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S cnh tranh khc lit trong hot ng sn xut kinh doanh lun i hi
cc nh qun l doanh nghip phi thng xuyn la chn phng n a ra
cc quyt nh nhanh chng, chnh xc v kp thi vi nhng rng buc v hn
ch v cc iu kin lin quan ti tim nng ca doanh nghip, iu kin th
trng, hon cnh t nhin v x hi. Vic la chn phng n no l ti u
theo mc tiu nh trc l ht sc quan trng. Nu tt c cc yu t (bin s)
lin quan n kh nng, mc ch v quyt nh la chn u c mi quan h
tuyn tnh th chng ta hon ton c th s dng m hnh quy hoch tuyn tnh
(QHTT) m t, phn tch v tm li gii cho vn la chn ti u trong
qun l kinh t. Trong mn hc Ton kinh t vic gii bi ton QHTT thc hin
bng thut ton n hnh . Trong phn mm Excel s dng mt cng c ci
thm l Solver c th gii bi ton ti u nhanh chng.
2.1 NHC LI BI TON QUY HOCH TUYN TNH
2.1.1 Bi ton QHTT dng tng qut
Bi ton QHTT dng tng qut l bi ton ti u ho hay bi ton tm cc
tr (cc tiu hoc cc i) ca mt hm tuyn tnh vi iu kin cc bin s phi
tho mn mt h phng trnh v (hoc) bt phng trnh tuyn tnh. M hnh
ton hc ca bi ton QHTT tng qut c th vit nh sau:
n
a ij x j = bi , (i I1 ) (2.2)
j =1
1
a ij x j bi , (i I 2 ) (2.3)
j =1
a ij x j bi , (i I 3 ) (2.4)
j =1
x j 0 hoc x j 0 (2.5)
trong :
I1, I2, I3 l tp cc ch s (I1, I2, I3 khng giao nhau), k hiu
I = I1 I 2 I 3
2
Rng buc i c dng phng trnh th n s l cht vi mi phng n ca
bi ton, nu c dng bt phng trnh th n c th l cht i vi phng n
ny v l lng i vi phng n kia.
(3) Phng n ti u (phong n tt nht): Mt phng n m ti tr
s hm mc tiu t cc tiu (hoc cc i, tu trng hp c th ca f(x)) gi
l phng n t u.
(4) Phong n tt hn: Xt bi ton c f(x) min (max) v hai phng
n x1, x2 ca n. Phng n x1 gi l tt hn phng n x2 nu
( ) ( )
f x 1 ( ) f x 2 .
Nu c cc du bt ng thc thc s th gi l tt hn thc s.
Mt bi ton c tn ti phng n ti u gi l bi ton gii c v
ngc li nu khng c phng n ti u gi l bi ton khng gii c. Bi
ton khng gii c l do mt trong hai nguyn nhn sau:
+ Bi ton khng c phng n
+ Bi ton c phng n, nhng hm mc tiu khng b chn di nu
f(x) min hoc khng b chn trn nu f(x) max trn tp phng n.
(5) Phng n cc bin (PACB): Mt phng n tho mn cht n rng
buc c lp tuyn tnh c gi l phng n cc bin.
Mt bi ton c s rng buc (k c rng buc du nu c) t hn n th
chc chn s khng c phng n cc bin d n c phng n.
Phng n cc bin tho mn cht ng n rng buc gi l phng n cc
bin khng suy bin, tho mn cht hn n rng buc gi l phng n cc bin
suy bin. Nu tt c cc phng n cc bin ca bi ton u khng suy bin th
gi l bi ton khng suy bin, ngc li l bi ton suy bin.
thun tin cho vic trnh by cc kt qu l thuyt cng nh thut ton
gii QHTT, ngi ta thng s dng hai dng c bit ca bi ton QHTT l bi
ton dng chnh tc v bi ton dng chun.
2.1.2 Bi ton QHTT dng chnh tc
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Bi ton QHTT dng chnh tc c dng nh sau:
n
vi cc rng buc: a x
j =1
ij j = bi , i = 1 m (2.6)
x j 0, j = 1 n (2.7)
vi cc rng buc: a x
j =1
ij j bi , i = 1 m (2.8)
x j 0, j = 1 n (2.7)
4
Hnh 2.1 Hp thoi Add-ins cha cc chc nng m rng ca Excel
(2) Chn Solver Add-Ins v chn OK.
2.2.2 Xy dng bi ton trong Excel
Vic xy dng bi ton trong Excel cng tng t nh vic xy dng bi
ton khi chng ta tin hnh gii th cng thng thng. Sau khi phn tch u
bi chng ta cn vit c hm mc tiu v cc rng buc ca bi ton ri tin
hnh t chc d liu vo bng tnh. Ta xt v d sau:
V d 2.1: Cho bi ton QHTT sau:
Hm mc tiu: f(x) = 2x1+8x2-5x3+15x4 max
vi rng buc: 3x1-x2+x3+10x4=5
x1+2x2+x3+5x4 9
2x1+10x2+2x3-5x4 26
x j 0, j = 1 4
5
Cc rng buc: nhp cc h s ca cc quan h rng buc ti cc
B10:E12. Tnh v tri ca cc rng buc theo cng thc ti cc F10:F12.
Nhp cc gi tr v phi ca cc rng buc ti cc G10:G12.
Theo bng sau:
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Set Tanget Cell: Nhp cha a ch tuyt i ca hm mc tiu.
Equal To: Xc nh gii hn cho hm mc tiu hoc gi tr cn t n
ca hm mc tiu: Max, Min hay Value of tu thuc vo yu cu ca bi.
By Changing Cells: Nhp a ch tuyt i ca cc ghi cc gi tr ban
u ca bin.
Subject to the Constraints: Nhp cc rng buc ca bi ton.
Cch lm ca Solver l thay i gi tr ca cc bin ti By Changing
Cells cho n lc gi tr ca hm mc tiu ti Set Tanget Cell t mt gi tr quy
nh ti Equal To v ng thi tho mn tp cc rng buc ti Subject to the
Constraints.
Vi v d 2.1 ta tin hnh khai bo cc thng s cho Solver nh sau:
a ch ca hm mc tiu F8 c a vo Set Target Cell
Chn Max ti Equal To Solver tm li gii cc i cho hm mc
tiu.
Nhp a ch ca cc bin quyt nh B7:E7 ti By Changing Cells.
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Hnh 2.5 Hp thoi thm cc rng buc
Cell Reference: hoc vng cha cng thc ca cc rng buc.
du: Cho php ta la chn du ca cc rng buc tng ng.
Constraint: cha gi tr v phi ca cc rng buc tng ng (ta cng
c th nhp trc tip gi tr v phi ca rng buc tng ng).
Vi v d 2.1 cc rng buc c nhp nh sau:
+ Cc rng buc v du: do x j 0, j = 1 4 (cc rng buc u c dng
8
Hnh 2.7 Khai bo cc thng s ca bi ton
Sau khi hon tt ta chn Solve chy Solver, hp thoi kt qu xut
hin v cho ta hai s la chn sau:
10
Not Binding: Rng buc khng cht (rng buc lng).
2.3 CC LA CHN KHI GII BI TON QUY HOCH TUYN TNH
2.3.1 Cc la chn
thit lp cc thuc tnh cho Solver th trong bng Solver Parameters
ta nhp chut vo Options hp thoi Solver Options cho ta cc la chn sau:
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Gi tr nm trong khong t 0 n 1. Gi tr cng gn 0 th chnh xc cng
cao v cn nhiu thi gian hn (mc nh l 0.0001).
Assume Linear Model: Khi tt c quan h trong m hnh l tuyn tnh th
chn mc ny tng tc gii bi ton.
Assume Non-Negative: Chn tu chn ny nu mun gi nh tt c cc
bin ca bi ton u khng m.
Use Automatic Scaling: Chn tu chn ny khi ch v thay i c s
khc nhau ln. Solver s t ng iu chnh cc bin tm ra li gii. Chng
hn nh bi ton ti a % li nhun trn hng triu ng vn u t.
Show Iteration Results: Chn tu chn ny nu mun Solver tm dng
li v hin th kt qu sau mi ln lp.
Ba tnh nng nng cao iu khin cho Solver:
Estimates: Chn phng php cho Solver c lng cc bin
- Tangent: S dng cch xp x tuyn tnh bc nht.
- Quandratic: S dng cch xp x bc bn.
Derivatives: Chn cch c lng hm mc tiu v cc rng buc
- Forward: Dng khi gi tr ca cc rng buc bin i chm (c
dng ph bin).
- Central: Dng khi gi tr ca cc rng buc bin i nhanh v khi
Solver bo khng th ci tin kt qu thu c.
Search: Quy nh gii thut tm kim kt qu cho bi ton
- Newton: l phng php mc nh, s dng nhiu b nh v c s ln
lp t.
- Conjugate: cn t b nh hn phng php Newton nhng s ln lp
th nhiu hn. c s dng khi gii cc bi ton phc tp v b nh my tnh
c gii hn.
Save Model: Chn ni lu m hnh bi ton. S dng khi mun lu nhiu
m hnh trn mt worksheet. M hnh u tin c lu t ng.
Load Model: Xc nh vng a ch ca m hnh bi ton cn np vo.
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2.3.2 Hn ch khi gii bi ton quy hoch tuyn tnh trong Excel
Hn ch ca bi trnh ci thm Solver l ch gii c cc bi ton c ti da
l 16 bin s. Mt khc s ln lp ti a gii bi ton l 32767, thi gian ti a
gii bi ton l 32767nn bn cnh n cn tn ti mt s mt hn ch
nht nh v quy m ca bi ton v kh khn trong vic tm min ti u.
i vi nhng bi ton ti u c quy m ln ta c th s dng phn mm
Lindo y l mt phn mm tin hc rt mnh trong lnh vc ny.
2.4 M RNG BI TON
Vic ng dng m hnh QHTT trong qun l kinh t v qun tr doanh
nghip l rt ph bin. Chng ta thng bt gp m hnh ny trong cc bi ton
nh: bi ton lp k hoch sn xut ti u cho doanh nghip, bi ton phn b
vn u t, bi ton d trTuy nhin trong phn ny xin trnh by ra y 2
loi bi ton QHTT thng dng nht l: bi ton nguyn vt liu v bi ton vn
ti.
2.4.1 Bi ton nguyn vt liu
Bi ton tng qut
Mt nh my c kh nng sn xut n loi sn phm. sn xut cc sn
phm ny cn phi s dng m loi nguyn vt liu. Bit rng:
aij l lng nguyn vt liu loi i cn thit sn xut ra mt n v sn
phm loi j
bi l d tr nguyn vt liu loi i
cj l li nhun t vic bn mt n v sn phm loi j
vi i = 1, m v j = 1, n
Bi ton c m t theo bng sau:
S1 S2 Sj Sn D tr
NVL1 a11 a12 a1j a1n b1
NVL2 a21 a22 a2j a2n b2
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NVLi ai1 ai2 aij ain bi
NVLm am1 am2 amj amn bm
Li nhun n v c1 c2 cj cn
qu d tr bi: a
j =1
ij x j bi
n
Tng li nhun thu c khi sn xut x l c x
j =1
j j
Cc rng buc: a j =1
ij x j bi , i = 1, m
x j 0, j = 1, n
Vic gii bi ton nguyn vt liu trong Excel cng bao gm 2 bc:
B1: Xy dng bi ton (lp bi ton v t chc d liu trn bng tnh).
B2: Tin hnh gii bi ton bng cch chy Solver theo trnh t nh trn.
Ta xt mt v d c th sau:
V d 2.2
14
Mt nh my d nh tin hnh sn xut 5 loi sn phm Sj ( j = 1,5 ). C 5
15
Hnh 2.10 Lp bi ton trn bng tnh
B2: Gii bi ton:
- Chn G8 ri thc hin lnh Tools\ Solver, in y thng tin vo
hp thoi Solver Parameters nh sau:
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Phng n ti u (phng n cc bin) l x = (200, 0, 0, 0, 200) vi
f(x) max = 124 000. Hay phng n sn xut ti u ca nh my l sn xut 200
n v sn phm 1 v 200 n v sn phm 5 khi li nhun ti u t c l
124 000 n v tin t. Khng c nguyn liu no b lng ph.
2.4.2 Bi ton vn ti
Bi ton tng qut:
C m kho hng cng cha mt loi hng ho, lng hng c kho i l ai
(i = 1, m).
C n a im tiu th loi hng ni trn, vi nhu cu tiu th im j l
bj ( j = 1, n ) .
17
Bit cij l cc ph vn chuyn mt n v hng ho t kho i n im tiu
th j.
Bi ton c m t theo bng sau:
D1 D2 Dj Dn D tr
K1 c11 c12 c1j c1n a1
K2 c21 c22 c2j c2n a2
Ki ci1 ci2 cij cin ai
Km cm1 cm2 cmj cmn am
Nhu cu tiu th b1 b2 bj bn
n
Lng hng vn chuyn khi kho i: x
j =1
ij
m
Lng hng vn chuyn n im tiu th j: x
i =1
ij
n
Cc rng buc: x j =1
ij ai
18
m
x
i =1
ij = bj
xij 0, i = 1, m, j = 1, n
Cng ging nh bi ton nguyn vt liu tin hnh gii bi ton trong
Excel ta cn phi tri qua 2 bc l: xy dng bi ton v tin hnh chy
Solver. Xt v d c th sau:
V d 2.3
S dng cng c Solver nh trnh by trn hy lp phng n vn
chuyn xng ti u t 4 kho n 5 trm xng bn l ca mt cng ty kinh doanh
xng du khu vc V.
Bi gii:
B1: Xy dng bi ton
Gi xij l lng hng vn chuyn t kho i n im tiu th j nn
xij 0, i = 1,4, j = 1,5 .
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x13 + x23 + x33 + x43 <= 7
x14 + x24 + x34 + x44 <= 7
x15 + x25 + x35 + x45 <= 2
T chc d liu trn bng tnh nh sau:
20
Sau khi nhp y thng tin vo bng Solver Parameters ta chn
Solve\Keep Solver Solution ,OK. Ta c bng kt qu sau:
21
Dng tng qut ca h phng trnh tuyn tnh l h m phng trnh i
s bc nht i vi n n s:
a11x1 + a12x2 + +a1nxn = b1
a21x1 + a22x2 + +a2nxn = b1 (*)
am1x1 + am2x2 + +a1mxn = b1
vi x1, x2,, xn l cc n s; aij l h s phng trnh th i ca n xj; bi
l v phi ca phng trnh.
Khi m = n ta c h phng trnh vung vi n phng trnh n n.
Khi bi = 0 ta c mt h thun nht.
Ton hc cung cp cho chng ta kh nhiu phng php gii cc h
phng trnh tuyn tnh nh: phng php th, phng php cng i s,
phng php ma trn - nh thc Phn mm Excel cng cung cp cho ta hai
cng c rt d dng, nhanh chng v chnh xc tin hnh gii h phng trnh
tuyn tnh l: s dng trnh ci thm Solver v s dng kt hp hai hm
MINVERSE v MMULT.
2.5.1 Gii h phng trnh bng Solver
Ngoi ng dng gii cc bi ton QHTT Solver cn c th ng dng
gii cc bi ton v h phng trnh. Khi ch c cc rng buc dng phng
trnh v khng c hm mc tiu. Cc bc tin hnh gii h phng trnh hon
ton tng nh khi gii bi ton QHTT. hiu hn ta tin hnh xt v d sau:
V d 2.4: Gii h phng trnh sau:
2x1+ 4x2 + 3x3 = 4
3x1+ x2 - 2x3 = -2
4x1+ 11x2 + 7x3 = 7
Bc 1: T chc d liu vo bng tnh
Nhp cc h s, v phi ca phng trnh v cho gi tr khi ng cho cc
bin vo bng tnh nh hnh sau:
22
Hnh 2.14 Lp bi ton trn bng tnh
Bc 2: Gii h phng trnh
Chn Tools\ Solver, OK. Ri tin hnh in y thng tin vo hp
thoi Solver Paraments (b trng mc Set Target Cell).
23
Hnh 2.16 Chn loi bo co
Chn OK hon tt qu trnh chy Solver. Ta c bng kt qu nh
sau:
B = b1 b2 bn
24
2.5.1.1 Gii thiu hm MINVERSE v hm MMULT
Hm MINVERSE
L hm dng tm ma trn nghch o.
C php: MINVERSE(array)
array: l a ch ma trn cn nghch o.
V d 2.5
Hm MMULT
L hm dng nhn 2 ma trn.
C php: MMULT(array1, array2)
array1, array2: l a ch ca cc ma trn cn nhn.
V d 2.6
Ch : - Nhn t hp phm Ctrl + Shift + Enter sau khi nhp xong cng
thc.
- Ch khi l ma trn vung nu khng khi s dng hm ny s bo
li #VALUE!.
- Nu c phn t no trong ma trn l rng hoc l ch th bo li
#VALUE!.
2.5.2.2 Gii h phng trnh
Qu trnh gii h phng trnh bng phng php ma trn s dng hai
hm MINVERSE v MMULT c tin hnh theo 3 bc sau:
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Bc 1: Chun b bi ton: Nhp ma trn h s A, nhn ca ma trn
bin X v ma trn s v phi B ca h phng trnh.
Bc 2: Tm ma trn nghch o ca ma trn A: s dng hm
MINVERSE.
Bc 3: Tm nghim ca h phng trnh: s dng hm MMULT.
c th hn ta xt v d 2.4 trn.
Gii h phng trnh: 2x1+ 4x2 + 3x3 = 4
3x1+ x2 - 2x3 = -2
4x1+ 11x2 + 7x3 = 7
Ta tin hnh gii nh sau:
Bc 1: Chun b bi ton: Ta tin hnh nhp ma trn h sA, nhn ca
ma trn bin X v ma trn s v phi B ca h phng trnh nh hnh sau:
26