Chng 1

BI TON
QUY HOCH TUYN TNH

20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

NI DUNG
1. Bi ton QHTT tng qut
2. Cc dng ca bi ton QHTT
3. Cc tnh cht ca bi ton QHTT
4. Phng php hnh hc
5. Phng php n hnh

20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Bi ton QHTT tng qut

L bi ton c dng:
n

f ( x ) = c j x j max(min)
j =1

n
aij x j bi , i = 1,..., p
j =1
n
aij x j = bi , i = p + 1,..., m
j =1
x j 0, j = 1,..., q

x j , j = q + 1,..., n
20/6/2012

(1)
(2)
(3)
(4)

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Bi ton QHTT tng qut

trong : x j , j = 1,..., n l n bin cn tm ;
cc s c j , j = 1,..., n; aij , bi , i = 1,..., m c cho sn.
biu thc (1),(2) gi l cc rng buc(RB) ca bi ton;
biu thc (3), (4) gi l RB (iu kin) v du ca bin.

20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Bi ton QHTT tng qut

Gi D:= {x : tha mn cc rng buc (1) (4)} l
tp rng buc (hay min chp nhn c (cn))
ca bt.
Mi x D gi l phng n (PA) cn.
*
*
x
PA cn
tha mn f ( x ) f ( x ), x D
(/v bi ton min)
c gi l PA ti u (PAT).
Gi tr f ( x * ) c gi l gi tr (mc tiu) ti u.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Bi ton QHTT tng qut

V d 1 [1] Cng ty RM sn xut hai loi nc sn:
s.ni tht v s.ngoi tri. Nguyn liu gm A (c 6
tn) v B (c 8 tn). Bit rng:
1 tn s.ni tht cn: 2 tn A , 1 tn B;
1 tn s.ngoi tri cn: 1 tn A, 2 tn B.
Qua tip th, c bit nhu cu th trng l nh sau
(cho 1 ngy):
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Bi ton QHTT tng qut

Nhu cu s.ni tht khng hn nhu cu s. ngoi tri
qu 1 tn;
Nhu cu cc i ca s.ni tht l 2 tn.
Vn : Cty cn phi sx mi ngy nh th no
doanh thu l ln nht?
Bit rng: 1 tn s.ni tht gi 2000USD;
1 tn s.ngoi tri gi 3000 USD.

20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Bi ton QHTT tng qut

Gi x, y l s tn s.ni tht v s.ngoi tri c sx
ra trong ngy.
M hnh bi ton:
f ( x, y ) = 2 x + 3 y max
2 x + y 6
x + 2y 8

x y 1
x 2

x, y 0
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Cc dng ca bi ton QHTT

1. Dng tng qut
n

f ( x ) = c j x j max(min)
j =1

n
aij x j bi , i = 1,..., p
j =1
n
aij x j = bi , i = p + 1,..., m
j =1
x j 0, j = 1,..., q

x j , j = q + 1,..., n
20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

Cc dng ca bi ton QHTT

2. Dng chnh tc
n

f ( x ) = c j x j max(min)
j =1

n
aij x j = bi , i = 1,..., m
j =1
x 0, j = 1,..., n
j

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Cc dng ca bi ton QHTT

3. Dng chun tc
n

f ( x ) = c j x j max(min)
j =1

n
aij x j ( ) bi , i = 1,..., m
j =1
x 0, j = 1,..., n
j

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

11

Cc tnh cht ca bi ton QHTT

Xt 2 tnh cht c bn:
Tp hp D cc PA ca bi ton QHTT (dng bt
k) l mt tp li.
Nu mt QHTT c t nht mt PA v hm mc
tiu b chn di trong min rng buc (/v bi
ton min) th bi ton chc chn c PAT.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc (pp th)

Thng dng gii bi ton QHTT c 2 bin.
Xt bi ton c dng:
Tm x1, x2 sao cho:

f ( x1, x2 ) = c1x1 + c2 x2 min

ai 1x1 + ai 2 x2 bi , i = 1, m
( x1 0, x2 0)

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc

Mi bpt tuyn tnh ai 1x1 + ai 2 x2 bi xc nh
mt na mt phng.

Tp D = x = (x1, x2 ) :ai 1x1 + ai 2 x2 bi ,i = 1, m l

giao ca m na mt phng.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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(2)

x2

(3)

(1)

D
x1

O
7/27/2012

MaMH 501014

Chng 1 Bi ton Quy hoch tuyn tnh

15

Phng php hnh hc

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc

Phng trnh c1x1 + c2 x2 = khi thay i s xc
nh trn mt phng cc ng thng song song
vi nhau (gi l ng mc), vi gi tr mc .
Bi ton: Trong s cc ng mc ct D, hy tm
ng mc vi gi tr mc nh nht.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc

Phng php:
Xc nh D.
V vct c = (c1, c2 ) , ri v ng mc qua gc
ta v vung vi vct c = (c1, c2 ).
/v bt min, tnh tin ng mc ngc hng
vi vct c = (c1, c2 ) n mc thp nht m vn
cn ct min D (ng min).
Khi , ng min tip xc vi D v t D v
cng mt pha. Tip im tng ng chnh l
PAT.
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc

i vi bi ton max, th lm ngc li.
Tnh tin mi m khng tm c im tip xc
bi ton khng c PAT.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc

V d 2 Gii bi ton sau bng pp hnh hc

f ( x, y ) = 2 x + 3 y max
2 x + y 6
x + 2y 8

x y 1
x 2

x, y 0.
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(1)
(2)
(3)
(4)

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php hnh hc

PAT ca bi ton l ta ca im F = (1)(2).

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

tng: tin hnh kho st cc nh ca min
rng buc tm ra nh ti u.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Xt bi ton c dng chnh tc sau:
f ( x ) = c1x1 + c2 x2 + ... + cn xn min
x1
+ a1( m +1) xm +1 + ... + a1n xn = b1

+ a2( m +1) xm +1 + ... + a2n xn = b2

x2

xm + am ( m +1) xm +1 + ... + amn xn = bm

x j 0, j = 1, n

vi bi > 0, i = 1, m.
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

nh ngha 1: Bin c s l bin i vi vct ct
n v.
Trong bt trn, cc bin c s l x1, x2 ,..., xm , cc
bin cn li l bin khng c s (c gi tr = 0).
0
x
= (b1, b2 ,..., bm ,0,...,0) l mt PACB xut
Khi ,
pht ca bi ton.

20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

V d 3 Bi ton

f ( x ) = 3 x1 + 5 x2 x3 + 2 x 4 min
x + 4x x
= 1 (1)
1
2
3

x2 + 3 x3 + x4 = 5 (2)

x j 0, j = 1,4
0
x
= (1,0,0,5),
c PACB xut pht l

(bin x1, x4 l bin c s).

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Mi vct ct Aj , j = 1,2,..., n c biu din qua
vct c s:
Aj = a1 j A1 + a2 j A2 + + amj Am , j = 1, n

Gi tr mc tiu ti x0 :

f ( x 0 ) = c 0 , x 0 = c1b1 + c2 b2 + + cm bm

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

S j , j = 1, n c gi l c lng tng ng
ca bin x j , vi
m

j = ci aij c j , j = 1, n.
i =1

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

nh l 1 (Du hiu ti u)
Nu x0 l PACB sao cho j 0, j = 1, n th x0 l
PAT.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

nh l 2 (Du hiu bi ton khng c li gii)
Nu Aj ngoi c s lin kt ca PACB x0 sao cho
j > 0 v aij 0, i I0 (I0 l tp ch s bin c
s), th bi ton khng c PAT.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

nh l 3 (Tm PA mi tt hn)
Nu Aj ngoi c s lin kt ca PACB x0 sao cho
j > 0 v vi j m j > 0 u c t nht mt ch
s i I0 sao cho aij > 0, th ta c th tm c mt
PACB mi x1 tt hn x0 .

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Thut ton n hnh
Bc 1: Lp bng n hnh (tng ng vi x0)
Bc 2: Kim tra cc c lng
Sau khi tnh j , tin hnh kim tra
Nu du hiu ti u xut hin ( j 0, j = 1, n ) th
PA ang xt l PAT.
Nu xut hin du hiu hm mc tiu khng b
chn ( j > 0, aij 0, i I0 ) th kt lun bi ton
khng c PAT.
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Nu khng xy ra 2 trng hp trn, th ta c th
tm c PA mi tt hn nh sau:
1. Xc nh bin vo x k

max{ j : j > 0} = k
2. Xc nh bin ra x s
ai 0
as 0
min{
: aik > 0} =
aik
ask
vi ai 0 l cc phn t ct PA. Khi , phn t ask
c gi l phn t trc.
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Tip theo, lp bng n hnh mi,
Tnh cc gi tr ca hng mi vo:
asj
akj =
, i s
ask
Tnh cc gi tr cn li trong bng n hnh:
asj
aij = aij
aik , i s
ask
j = j
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asj
ask

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

V d 4 Gii bi ton sau bng pp n hnh

f ( x ) = 3 x1 + 5 x2 x3 + 2 x 4 min
x + 4x x
= 1 (1)
1
2
3

x2 + 3 x3 + x4 = 5 (2)

x j 0, j = 1,4

20/6/2012

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

0
x
= (1,0,0,5))
Lp bng n hnh (PACB

H Bin Phng 3
s c s
n
x1

-1

x2

x3

x4

x1

-1

x4

f(x0) = 13 0

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Tm PA mi:
H
s

Bin
c s

Phng
n

x2

x4

20/6/2012

-1

x1

x2

x3

x4

1/4

1/4

-1/4

19/4

-1/4

13/4

f(x1) = 43/4 -9/4

25/4

MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Tm PA mi:
H Bin
s c s

Phng
n

-1

x1

x2

x3

x4

x2

8/13

3/13

1/13

-1

x3

19/13

-1/13

4/13

-25/13

f(x2) = 21/13 -23/13

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

V j 0, j = 1,4 nn:
PAT ca bi ton: x * = (0,8 / 13,19 / 13,0);
Gi tr ti u: f ( x * ) = 21/ 13.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Lu
1. Nu bi ton f ( x ) max , th hoc:
- Chuyn v bi ton g ( x ) = f ( x ) min;
- Hoc gii trc tip bi ton f ( x ) max.
2. bng n hnh ti u, nu c j = 0, vi xj l
bin khng c s th bi ton c PAT khc.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Bi ton m rng
Xt bi ton dng chnh tc:
f ( x ) = c1 x1 + c 2 x 2 + ... + c n x n min

a11 x1 + a12 x 2 + ... + a1n x n = b1

a21 x1 + a22 x 2 + ... + a2 n x n = b2

a x + a x + ... + a x = b
m2 2
mn n
m
m1 1

x j 0, j = 1, n

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Gi s bi ton cha c bin c s. Ta thm vo
mi phng trnh mt bin gi xn + i 0, i = 1, m vi
h s l 1.
Trn hm mc tiu, cc bin gi c h s l
+ M (f ( x ) min), M (f ( x ) max), vi M l s
dng rt ln.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Bi ton m rng:
m

f ( x ) = c1x1 + c2 x2 + ... + cn xn + M( xn +i ) min

i =1

a11x1 + a12 x2 + ... + a1n xn + 1xn +1

= b1

= b2
a21x1 + a22 x2 + ... + a2n xn + 1xn +2

a x + a x + ... + a x
+ 1xn +m = bm
m1 1
m2 2
mn n

x j 0, j = 1, n + m

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Xt du j = j M + j
j > 0 nu j > 0 hoc ( j = 0 v j > 0)
j < 0 nu j < 0 hoc ( j = 0 v j < 0)
j > k nu j > k hoc ( j = k v j > k )
Cc bc tnh ton nh pp n hnh thng thng.

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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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Phng php n hnh

Quan h gia bt m rng v bt gc:
1. Nu bt m rng khng c PAT, th bt gc
cng khng c PAT.
2. Nu bt m rng c PAT l
x * = ( x1* , x 2* ,..., x n* ,0,...,0)
th bt gc c PAT l
x * = ( x1* , x 2* ,..., x n* )
3. Nu bt m rng c PAT l
x * = ( x1* , x 2* ,..., x n* ,0,0, a > 0,..,0)
th bt gc khng c PA. xn +i
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MaMH: 501014 Chng 1: Bi ton Quy hoch tuyn tnh

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