5 = 1
1
2
3
= 11
xj > 0, j = 1, 2, 4, 5; x3 > 0, = +,
Dng ma trn ca quy hoch tuyn tnh dng chun tc :
f (x) = cT x min
(1)
Ax 6 b
(2)
x>0
(3)
1.3.
x1 +2x2 >
2x1 3x2 6
4x
x1
(1)
(2)
+5x2 6 20 (3)
x2
>
(4)
>
(5)
Vy, x =
45 8
,
l phng n ti u v fmin = f (x) = 82/11.
11 11
Nhn xt
+ Trong trng hp tp phng n khc rng m khng c v tr gii hn th
bi ton c hm mc tiu khng b chn
+ Phng php th c th p dng cho trng hp nhiu bin nhng ch c
hai rng buc cng bc.
1.4.
Bi tp chng 1
2x
+
x
+
x
>
5
1
2
3
x1 x2 + x3 > 1
4x1 x3 > 3
x1 > 0
x = (0, 2, 3)
(b) f (x) =x2 +x4 min
x1
2x1
+x3 +x4 = 2
3x2
2x4 = 3
x1 > 0
x = (0, 1, 0, 3)
(c) f (x) = x1 +x4 max
x1
+x2
+x3
+x4
=1
+x
+3x
+2x
64
1
2
3
4
x1 > 0
x = (0, 1, 3, 3)
Bi 1.5. Chng t rng cc bi ton sau c tp phng n khc rng nhng hm
mc tiu khng b chn.
10
x1 +x2 > 2
x1 +x2 6 2
x 2x 6 2
1
2
(a)
x1 > 0, x2 > 0
f (x) = x1 x2 min
2x1 x2 > 2
(b)
x1 3x2 6 3
x1 > 0, x2 > 0
2x1 +2x2
x1 +2x2
2x1
=5
x3
2x2
+x3
2x2
2x3
+x4
> 10
+3x4
= 2
5x4 6 13
=5
11
(b)
x1
4x
= 13
1
2
3
x1 > 0
Bi 1.8. Gii bng phng php th cc bi ton sau:
f (x) = x1 + x2 min
2x1
(a)
+x2
62
x1
2x2 6 2
x1
+x2
65
x1 > 0, x2 > 0
f (x) = x1 3x2 max
(b)
4x1
+3x2 > 12
+x
1
2
x1 +5x2
65
66
x1 > 0,
Bi 1.9. a bi ton v dng chnh tc:
f (x) = x1 + x2 max
2x1 + x2 > 1
x1 x2 6 0
(a)
x1 > 0, x2 > 0
f (x) = x1 + x2 min
0 6 x1 6 3
(b)
x2 > 5
12
2x1 + x2 > 3
x1 + x2 6 2
x1 > 0, x2 > 0
Tm tt c gi tr ca sao sao cho
(a) Tp phng n l rng.
(b) Tp phng n khc rng nhng hm mc tiu khng b chn.
(c) Bi ton c phng n ti u duy nht .
(d) Bi ton c v s phng n ti u.
Bi 1.11. Cho quy hoch tuyn tnh
f (x) = 4x1 + 8x2 + x3 6x4 min
4x
+8x
1
2
4x1 +4x2
+2x3 +3x4 = 80
+x3
+2x4 = 40
xj > 0, j = 1..4
13
Chng 2.
TNH CHT CA TP PHNG N
V TP PHNG N TI U CA
BI TON QUY HOCH TUYN
TNH
2.1.
Tp hp li
m
P
m
P
i =
i=1
i xi
i=1
2.2.
(b) Gi s x l mt im ca P = {x Rn :
2.3.
2.4.
Bi tp chng 2
16
x1 + x2 + x3 = 1
x x +x =1
1
2
3
xj > 0, j = 1, . . . , 3
(b) g(x) = x1 + x2 + x3 min
x1 + x2 + x3 6 1
x x x 6 1
1
2
3
x1 x2 + x3 6 1
2x1 + 5x2 6 10
2x + x 6 6
1
2
x1 + 2x2 > 2
x1 > 0, x2 > 0
Bi 2.2. Chng minh rng hnh trn trong R2 l mt tp li.
Bi 2.3. Gi s x l im ca tp li L. Chng minh rng x l im cc bin ca
L khi v ch khi L \ {x} l tp li.
Bi 2.4. Trn R2 , cho hai im A(2, 1) v B(3, 4) v h bt phng trnh vi
m-tham s
2x y > m 2
x 3y 6 m + 3
x + y > 2 3m
17
x1 + x2 > 2
x1 3x2 6 3
(a)
3x1 + x2 6 6
x > 0, x > 0
1
(b)
xj > 0, j = 1, .., 5
Bi 2.7. Trn R2 cho cc im O(0, 0), A(0, 2), B(1, 3), C(2, 0).
(a) Vit h rng buc cho quy hoch tuyn tnh nhn t gic OABC lm tp
phng n.
(b) Vi gi tr no ca tham s th B l phng n ti u ca bi ton quy
hoch tuyn tnh c tp phng n l OABC v hm mc tiu f (x) = x 2y
min
(c) Tm min gi tr ca hm s g(x) = x 2y trn OABC.
Bi 2.8. Cho quy hoch tuyn tnh
f (x) = 2x1 + x2 max
x1 + x2 6 3
x + 2x 6 12
1
2
3x1 x2 6 15
x1 > 0, x2 6 0
(a) i vi mi gi tr ca hy tm phng n ti u ca bi ton cho.
(b) Vi gi tr no ca th gi tr ti u hm mc tiu nh nht.
Bi 2.9. Tm tt c cc im cc bin ca cc tp li c xc nh bi cc h sau
(a)
2x1 3x2 6 6
4x1 + 5x2 6 20
x1 > 0
18
(b)
x1
x
+x
x3
+2x4 = 1
+4x
2x4 = 2
1
2
3
x1 > 0 j = 1, ..., 4
(a)
2x1 + 2x2 = 5
x1 + 2x2 x3 + x4 > 10
x1 2x2 + 3x4 = 2
2x1 + x3 5x4 6 13
2x2 2x3 = 5
(b)
2x1
=4
6x1 2x2
>6
x3
6 7
x3 +5x4 = 12
ax1 + bx2 6 1
x1 > 0, x2 > 0
19
2x1 +4x2 x3
x1
>1
2x3 6 2
3x2
x1
>0
+x3
x2
62
> 2
x = (2, 1, 0)
f (x) =
(b)
4x1 5x2
+3x4 x5 = 6
x1 +2x2 +2x3 x4 = 3
xj > 0 , j = 1, .., 5
x = (1, 2, 0, 0, 0)
Bi 2.13. Cho quy hoch tuyn tnh
f (x) = x1 +x2 max
2x1 2x2 6 1
x2 6 0
x1 +2x2 6 1
x1 +4x2 6 3
7
1
1
2
, , x3 = (7, 1), x4 = , ,
3
6
9 9
im no l phng n cc bin, phng n ti u ca bi ton cho?
20
Chng 3.
PHNG PHP N HNH V CC
THUT TON CA N
3.1.
C s l lun
(1)
Ax = b (2)
x > 0 (3)
Vi A l ma trn m n, b Rm , c v x Rn , trong , A c hng l m
(m n). Bi ton quy hoch l khng suy bin, tt c phng n cc bin ca n
u c s thnh phn dng bng m v x = (x01 , x02 , , x0n ) l mt phng n
cc bin. K hiu J0 = {j : x0j > 0}. H vc t Aj : j J0 c lp tuyn tnh,
Ai =
xij Aj , i = 1,..,n
(4)
jJ
Nu gi B l ma trn c cc ct l Aj , j J0 v t xi = (xij ) Rm , j J0
21
Xt phng n bt k y = (yi ), ta c:
b=
n
X
yi .A =
i=1
x0j =
n
X
i=1
n
X
yi (
xij .A ) =
n
X X
xij yi .)Aj ; b =
jJ0 i=1
jJ0
jJ0
xij yi . j = 1, 2, ..., n
(5)
i=1
n
X
c i yi >
i=1
=
=
n
X
(c0T xi )yi
i=1
n
X
X
i=1 jJ0
n
X X
xij cj )yi
xij yi )cj
jJ0 i=1
cj .x0j = f (x0 )
jJ0
Vy, x0 l phng n ti u.
Ta c:
Ai =
xij Aj
(i)
(theo (4))
jJ0
Gi
di = (dij) : dij =
xij
0
22
j J0
j=i
j
/ J0 {i}
Xt vc t x() = x0 di ( 0), ta c:
n
X
xj ()Aj =
j=1
jJo
x0j Aj + (Ai
jJo
x0j Aj ) = b + 0 = b.
jJ0
f x() =
n
X
cj xj () =
j=1
cj (x0j xij ) + ci
jJ0
cj x0j + (ci )
jJ0
cj xij
jJ0
di = (dij) : dij =
xij
j J0
j=i
j
/ J0 {i}
3.2.
3.2.1
Thut ton n hnh gii quy hoch tuyn tnh dng chnh tc khi bit phng
n cc bin x .
B1. Kim tra ti u.
Xc nh: c0 , xi = B 1 Ai , i = 0, 1, . . . , n. Tnh i = c0T xi ci , i = 1, . . . , n.
Nu i > 0, i th x l phng n ti u. Thut ton kt thc. Ngc li,
chuyn sang B2.
B2. Kim tra hm mc tiu bi ton khng b chn.
Nu tn ti k : k > 0 v xk 0 th bi ton c hm mc tiu khng b chn.
Thut ton kt thc. Ngc li, chuyn sang B3.
B3. Xy dng phng n cc bin mi tt hn.
(i) Tm vc t a vo c s: Nu max i : i = 1, . . . , n = v th Av c
chn a vo c s.
x0i
x0r
(ii) Tm vc t a ra c s: Nu min
: xvi > 0 =
th ta chn Ar
xvi
xv.r
a ra c s.
3.2.2
Bng n hnh
+x3
x2
3x6 min
+x4
x6
=2
+x4
+x6
= 12
+3x6
=9
4x3 +2x4
+x5
xj > 0, j = 1, ..., 6
Gii
Bi ton c dng chun tc.
C 0 C
-1
-2
-3
x0
x1
x2
x3
x4
x5
x6
A1
-1
-1
A2
12
A5
-10
-1
(2)
A4
-1
A2
10
-1
-1
A5
-2
-14
-2
-3
(3)
A4
0.6
1.4
0.2
A3
-0.2
-1.8
-0.4
A6
-0.4
0.4
0.2
-17 -0.8
-42
-0.6
26
3.2.4
Trng hp bi ton suy bin, trnh xoay vng ta c th s dng quy tc Blac
chn vc t vo c s:
Av
3.2.5
Thut ton n hnh gc, p dng gii quy hoch tuyn tnh khi a dng chnh
tc, c sn c s n v v phng n cc bin. Tuy nhin khng phi lc no cng
gp may nh vy. Trong trng hp , ta phi tm cch a v dng c th p
dng thut ton n hnh m tm ra phng n cc bin xut pht. Mt trong
nhng cch l dng bin gi s c trnh by di y, c hai dng: Hai pha
v nh thu.
Thut ton n hnh hai pha
Bi ton gc, bi ton b tr
Gi s cn gii bi ton (m ta s gi l bi ton gc):
f (x) = cT x min
Ax = b
x>0
b>0
Tng ng vi bi ton gc, ta lp bi ton b tr sau:
Ax + w = b
x > 0; W > 0
x2
x2
x3
+x4
x5 = 1
xj > 0, j = 1, .., 5
Gii
Ta a vo hai bin gi l x6 , x7 cho cc rng buc th (2) v (3). Khi , ta c
bi ton b tr sau.
F (x) = x6 + x7 min
+9x5 = 3
x2
x2
x3
+x4
xj > 0, j = 1, .., 7
Cc bng n hnh gii bi ton trn l
29
x5 + x7 = 1
3x1
+2x2
x3 = 8
+2x2
x3 6 8
xj > 0, j = 1, 2, 3
Gii
Ta chn bin b x4 , x5 ta a bi ton dng chnh tc vi b 0 nh sau.
f (x) = 7x1 + x2 4x3 min
6x1
4x2 5x3 + x4 = 20
+2x
x3 = 8
1
2
3x1 2x2
+x3 x5 = 8
xj > 0, j = 1, 2, 3, 4, 5
Tip tc chn bin gi x6 , x7 , ta c bi ton b tr sau.
F (x) = x6 + x7 min
6x1
4x2
5x3 + x4 = 20
+2x
x +x =8
1
2
3
6
xj > 0, j = 1, 2, 3, 4, 5, 6, 7
30
-4
x0
x1
x2
x3
x4 x5
A4
20
-4
-5
A6
A7
-3
-1
16
-2
-1
A4
36
-3
A2
0.5
0.5
A7
-4
-1
-4
-1
-6.5
4.5
A4
60
11
A3
A7
-4
-1
-32
-11
-9
Ax + w = 0
x > 0, w > 0
31
x1
+2x2
x3
+x4 = 2
2x
x1
x2
x4 = 6
+x3
xj > 0, j = 1, 2, 3, 4
Gii
Ta chn bin gi x5 , x6 , x7 , ta c bi ton M-ln tng ng sau
F (x) = 3x1 + x2 + 3x3 x4 + M (x5 + x6 + x7 ) min
x1
2x
x1
+2x2
x3
+x4 + x5 = 2
x4 + x7 = 6
+x3
xj > 0, j = 1, 2, 3, 4, 5, 6, 7
Ta c cc bng n hnh.
C0 C
-3
-1
x0 x1
x2
x3
x4
A5
-1
A6
-6
A7
-1
-1
-1
-3
17
-5
A1
-1
A6
-10
A7
0 33 -3
-2
-6
-7 0
-2
-13
-1
A1
1.2
A3
21
0.2
A7
-2.4
-6
-7
-2
-2.4
A1
1.2
A3
-4.6
A2
-2.4
-18.8
2x1 + 2x2 x3 6 1
x x 3x > 1
1
xj > 0, j = 1, 2, 3
Gii
Gi hai bin b x4 , x5 , a bi ton v dng chnh tc v x6 l bin gi, ta c
bi ton M -ln sau.
F (x) = 2x1 2x2 + 3x3 + M x6 min
2x1 + 2x2 x3 + x4 = 1
x x 3x x + x = 1
1
2
3
5
6
xj > 0, j = 1, 2, 3, 4, 5, 6
Ta c cc bng n hnh sau:
34
C0 C
-2
x0
x1 x2
x3
x4
x5
A4
-1
A6
-1
-3
-1
-2
-3
-1
-3
-1
A1 0.5
-0.5
0.5
A6 0.5
-2 -2.5 -0.5 -1
0.5
-2 -2.5 -0.5 -1
-4
3.3.
Bi tp chng 3
x1
+7x3 3x4
x2 2x3
3x3
+x4
(3.3.1)
=7
=1
xj 0, j = 1, 2, 3, 4, 5.
(3.3.2)
x4 +x5 = 16
35
x1
+7x3 3x4
x2 2x3
=7
+x4
=1
3x3 x4 +x5 = 16
xj 0, j = 1, 2, 3, 4, 5.
(b) f (x) = 3x1 + 3x2 + 2x3 + 7x4 max
xj 0, j = 1, 2, 3, 4, 5.
(c) f (x) = x1 2x2 min
x1 +x2 2
x 2x 3
1
2
x1 0, x2 0.
(d) f (x) = 2x1 + 4x2 + x3 + x4 max
x1 +3x2
2x1
+x4 4
3
+x2
x2 +4x3 +x4 3
xj 0, j = 1, 2, 3, 4
(e) f (x) = 3x2 + 2x4 + 2x6 min
x1
+5x4
x2
x4
+x5 +2x6 = 10
+x5
=3
=1
x2
= 10
x3 +2x4 +x5
=0
+x6 = 30
36
x1
x4
2x6 = 5
+2x4 3x5 x6
x2
=3
x1
x4
x2 +x3
2x6 = 7
4x5
x2
xj 0, j = 1, 2, 3, 4, 5, 6.
7x6 = 9
3x6 = 4
x1
2x
x2
+2x3
+x
+3x
7
3x
1
2
3
4
xj 0, j = 1, 2, 3, 4.
(j) f (x) = 11x1 + 3x2 x3 + 11x4 min
x1
x2 +4x3 3x4 5
2x
2x
1
3
4
2x1 x2 x3 +x4 6
xj 0, j = 1, 2, 3, 4.
Bi 3.3. Gii v bin lun bi ton sau theo tham s t:
f (x) = 2x1 + tx2 + x3 min
6x1
2x
+8x2 2x3 1
8x
+x
1
2
3
x1 5x2 +x3
3
2
xj 0, j = 1, 2, 3.
Bi 3.4. Gii bi ton sau xut pht t phng n cc bin x = (1, 2, 0, 3)
f (x) = 2x1 x2 15x3 + 4x4 max
37
x1
+2x2 x3
x4
+x
x4 = 2
1
2
3x1 x2
+x3
=8
+4x3 +x4 = 4
xj 0, j = 1, 2, 3, 4.
Bi 3.5. Cho bi ton quy hoch
f (x) = x1 + x2 2x3 3x4 + 4x5 min
3x2
x1 +4x2
7x2
1
x2
2
4x4 +3x5
+x4
+x3
34
2x5 = 24
+2x4 3x5 12
1
x5 = 5
2
xj 0, j = 1, 2, 3, 4, 5.
2x1
+8x3 +(1 t)x4 +2x5
x1
1
x2 +x3
2
=9
= 14
xj 0, j = 1, 2, 3, 4, 5.
38
x2 x3 +x4
xj 0, j = 1, 2, 3, 4, 5.
x5 = 1
x1 +2x2
+x3
=8
3x1 2x2
x3
xj 0, j = 1, 2, 3.
(c) f (x) = x1 + 3x3 x4 min
x1
2x
x3 +2x4 = 1
+x
+4x
1
2
3
2x4 = 2
=3
xj 0, j = 1, 2, 3, 4.
(d) f (x) = x1 2x2 + 3x3 min
2x1
2x
x1
+x2 +3x3 = 2
+3x2
4x3 = 1
x2 +3x3 4
xj 0, j = 1, 2, 3.
(e) f (x) = 2x1 + x2 x3 4x4 max
39
2x1 +2x2 x3 1
x1 +3x2 +x3 2
3x +4x x 3
1
2
3
x
0
3
x1
2x
x2 +x3 6
3x
=1
1
2
3
x1 +2x2 x3 = 0
xj 0, j = 1, 2, 3.
(b) f (x) = x1 + x2 x3 min
2x1
4x
x2
x
+x3 = 2
+2x
=1
1
2
3
x1 +2x2 4x3 4
xj 0, j = 1, 2, 3.
(c) f (x) = x1 3x2 max
4x1 +3x2 12
x1
+x2
x1 +5x2
x1 0.
(d) f (x) = 3x1 + 2x2 max
x1 tx2 1
x
1
+x2 1
xj 0, j = 1, 2, 3, 4
(Bin lun theo tham s t > 0).
(e) f (x) = 5x1 x2 + x3 10x4 + 7x5 max
3x1 x2
x3
+x
1
2
3
=4
+x4
=1
+x5 = 7
40
xj 0, j = 1, 2, 3, 4, 5.
(f) f (x) = x4 x5 max
2x2
x4 x5
+2x3 x4 +x5 0
2x1
x1
x3
2x2
x4 +x5 0
+x2 +x3
xj 0, j = 1, 2, 3, 4, 5.
=1
x1
2x
+2x2 x3
+x4
=0
2x
+3x
=9
+3x
1
2
3
4
x1 x2 +2x3 x4 = 6
xj 0, j = 1, 2, 3, 4.
41
Chng 4.
BI TON QUY HOCH TUYN
TNH I NGU V THUT TON
N HNH I NGU
4.1.
nh ngha 4.1.1 (Bi ton i ngu). Cho cc bi ton quy hoch tuyn tnh:
f (x) = cT x min
g(x) = bT y max
ATi x > bi ; i M1
yi > 0 , i M1
AT x 6 b ; i M
y 6 0, i M
i
2
(b) yi R , i M3
y T AJ 6 cj , j N1
i
2
i
(a) ATi x = bi ; i M3
xj > 0 ; j N1
y T AJ > cj , j N2
xj 6 0 ; j N2
xj R; j N3
y T AJ = cj , j N3
42
Gc
min max
i ngu
= bi
Rng buc bi
bi
ci
ci Rng buc
= ci
Bin
Bin
(a)
x1 +3x2
x2
2x1
=5
(b)
+3x3 > 6
x3
y1 +2y2
3y1
64
y2 > 0, y3 6 0
61
y2
>1
3y2
+y3 = 3
x1 > 0, x2 6 0
Nhn xt 4.1.3. Quan h i ngu gia cc bi ton quy hoch tuyn tnh c
tnh cht i xng.
nh l 4.1.4 (i ngu yu). Nu x, y ln lt l phng n ca bi ton quy
hoch tuyn tnh gc v i ngu th g(y) f (x).
Chng minh.
Ta t
ui = yi (ATi x bi ), i = 1, . . . , m
(4.1.1)
vj = (cj y T Aj )xj , j = 1, . . . , n
Theo nh ngha bi ton i ngu, th yi v ATi x bi cng du, cj y T Aj v
xj cng du. Do , ui 0 v vj 0 vi mi i, j.
Ta c
m
X
i=1
n
X
ui = y T Ax y T b;
vj = cT x y T Ax;
j=1
43
ui +
P
j
T
c0 vi ma trn c s B.
b Khi , y 0 = cb0 B l
ng n c phng n ti u l x
yi (ATi x bi ) = 0
(4.1.2)
(4.1.3)
cj y T AJ xj = 0
Chng minh.
Ta c 0 6
ui +
u th f (x) = g(y). Kh , ui = 0 v vj = 0 vi mi i, j. Do
yi (ATi x bi ) = 0
(4.1.4)
(4.1.5)
cj y T A J x j = 0
nh l c chng minh.
5x1
+4x2
x3
+2x
1
2
x1 2x2
x3
+3x4
+2x4
+x5 > 5
+3x5 = 2
xj > 0, j = 1, 2, 3
Gii
Gi y = (y1 , y2 , y3 ) l phng n bi ton i ngu tng ng x .
Ta c A1 x = 6 > 5, A2 x = 9, A3 x = 2 nn y1 = 0.
Mt khc, xt x ta
c x1 , x3 , x4 , x5 khc 0 nn
1 1
4 1 y2
y2 = 4
16
2 2
y3 = 0
8
y3
20
45
2x1
x1
+x2
x3
+3x4
+2x5 > 7
x5 3x6 > 8
xj > 0, j = 1, 2, 3, 4, 5, 6
46
x3 + 2x5 7
2x3 x5 3x6 8
xj 0, =; j = 3, 5, 6
x3 2x6 = 3
x5 + x6 = 2
x3 + 2x5 7
2x3 x5 3x6 8
x 0, =; j = 3, 5, 6
j
x3 = 3 + 2t
x = 2 + t
5
x6 = t
t 3/2
4.2.
Thut ton n hnh i ngu l thut ton n hnh p dng vo gii bi ton
i ngu ca quyb hoch tuyn tnh cho nhng cc bc tin hnh li c
din t trn bi ton gc. Sau y ta tm hiu ni dung ca thut ton n hnh
i ngu.
47
4.2.1
C s l lun
Du hiu ti u.
Ta xt bai ton dng chnh tc
f (x) = cT x min
(4.2.6)
Ax = b
(4.2.7)
x0
(4.2.8)
v bi ton i ngu ca n
g(y) = bT y max
AT y c
Trong A l ma trn c m n v A c hng l m. B= {Aj : j JB } l mt c
s ca ma trn A. B c gi l c s i ngu nu
y T Aj = cj ; j J
, tc
y T Aj Cj ; j
/ JB
xj = x0j
xj = 0
khi j jB
khi j
/ jB
4.2.5
(4.2.9)
Chuyn sang bc 4.
Bc 4. Thc hin php quay xung quanh phn trc xsk ta thu c gi phng
n mi, coi n nh gi phng n ban u ri quay li bc 2.
Ch 4.2.6. Bng n hnh c lp nh trong thut ton n hnh gc, ch
khc nhau ch, ti v tr ghi gi tr hm mc tiu ct x0 khng ghi f (x) nh
trc m l g(y), ring bng xut hin du hiu ti u th hai gi tr ni trn
trng nhau.
49
xj 0, j = 1, 2, 3, 4, 5, 6.
Cc rng buc ca bi ton i ngu l:
t
yA1 = y1 y2 4
yA5 = y1 4
yA2 = y1 4y2 6
t
yA4 = 2y1 y2 3
yA6 = y2 0
00
x5j
n 4 6 5 3 o
1 1 3 2
4
x54
(4.2.10)
x0
x1
x2
x3
x4
x5
x6
A5
(-5)
-1
-1
-3
(-2)
A6
-3
-1
-4
-2
-1
-4
-6
-5
-3
5/2
1/2
1/2
3/2
-1/2
-1/2
-1/2
-3/2
A4
-5/2 -9/2
A4
-1
-10
-2
A3
-2
-2
-1
-1
-1
51
2 on
1 o
Cc h A1 = , A2 = A2 , A3 = v h {A3 , A1 } u c lp
0
1
2
n
tuyn tnh.
Xt h {A1 , A2 }:
t yA1 = c1
t yA2 = c2
y1 + y2 = 1
y1 = 3
(4.2.11)
y2 = 4
2y1 + y2 = 10
Vect (3, 4) khng tha mn rng buc (3) nn h {A1 , A2 } khng phi l c
s i ngu.
Xt h {A1 , A3 }:
t yA1 = c1
t yA3 = c3
y1 + y2 = 1
y1 + 2y2 = 8
y1 = 2
(4.2.12)
y2 = 3
x1 + x3 = 1
x1 + 2x3 = 1
x1 = 1/3
(4.2.13)
x2 = 2/3
Xt h {A2 , A3 }:
t yA2 = c2
t yA3 = c3
2y1 + y2 = 10
y1 + 2y2 = 8
y1 = 4
(4.2.14)
y2 = 2
2x1 + x3 = 1
x1 + 2x3 = 1
x1 = 1/3
(4.2.15)
x2 = 1/3
1 2 1 1
1
1 2 1
0 3 3 2
1 1 2 1
0 1 1 3/2
1 1 2
3/2
1 1 0 1/3
x0
10
x1
x2
x3
A1
2/3
A1 -1/3
(-1)
-3
A3
1/3
10 A2
1/3
-1
-3
1 1
bc 2, do x 0 nn suy ra x = 0, ,
l phng n ti u.
3 3
0
53
4.3.
T l lun v cc v d trn y ta thy rng, tin hnh gii bi ton (1), (2), (3)
bng thut ton n hnh i ngu ta cn phi bit mt phng n cc bin ca
bi ton i ngu (coi n l phng n cc bin xut pht tin hnh thut
ton).
1) Trng hp th nht
Gii s cn gii bi ton (c gi l bi ton chnh):
f (x) =t cx min
Ax b
x0
trong c 0; A l ma trn c m n.
a bi ton trn v bi ton dng chnh tc, n c dng:
f (x, w) =t cx min
Ax + w = b
x 0, w 0,
trong w = (xn+1 , xn+2 , . . . , xn+m ).
Cc rng buc ca bi ton i ngu ca bi ton dng chnh tc l:
t
y(Aj ) cj
yI i 0 (i = 1, 2, . . . , m)
(j = 1, 2, . . . , n)
(4.3.16)
t A i = c i
i J0
t A j c j
j
/ J0
xj = M
j J
/ 0
Ax = b
x 0,
x0 0.
x0 + x2 + x3 = M
x1 + x2 + 2x3 x5 = 6
2x1 x2 + 2x3 = 4
xj 0, j = 0, 1, 2, 3, 4, 5.
x2 =
1 7 3
, ,
2 2 2
e0
x
c
s
x0
x1
x2
x3
x4
x5
-1
-2
A0
(1)
-1 A1
-1/2
A4
7/2
-1
A5
-4
0 -3/2
56
-1
5/2
-2
-2 A2
-1 A1
1/2
1/2
3/2
A4
-7/2
(-7/2)
-9/2
A5
-4
3/2
3/2
1/2
-5/2
-9/2
-2 A2
16/7
-2/7
2/7
-1 A1
22/7
6/7
1/7
A0 -16/7
9/7
-2/7
A5
(-10/7)
3/7
-9/7
-5/7
-4/7
-2 A2
12/5
1/5
-1/5
-1 A1
14/5
2/5
3/5
A0 -14/5
1/10
9/10
A3
-3/10
-7/10
-36/5
-11/10 -9/10
2/5
4.4.
Vn hu ti u
m
P
j=1
bi ton mi sau y:
f (x) =t cx min
Ax = b
m
X
am+1,j xj bm+1
j=1
x0
Nu x tha mn rng buc b sung th n cng l phng n ti u ca bi
ton mi.
Trong trng hp ngc li, ta s dng cc rng buc cng bc ca bi ton
ban u, c mt di dng tng ng ngay trong bng n hnh cui cng,
kh cc n c s xj , j J0 trong rng buc b sung:
m
X
j=1
58
(4.4.17)
59
c0
x0
c1
ci
cm
cj
x1
xi
xm
xj
xn+1
c1
A1
x10
x1j
ci
Ai
xi0
xij
cm
Am
xm0
xmj
An+1 b0m+1
xm+1,j
j 0
trong :
b0m+1
= bm+1
m
X
am+1,i xi0
(4.4.18)
i=1
xm+1,j = am+1,j
m
X
am+1,i xij
(j = 1, 2, . . . , n).
(4.4.19)
i=1
x1 +3x2
+2x4 9x5
=5
3x2 3x3
+x5 15
xj 0, j = 1, 2, 3, 4, 5.
(a) Gii bi ton cho.
(b) Gii bi ton cho khi v phi b = (5, 19, 15) c thay bi b = (3, 14, 6).
Gii
60
x1 +3x2
+2x4 9x5
=5
3x2 3x3
+x5
= 19
+x7 = 15
xj 0, j = 1, 2, 3, 4, 5, 6, 7.
Ta c bng sau:
c0
x0
-1
x1
x2
x3
x4
x5
x6 x7
A1
-9
A6 19
-2
-7
A7 15
(3)
-3
-5
-6
A1
-9
A6
(2)
-8
A2
-1
1/3
-8
-1 A1
-5
(-1)
A4
1/2
-4
A2
-1
1/3
-5
-7
18
1
A5
-1
-2
A4
24
-4
-15/2
A2
1/3 1/3
-1/3
54
-19
-7
1 2 0
B = [A1 A4 A2 ] =
0 2 3
0 0 3
x1 +3x4
5
0
= 14 x =
4
=3
2x4 +3x2
3x2
=6
4.5.
Bi tp chng 4
n
P
cj xj max
j=1
n
P
aj xj
j=1
xj 0, j = 1, 2, . . . , n
trong , cj , aj , j = 1, 2, . . . , n l cc s dng.
(b)
n
P
jxj min
j=1
i
P
xj i,
i = 1, 2, . . . , n
j=1
xj 0, j = 1, 2, . . . , n.
62
x1
+x2 4x3
xj 0, j = 1, 2, 3, 4.
Bi 4.3. Chng minh rng bi ton {t cx max : Ax b, x 0} c phng n
ti u nu b 0 v ma trn A c t nht mt dng gm ton cc s dng.
Bi 4.4. Chng t rng x = (0, 1, 0, 3) l phng n ti u ca bi ton
f (x) = x1 3x2 + x3 2x4 min
4x1 +12x2
+3x
+4x4
x
= 24
3
1
2
3
xj 0, j = 1, 2, 3, 4.
Bi 4.5. Kim tra tnh ti u ca phng n x = (0, 0, 2, 2, 0) ca bi ton:
f (x) = 2x1 + 4x2 x3 2x4 + 2x5 min
x1 +2x2 +3x3
=2
4x
3x1
+x4
x1 0, x2 0,
63
3x1
+2x3 = 24
x1 +2x2 +2x3
x1 +x2 +x3
4x +2x 2x
1
2
3
2
1
x1 1, x2 0, x3 0.
l x = (1, 5/4, 11/4). Hy tm phng n ti u ca bi ton i ngu.
Bi 4.7. Tm tp phng n ti u ca bi ton
f (x) = x1 + x2 + 2x3 2x4 4x5 min
2x1
x3 +x4 x5 21
3x1
+5x3 3x4 +2x5
= 25
2x
+x +4x
20
1
xj 0, j = 1, 2, 3, 4, 5.
bit rng y = (1, 0, 1, 1) l phng n ti u ca bi ton i ngu.
Bi 4.8. Cho bi ton
f (x) = x1 + x2 x3 min
+x3
x1 +2x2
2x1
2x1
x1
x2 8x3 6
2x2
+x3
x2 +5x3
+3x3
x3
64
xj 0, j = 1, 2, 3, 4.
(a) Chng t rng phng n x = (0, 1, 1, 0) l phng n ti u ca bi ton
cho.
(b) Tm tt c cc phng n ti u ca bi ton cho tha mn iu kin
c3 + 5x4 = 1.
Bi 4.10. Cho bi ton:
f (x) = 5x1 9x2 + 5x3 + 7x4 + 3x5 min
+2x3 +4x4 x5
8x
x1
x2
+x3
= 20
x5 1
xj 0, j = 2, 3, 4, 5.
(a) Chng t rng phng n x = (0, 1, 0, 5, 0) l phng n ti u ca bi ton
cho. Tm tp phng n ti u ca bi ton i ngu.
(b) Hy tm tt c cc phng n ti u ca bi ton cho c thnh phn th
ba l x3 = 4.
65
2x1
3x2
+5x4
+x5 b1
7x4
x5 b2
x4 0, x5 0.
(a) Tm tt c cc phng n cc bin ca bi ton cho.
(b) Tm iu kin cn v v cc tham s , bi ton cho c phng
n ti u vi mi b1 , b2 , b3 .
(c) Vi gi tr no ca , bi ton cho c hm mc tiu khng b chn?
Bi 4.12. Cho bi ton
f (x) = x1 + 3x2 12x3 + x4 + x5 min
2x1
3x2
+5x4
+x5 b1
7x4
x5 b2
x4 0, x5 0.
x4 0, x5 0.
66
67
Chng 5.
BI TON VN TI V THUT
TON TH V
5.1.
Bi ton vn ti
cij xij
i=1 j=1
n
P
xij = ai ,
j=1
m
P
xij = bj ,
i=1
xij 0,
min
(1)
(i = 1, 2, . . . , m)
(2)
(i = 1, 2, . . . , n)
(3)
(i = 1, 2, . . . , m, j = 1, 2, . . . , n)
(4)
m
P
i=1
ai , b =
n
P
bj . Nu a = b th bi ton vn ti (1),(2),(3),(4) c gi
j=1
(5.1.1)
(5.1.2)
5.2.
5.2.1
Chu trnh
Mt dy c dng
(i1 , j1 ), (i1 , j2 ), (i2 , j2 ), , (ik , jk ), (ik , j1 ) hay
(i1 , j1 ), (i2 , j1 ), (i2 , j2 ), , (ik , jk ), (i1 , jk ) c gi l mt chu trinh (hai k
tip cng mn trong mt dng hay mt ct, ba lin tip khng cng mn trn
mt dng hay mt ct, u tin v cui cng cng c coi l hai lin tip).
Nh vy s trong mt chu trnh l mt s chn khng nh hn 4.
Tp U = {(i, j) : i = 1, 2, . . . , m; j = 1, 2, . . . , n} c gi l cha chu
trnh nu nh t cc ca c th lp c t nht mt chu trnh. Nu tri li
th ta ni khng cha chu trnh.
(5.2.3)
5.3.
Vn tnh cc c lng
X
(i,j)V
cij
c
X
(i,j)V
cij
(5.3.4)
cij
30
16
18
68
40
15
71
72
5.4.
74
5.5.
Thut ton th v
(5.5.5)
chuyn sang bc 4.
Bc 4. Xy dng x0 = (xij ) theo cng thc
x0ij =
xij +
nu(i, j) V l
nu(i, j) V c
xij
xij
(5.5.6)
nu(i, j) V
5 3 16
c=
5 3 7
1 8 12 10
Gii
76
T ta c phng n ti u
x =
90
230
100
80
0
110 120
vi gi tr ti u ca hm mc tiu l
f = 110.3 + 90.5 + 80.3 + 110.7 + s120.8 + 230.1 = 2950.
5.6.
5.6.1
Tiu chun ti u
(5.6.7)
sao cho
y t Aij cij
nu xij = 0
y t Aij = xij
xij > 0
(5.6.8)
T suy ra rng:
iu kin cn v phng n x = (xij ) l phng n ti u ca bi ton
(1),(2),(3),(4) l tn ti cc s ui vi i = 1, 2, . . . , m v vj vi j = 1, 2, . . . , n sao
cho
ui + vj cij
xij = 0
ui + vj = cij
xij > 0
5.6.2
ai ui +
n
X
bj vj max
j=1
ui + vj cij
(i = 1, 2, . . . , m, j = 1, 2, . . . , n)
Ch mc
i ngu, 42
C s ban u, 27
i ngu mnh, 44
i ngu yu, 43
Chu trnh, 69
chnh lch, 74
lch b, 45
a din li, 15
im cc bin, 15
H
on thng, 14
Hai pha, 28
c lng, 21
M
Ma trn cc ph, 69
B
Bi ton gc, 42
Bi ton m rng, 55
Phng n cc bin, 15
Bi ton vn ti, 68
Bi ton vn ti i ngu, 78
73
Bng n hnh, 24
B tr, 27
BT lp k hoch sn xut, 3
S
S phng n cc bin, 16
BT vn ti, 4
Suy bin, 27
C
79
T
Tnh li, 15
Tp li, 14
Tp li a din, 15
T hp li, 14
Thut ton n hnh, 24, 35, 47
Thut ton th v, 75
V
Vn ti c in, 68
80
DANH SCH NH L
2.1.2. Tnh cht bc cu ca t hp li
2.1.4. Tnh cht ca tp li
2.2.1. Tnh li ca tp phng n
2.2.2. Tnh li ca tp phng n
2.3.1. iu kin l phng n cc bin
2.3.3. Phng n cc bin ti u
2.3.4. iu kin c phng n ti u
3.1.2. Du hiu ti u
3.1.3. Du hiu hm mc tiu khng b chn
3.1.4. Du hiu xy dng c phng n ti hn
3.2.9. Quan h gia bi ton gc v M -ln
4.1.4. i ngu yu
4.1.6. i ngu mnh
4.1.7. S tn ti phng n
4.1.8. lch b
5.1.1. iu kin c phng n ti u
5.2.2. iu kin khng cha chu trnh
5.2.4. Chu trnh duy nht
5.2.5. Chu trnh duy nht
5.2.6. iu kin cc bin
5.2.7. iu kin cha t nht mt chu trnh
5.3.2. Phng php n gin xc nh cc c lng
5.3.3. Du hiu ti u (bi ton vn ti)
81