TRNG I HC NNG NGHIP I

PGS.TS. NGUYN HI THANH

TON NG DNG
(Gio trnh Sau i hc)

NH XUT BN I HC S PHM

M s: 01.01.1/121. H 2005

Mc lc

M u CHNG I. MT S M HNH V PHNG PHP TI U 1. M hnh quy hoch tuyn tnh 1.1. Cc bc cn thit khi p dng phng php m hnh ho 1.2. M hnh quy hoch tuyn tnh 1.3. Phng php n hnh 1.4. Gii m hnh quy hoch tuyn tnh bng cc phn mm tnh ton 1.5. Mt s ng dng ca phng php n hnh 2. B sung thm v phng php n hnh 2.1. a BTQHTT v dng chnh tc 2.2. Phng php n hnh m rng 3. M hnh quy hoch tuyn tnh a mc tiu 3.1. Cc khi nim c bn 3.2. Mt s phng php gii BTQHTT a mc tiu 3.3. Phng php tho dng m tng tc gii BTQHTT a mc tiu 4. M hnh ti u phi tuyn n v a mc tiu 4.1. Mt s khi nim c bn 4.2. Mt s phng php v phn mm gii bi ton ti u phi tuyn n mc tiu 4.3. Mt s phng php gii bi ton ti u phi tuyn a mc tiu CHNG II. CC M HNH MNG 1. M hnh mng vn ti 1.1. Pht biu bi ton vn ti 1.2. To phng n vn ti xut pht 1.3. Phng php phn phi gii bi ton vn ti 1.4. Phng php phn phi ci bin gii bi ton vn ti 2. M hnh mng PERT 2.1. Cc khi nim c bn v PERT 2.2. S PERT vi s liu ngu nhin 2.3. iu chnh d n khi k hoch mt s hot ng b ph v 2.4. Tnh thi gian rt gn ti u bng phng php n hnh 2.5. p dng mng PERT trong phn tch chi ph v qun l ti chnh d n 3. Mt s m hnh mng khc 3.1. Bi ton cy khung ti thiu 3.2. Bi ton tm ng i ngn nht v quy hoch ng 3.3. p dng quy hoch ng cho mt s bi ton ngnh in

5 7 7 7 7 11 14 16 17 17 19 21 21 23 25 29 29 31 37 41 41 41 42 44 48 51 51 56 57 59 59 62 62 64 67

CHNG III. GII THIU L THUYT M PHNG V M HNH HNG CH 1. Mc ch v cc cng c ca m phng 1.1. Khi nim v m phng ngu nhin 1.2. Cc cng c ch yu ca m phng 1.3. M phng mt s phn phi xc sut 2. p dng m phng ngu nhin 2.1. Vai tr ca phng php m phng 2.2. Cc bc cn tin hnh khi p dng m phng 2.3. Mt s v d v p dng phng php m phng 3. Mt s vn v m hnh hng ch 3.1. Mt s yu t c bn ca h thng hng ch 3.2. Cc ch s cn kho st 3.3. Tnh ton cc ch s 3.4. p dng m phng cho mt s h thng hng ch CHNG IV. PHN TCH MARKOV V NG DNG 1. Cc khi nim c bn v xch Markov 1.1. Mt s nh ngha 1.2. Ma trn xc sut chuyn trng thi v phn phi dng 1.3. Cc tnh cht v nh l 2. Mt s ng dng ca phn tch Markov 2.1. Tm cn bng th phn 2.2. Chnh sch thay th vt t thit b 2.3. Phn tch Markov trong d bo tht thu cho cc hp ng thc hin trc 2.4. Tm phn phi gii hn cho mt h thng k thut 2.5. Mt ng dng ca qu trnh sinht cho h thng hng ch 3. M phng xch Markov 3.1. M phng xch Markov thi gian ri rc 3.2. M phng xch Markov thi gian lin tc Phn bi tp Phn ph lc Ti liu tham kho

73 73 73 73 74 78 78 78 79 88 88 92 92 94 105 105 105 106 111 111 112 112 113 116 120 123 123 124 126 137 145

M u

Trong mt vi nm gn y, cc mn hc Ton Tin ng dng c a vo chng trnh o to Sau i hc cho mt s chuyn ngnh kinh t k thut nh Qun tr kinh doanh, Qun l t ai, Cng ngh thng tin, Sinh hc ti mt s trng i hc trong nc. Cc mn hc ny, tuy s n v hc trnh cha nhiu nhng gip cho hc vin cao hc cng nh cc nghin cu sinh c nhng kin thc c s v nng cao v Ton hc v Tin hc, c bit v cc phng php tnh ton khoa hc (Scientific Computing Methods), l cc vn ht sc cn thit cho cc ti nghin cu khoa hc ca h. iu ny cng ph hp vi xu th chung trong o to Sau i hc ti cc trng i hc nc ngoi, vi cc mn hc v Ton Tin nng cao cho hc vin cao hc, thng chim thi lng kh ln ti khong 200 n 250 tit bao gm nhiu ni dung phong ph v cp thit. Xut pht t nhng l do trn v da trn cc kinh nghim tch lu c trong qu trnh dy mt s mn hc cho chng trnh Cao hc Qun l t ai v Cao hc in (Trng i hc Nng nghip I), Cao hc Ton Tin ng dng (Trng i hc Bch khoa H Ni), Cao hc Qun tr kinh doanh (ti mt s trng i hc khc), chng ti bin son gio trnh ny vi mong mun vic ng dng cc phng php ton hc, cc phng php vn tr hc c trin khai rng ri hn v mang li cc hiu qu thit thc hn. Gio trnh vi thi lng t 45 ti 60 tit, trc ht, dnh cho hc vin cao hc ngnh in, vi cc ni dung c Khoa C in v Khoa Sau i hc, Trng i hc Nng nghip I, thng qua. Cc ch trong gio trnh bao gm: mt s m hnh v phng php ti u, cc bi ton v mng, gii thiu v quy hoch ng, mt s ng dng ca l thuyt hng ch (Waiting Line Theory) v m phng ngu nhin (Stochastic Simulation), cc khi nim c bn v ng dng ca qu trnh ngu nhin Markov. y l cc ch chnh v Ton ng dng v Vn tr hc m hc vin cao hc ca nhiu chuyn ngnh kinh t k thut ti cc trng i hc nc ngoi bt buc phi hc. Cc ch ny c th gip ch khng ch cho vn qun l s dng in m cn cho vn thit k v xy dng cc h thng k thut in. Gio trnh cng c th c ly lm ti liu tham kho v cc phng php ton ng dng hay m hnh ho cho chng trnh Cao hc cc chuyn ngnh nh: Qun l t ai, Kinh t nng nghip v mt s chuyn ngnh kinh t k thut khc. Khi bin son gio trnh, chng ti lun ch nhn mnh kha cnh ng dng cc phng php ton hc v kha cnh tnh ton khoa hc vi cc v d minh ho chn lc, nhm gip cho hc vin hiu r nn p dng cc phng php vo cc vn nghin cu no v p dng chng nh th no cho mt s trng hp c th. Do thi lng ca mn hc, gio trnh khng i su vo vn chng minh ton hc ca cc phng php ny cng nh cc ng dng tng qut ca chng trong cc h thng ln.

Hi vng rng, nhng hc vin cao hc quan tm ti cc phng php ton hc c trnh by trong gio trnh c th t mnh tip tc c nhng nghin cu chuyn su hn sau ny. Chng hn, vi kin thc v quy hoch ng v cc phng php ti u phi tuyn m gio trnh cung cp, ngi c c th tip tc nghin cu v cc phng php quy hoch ng nhm p dng vo cc h iu khin ti u trong t ng ho. Cn vi mt s ch v xch Markov v ng dng cng nh m phng xch Markov, ngi c c th tip tc nghin cu v cc m hnh ngu nhin nh qu trnh sinht hay qu trnh hi phc c nhiu ng dng rng ri trong ngnh in, in t v Vin thng hay Cng ngh thng tin. y l mt trong s khng nhiu cc gio trnh v Ton ng dng dnh cho chng trnh Sau i hc cc chuyn ngnh kinh t k thut ti cc trng i hc trong nc, nn mc d chng ti ht sc c gng trong qu trnh bin son, nhng chc chn gio trnh khng trnh khi cn tn ti nhng im hn ch. Chng ti rt mong nhn c cc kin ng gp ca cc nh khoa hc, cc thy gio, c gio, cc hc vin cao hc, tin s gio trnh c hon chnh, chnh xc v sinh ng hn. Cui cng, tc gi xin chn thnh cm n Khoa Sau i hc v Khoa C in, Trng i hc Nng nghip I v nhng gip qu bu trong qu trnh bin son; cm n B mn Ton, ging vin ng Xun H v B mn Tin hc, cc hc vin cao hc chuyn ngnh in kho 10 v 11, Trng i hc Nng nghip I; k s Phan Vn Tin v cc hc vin cao hc chuyn ngnh Ton Tin ng dng, kho 1 v 2, Trng i hc Bch Khoa H Ni, dnh kin ng gp v tham gia hon chnh mt s ni dung ca gio trnh ny. Tc gi cng xin chn thnh cm n cc kin phn bin qu bu ca cc ng Trng b mn Ton, Trng i hc Nng nghip I v Trng khoa Ton Tin ng dng, Trng i hc Bch khoa H Ni. H Ni, ngy 19 thng 5 nm 2005 PGS.TS. Nguyn Hi Thanh

Chng I MT S M HNH V PHNG PHP TI U

1.
1.1.

M hnh quy hoch tuyn tnh

Cc bc cn thit khi p dng phng php m hnh ho

Trc ht phi kho st, pht hin vn cn gii quyt. Pht biu cc iu kin rng buc, mc tiu ca bi ton di dng nh tnh. Sau la chn cc bin quyt nh / cc n s v xy dng m hnh nh lng (cn gi l m hnh ton hc). Thu thp s liu, xc nh phng php gii quyt. nh ra quy trnh gii / thut gii. C th gii m hnh bng cch tnh ton thng thng. i vi cc m hnh ln, gm nhiu bin v nhiu iu kin rng buc cn lp trnh v gii m hnh trn my tnh. nh gi kt qu. Trong trng hp pht hin thy c kt qu bt thng hoc kt qu khng ph hp vi thc t, cn kim tra v chnh sa li quy trnh gii hoc m hnh. Trin khai cc phng n tm c trn thc t. Cc thut ng sau thng gp khi p dng phng php m hnh ho: ng dng ton / Ton ng dng (Mathematical Applications hay Applied Mathematics). Vn tr hc (Operations Research vit tt l OR). Khoa hc qun l (Management Science vit tt l MS)
1.2. M hnh quy hoch tuyn tnh

Pht biu m hnh Vi mc ch tm hiu bc u, xt m hnh ton hc sau y, cn gi l m hnh quy hoch tuyn tnh hay bi ton quy hoch tuyn tnh (BTQHTT), m trong chng ta mun ti u ho (cc i ho hay cc tiu ho) hm mc tiu: z = c1x1 + c2x2 + cnxn Max (Min) vi cc iu kin rng buc: a11x1 + a12x2 +... +a1nxn a21x1 + a22x2 +... +a2nxn ... am1x1 + am2x2 +... +amnxn

b1 b2 bm

x1, x2,..., xn 0 (iu kin khng m)

V d: z = 8x1 + 6x2 Max vi cc rng buc: 4x1 + 2x2 60 2x1 + 4x2 48 x 1 , x2 0 Cn tm cc gi tr ca cc bin quyt nh x1, x2 cc rng buc c tho mn v hm mc tiu t gi tr ln nht. Bi ton ny c ngha kinh t nh sau: Gi s mt x nghip sn xut hai loi sn phm I v II. sn xut ra mt n v sn phm I cn c 4 n v nguyn liu loi A v 2 n v nguyn liu loi B, cc ch tiu cho mt n v sn phm loi II l 2 v 4. Lng nguyn liu d tr loi A v B hin c l 60 v 48 (n v). Hy xc nh phng n sn xut t li nhun ln nht, bit li nhun trn mi n v sn phm bn ra l 8 v 6 (n v tin t) cho cc sn phm loi I v II. Phng php th Phng php th c ngha minh ho v gip hiu bn cht vn . Bc 1: V min rng buc / min cc phng n kh thi, l tp hp cc phng n kh thi (cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s (x1, x2) cn gi l vc t nghim, tho mn tt c cc rng buc c (xem hnh I.1). Trc ht chng ta v th 4x1 + 2x2 = 60 bng cch xc nh hai im trn th: (x1 = 0, x2 = 30) v (x2 = 0, x1 = 15).

x2 30 4x1 + 2x2 = 60
12

A B 2x1 + 4x2 = 48 C

8 4 O 3 6

15

24

x1

Hnh I.1. Phng php th gii bi ton quy hoch tuyn tnh

 th trn l mt ng thng chia mt phng lm hai na mt phng: mt phn gm cc im (x1, x2) tho mn 4x1 + 2x2 60; mt phn tho mn 4x1 + 2x2 60. Ta tm c na mt phng tho mn 4x1 + 2x2 60. Tng t, c th v th 2x1 + 4x2 = 48 bng cch xc nh hai im thuc th (x1 = 0, x2 = 12) v (x2 = 0, x1 = 24). Sau tm na mt phng tho mn 2x1 + 4x2 48. Lc ny, giao ca hai na mt phng tm c trn cho ta tp hp cc im (x1, x2) tho mn hai rng buc u tin. Tuy nhin, tho mn iu kin khng m ca cc bin, ta ch xt cc im nm trong gc phn t th nht. Vy min cc phng n kh thi l min gii hn bi t gic OABC (cn gi l n hnh v l min to nn bi giao ca cc na mt phng). Bc 2: Trong min (OABC) ta tm im (x1, x2) sao cho z = 8x1 + 6x2 t gi tr ln nht. Cch 1: Dng ng ng mc. Ty theo gi tr ca x1, x2 m z c nhng mc gi tr khc nhau. V ng ng mc: 8x1 + 6x2 = c mc c = 24, (ta c th chn gi tr c bt k, nhng chn c = 24 l bi s chung ca 6 v 8 vic tm to cc im ct hai trc to thun li hn). D dng tm c hai im nm trn ng ng mc ny l (x1 = 0, x2 = 4) v (x2 = 0, x1 = 3). Cc im nm trn ng ng mc ny u cho gi tr hm mc tiu z = 24. Tng t, c th v ng ng mc th hai: 8x1 + 6x2 = 48 i qua hai im (x1 = 0, x2 = 8) v (x2 = 0, x1 = 6). Chng ta nhn thy, nu tnh tin song song ng ng mc ln trn theo hng ca vc t php tuyn n (8, 6) th gi tr ca hm mc tiu z = 8x1 + 6x2 tng ln.

Vy gi tr z ln nht t c khi ng ng mc i qua im B(12, 6) (tm c x1 = 12, x2 = 6 bng cch gii h phng trnh 4x1 + 2x2 = 60 v 2x1 + 4x2 = 48).
Kt lun: Trong cc phng n kh thi th phng n ti u l (x1 = 12, x2 = 6). Ti phng n ny, gi tr hm mc tiu l ln nht zmax = 8 12 + 6 6 = 132. Nhn xt: Phng n ti u ca bi ton trn (hay cc BTQHTT khc, nu c) lun t c ti mt trong cc nh ca n hnh hay cn gi l cc im cc bin ca n hnh (chnh xc hn, im cc bin l im thuc n hnh, m khng th tm c mt on thng no cng thuc n hnh nhn im l im trong). Nhn xt trn y l mt nh l ton hc c chng minh mt cch tng qut. Ni mt cch hnh nh, mun t c phng n ti u cho cc BTQHTT th cn phi mo him i xt cc im cc bin ca min phng n. Cch 2: T nhn xt trn, tm phng n ti u ta ch cn so snh gi tr ca hm mc tiu ti cc im cc bin ca min phng n.

Tnh gi tr z ti O(0, 0): z(0, 0) = 0; ti A(0, 12): z(0, 12) = 72; ti C(15,0): z(15, 0) = 120; ti B(12, 6): z(12, 6) = 132 = Max{z(O), z(A), z(B), z(C)}. Vy zmax = 132.

Nhn xt: Mun tm phng n ti u ca BTQHTT ta xut pht t mt im cc bin no , tm cch ci thin hm mc tiu bng cch i ti im cc bin k n. Tip tc nh vy cho ti khi tm c phng n ti u. Trong trng hp BTQHTT c phng n ti u th quy trnh gii ny bao gm hu hn bc (do s im cc bin l hu hn).

i vi BTQHTT ang xt, quy trnh gii c minh ho nh sau: O(0, 0) z=0 hoc: O(0, 0) z=0
S khi

A(0,12) z = 72

B(12,6) dng z = 132

C(15, 0) z = 120

B(12, 6) dng z = 132

Bt u

Nhp d liu

Tm im cc bin xut pht

Kim tra iu kin ti u ng In v lu tr kt qu

Sai

Tm im cc bin k tt hn

Dng
Hnh I.2. S khi gii BTQHTT

10

Quy trnh gii BTQHTT tng qut c s khi gin lc nh trnh by trn hnh I.2. Trong s trn, v mc ch trnh by vn n gin, chng ta khng cp ti cc trng hp khi BTQHTT c min phng n l tp rng (lc ta khng tm c phng n xut pht) cng nh khi ta khng tm c im cc bin k tt hn mc d iu kin ti u cha tho mn (lc tp cc gi tr hm mc tiu z khng b chn).
1.3. Phng php n hnh

y l phng php s gii BTQHTT theo s trn. gii v d cho, trc ht chng ta cn a BTQHTT v dng chnh tc bng cch thm vo cc bin b khng m x3 v x4 nh sau: z = 8x1 + 6x2 + 0x3 + 0x4 Max vi cc rng buc: 4x1 + 2x2 + x3 2x1 + 4x2 = 60

+ x4 = 48

x 1 , x2 , x 3 , x4 0
Cch lp v bin i cc bng n hnh

gii BTQHTT dng chnh tc trn y, cn lp mt s bng n hnh nh trnh by trong bng I.1. Trc ht, cn in s liu ca bi ton cho vo bng n hnh bc 1:
Ct 1 l ct h s hm mc tiu ng vi cc bin c s chn. Phng n xut pht c th chn l x1 = x2 = 0 (y chnh l im gc to O(0, 0)), do x3 = 60, x4 = 48). Nh vy ti bc ny chng ta cha bc vo sn xut, nn trong phng n cha c n v sn phm loi I hay II c sn xut ra (ch sn xut ra cc lng nguyn liu d tha, ta cng ni l cc sn phm loi III v IV), v gi tr hm mc tiu z tm thi bng 0. Cc bin b c gi tr ln hn 0 c ngha l cc nguyn liu loi tng ng cha c s dng ht. Ta gi cc bin x3 v x4 l cc bin c s v chng c gi tr ln hn 0 cn x1 v x2 l cc bin ngoi c s v chng c gi tr bng 0. Vi bi ton c hai rng buc, ti mi bc ch c hai bin c s. Ct 2 l ct cc bin c s. Trong ct 3 (ct phng n) cn ghi cc gi tr ca cc bin c s chn. Cc ct tip theo l cc ct h s trong cc iu kin rng buc tng ng vi cc bin x1, x2, x3 v x4 ca bi ton cho.

11

Bng I.1. Cc bng n hnh gii BTQHTT

H s hm mc tiu cj 0 0 Hng z

Bin c s x3 x4

Phng n 60 48 z0 = 0

c1 = 8 x1 4 2 z1 = 0
1 = 8

c2 = 6 x2 2 4 z2 = 0
2 = 6

c3 = 0 x3 1 0 z3 = 0
3 = 0

c4 = 0 x4 0 1 z4 = 0
4 = 0

Hng j = cj zj 8 0 Hng z Hng j = cj zj 8 6 Hng z Hng j = cj zj

Phn tch bng n hnh bc 1

x1 x4

15 18 z0 = 120

1 0 z1 = 8
1 = 0

1/2 3 z2 = 4
2 = 2

1/4 1/2 z3 = 2
3 = 2

0 1 z4 = 0
4 = 0 1/6 1/3

x1 x2

12 6 z0 = 132

1 0 8 0

0 1 6 0

1/3 1/6 5/3

5/3

2/3
2/3

H s ng vi bin x1 trn hng th nht l a11 = 4 c ngha l t l thay th ring gia mt n v sn phm loi I v mt n v sn phm loi III l 4 (gii thch: xt phng trnh / rng buc th nht 4x1 + 2x2 + x3 = 60, x1 tng mt n v th x3 phi gim bn n v nu gi nguyn x2). Tng t ta c th gii thch c ngha ca cc h s aij khc cho trn hng 1 v hng 2 trong bng n hnh bc 1. Chng ta xt hng z ca bng n hnh. tnh z1, cn p dng cng thc z1 = (ct h s ca hm mc tiu) (ct h s ca bin x1) = 04 + 02 = (gi mt n v sn phm loi III)(t l thay th ring loi I / loi III) + (gi mt n v sn phm loi IV) (t l thay th ring loi I / loi IV) = tng chi ph phi b ra khi a thm mt n v sn phm loi I vo phng n sn xut mi = 0. Cc gi tr zj, vi j = 1, 2, 3, 4, c tnh tng t v chnh l cc chi ph khi a mt thm mt n v sn phm loi xj vo phng n sn xut mi. Cn z0 l gi tr ca hm mc tiu t c ti phng n ang xt: z0 = (ct h s ca hm mc tiu) (ct phng n) = 060 + 048 = 0. Trn hng j cn ghi cc gi tr j, j = 1, 2, 3, 4, tnh theo cng thc j = cj zj = li nhun trn mt n v sn phm chi ph trn mt n v sn phm. Vy j l "li bin"/mt n v sn phm khi a thm mt n v sn phm loi j vo phng n sn xut mi. Nu j > 0 th hm mc tiu cn tng c khi ta a thm cc n v sn phm loi j vo phng n sn xut mi. C th chng minh c j chnh l o hm ring z/xj ca hm mc tiu z theo bin xj. Nh vy, x1 tng ln 1 th z tng ln 8 cn x2 tng ln 1 th z tng ln 6.

12

Do 1 v 2 u dng nn vn cn kh nng ci thin hm mc tiu khi chuyn sang (hay xoay sang) mt phng n cc bin k tt hn (quay li nhn xt phn gii bi ton bng phng php th: im cc bin k ca im (0, 0) c th l A(0, 12) hay C(15, 0)).
Th tc xoay (pivotal procedure) Bc 1: Chn ct xoay l ct c j > 0 tc l chn bin xj lm bin c s mi do xj tng ko theo hm mc tiu tng. y ta chn a x1 vo (nh du ct 1). Bc 2: Chn hng xoay xc nh a bin no ra khi s bin c s (v ti mi bc s bin c s l khng thay i). chn hng xoay, ta thc hin quy tc t s dng b nht" bng cch ly ct phng n (60 48)T chia tng ng cho ct xoay (4 2)T chn t s b nht. Mt iu cn ch l ta ch xt cc t s c mu s dng.

V Min{60/4, 48/2} = 60/4 t c ti hng u, nn ta nh du vo hng xoay l hng u (hng tng ng vi bin x3). Do cn a x3 ra khi cc bin c s.
Bc 3: Chn phn t xoay nm trn giao ca hng xoay v ct xoay. Bc 4: Xoay sang bng n hnh mi, xc nh cc bin c s mi in vo ct bin c s, ng thi thay cc gi tr trong ct h s hm mc tiu. Sau , tnh li cc phn t ca hng xoay bng cch ly hng xoay c chia cho phn t xoay c hng mi tng ng. Bc 5: Cc phn t cn li ca bng n hnh mi c tnh theo quy tc "hnh ch nht": (1)mi = (1)c (2)c (4)c/(3)c, trong (3) l nh tng ng vi phn t xoay (xem hnh I.3).
(2) (3)

Chng hn: (1)c = 4, 2(c) = 2 (3)c = phn t xoay = 4, (4)c = 2 2 (1)mi = 4 2 = 3. 4

(1) (4)
Hnh I.3. Quy tc hnh ch nht

Gii thch: Cc bc xoay trn y ch l php bin i tng ng h phng trnh

4x1 + 2x2 + x3 2x1 + 4x2 c h

= 60 (a)

+ x4 = 48 (b)

x1 + (1/2)x2 + (1/4)x3 0x1 + 3x2

= 15 (a)

(1/2)x3 + x4 = 18 (b)

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bng cch ly phng trnh (a) chia cho 4 (phn t xoay) c (a), ri ly (b) tr bt 2 (a)/4 c (b). y chnh l ni dung ca bc 4 v bc 5. Cn bc 3 s m bo rng gi tr ca cc bin c s mi khng m (x1 = 15, x4 = 18). p dng th tc xoay cho cc phn t nm trn hng 1 v 2 ca bng n hnh bc 1, sau tnh cc gi tr trn hng zj v j tng t nh khi lp bng n hnh bc 1, chng ta s nhn c bng n hnh bc 2.
Phn tch bng n hnh bc 2

Bng bc 2 c th c phn tch tng t nh bng bc 1. Cn ch rng lc ny ta ang v tr ca im C(15, 0) v x1 = 15 cn x2 = 0; gi tr ca hm mc tiu l z0 = 120 c ci thin hn so vi bc 1. Ta thy 2 = 2 > 0 nn cn c th ci thin hm mc tiu bng cch chn bin x2 lm bin c s mi. Thc hin cc bc xoay sang phng n cc bin k tt hn, chng ta s c bng n hnh bc 3.
Phn tch bng n hnh bc 3

Ti bng n hnh bc 3 ta thy iu kin ti u c tho mn (j 0 j=1, 2, 3, 4) nn khng cn kh nng ci thin phng n. Phng n ti u t c ti x1 = 12, x2 = 6, x3 = 0, x4 = 0, tc l ti im cc bin B(12, 6) vi gi tr zmax = 132.
Mt s ch iu kin ti u cho cc BTQHTT dng Max l j 0 j. i vi cc BTQHTT cn cc tiu ho hm mc tiu th iu kin ti u (hay tiu chun dng) l j 0 j (nu tn ti j m j 0 th cn tip tc ci thin hm mc tiu bng cch chn ct j lm ct xoay...). Trong thc tin gii cc BTQHTT dng tng qut c th xy ra trng hp khng tm c phng n xut pht (tc l khng c phng n kh thi, xem thm mc 1.2). Lc ny c th kt lun m hnh thit lp c cc iu kin rng buc qu cht ch, cn xem xt ni lng cc iu kin ny. Trong trng hp ta tm c ct xoay m khng tm c hng xoay th kt lun hm mc tiu khng b chn trn (i vi cc BTQHTT dng Max) hoc khng b chn di (i vi cc BTQHTT dng Min). Khi dng qu trnh gii v kt lun m hnh quy hoch tuyn tnh thit lp khng ph hp vi thc t.
1.4. Gii m hnh quy hoch tuyn tnh bng cc phn mm tnh ton

Hin nay c nhiu phn mm tnh ton gii BTQHTT kh hiu qu nh Excel, Lingo. Nhng phn mm ny rt thn thin vi ngi dng. Tuy nhin cn nhn mnh rng, vic pht biu c m hnh bi ton v phn tch, nh gi c kt qu mi chnh l nhng khu quan trng nht trong phng php m hnh ho. Sau y, chng ta dng phn mm Lingo gii v d xt trn. z = 8x1 + 6x2
Max

14

vi cc rng buc: 4x1 + 2x2 60 2x1 + 4x2 48 x 1 , x2

0.

gii bi ton ny, chng ta cn ci t Lingo vo trong my tnh. Nhn vo biu tng Lingo trn mn hnh vo ca s Lingo. Sau thc hin cc lnh Lingo: Menu > New > <Untitle> v g vo cc d liu ca bi ton nh hnh I.4.

Hnh I.4. Nhp d liu ca bi ton quy hoch tuyn tnh trong Lingo

Tip theo, cn nhy chut vo nt LINGO v gii bi ton thu c kt qu chi tit nh trn hnh I.5.

Hnh I.5. Kt qu gii bi ton quy hoch tuyn tnh trong Lingo

Kt qu chi tit cho ta bit gi tr cc i ca hm mc tiu l 132 vi phng n ti u l: x1 = 12, x2 = 6. Cc gi tr ti u ca cc bin i ngu l y1 = 5/3 v y2 = 2/3 (cn gi l cc gi c nh hay gi bng Shadow Prices).

15

1.5.

Mt s ng dng ca phng php n hnh

(Gii cc bi ton quy hoch sn xut trong lnh vc c kh v in lc)

Bi ton phn phi in nng

C ba h ph ti cn c cung cp in nng t hai ngun in nm cch xa nhau. Gi thnh truyn ti mt n v in nng t ngun i n h tiu th j l cij. Kh nng cung cp in nng ca mi ngun b gii hn bi tr lng hin c ca chng l A1 v A2. Nhu cu tiu dng ca cc h tiu th l B1, B2 v B3. Gi xij l lng in nng c a t ngun i ti h tiu th j. Cn phi xc nh cc xij sao cho tng chi ph l nh nht. Nh vy ta c BTQHTT sau: z=

c x
i =1 j=1 ij

ij

Min

vi cc iu kin rng buc l: x11 + x12 + x13 A1, x21 + x22 + x23 A2, x11 + x21 = B1, x12 + x22 = B2, x13 + x23 = B3, xij 0, i = 1, 2 v j = 1, 2, 3. Bi ton trn y (hoc dng tng qut hn) c th gii c bng phng php n hnh bit hay phng php phn phi s c nghin cu mc 1.3, chng II.
Bi ton phn ti cho my

Mt x nghip c hai loi my M1 v M2. Cc loi my ny c th sn xut c ba loi sn phm P1, P2 v P3 vi cc nng sut l aij, chng hn my M1 sn xut sn phm P2 vi nng sut a12. Mi n v sn phm mang li li sut cj vi j = 1, 2, 3. Mi thng x nghip phi sn xut sn phm loi j khng t hn bj n v v khng vt qu dj n v, j = 1, 2, 3. Hy lp k hoch phn ti cho cc my sao cho t tng li nhun ln nht. D thy bi ton ny dn ti BTQHTT sau: z=
3 2

c j a ijx ij Max
j=1 i =1

vi cc iu kin rng buc:

16

a11x11 + a21x21 b1, a12x12 + a22x22 b2, a13x13 + a23x23 b3, a11x11 + a21x21 d1, a12x12 + a22x22 d2, a13x13 + a23x23 d3, x11 + x12 + x13 m1, x21 + x22 + x23 m2, xij 0, i = 1, 2 v j = 1, 2, 3. (trong m1 v m2 l tng thi gian chy my M1 v M2). Bi ton trn y cn c th pht biu mt cch tng qut hn v vn gii c bng phng php n hnh. Hn na, trong lnh vc quy hoch sn xut hay qun l kinh doanh, ni ring trong ngnh c kh v in lc, BTQHTT c ng dng rt rng ri v mang li hiu qu cn thit.
2.
2.1.

B sung thm v phng php n hnh

a BTQHTT v dng chnh tc

V d 1: (Trng hp cc rng buc u c du )

z = 8x1 + 6x2 Max vi cc rng buc:

4x1 + 2x 2 60 2x1 + 4x 2 48 x , x 0 1 2

a BTQHTT v dng chnh tc nh bit bng cch thm hai bin b (slack variables) x3 v x4. Ta c BTQHTT dng chnh tc l: z = 8x1 + 6x2 + 0x3 + 0x4 Max
4x1 + 2x 2 + x 3 = 60 2x1 + 4x 2 + x 4 = 48 x , x , x , x 0 1 2 3 4

Lc ny, trong h hai iu kin rng buc c hai bin ng c lp trong tng phng trnh vi h s +1, nn c th tm c phng n cc bin xut pht bt u qu trnh gii bi ton. Mt cch tng qut, BTQHTT dng chnh tc l bi ton vi cc

17

bin khng m, cc rng buc vi du =, h s v phi ca cc rng buc khng m. Ngoi ra, mi phng trnh bt buc phi c mt bin ng c lp vi h s +1. V d 2: (Trng hp c iu kin rng buc vi du )

z = 8x1 + 6x2 Max vi cc rng buc:

4x1 + 2x 2 60 2x1 + 4x 2 48 x , x 0 1 2

Ta thm cc bin b x3 (slack variable) mang du +, x4 (surplus variable) mang du c h iu kin rng buc sau:
4x1 + 2x 2 + x 3 = 60 2x1 + 4x 2 x 4 = 48 x , x , x , x 0 1 2 3 4

Phi thm bin gi x5 (x5 gi l lng vi phm ca phng trnh th hai) c h iu kin rng buc
4 x 1 + 2 x 2 + x 3 = 60 2 x 1 + 4 x 2 x 4 + x 5 = 48 x , x , x , x , x 0 1 2 3 4 5

Lc ny, c hai bin ng c lp trong tng phng trnh vi h s +1, nn c th tm c phng n cc bin xut pht bt u qu trnh gii bi ton bng phng php n hnh vi hm mc tiu l z = 8x1 + 6x2 + 0x3 + 0x4 Mx5 Max, trong M + v biu thc Mx5 gi l lng pht (nh thu). Bi ton c a v dng chnh tc. Lng vi phm x5 cng ln th hm mc tiu cng gim, gi tr ca hm mc tiu ch c th t Max khi x5 = 0.
V d 3: (Trng hp c bin khng dng)

z = 8x1 6x2 Max vi cc rng buc:

4x1 + 2x 2 + x 3 60 2x1 + 4x 2 x 4 = 48 x 0, x 0, x 0, x 0 2 3 4 1

Lc ny mun gii bi ton bng phng php n hnh ta phi i bin x'2 = x2. Ta c BTQHTT vi cc bin u khng m.

18

z = 8x1 + 6x'2 Max vi cc rng buc:

4x1 2x '2 + x 3 60 2x1 4x '2 x 4 = 48 x , x ' , x , x 0 1 2 3 4

V d 4: (Trng hp c bin vi du tu )

z = 8x1 + 6x2 Max vi cc rng buc:

4x1 + 2x 2 60 2x1 + 4x 2 48 x 0, x du tu 2 1

Lc ny ta vit bin x2 di dng x2 = x'2 x''2 vi

x '2 = max[0, x 2 ] x ' 0 th m bo 2 x ''2 = max[0, x 2 ] x ''2 0

Cc rng buc s l
4x1 + 2x '2 2x ''2 + x 3 = 60 2x1 + 4x '2 4x '2 + x 4 = 48 x , x ' , x '' , x , x 0 1 2 2 3 4

Bi ton vi hm mc tiu l: z = 8x1 + 6x'2 6x''2 + 0x3 + 0x4 v cc iu kin rng buc trn l BTQHTT dng chnh tc.
Kt lun: Bao gi cng a c BTQHTT bt k (cc bin c du tu , cc rng buc c th , , =) v dng chnh tc.
2.2. Phng php n hnh m rng

Phng php n hnh m rng cn gi l phng php nh thu M c p dng gii BTQHTT c bin gi.
V d:

z = 8x1 + 6x2 Max vi cc rng buc:

19

4x1 + 2x 2 60 (a) 2x1 + 4x 2 48 x , x 0 1 2

hay: z = 8x1 + 6x2 +0x3 + 0x4 Max vi cc rng buc

4x1 + 2x 2 + x 3 = 60 (b) 2x1 + 4x 2 x 4 = 48 x , x , x , x 0 1 2 3 4

Ta c th a bi ton v dng chnh tc sau gi l bi ton M: Max z = 8x1 + 6x2 +0x3 + 0x4 Mx5 (trong M +) vi cc rng buc
4x1 + 2x 2 + x 3 = 60 (c) 2x1 + 4x 2 x 4 + x 5 = 48 x , x , x , x , x 0 1 2 3 4 5

Cch 1: C th gii BTQHTT vi cc iu kin rng buc (a) bng phng php th nhn c kt qu: phng n ti u l (x1 = 0, x2 = 30) v zmax = 180. Cch 2: Gii BTQHTT vi cc iu kin rng buc (c) bng cch lp bng n hnh nh thng thng nhng ch h s M + (xem bng I.2).
Bng I.2. Cc bng n hnh gii bi ton M

H s hm mc tiu 0 M

Bin c s x3 x5

Phng n 60 48 z0 = 48M

8 x1 4 2 z1 = 2M

6 x2 2 4 z2 = 4M

0 x3 1 0 z3 = 0

0 x4 0 1 z4 = M

M
x5 0 +1 z5 = M

Hng z Hng j 0 6 Hng z Hng j 0 6 Hng z Hng j x4 x2 x3 x2

1 = 8+2M
36 12 72 3 1/2 3 5 72 30 180 6 2 12

2 = 6+4M
0 1 6 0 0 1 6 0

3 = 0
1 0 0 0 2 1/2 3

4 = M
1/2

5 = 0 1/2 1/4
3/2

1/4 3/2
3/2 1 0 0 0

M 3/2 1 0
0

20

Ti bng n hnh cui cng, ta thy j 0 j nn phng n ti u t c vi x2 = 30, x4 = 72, cc xj khc = 0 v zMax = 180.
Lu Khi mt bin gi c a ra khi c s th khng bao gi quay li na. Do ta c th xo ct bin gi khi bng n hnh. Nu du hiu dng xut hin (j 0 j) nhng vn cn bin gi vi gi tr dng trong s cc bin c s th iu ny chng t bi ton ban u khng th c phng n kh thi (c th chng minh bng phn chng). Vi v d trn (xem bng I.2) ta thy qu trnh gii chia lm hai pha: pha 1 nhm gii bi ton M cho ti khi bin gi (x5) c a ra khi s bin c s (lc ny c phng n cc bin xut pht cho bi ton (b)) v pha 2 nhm tm phng n ti u cho bi ton (b). Phn mm tnh ton Lingo c th gii c tt c cc BTQHTT khng i hi ngi dng phi a chng v dng chnh tc. 3.
3.1.

M hnh quy hoch tuyn tnh a mc tiu

Cc khi nim c bn

Pht biu m hnh

Trong cc bi ton k thut, cng ngh, qun l, kinh t nng nghip v.v... ny sinh t thc t, chng ta thng phi xem xt ti u ho ng thi mt lc nhiu mc tiu. Cc mc tiu ny thng l khc v th nguyn, tc l chng c o bi cc n v khc nhau. Nhng tnh hung nh vy to ra cc bi ton ti u a mc tiu. Nh vy, chng ta cn phi ti u ho (cc i ho hoc cc tiu ho tu theo tnh hung thc t) khng phi l ch mt mc tiu no , m l ng thi tt c cc mc tiu t ra. Bi ton ti u a mc tiu m trong min rng buc D l tp li a din v cc mc tiu zi = fi(X), vi i = 1, 2,, p, l cc hm tuyn tnh xc nh trn D, c gi l bi ton quy hoch tuyn tnh a mc tiu. Khi , ta c m hnh ton hc sau y c gi l m hnh quy hoch tuyn tnh a mc tiu :
Max CX vi rng buc X D, trong : C l ma trn cp p n D = { X Rn: AX B}

vi A l ma trn cp m n v B Rm.
V d: BTQHTT vi hai mc tiu

f1(X) = x1 + 2x2 Min hay z1 = f1 (X) = x1 2x2 Max z2 = f2(X) = 2x2, Max

21

vi cc rng buc
x1 + x 2 3 x1 + x 2 3 x , x 0 1 2

Ta c th vit bi ton ny di dng ma trn nh sau: Max CX vi rng buc X D = {X R2 : AX B}, trong X = (x1, x2)T, B = (3, 3, 0, 0)T, cn
1 C= 0 2 , 2 1 1 1 1 . A= 1 0 0 1

C th ni, BTQHTT a mc tiu l BTQHTT m trong chng ta phi ti u ho cng mt lc nhiu mc tiu. Tuy nhin, cc mc tiu ny thng i chi cnh tranh vi nhau. Vic lm tt hn mc tiu ny thng dn ti vic lm xu i mt s mc tiu khc. V vy vic gii cc bi ton ti u a mc tiu, tc l tm ra mt phng n kh thi tt nht theo mt ngha no , thc cht chnh l mt bi ton ra quyt nh. C th thy li y mt ln na khng nh "Ti u ho chnh l cng c nh lng ch yu nht ca qu trnh ra quyt nh". Hin ti cc ti liu, sch chuyn kho, tp ch cp nht v lnh vc lin ngnh Ton Tin, Khoa hc qun l, Cng ngh, Kinh t, in, C kh nng nghip,... cp rt nhiu ti bi ton ti u a mc tiu. Vn nghin cu c s l thuyt, thut ton, lp m hnh, xy dng h my tnh tr gip quyt nh, v p dng cc m hnh ti u a mc tiu cho cc qu trnh cng ngh, qun l,... l mt vn lin ngnh c rt nhiu nh khoa hc v k s thc hnh quan tm.
Phng n ti u Pareto

Khi nim then cht trong ti u ho a mc tiu l khi nim phng n ti u Pareto.
nh ngha: Mt phng n ti u Pareto X* c tnh cht sau y: Trc ht n phi thuc vo min cc phng n kh thi ca bi ton, tc l phi tho mn tt c cc rng buc: X* D. Vi mi phng n kh thi khc X D m c mt mc tiu no tt hn (fi(X) tt hn fi(X*)) th cng phi c t nht mt mc tiu khc xu hn (fj(X) xu hn fj(X*), j i).

Ni mt cch khc, khng tn ti mt phng n kh thi no X D c th tri hn X trn tng th.

*

minh ho nh ngha trn, ta xt v d cho.

22

V d:

Xt BTQHTT vi hai mc tiu. f1 (X) = x1 + 2x2 Min f2 (X) = Vi cc rng buc

x1 + x 2 3 x1 + x 2 3 x ,x 0 1 2
y 3 2 d A D

2x2

Max

n2
o -3 B 3 x

n1
Hnh I.6. Minh ho th BTQHTT hai mc tiu

Min cc phng n kh thi D (min gii hn bi on AB v cc tia Ad, Bx) c biu th trn hnh I.6. n1 (1, 2) l hng gim ca mc tiu 1, cn n 2 (0, 2) l hng tng ca mc tiu 2. Lc ny A(0, 3) cng nh B(3, 0) l hai phng n ti u Pareto ca bi ton trn. D thy tp hp P tt c cc phng n ti u Pareto bao gm cc im nm trn on AB v Ad.
3.2. Mt s phng php gii BTQHTT a mc tiu

nh ngha 1

Gii bi ton ti u ton cc a mc tiu l chn ra t tp hp P cc phng n ti u Pareto ca bi ton mt (hoc mt s) phng n tt nht (tho mn nht) theo mt ngha no da trn c cu u tin ca ngi ra quyt nh. Trong v d trn, tu theo c cu u tin ca ngi ra quyt nh, chng ta c th

23

chn ra mt hoc mt s im ti u Pareto nm trn AB hoc tia Ad lm phng n ti u ca bi ton.

Cch 1: Bng mt phng php ti u ton hc thch hp tm ra tp hp P tt c cc phng n ti u Pareto. Ngi ra quyt nh s ra c cu u tin ca mnh i vi tp P nhm tm ra phng n ti u Pareto tho mn nht cho bi ton a mc tiu ban u. Cch 2: Vic tm tp hp P trong trng hp cc bi ton nhiu bin l kh kh v mt nhiu thi gian. V vy, so vi cch 1, cch 2 s tin hnh theo trnh t ngc li. Trc ht ngi ra quyt nh s ra c cu u tin ca mnh. Da vo c cu u tin , cc mc tiu s c t hp vo mt mc tiu duy nht, tiu biu cho hm tng tin ch ca bi ton. Bi ton ti u vi hm mc tiu t hp ny s c gii bng mt phng php ti u ton hc thch hp, tm ra mt (hoc mt s) phng n ti u Pareto. Lc ny, ngi ra quyt nh s chn ra trong s cc phng n ti u Pareto mt phng n tt nht.
Chng ta s tip tc phn tch cch th 2. R rng, ngi ra quyt nh khng th ra c cu u tin ca mnh mt cch chnh xc ngay t u. Trong qu trnh gii bi ton, trong mi bc lp, sau khi xem xt li c cu u tin ra, cng nh phng n trung gian va tm c, ngi ra quyt nh c th da vo cc thng tin thay i li c cu u tin ca mnh. Sau , qu trnh gii li c tip tc, cho ti khi mt phng n ti u cui cng c a ra.
nh ngha 2

Phng php gii bi ton ti u a mc tiu da trn s tr gip ca h my tnh, nhm gip ngi ra quyt nh tng bc thay i cc quyt nh trung gian mt cch thch hp i ti mt phng n ti u Pareto tho mn nht, c gi l phng php tng tc ngi my tnh. Phng php tng tc ngi my tnh gii bi ton ti u a mc tiu c cc yu t cu thnh sau: C cu u tin ca ngi ra quyt nh v hm t hp tng ng. Kiu tng tc ngi my tnh: cho bit cc thng tin no my tnh phi a ra li trong cc bc lp trung gian, v cch thay i cc thng s ca c cu u tin t pha ngi ra quyt nh. K thut ti u ton hc c xy dng da trn l thuyt ti u ho nhm tm ra cc phng n ti u Pareto cho cc bi ton cn gii trong cc bc lp trung gian. Cho ti thi im hin nay, hng chc phng php gii BTQHTT a mc tiu c cp ti trong cc tp ch chuyn ngnh, m a s chng u c nhng ng dng rt thnh cng trong nhiu lnh vc, nh: phng php tham s, phng php nn php tuyn, phng php vc t cc i, phng php trng s tng tc ca Chebysev, phng php tho dng m tng tc ca Nguyn Hi Thanh.

24

3.3.

Phng php tho dng m tng tc gii BTQHTT a mc tiu

Thut gii a. Bc khi to

Nhp s liu cho cc hm mc tiu tuyn tnh zi (i = 1, 2,..., p) v m iu kin rng buc. Gii BTQHTT cho tng mc tiu zi (i = 1, 2,..., p) vi m rng buc ban u, thu c cc phng n ti u X1, X2,..., Xp (nu vi mt mc tiu no bi ton khng cho phng n ti u th cn xem xt chnh sa li cc iu kin rng buc ban u). Tnh gi tr hm mc tiu ti p phng n X1, X2,..., Xp. Lp bng payoff. Xc nh gi tr cn trn ziB v gi tr cn di z iw ca mc tiu zi (i=1, 2,..., p). Xc nh cc hm tho dng m 1(z1), 2(z2),..., p(zp) cho tng mc tiu da vo thng tin t bng payoff theo cng thc: i (z i ) = t k: = 1.
b. Cc bc lp (xt bc lp th k)

z i z iw , i = 1, 2,..., p. z iB z iw

Bc 1: Xy dng hm mc tiu t hp t cc hm tho dng trn:

w11(z1) + w 22(z2) +... + w pp(zp) Max Trong : w1, w2,..., wp l cc trng s phn nh tm quan trng ca tng hm tho dng trong thnh phn hm t hp, vi w1 + w 2 +... + w p = 1 v 0 w 1, w 2,..., w p 1.

Bc 2:
Gii BTQHTT vi hm mc tiu t hp v m rng buc ban u tm c phng n ti u ca bc lp th k l X(k) v gi tr ca cc hm mc tiu zi cng nh ca cc hm tho dng i(zi) (vi i =1, 2,..., p). Nu ngi ra quyt nh cm thy cha tho mn vi cc gi tr t c ca cc hm mc tiu cng nh ca cc hm tho dng th phng n thu c X(k) cha phi l phng n ti u tho mn nht. t k:= k + 1, quay v bc 1. Nu ngi ra quyt nh cm thy tho mn th phng n thu c l X(k). Chuyn sang bc 3.

Bc 3: Kt thc.

25

V d: Gii BTQHTT hai mc tiu.

z1 = 8x1+ 6x2 Max z2 = x1 + 3x2 Max vi cc rng buc:

(D) 4x1 + 3x2 60 2x1 + 4x2 48 x1, x2 0

a. Bc khi to

Gii BTQHTT cho tng mc tiu trong v d trn ta c hai bi ton: Max z1 = 8x1 + 6x2 Max vi iu kin rng buc (D) cho phng n ti u X1(12, 6) v Max z1 = 132; z2 = x1 + 3x2 Max cho phng n ti u X2(0, 12) v Max z2 = 36. Nh vy min phng n ti u Pareto chnh l mi phng n thuc AB (xem hnh I.1), vi A(0, 12) v B(12, 6). n1 (8, 6) l hng tng ca mc tiu 1, cn n 2 (1, 3) l hng tng ca mc tiu 2. Do , khi chn phng n ti u Pareto dch dn t B v A th z1 gim, z2 tng. Cn tm phng n ti u Pareto "tho mn nht" thuc AB bng cch thng lng gia z1 v z2. Lp bng payoff cho cc mc tiu
Phng n Xi X1(12, 6) X2(0, 12) z1 132 72 z2 30 36

W B W Da trn thng tin ca bng payoff, ta c z1 = 72, z1 = 132; cn z 2 = 30,

z B = 36. Do , on bin thin cn xt cho z1 l [72, 132] v cho z2 l [30, 36]. T 2 chng ta c th thit lp cc hm tho dng m ng vi hai mc tiu cho nh sau:
W 72 z1 z1 z1 z 72 z = 1 = = 1 1,2 1 ( z1 ) = B W 60 60 132 72 60 z1 z1

Hm tho dng m trn y ph thuc vo z1, nn ph thuc vo (x1, x2). Khi c mt phng n kh thi (x1, x2) ta tnh c tho dng 1 ( z1 ) i vi mc tiu z1. Tng t i vi z2 ta c hm tho dng m:
W z2 z2 z 30 z 2 = 2 = 5. B W 36 30 6 z2 z2

2 (z2 ) =

Lp hm tho dng t hp u = w1 1 (z1 ) + w2 2 (z 2 ) , trong w1, w2 l cc trng s tho mn 0 w1, w2 1 v w1 + w2 = 1.

26

b. Cc bc lp
z1 z z z 1,2) + 0,5 ( 2 5) = ( 1 + 2 ) + 1,9. 60 6 120 12 z z cc i ho hm tho dng t hp, ta ch cn tm Max 1 + 2 . Vy chng ta cn 120 12

Xt w1 = 0,5 v w2 = 0,5, th c u = 0,5 (

gii bi ton: Max u =

z1 z + 2 vi cc rng buc (D), hay bi ton tng ng: 120 12 z = 120u/18 = x1 + 2x2 Max vi cc rng buc (D). Gii BTQHTT ny ta s c kt qu (0, 12). Nu thay i gi tr ca b trng s (w1, w2) th s thu c cc phng n Pareto khc nhau, nhng u nm trn on AB.

Ch : Ch rng, vi mi b trng s (w1, w2) ta tm c mt phng n ti u Pareto (x1, x2) bng cch lm cc i ho hm tho dng t hp u thit lp c. C th chn cc b trng s w1, w2 khc nhau ta c cc phng n ti u Pareto khc nhau. T cc phng n , chng ta chn c phng n ti u Pareto tt nht.
Phn mm MULTIOPT phin bn 1.0 c xy dng da trn phng php tho dng m tng tc nhm gii BTQHTT a mc tiu. Chng trnh c xy dng bng ngn ng Visual Basic, c giao din n gin v d dng. Cc chc nng chnh ca phn mm bao gm: Chc nng nhp d liu cho BTQHTT a mc tiu mt cch trc quan: nhp d liu qua bn phm hoc nhp d liu t tp. Xut bi ton c nhp ra tp. Gii bi ton: theo di bng payoff v gii theo phng php trng s. Xut kt qu ra tp: xut kt qu trung gian ra tp / xut kt qu cui cng ra tp. Sau khi ci t chng trnh, mt lin kt n chng trnh s c to ti menu Start > Programs ca Windows. khi ng chng trnh, kch hot menu Start > Programs > Ti u a mc tiu. Sau , cn phi chn bi ton bng cch vo menu Chng trnh, chn Bi ton tuyn tnh. Ngi s dng c th nhp d liu theo mt trong hai cch sau:

Nhp d liu t bn phm

Chn menu X l bi ton > Nhp d liu > Nhp t bn phm. Cc s liu u vo ca chng trnh bao gm: n s bin; m s cc rng buc; m1 s cc rng buc <= ; m2 s cc rng buc >= ;

27

 p s cc mc tiu; ep s dng nh; gz s dng ln.

Nhp d liu t tp
Thc hin lnh X l bi ton>Nhp d liu>Nhp t tp, sau chn tp d liu.
V d:

Gii bi ton quy hoch tuyn tnh ba mc tiu. z1 = x1 2x2 + 3x4 Max z2 = 3x1 + 6x2 9x4 Max z3 = 5x1 + x2 + 2x3 Max vi cc rng buc: 2x1 + x3 6; x1 + x2 + 5x3 6; 6x1 + 5x2 3x3 6; x3 + 4x4 8; x1, x2, x3, x4 0. Nh vy, y chng ta mun cc i ho ng thi ba hm mc tiu trn min D cc phng n kh thi tho mn ng thi bn rng buc v iu kin khng m ca cc bin.

Hnh 1.7. Nhp d liu t bn phm

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Trong bc khi to, ta nhp d liu t bn phm nh trn hnh I.7. Sau khi nhp d liu, thc hin tnh cc bc trung gian (tnh cc gi tr trong bng payoff, tnh cc gi tr cho cc hm tho dng) bng cch chn X l bi ton>Tnh ton>Tnh trung gian. Thc hin X l bi ton>Tnh ton>Phng php trng s. Trn mn hnh xut hin form nhp cc gi tr trng s (xem hnh I.7: cc gi tr ca trng s c nhp sao cho c tng l 1). Sau khi nhp cc gi tr trng s nhn vo nt Gii bi ton gii bi ton (xem hnh I.8).

Hnh I.8. Nhp cc gi tr trng s v gii bi ton

Kt qu trn hnh I.8 l x1 = 1,45, x2 = 0, x3 = 0,91, x4 = 0, 1 (z1 ) = 0,42, 2 (z 2 ) = 0,58, 3 (z 3 ) = 1; z1 = 1,45, z2 = 4,36 v z3 = 9,09 ng vi b trng s w1 = 0,2, w2 = 0,3 v w3 = 0,5.
4. M hnh ti u phi tuyn n v a mc tiu M hnh ti u tng qut

4.1. Mt s khi nim c bn

M hnh ti u tng qut, hay bi ton ti u tng qut, c dng:

F(X) Min (Max) vi X D Rn.

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 y F(X) c th l mt hm v hng hay hm vc t, tuyn tnh hay phi tuyn. Trong trng hp F(X) l hm v hng th ta c m hnh ti u n mc tiu, cn nu F l hm vc t th c m hnh ti u a mc tiu. D c gi l min rng buc hay min phng n kh thi, thng c biu din bi cc ng thc v/hoc cc bt ng thc.
M hnh ti u phi tuyn n mc tiu

Dng chnh tc ca bi ton ti u mt mc tiu c biu din nh sau:

f(X) Min (Max), vi: (i) gj(X) 0, (ii) gj(X) = 0,

X = (x1, x2, , xn) Rn, j = 1, 2, , k, j = k+1, k+2, , m,

Trong cc bi ton thc t c th b sung cc rng buc (iii) ai xi bi, i = 1, 2, , n.

Trong trng hp hoc hm mc tiu f(X) hoc c t nht mt trong cc hm rng buc gj(X), j = 1, 2, , m, l hm phi tuyn, chng ta c bi ton ti u phi tuyn. Khi tt c cc to xi u bt buc nhn cc gi tr nguyn, i = 1, 2, , n, th ta c bi ton ti u nguyn. Cn nu ch c mt s to (nhng khng phi tt c cc to ) bt buc nhn gi tr nguyn th ta c bi ton ti u hn hp nguyn. K hiu D l min cc phng n (min rng buc) cho bi cc rng buc (i), (ii) v/hoc (iii) th bi ton ti u trn y c th vit gn hn nh sau:

f(X) Min (Max) vi X D.

Lc ny, i vi bi ton cc tiu ho, X* D c gi l phng n ti u ton cc nu X D ta lun c: f(X*) f(X). Trong trng hp f(X*) f(X) ch ng vi X D trong mt ln cn no ca X* th X* c gi l phng n ti u a phng. Mt cch tng t, ta c th nh ngha khi nim phng n ti u ton cc hoc a phng cho bi ton cc i ho. Nu chng ta ch quan tm ti vic tm kim phng n ti u ton cc th ta c bi ton ti u ton cc. Trong cc bi ton ti u phi tuyn ng dng ni chung, trong lnh vc c kh in lc ni ring, phng n ti u ton cc c mt ngha quan trng. Chng hn trong thit k my nng nghip, sau khi dng phng php phn tch hi quy nhiu chiu, ta thng thu c hm mc tiu f(X) c dng phi tuyn. Bi ton t ra l phi tm c phng n ti u ton cc. C rt nhiu phng php gii cc lp bi ton ti u phi tuyn, nhng cha c phng php no t ra hu hiu cho mi bi ton ti u phi tuyn, c bit l cc bi ton ti u nguyn v hn hp nguyn.

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M hnh ti u phi tuyn a mc tiu

M hnh ti u a mc tiu c dng:

zj = fj(X) Min (Max), X = (x1, x2, , xn), j = 1, 2,, p (p 2) vi: (i) gj(X) 0, (ii) gj(X) = 0, (iii) ai xi bi, j = 1, 2, , k, j = k+1, k+2, , m, i = 1, 2, , n.

Trong cc bi ton thc t c th b sung cc rng buc

Trong m hnh ny, ta c p mc tiu cn ti u ho, cc h s ca cc hm mc tiu v rng buc ni chung c gi s l cc gi tr thc xc nh. Trong trng hp c t nht mt trong cc hm mc tiu hay cc hm rng buc l hm phi tuyn, chng ta c bi ton ti u phi tuyn a mc tiu. i vi bi ton ti u phi tuyn a mc tiu chng ta cng c khi nim phng n ti u Pareto nh trnh by trong mc 3.1 v 3.2 i vi BTQHTT a mc tiu. Cng nh i vi cc BTQHTT a mc tiu, phng php gii bi ton ti u phi tuyn a mc tiu da trn s tr gip ca h my tnh, nhm gip ngi ra quyt nh tng bc thay i cc quyt nh trung gian mt cch thch hp i ti mt phng n ti u Pareto tho mn nht, c gi l phng php tng tc ngimy tnh.
4.2. Mt s phng php v phn mm gii bi ton ti u phi tuyn n mc tiu

Cc phng php gii bi ton ti u ton cc

Cc phng php gii bi ton ti u ton cc phi tuyn n mc tiu c phn ra thnh hai lp: phng php tt nh (deterministic methods) v phng php ngu nhin (stochastic methods). Phng php tt nh s dng cc tnh cht gii tch ca hm mc tiu v cc hm rng buc. Mt s dng bi ton ti u ton cc vi nhng tnh cht gii tch nht nh ca hm mc tiu v cc hm rng buc c th gii c bng cc phng php tt nh thch hp, chng hn nh phng php quy hoch ton phng, quy hoch tch, quy hoch li, quy hoch d.c Trong cc trng hp phng n ti u ton cc c th tm c sau mt s hu hn bc tnh ton vi chnh xc chn trc. Tuy nhin, i vi nhiu lp bi ton ti u ton cc phng php tt nh t ra khng c hiu qu. Trong khi , cc phng php ngu nhin nh: phng php a khi to (multistart), m phng ti (simulated annealing), thut gii di truyn (genetic algorithm), c th p dng gii cc bi ton ti u ton cc dng bt k, khng i hi cc tnh cht c bit ca hm mc tiu hay cc hm rng buc. Cc phng php ngu nhin c bit t ra c hiu qu i vi cc bi ton ti u phi tuyn nguyn v hn hp nguyn. Tuy nhin, cc phng php ny thng ch cho phng n gn ti u kh tt sau mt s hu hn bc m khng kim sot c chnh xc ca phng n tm c.

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Phn mm Lingo gii bi ton quy hoch ton phng V d: Gii bi ton ti u phi tuyn dng ton phng

z = 8x12 + 6x22 Max, vi cc rng buc: 4x1 + 2x2 60 2x1 + 4x2 48 x 1 , x2 0.

gii bi ton trn, chng ta nhn vo biu tng Lingo trn mn hnh vo ca s Lingo. Sau thc hin cc lnh Lingo: Menu > New > <Untitle> v g vo cc d liu ca bi ton (tng t nh khi gii BTQHTT bng phn mm Lingo, xem li mc 1.4, hnh I.4).

Hnh I.9. Kt qu bi ton quy hoch ton phng trong Lingo.

Tip theo, cn nhy chut vo nt LINGO v gii bi ton thu c kt qu chi tit nh trn hnh I.9. Kt qu trn cho ta bit gi tr cc i ca hm mc tiu l 180 vi phng n ti u l: x1 = 15, x2 = 0. Cc gi tr ti u ca cc bin i ngu l y1 = 5/3 v y2 = y3 = y4 = 0.
Gii bi ton ti u phi tuyn bng phn mm RST2ANU

Phn mm RST2ANU 1.0 c s dng gii cc bi ton ti u ton cc phi tuyn dng tng qut vi cc bin lin tc, cc bin nguyn v cho cc bi ton hn hp nguyn. Qu trnh xy dng phng php tnh ton ti u, thut gii, ci t trn ngn

32

ng C v sau ny l ngn ng Visual C++ 6.0 cng nh chy th nghim ko di gn tm nm. Ngoi u im gii c cc bi ton hn hp nguyn, phn mm c tin cy rt cao trong vic tm ra cc phng n ti u ton cc v c giao din thn thin i vi ngi s dng. Phn mm c ng gi trnh sao chp v c th dng gii cc bi ton ln khi c ci t trn h my tnh mnh.

Thut gii
Thut gii ngu nhin RST2AN (hay RST2ANU), c a ra bi C. Mohan v Nguyn Hi Thanh. Thut gii ny l thut gii tm kim ngu nhin c iu khin, c kt hp thut ton m phng ti (SA). Thut gii RST2AN l thut gii lp, bao gm hai pha: pha cc b v pha ton cc. Sau y l thut gii RST2AN c pht biu mt cch ngn gn cho bi ton ti u chnh tc dng cc tiu ho.

Trong pha ton cc, mt s lng thch hp ln cc phng n kh thi c c pht sinh ra mt cch ngu nhin v lu tr trong mng c tn A. nh du hai im c gi tr hm mc tiu ln nht v nh nht tng ng l M v L. Trong pha cc b, cc phng n c x l nhm thu c gi tr tt hn ca hm mc tiu. Trong pha ny, thut gii xc nh X l im c ni suy bc hai da trn phng n L v hai phng n khc c chn ngu nhin trong mng A. Nu nh X l phng n kh thi th vi f(X) f(M), M s c thay th bi X trong mng A; cn vi f(X) > f(M), M s c thay th bi X vi xc sut p= exp((f(X)f(M))/(f(X)f(L))), trong > 0 l tham s c la chn thch hp. Nu X khng phi l phng n kh thi, b qua X v chn hai phng n khc trong A mt cch ngu nhin ri cng vi L tip tc sinh ra phng n mi. Qu trnh c th tip din nh vy cho ti khi tp hp cc phng n trong A s c xu hng co cm li xung quanh mt phng n ti u ton cc.
V d: Gii bi ton ti u phi tuyn hn hp nguyn.

z = x10,6 + x20,6 + x30,4 + 2x4 + 5x5 4x3 x6, Min vi cc rng buc: x2 3x1 3x4 = 0; x3 2x2 2x5 = 0; 4x4 x6 x1 + 2x4 x 2 + x5 x3 + x6
= 0;

4; 4; 6;

x1 3; x2 4; x3 4; x4 1; x5 2; x6 6; x1, x2, x3, x4, x5, x6 0; x4, x5, x6 l cc bin nguyn.

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Hng dn s dng
Chng trnh c gi gn trong mt file chy duy nht mang tn rst2anu1.0.exe. Khi bt u khi ng chng trnh, ngi dng s c hi m ng k s dng chng trnh. Mi ngi dng s c cp mt m ng k v phi c m ng k mi s dng c chng trnh, do chng trnh khng th b sao chp. Sau khi nhp m ng k, ngi dng c th nhp bi ton mt cch d dng (xem hnh I.10) vi: NX l s bin ca bi ton. XINT xc nh bin nguyn v bin khng nguyn. Nh trong hnh trn, XINT = 0,0,0,1,1,1 cho bit ba bin u l bin lin tc, ba bin sau l bin nguyn.

Hnh I.10. Mn hnh giao din sau khi nhp xong d liu

FX l xu xc nh hm rng buc, c nhp theo c php ca EvaluateExpression. Cc bin c vit bng k hiu X c km theo ch s. V d, X1 l bin th nht, X5 l bin th 5. Nu bi ton ti u l bi ton tm cc tiu th la chn MIN v ngc li chn MAX vi bi ton tm cc i. Feas xu cho bit cc hm rng buc, c nhp cch nhau bi du chm phy hoc xung dng. Cc xu ny cng tun theo c php ca EvaluateExpression. Rules l cc xu ch ra cc lut. y, mt lut c th coi nh l mt lnh gn gi tr ca mt bin bi gi tr ca mt biu thc cc bin khc. MINX l mng xc nh cn di cho cc bin, cc gi tr vit cch nhau bi du phy (,).

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 MAXX l mng xc nh cn trn cho cc bin, cc gi tr vit cch nhau bi du phy (,). NA l kch thc ca mng A (c th chn tu , ti thiu l 2(n + 1) vi n l s bin ca bi ton). MAX RANDOM l s ln c gng ti a tm mt phng n chp nhn c bng phng php ngu nhin. ITERLAST, ISLAST, IFLAST l cc gii hn v s vng lp, s ln tht bi trong vic ci thin gi tr hm mc tiu, s ln tht bi trong vic ni suy phng n mi chp nhn c. Epsilon1, epsilon2 l cc s dng nh nhm xc nh tiu chun co cm ca mng A theo thut gii. Beta l hng s s dng trong cng thc tnh xc xut thay th mt phng n tt hn trong mng A bi mt phng n ti hn. Prob file v Res file l cc tp u vo v tp kt qu. C th son sn tp bi ton u vo ri np bi ton. Cng c th lu mt bi ton nhp ra tp. Chy chng trnh Sau khi nhp bi ton hay np bi ton t tp, c th chy chng trnh bng cch kch chut vo nt RUN. Trong khi chy chng trnh, trng thi pha trn nt RUN s xut hin dng ch SEARCHING. Khi thut gii chy xong th trng thi s tr v READY cho bit sn sng cho cc bi ton tip theo. Mi thng tin v phn mm v cch s dng s c bit nu kch chut vo nt ABOUT. Sau khi chy xong chng trnh, kt qu chy s c xem trc tip khi kch chut vo nt RESULTS v c th lu ra file vn bn, bao gm phng n ti u, gi tr hm mc tiu, mng A, c cu trc nh trn hnh I.11.

Hnh I.11. Cu trc file kt qu

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Nh vy, bi ton c gii xong, vi kt qu: x1 = 2/3, x2 = 2, x3 = 4, x4 = 0, x5 = 0, x6 = 0, v gi tr ti u ca hm mc tiu l 11,95913.

Bi ton ti u thng s sng phn loi Chng ta c th s dng phn mm RST2ANU tm nghim ca h phng trnh phi tuyn sau pht sinh trong vic tnh ton mt s thng s hnh hc v ng hc ca c cu sng phn loi dao ng (cn ch rng nhiu phng php tnh ton thng dng khc ca gii tch s t ra khng hiu qu):

r cos1 + lcos2 + l3cos3 + l4cos4 xC1 = 0; r sin1 + lsin2 + l3sin3 + l4sin4 yC1 = 0; r cos1 + lcos2 + l3cos(3 ) + l5cos5 xD1 = 0; r sin1 + lsin2 + l3sin(3 ) + l5sin5 yD1 = 0;
Trong h phi tuyn trn cc thng s bit l: r = 0,05m; l = 0,30m; l3 = 0,15m; l3 = 1,075m; l3 = 1,025m; l4 = 0,50m; l5 = 0,40m; xC1 = 0,365m; yC1 = 0,635m; xD1 = 1,365m; yD1 = 0,635m; = /8. s dng phn mm RST2ANU gii h phng trnh phi tuyn cho 1 = k/8 (k = 0, , 9), trc ht chng ta cn thit lp hm mc tiu sau: z = (rcos1 + lcos2 + l3cos3 + l4cos4 xC1)2 + (rsin1 + lsin2 + l3 sin3 + l4sin4 yC1)2 + (rcos1 + lcos2 + l3cos(3 ) + l5cos5 xD1)2 + (rsin1 + lsin2 + l3sin(3 ) + l5sin5 yD1)2 Min. Kt qu c cho trong bng I.3 vi zmin = 0.
Bng I.3. Kt qu tnh ton gi tr cc thng s ca sng phn loi

1 [0,2]
0

2 [0,]
0,226128 0,199269 0,170835 0,143343 0,112669 0,090986 0,066036 0,051284 0,039053 0,033773

3 [0,]
0,551311 0,550518 0,550590 0,550490 0,552073 0,551991 0,553576 0,554296 0,555262 0,556277

4 [0,]
1,783873 1,784628 1,782751 1,778826 1,770032 1,759350 1,745374 1,730174 1,713242 1,695605

5 [0,]
1,666775 1,670250 1,668853 1,663697 1,652171 1,639575 1,622823 1,602970 1,581813 1,560720

/18
2/18 3/18 4/18 5/18 6/18 7/18 8/18 9/18

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4.3. Mt s phng php gii bi ton ti u phi tuyn a mc tiu

Phng php tng tc ngimy tnh

Phng php PRELIME (PREference Level Interactive Method) hay cn gi l phng php tng tc da trn mc u tin do C. Mohan v Nguyn Hi Thanh xut. Cn phng php trng s quy chun l do Andrezj Osyczka xut. Cc phng php ny u thuc lp phng php tng tc ngimy tnh gii bi ton ti u a mc tiu vi cc yu t cu thnh sau: C cu u tin ca ngi ra quyt nh v hm t hp tng ng. Kiu tng tc ngi my tnh: cc thng tin no my tnh phi a ra trong cc bc lp trung gian, v cch thay i cc thng s ca c cu u tin t pha ngi ra quyt nh. K thut ti u ton hc c xy dng da trn l thuyt ti u ho nhm tm ra cc phng n ti u Pareto cho cc bi ton cn gii trong cc bc lp trung gian.
Bi ton thit k trc my

Bi ton c hai mc tiu sau: Mc tiu 1 l cc tiu ho th tch ca trc my f1(X) = 0,785[x1(6400 x22) + (1000 x1)(1000 x22)] (mm3) Mc tiu 2 l cc tiu ho nn tnh ca trc f2(X) = 3,298105 [( 1 1 10 9 ) x13 + 8 ] (mm/N) 8 4 4 4 4,096 10 7 x2 10 x2 10 x2

Trong , X= (x1, x2) l vc t quyt nh hay vc t phng n, vi x1, x2 l cc bin quyt nh sau: x1 di phn gip ni trc, x2 ng knh trong ca trc. Cc thng s khc c th hin trong cc hm mc tiu f1(X) v f2(X). Chng ta cn chn cc gi tr cho cc bin quyt nh (cn gi l cc bin thit k) x1, x2 ti u ho ng thi cc mc tiu 1 v 2 trong cc iu kin rng buc sau: g1(X) = 180 9,78 10 6 x1 0, 4 4,096 10 7 x 2 (1) (2) (3) (4)

g2 (X) = 75,2 x2 0, g3 (X) = x2 40 0, g4 (X) = x1 0,

trong cc iu kin (2), (3), (4) l d hiu (ngoi ra, ta gi thit x1 1000), cn iu kin (1) ny sinh do yu cu sau: Mt mt, trc my phi chu ng c ti mc ti a lc Fmax = 12000N. Mt khc, nn kt ni cho php l 180N/mm.

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Vic pht biu bi ton ti u a mc tiu di dng ton hc (chnh l vic lp m hnh ton hc cho vn pht sinh t thc t) l mt khu rt quan trng nhm m t tt nht hnh vi ca h thng ang c xem xt, mt khc nhm tm ra c cc phng php ti u ho c hiu qu i ti mt phng n tt v mang li li ch. Sau y, chng ta hy phn tch vn tt hai phng php gii bi ton thit k trc my nu ra trn.
Phng php trng s quy chun

Trong yu t cu thnh th nht, hm t hp cc mc tiu cho bi f(X) = 1f1(X) + 2 f2(X), trong 1, 2 l cc trng s khng m ng vi cc hm f1(X) v f2(X), 1 + 2 = 1. Do gi tr ca hm f1(X) thng ln gp rt nhiu ln gi tr ca hm f2(X), 1 v 2 c quy chun nh sau: f(X) = 1'f1(X) + 2'f2(X), vi 1' = 1.106/2,961 ; 2' = 2.10+3/0,338. yu t cu thnh th hai, trong cc bc lp trung gian, ngi ra quyt nh thay i ln lt cc cp trng s (1, 2) vi cc gi tr l (0,2; 0,8), (0,8; 0,2), (0,6; 0,4) v (0,4; 0,6). Cp trng s cui cng cho phng n ti u Pareto tho mn nht l x1 = 237,1 v x2 = 68,2, vi f1(X) = 3,529 106 ; f2(X) = 0,437 103. Cn yu t cu thnh th ba, tc gi Andrezj Osyczka s dng thut ton ti u d tm ngu nhin.
Phng php tng tc da trn mc u tin PRELIME

Trc ht, yu t cu thnh th nht, hai mc tiu f1(X) v f2(X) c chuyn thnh hai hm (lin) thuc m phn nh tho mn ca ngi ra quyt nh i vi tng mc tiu. Cc hm thuc m ny l cc hm tuyn tnh tng khc, c vit di dng gin lc nh sau cho mt s im ni suy: 0 1 = 0,5 1 nu f1 6,594 10 = a1 nu f1 = 4 106 = b1 nu f1 2,944 106 = c1
O c1 b1 a1
6

1 0,5

f1

0 2 = 0,5 1

nu f2 0,499 10 = a2 nu f2 = 0,450 103 = b2 nu f2 0,338 103 = c2

1 0,5

c2

2 0

a2

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 th ca cc hm thuc m cho cc hnh v trn. Phn tch hm thuc m 1, ta thy: ngi ra quyt nh s c tho mn 0 i vi mi phng n lm cho f1 6,594 106; tho mn 1 nu f1 2,944 106 ; v tho mn 0,5 nu f1 = 4106. tho mn 0,5 c coi l tho mn ti thiu v mc f1 = 4 106 = b1 c gi l mc u tin tng ng i vi mc tiu f1. Tng t chng ta c th phn tch v hm thuc 2 v mc u tin b2. Sau , hm tho dng t hp dng MaxMin c thit lp cho hai hm mc tiu ring r trn di dng: Max{Min[1, 2]} nhm tm ra phng n tho dng (x1, x2) trong min rng buc ca bi ton. i vi yu t cu thnh th hai, ngi ra quyt nh s cn c vo thng tin do my tnh a ra iu chnh cc mc u tin b1 v b2. Thay i cc cp mc u tin (b1, b2) t (4106; 0,45103) sang (3,6106; 0,435103), s nhn c phng n sau (x1, x2) = (235,67 ; 67,67) vi (f1, f2) = (3,58106; 0,433103). Trong yu t cu thnh th ba, cc tc gi dng thut ton tm kim ngu nhin c iu khin RST2ANU kt hp vi thut ton m phng ti (SA) tm ra cc phng n ti u Pareto cho cc bi ton trung gian thng qua vic gii bi ton ti u phi tuyn n mc tiu dng Max{Min[1, 2]}.

39

40

Chng II

CC M HNH MNG
1.
1.1.

M hnh mng vn ti
Pht biu bi ton vn ti

Bi ton vn ti c p dng rt rng ri trong lnh vc lp k hoch phn b sn phm hng ho (dch v) t mt s a im cung / cp pht ti mt s a im cu / tiu th. Thng thng, ti mi a im cung (ni i) ch c mt s lng gii hn hng, mi a im cu (ni n) ch cn mt s lng nht nh hng. Vi cc cung ng vn chuyn hng a dng, vi cc ph vn ti khc nhau, mc tiu t ra l xc nh phng n vn ti ti u. Ni cch khc, vn t ra l cn xc nh nn vn chuyn t mi a im cung ti mi a im cu bao nhiu n v hng nhm tho mn nhu cu ca tng ni n ng thi t tng chi ph vn ti l nh nht.
V d: Ta c 3 im cung cp hng A, B, C v 4 im cu S, T, U v V vi lng hng cung v cu ti mi im cng nh cc ph vn ti trn mt n v hng cho mi cung ng nh trong bng II.1.
Bng II.1. Cc d liu ca bi ton vn ti

im cung A B C Tng

Lng hng 5000 6000 2500 13500

im cu S T U V Tng

Lng hng 6000 4000 2000 1500 13500

Ni i A B C

Cc ph vn chuyn/n v hng cij (USD) n) S 3 7 2 T 2 5 5 U 7 2 4 V 6 3 5

T im cung i n im cu j ta c cc ph vn ti / mt n v hng l cij bit, chng hn nh c11 l 3USD / mt n v hng. Cn thit lp phng n vn ti hng p ng c cung cu v tng chi ph vn ti l nh nht. Ch rng bi ton vn ti ang xt c tng cung bng tng cu, nn c gi l bi ton vn ti cn bng thu pht. y l dng n gin nht trong cc dng bi ton vn ti.

41

1.2.

To phng n vn ti xut pht

Khi nim bng vn ti

Bng vn ti c m hng, n ct gm m n , m l s im cung, n l s im cu vi cc ph cij c ghi trong (i, j) cho cung ng (i, j). Khi m =3, n = 4 nh trong v d trn, ta c bng vn ti II.2.
Bng II.2. Bng vn ti

3 7 2

2 5 5

7 2 4

6 3 5

Cung 1: 5000

Cung 2: 6000 Cung 3: 2500 Tng: 13500

Cu1: 6000

Cu 2: 4000

Cu 3: 2000

Cu 4: 1500

Ta cn tm phng n phn hng vo cc (i, j) sao cho tng theo hng hay ct u khp vi cc lng cung, cu v tng chi ph vn ti l nh nht. Mi (i, j) biu din mt cung ng vn chuyn hng t im cung i v im cu j.
Cc phng php to phng n xut pht

C mt s phng php to phng n xut pht. Ta nghin cu hai phng php sau y.
a. Phng php "gc ty bc"

Phng php ny c pht biu nh sau:

Phn pht hng ti a vo gc ty bc ca bng vn ti. Sau khi (hng) cung hoc (ct) cu tho mn th ta thu gn bng vn ti bng cch b bt hng cung hoc ct cu i (ch b mt trong hai th hoc hng hoc ct, y l ton t hoc loi tr, OR exlusive). Tip tc lp li hai bc trn y cho ti khi hng c phn phi ht vo cc (cc c phn hng c gi l s dng).
Bng phng php gc ty bc ta to c phng n A trong bng II.3 vi su s dng (1, 1), (2, 1), (2, 2), (2, 3), (3, 3) v (3, 4).
Bng II.3. Phng n xut pht vi phng php gc ty bc

3 5000 7 1000 2

2 5 4000 5

7 2 1000 4 1000

6 3 5 1500

42

Tng chi ph vn ti:

CPVT = (3 5 + 7 1 + 5 4 +2 1 + 4 1 + 5 1,5) 1000 = 55500.

b. Phng php cc ph ti thiu

Phng php ny c pht biu tng t phng php "gc ty bc" nhng u tin phn pht hng vo c cc ph b nht (nu c nhiu nh vy th chn bt k trong s ). Lc ny ta c phng n xut pht l phng n B cho trong bng II.4.
Bng II.4. Phng n xut pht vi phng php cc ph ti thiu

3 1000 7 2500 2 2500 Tng chi ph vn ti:

2 4000 5 5

7 2 2000 4

6 3 1500 5

CPVT = (3 1 +2 4 + 7 2,5 + 2 2 + 3 1,5 + 2 2,5) 1000 = 42000

Nhn xt

Phng php cc ph ti thiu thng cho phng n xut pht tt hn phng php gc ty bc. Bng vn ti c s s dng l 3 + 4 1 = 7 1 = 6. Mt cch tng qut bng vn ti m hng, n ct c s s dng l m + n 1. Bi ton vn ti cng l BTQHTT. Trong v d ang xt, nu k hiu xij l lng hng vn chuyn trn cung ng (i, j) th chng ta BTQHTT sau:
z = c11x11 + c12 x12 +... + c34x34 Min vi cc rng buc:
x11 + x12 + x13 + x14 = 5000 x + x + x + x = 6000 22 23 24 21 x 31 + x 32 + x 33 + x 34 = 2500 x11 + x 21 + x 31 = 6000 x12 + x 22 + x 32 = 4000 x13 + x 23 + x 33 = 2000 x14 + x 24 + x 34 = 1500 x 0 i = 1, 2,3; j = 1, 2,3, 4 ij

43

H cc rng buc c 12 bin vi 7 phng trnh. Nu ly tng 3 phng trnh u tr i tng 3 phng trnh tip theo th c phng trnh cui. C th kim nghim d dng, s phng trnh c lp tuyn tnh ca h l 7 1 = 6. Mi phng n xut pht A hay B tm c ca bi ton vn ti chnh l mt phng n cc bin xut pht khi gii BTQHTT. Bi ton vn ti c th hon ton gii c bng phng php n hnh. Tuy nhin do cu trc c bit ca mnh, bi ton vn ti c th gii bng phng php c bit vi thut ton chuyn dng.
1.3. Phng php phn phi gii bi ton vn ti

Chng ta p dng phng php ln (tm dch t Stepping Stone Method), hay chnh thc hn cn gi l phng php phn phi (Distribution Method) gii bi ton vn ti. Phng php ln l mt quy trnh tnh ton nhm tng bc ci thin phng n vn ti c cui cng tm c phng n vn ti ti u.
Xc nh hiu sut ca cc cha s dng

Quay li bng vn ti II.3 vi phng n xut pht tm c theo phng php gc ty bc. Trong bng ch c mt s s dng, ta coi chng nh cc hn ni ln trong mt ci ao. Xt mt (i, j) bt k cha s dng trong phng n c. Ta cn tnh hiu sut ca , k hiu l eij, (e l vit tt ca t effect) theo cc bc sau: u tin ta cn tm mt ng i c tnh cht: i qua mt (i, j) cha s dng ( xut pht) v mt s s dng khc, mi bc phi i theo hng hoc theo ct xen k nhau (khng c i lin hai bc trn mt hng hay mt ct) cui cng quay v (i, j). iu ny ging nh ang trn thuyn, mun ra khi thuyn m khng t ta phi nhy qua cc hn ni ln trong ao cui cng li quay v thuyn (v vy phng php c tn l phng php ln). Mt iu th v na l con ng nhy trn cc hn nh vy l duy nht. Tm li xut pht t (1, 2) chng hn, ta s c ng i nh sau: (1, 2) (2, 2) (2, 1) (1, 1) (1, 2), trn ng i ny ch duy nht c mt cha s dng (xem bng II.5).
Bng II.5. Tnh hiu sut cc cha s dng

3 5000 7 2 1000 (7) 6000

2 5 5 4000 (2) 4000

7 2 1000 4 1000 2000

6 3 5 1500 1500

5000 6000 2500

nh du cng tr xen k ti cc nh trn ng i m trong cha s dng c nh du +. Gi s ta cn lun chuyn mt n v hng theo ng i xc

44

nh m vn tho mn c cung cu (tc l cc mang du +: (1, 2) v (2, 1) c thm mt n v hng, cc mang du : (2, 2) v (1, 1) rt bt i mt n v hng). Lc ny tng chi ph s thay i mt lng tin l: e12 = +c12 c22 + c21 c11= 2 5 + 7 3 = +1. Ni cch khc, tng chi ph vn ti s tng thm ln 1USD cho mi mt n v hng lun chuyn theo ng i trn. Ta gi e12 l hiu sut ca (1, 2). Tng t: e13 = 7 2 + 7 3 = +9, e14 = 6 5 + 4 2 + 7 3 = +7, e24 = 3 5 + 4 2 = 0, e31 = 2 7 + 2 4 = 7, e32 = 5 5 + 2 4 = 2. Ch c hai vi hiu sut m l (3, 1) v (3, 2) (xem bng II.5) c th la chn a vo s dng trong phng n mi. Ta quyt nh trong phng n mi s chn (3, 2) a vo s dng, mi n v hng a vo s dng ti (3, 2) s lm tng chi ph gim 2USD. K hiu e = e32.

Ch : C th chng minh c eij = ij vi ij l gi tr trn hng ng vi ct xij nu gii bi ton vn ti bng phng php n hnh.
Xc nh lng hng a vo chn

Nh trn phn tch, mt n v hng a vo (3, 2) lm gim tng chi ph vn ti 2 USD. Ta cn tm q, lng hng ti a c th a vo (3, 2). ng i qua (3, 2) v mt s c s dng l: (3, 2) (2, 2) (2, 3) (3, 3) (3, 2), vi cc c nh du cng tr xen k ( (3, 2) mang du +). Lng hng q c tnh theo quy tc: q = gi tr nh nht ca cc lng hng ti cc mang du () = Min {lng hng ti (2, 2), lng hng ti (3, 3)} = Min {4000, 1000} = 1000. Vy trong phng n mi, lng hng ti cc mang du + (cc (3, 2), (2, 3)) c tng thm 1000 n v, cn ti cc mang du (cc (2, 2) v (3, 3)) lng hng gim i 1000 n v (xem bng II.6). Phng n mi gm 6 s dng ( (3, 3) ng vi q =1000 b loi ra).
Bng II.6. Phng n vn ti sau hai bc

3 5000 7 2 1000 (5) 6000

2 5 3000 5 1000 4000

7 2 2000 4 2000

6 3 5 1500 1500

5000 6000 2500

Tng chi ph vn ti:

CPVT = (3 5 + 7 1 + 5 3 + 2 2 + 5 1 + 5 1,5) 1000 = 53500;

45

hoc

CPVTmi = CPVT c e q = 55500 2 1000 = 53500.

iu kin ti u

Thc hin theo quy trnh trn cho ti khi tt c cc hiu sut eij 0 (i, j) l cc cha s dng. y chnh l iu kin ti u hay iu kin dng. iu kin ny thc cht l iu kin ij 0 vi mi bin ngoi c s xij nu gii bi ton bng phng php n hnh. gii tip bi ton, cn tnh cc hiu sut cho cc cha s dng trong phng n mi: e12 = 2 5 + 7 3 = +1; e14 = 6 5 + 5 5 + 7 3 = +5; e31 = 2 7 + 5 5 = 5; e13 = 7 2 + 7 3 = +19; e24 = 3 5 + 5 5 = 2; e33 = 4 5 + 5 2 = +2.

Ta quyt nh s dng chn (3, 1) trong phng n mi v e31 = 5. Tm c q = 1000 theo quy tc bit. C hai ng vi q tm c, chng ta ch b i (2, 1) cn phi gi li (3, 2) a vo s dng. Phng n sau bc th ba cho trong bng II.7.
Bng II.7. Phng n vn ti sau ba bc

3 5000 7 2 1000 6000

2 5 4000 5 0 4000

7 2 2000 4 2000

6 3 5 1500 1500 (2)

5000 6000 2500

Tng chi ph vn ti:

CPVT = 53500 5 1000 = 48500.

Tip tc tnh cc hiu sut: e12 = +1; e14 = 6 5 + 2 3 = 0; e24 = 3 + 5 + 5 5 = 2; e13 = 7 2 + 5 5 + 4 = 9; e21 = 7 2 + 5 5; e33 = 4 5 + 5 2 = 2.

Chn (2, 4) a vo s dng v tnh q = 1500. T c phng n mi sau bn bc nh trong bng II.8.

46

Bng II.8. Phng n vn ti sau bn bc

3 5000 7 2 1000 6000

2 5

(4)

7 2

6 5000 3 2000 1500 5 2000 1500 6000 2500

2500 5 1500 4000 4

Tng chi ph vn ti:

CPVT = 48500 2 1500 = 45500.

Tip tc tnh cc hiu sut: e12 = 2 5 + 2 3 = 4; e14 = 6 3 + 5 5 + 2 3=2; e33 = 4 5 + 5 2 = 2; e13 = 7 2 + 5 5 + 2 3 = 4; e21 = 7 2 + 5 5 = 5; e34 = 5 5 + 5 2 = 3;

Ta c e12 = 4 v chn (1, 2) lm chn vi q = 1500 v chuyn sang phng n mi nh trong bng II.9.
Bng II.9. Phng n vn ti sau nm bc

3 3500 7 2 2500 6000

2 1500 5 2500 5 4000

7 2 2000 4 2000

6 3 1500 5 1500

5000 6000 2500

Tng chi ph vn ti:

CPVT = 45500 41500 = 39500.

Lc ny eij 0 vi mi (i, j) cha s dng. iu kin ti u c tho mn. Phng n vn ti ti u cho trong bng II.9 vi tng chi ph nh nht l 39500.
Bi ton vn ti khng cn bng thu pht

Trng hp tng lng cung ln hn tng lng cu, cn b tr thm mt im cu gi m mi chi ph vn ti n u c coi bng 0. Tng t, nu cu vt cung th cn b tr mt im cung gi v coi mi chi ph vn chuyn t i u bng 0.

47

1.4.

Phng php phn phi ci bin gii bi ton vn ti

Phng php ln hay phng php phn phi c mt nhc im l vic tnh hiu sut ca cc kh di dng. V vy, ta s nghin cu phng php phn phi ci bin nhm tnh cc hiu sut eij ngn gn hn. Xt phng n xut pht tm c bng phng php cc ph cc tiu cho trong bng II.10 (vi tng chi ph vn ti l 42000).
Bng II.10. Phng n vn ti xut pht

3 1000 7 2500 2 2500 6000

2 4000 5 5 4000

7 2 2000 4 2000

6 3 1500 5 1500

5000 6000 2500

Ta c e13 = 7 2 + 7 3 = +9. Ta tm cch tnh e13 bng cch khc nhanh hn nh trnh by sau y. Trc ht cn xy dng h thng s th v hng v ct {(ui, vj), i = 1, 2, 3; j = 1, 2, 3, 4}. C th gn cho mt th v bt k gi tr 0 (hoc mt gi tr bt k khc), th v ny thng c chn hng hay ct c nhiu s dng nht. Chng hn chn u2 = 0.
Cc th v khc c tnh bi cng thc: ui + vij = cij (i, j) s dng. u2 = 0 v1 = 7 (= c21 u2)

v3 = 2 (= c23 u2) v4 = 3 (= c24 u2) u1 = 4 (= c11 v1) u3 = 5 (= c37 v1) v2 = 6 (= c12 u1)
Cng thc tng qut tnh cc hiu sut cho cc (i, j) cha s dng l:

eij = cij (ui + vj).

Chng hn ta c e13 = c13 (u1 + v3) = 7 (4 + 2) = 9. Cc hiu sut khc c tnh tng t (xem bng II.11).

48

Bng II.11. Tnh ton cc th v v cc hiu sut

v1 = 7 u 1 = 4 u2 = 0 u 3 = 5 3 1000 7 2500 2 2500 6000

v2 = 6 2 5 5 4000 4000 (1)

v3 = 2 7 2 2000 4 2000

v4 = 3 6 3 1500 5 1500 5000 6000 2500

Trong bng II.11 ta thy e22 = 1 < 0. Chn (2, 2) a vo s dng ng vi q = 2500, ta chuyn sang phng n mi v tnh li cc h thng s th v nh trong bng II.12.
Bng II.12. Tnh ton cc th v v cc hiu sut cho phng n mi

v1 = 6 u 1 = 3 u2 = 0 u 3 = 4 3 3500 7 2 2500 6000

v2 = 6 2 1500 5 2500 5 4000

v3 = 2 7 2 2000 4 2000

v4 = 3 6 3 1500 5 1500 5000 6000 2500

Chn

u2 = 0 v2 = 5 (= 5 0); v3 = 2 (= 2 0); v4 = 3 (= 3 0); u1= 3 (= 2 5); v1 = 6 (= 3 (3)); u3 = 4 (= 2 6).

Tng chi ph vn ti:

CPVT = (3 3,5 + 2 1,5 + 5 2,5 + 2 2 + 3 1,5 + 2 2,5) 1000

= 39500 (tnh cch khc, CPVTmi = 42000 1 2500).

Tip tc tnh ton cc hiu sut: e13 = c13 (u1 + v3) = 7 (3 + 2) = 8; e14 = c14 (u1 +v4) = 6 (3 + 3) = 6; e21 = c21 (u2 + v1) = 7 (0+6) = 1; e32 = c32 (u3 + v2) = 5 (4 + 5) = 4; e33 = c33 (u3 + v4) = 4 (4 + 2) = 6; e34 = c34 (u3 + v4) = 5 (4 + 3) = 6.

49

Ta thy eij 0 (i, j) cha s dng nn iu kin ti u c tho mn. Phng n ti u cho trong bng II.12, vi tng chi ph vn ti nh nht l 39500.

Ch :
i vi bi ton vn ti cn cc i ho hm mc tiu th tiu chun dng s l eij 0 (i, j) cha s dng. i vi bi ton vn ti c cm (cung ng khng c s dng) th t cc ph M = + cho cc cm vi bi ton Min hoc M = vi bi ton Max.
Gii bi ton vn ti bng phn mm Lingo

gii bi ton vn ti trong Lingo, ta c th s dng cc bi ton mu bng cch nhn vo biu tng Lingo v thc hin cc lnh File > Open > Tran.lng vo bi ton vn ti mu. Sau nhp cc s liu u vo ca bi ton cn gii, chng hn, ca v d xt trong cc mc trn thay cho cc s liu ca bi ton mu (xem hnh II.1).

Hnh II.1. Nhp s liu cho bi ton vn ti

Sau chng ta thc hin LINGO>Solve, kt qu tnh ton s hin ra trn mn hnh (xem hnh II.2).

50

Hnh II.2. Kt qu ca bi ton vn ti

2.

M hnh mng PERT

(Program Evaluation and Review Technique)

2.1. Cc khi nim c bn v PERT

Vai tr ca PERT

PERT c th c hiu l phng php hoc k thut theo di v nh gi d n vi mc ch gip cho b my qun l tr li cc cu hi sau y: D n s hon thnh khi no? Mi hot ng ca d n nn c bt u vo thi im no v kt thc vo thi im no? Nhng hot ng no ca d n phi kt thc ng thi hn trnh cho ton b d n b kt thc chm hn so vi k hoch? Liu c th chuyn cc ngun d tr (nhn lc, vt lc) t cc hot ng khng gng sang cc hot ng gng (cc hot ng phi hon thnh ng tin ) m khng nh hng ti thi hn hon thnh d n? Nhng hot ng no cn tp trung theo di? bc u hnh dung v PERT, chng ta xt v d sau y.
V d:

Gi s cn thc hin mt d n hoc chng trnh c cc hot ng c lit k trong bng II.13.

51

Bng II.13. Cc hot ng ca mt d n, th t v thi gian thc hin

Hot ng A B C D E F G H I J K L

Hot ng k trc

Thi gian thc hin (tun) 2 2 2 3 4 0 (hot ng gi) 7 6 4 10 3 4

A A E B B D, F C H, J G, I, K

Ta cn lp k hoch thc hin d n trn hon thnh ton b cc hot ng ca d n trong thi gian ngn nht, ng thi phi xc nh c nhng hot ng no cn ch trng (c hiu l cc hot ng gng).
V s mng PERT
D 3 A 1 C 2 J B E 5 4 H 7 G K 8 L 9 F 6 I

Hnh II.3. S mng PERT

Trn hnh II.3 ta thy mng PERT l mt mng cc nt c nh s c ni vi nhau bi cc cung c mi tn. Mi cung c mi tn biu din mt hot ng ca d n, cn mi nt biu din thi im kt thc mt s hot ng v / hoc thi im bt u ca mt s hot ng khc. Hot ng gi F c k hiu bi cung mi tn vi nt ri c thi gian thc hin bng 0, nhm trnh cho hot ng D v E c cng nt bt u v nt kt thc. Nh vy, trong s mng PERT ta buc phi tun theo quy c: hai hot ng khc nhau th khng c c cng nt bt u cng nh nt kt thc.
Xc nh thi gian ti thiu thc hin d n

xc nh thi gian ti thiu thc hin d n, trc ht chng ta nghin cu khi nim thi im bt u sm nht v thi im kt thc sm nht (EST v EFT Earliest start time v Earliest finish time) cho tng hot ng.

52

V d: Hot ng A c ESTA = 0 v EFTA = 2, v

Thi im bt u sm nht l khi bt u khi ng d n, Thi im kt thc sm nht l sau 2 tun. Mi quan h gia EST v FFT l: EFT = EST + thi gian thc hin hot ng. Mt cch tng qut, xc nh EST chng ta c quy tc thi im bt u sm nht: thi im bt u sm nht ca mt hot ng ri mt nt no l thi im mun nht trong cc thi im kt thc sm nht i vi cc hot ng i vo nt . p dng quy tc trn y, c th tnh c ESTK = 12 (do EFTH = 8, EFTJ = 12 v s ln hn l 12) v EFTK = 15. Kt qu tm EST v EFT cho cc hot ng d n c tnh ton tin t nt 1 n nt 9 v c tm tt trong bng II.14 v hnh II.4. Vy thi gian kt thc sm nht d n l sau 19 tun.
2

A
0

2 2E

D
6

6
6

F 5

I L
19

1 0
0

4 J

C
2

2 2H

G
8

9 10 8 15

K 15 7 12

12

Hnh II.4. Tnh EST v EFT cho cc hot ng ca d n Bng II.14. Tnh EST, LST, EFT, LFT v tm ng gng

Hot ng A B C D E F G H I J K L

EST 0 0 0 2 2 6 2 2 6 2 12 15

LST 5 4 0 8 7 11 8 6 11 2 12 15

EFT 2 2 2 5 6 6 9 8 10 12 15 19

LFT 7 6 2 11 11 11 15 12 15 12 15 19

LSTEST (LFTEFT) 5 4 0 6 5 5 6 4 5 0 0 0

Trn cung gng

* * *

53

Bc tip theo l xc nh thi im bt u mun nht v thi im kt thc mun nht (LST v LFT Latest start time v Latest finish time) cho tng hot ng.
V d: Hot ng L c LSTL = 15 v LFTL = 19, v

Thi im kt thc mun nht l sau 19 tun (nu ta n nh d n phi kt thc sau 19 tun), Thi im bt u mun nht l tun 15 (do hot ng L cn thi gian 4 tun thc hin). Mi quan h gia LST v LFT l: LST = LFT thi gian thc hin hot ng. Mt cch tng qut, xc nh LFT chng ta c quy tc thi im kt thc mun nht: thi im kt thc mun nht ca mt hot ng i vo mt nt no l thi im sm nht trong cc thi im bt u mun nht i vi cc hot ng ri nt . p dng quy tc trn y, c th tnh c LFTA = 7 (do LSTD = 8, LSTE = 7 v s b hn l 7) v LSTA = 5. Kt qu tm LFT v LST cho cc hot ng d n c tnh ton li t nt 9 v nt 1 v c tm tt trong bng II.14 v hnh II.5.
7

A
5

8 7E

D
11 F 11

11

11

11 5 8

1
4 0

B C
2

4
6

G H

L 15 15 8 15 19 K 15 7 12

J
12

12

Hnh II.5. Tnh LFT v LST cho cc hot ng ca d n

Ch : Mi cung c mi tn l mt hot ng, nhng c th bao gm nhiu hot ng nh khc. Ni cch khc, bn thn tng hot ng ca d n c th li l mt mng PERT nh.
Xc nh hot ng gng, ng gng

Hot ng gng l hot ng m LST EST = LFT EFT = 0, hay [EST, EFT] [LST, LFT] Slack = LST EST = 0 EST = LST ( tr cho php bng 0). EFT = LFT Slack = LFT EFT = 0

Gii thch: Slack ni lng ( tr).

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Trong v d ang xt, cc hot ng gng l: C J K L (xem bng II.14) v to thnh ng gng (Critical Path). V vy, phng php mng PERT cn c tn l phng php ng gng (CPM Critical Path Method).
Xc nh ng gng bng phn mm Lingo

xc nh ng gng bng phn mm Lingo, ta c th s dng cc bi ton mu bng cch nhn vo biu tng Lingo v thc hin cc lnh File > Open > Pert.lng vo bi ton PERT mu. Sau nhp cc s liu u vo ca bi ton cn gii vo thay cc s liu ca bi ton mu, chng hn nh s liu ca v d cho (xem hnh II.6).

Hnh II.6. Nhp s liu cho bi ton PERT

Sau chng ta thc hin LINGO > Solve, kt qu tnh ton s hin trn mn hnh (xem hnh II.7).

Hnh II.7. Kt qu tm cung gng ca bi ton PERT

55

2.2.

S PERT vi s liu ngu nhin

Thi gian thc hin tng hot ng ca d n ni chung l mt lng bin ng kh d on trc, chng ta gi thit chng l cc bin ngu nhin. Gi s ta c cc s liu c tnh v thi gian thc hin cc hot ng ca d n (xem bng II.15) a, m, b. Lc thi gian trung bnh v lch chun thi gian thc hin cc hot ng c c a + 4m + b . tnh theo cng thc t = 6
Bng II.15. S liu c tnh v thi gian thc hin cc hot ng

Hot ng A B C D E F G H I J K L

Hot ng k trc

Thi gian c tnh a (sm nht) 1 1 1 1 2 0 3 2 1 4 1 4 m (nhiu kh nng xy ra nht) 2 2 2 2 3 0 6 5 4 9 2 4 b (mun nht) 3 3 3 9 10 0 15 14 7 20 9 4 t (thi gian trung bnh) 2 2 2 3 4 0 7 6 4 10 3 4 ( lch tiu chun, bin thin) 1/3 1/3 1/3 4/3 4/3 0 2 2 1 8/3 4/3 0

A A E B B D, F C H, J G, I, K

Bc tip theo l lp s mng cho d n vi cc thi gian trung bnh t v tm ng gng. ng gng l C J K L bao gm cc hot ng gng C, J, K v L. Cc hot ng ny c tr cho php bng 0, hay ni cch khc, khng cho php s chm tr no. y l cc hot ng cn ht sc ch trng, vic chm thc hin bt c mt hot ng no trong s ny u ko theo s chm tr trong tin ca c d n. T Critical Path (ting Anh) c dch sang ting Vit l ng gng v l do . Thi gian thc hin d n l mt lng ngu nhin tnh theo cng thc: T = TC + TJ + TK + TL. Ta tm k vng ca T (thi gian trung bnh thc hin d n) theo cng thc: m = mT = tC + tJ + tK + tL = 2 + 10 + 3 + 4 = 19 (tun). Tnh lch chun ca thi gian thc hin d n:
2 2 2 2 = T = C + J + K + L =

(1/ 3) 2 + (8 / 3) 2 + (4 / 3) 2 + 0 = 3.

Ta coi T (thi gian thc hin d n) l bin ngu nhin tun theo lut chun N(m = 19; = 3).

56

 th hm mt xc sut ca T cho trn hnh II.8.

75%

19

21

Hnh II.8. ng cong mt chun

tnh P, xc sut thc hin d n trong vng (khng vt qu) 19 tun, ta phi quy T v bin ngu nhin vi phn phi chun tc N(0, 1) nh cho trong ph lc 1. Lc :
T m 19 19 P(T 19) = P = P(Z 0) = 0,5 (hay 50%), 3 y Z = (T m)/ l bin ngu nhin tun theo phn phi N(0, 1). Tng t, xc sut thc hin d n trong vng (khng vt qu) 21 tun c tnh nh sau: T m 21 19 P(T 21) = P = P (Z 0,666) = 75%. 3 Ta chuyn sang xem xt vn v tin cy ca thi gian hon thnh d n. Chng hn chng ta mun tr li cu hi sau: Mun thi gian thc hin d n c tin cy 90% th thi gian ti thiu (tnh theo s tun) l bao nhiu? t P (T t) = 90%. Tra bng phn phi chun tc N(0, 1), tm c z = 1,28. V z = (t 19)/3 = 1,28 nn t = 19 + 3. 1,28 23 (tun). Nh vy, d n ang xem xt c kh nng hon thnh vi tin cy ti 90% trong vng (khng vt qu) 23 tun.
2.3. iu chnh d n khi k hoch mt s hot ng b ph v

V d: i khi trong qu trnh thc hin d n, k hoch ca mt s hot ng b ph v. Chnh v vy, khi pht hin d n ang b chm so vi k hoch ra ta cn nh li thi gian thc hin (thi gian rt gn) mt s hot ng trong giai on ti. Xt cc d kin cho trong hnh II.9 v bng II.16.

57

2 A

4 E

1 B 3 D

Hnh II.9. S mng PERT d n cn iu chnh Bng II.16. S liu iu chnh khi k hoach b ph v

Hot ng A B C D E

Thi gian nh mc 6 4 3 8 7

Thi gian rt gn 4 3 2 6 4

Kinh ph b sung/ 1n v thi gian rt gn (triu ng) 2 3 1 1,5 0,5

Sau khi c thi gian nh mc cho cc hot ng nh trong bng II.16, d dng tm c thi gian ti thiu cn thit hon thnh k hoch l 16 (tun). Tuy nhin do yu cu mi, cn rt gn thi gian hon thnh d n trong vng (khng vt qu) 10 (tun). Mun vy ta thc hin cc im sau: Tm thi gian ti thiu d nh thc hin d n (16 tun) v tm ng gng. c tnh thi gian rt gn ti a (ct 3, bng II.16) Khi rt gn thi gian trn ng gng cng phi ch trng ng thi cc cung ng khc. Trn hnh II.9, ta thy cn thc hin A, C v E vi thi gian rt gn ti a (4, 2, 4 tng cc thi gian thc hin cc hot ng gng l 10 tun), ng thi rt gn cc hot ng B v D mc cho php: Phng n 1: rt bt thi gian thc hin hot ng B mt tun v rt bt D mt tun. Phng n 2: khng rt bt B v rt bt D hai tun. Vy khi cn iu chnh thi gian thc hin d n ta cn thay i k hoch ca mt s hot ng theo cc bc nu trn. Tuy c nhiu phng n iu chnh d n, nhng trong vic ph v k hoch cc hot ng ca d n p ng tin mi cn ch v kha cnh chi ph gia tng c mt phng n ti u m bo rt gn c thi gian thc hin vi chi ph nh nht. i vi v d trn ta chn phng n 2.

58

C th p dng phng php tng qut iu chnh d n theo cc mc tiu trn (phng php n hnh cho BTQHTT n v a mc tiu) nh s c trnh by sau y.
2.4. Tnh thi gian rt gn ti u bng phng php n hnh

tnh thi gian rt gn bng phng php n hnh (c th s dng cc phn mm my tnh thch hp), ta phi a ra c m hnh ton hc, hay cch khc, cn pht biu c BTQHTT (n hay a mc tiu). Trc ht, cn xc nh cc bin quyt nh. Gi x1, x2, x3, x4, x5 l cc thi im m cc hot ng xy ra (ti cc nt); yA, yB, yC, yD, yE l thi gian cn rt bt cho cc hot ng yu cu mi v y nhanh tin c tho mn. Ta c BTQHTT a mc tiu sau (cn cc tiu ha c thi gian thc hin d n ln tng chi ph gia tng): Mc tiu 1: z1 = x5 Min Mc tiu 2: z2 = 2yA + 3yB + yC + 1,5yD + 0,5yE Min vi cc rng buc: x 2 6 y A + x1 x 4 3 yC + x 2 x 3 4 y B + x1 x5 7 yE + x 4 x 5 8 yD + x 3 x 0,i = 1, 2, 3, 4, 5 i y j 0, j = A, B, C, D, E y A 2, y B 1, yC 1, y D 2, y E 3 x x + 10 1 5 C 2 cch gii m hnh: Chuyn mc tiu 1 thnh rng buc (*). Nu lc BTQHTT khng c phng n kh thi th phi ni lng dn (*): chng hn thay (*) bi x5 x1 + 11. nguyn c hai mc tiu gii theo phng php BTQHTT a mc tiu.
2.5. p dng mng PERT trong phn tch chi ph v qun l ti chnh d n

(*)

Trong giai on u ng dng PERT v CPM, cc phng php ny thng c p dng cho bi ton tm thi gian ti thiu thc hin d n, tm cc hot ng gng. Chng t khi c p dng phn tch chi ph, mc d trong cc d n th vic phn tch chi ph (bao gm chi ph trc tip, gin tip v chi ph tin ch) cng rt quan trng. Tuy nhin ngy nay, PERT v CPM c p dng rt rng ri cho cc bi ton dng ny.
V d: Chng ta xem xt d n vi cc d kin cho trong bng II.17 v hnh II.10.

59

D 2 A B 1 3 C F

4 E H 8 G 6 I

Hnh II.10. Mng PERT cho bi ton phn tch chi ph Bng II.17. D kin cho bi ton PERT chi ph

Hot ng A B C D E F G H I

EST 0 0 3 3 7 4 4 12 5

LST 0 8 9 3 7 10 10 12 11

Thi gian thc hin (thng) 3 2 1 4 5 2 1 3 4

Tng chi ph (triu ng) 30 200 40 20 75 100 75 18 240

Chi ph / mt thng (triu ng) 10 100 40 5 15 50 75 6 60

D thy, thi gian ti thiu hon thnh d n l 15 (thng). Nguyn tc iu hnh ti chnh mt d n l: Lung kinh ph phi c a vo dn dn sao cho p ng c tin d n. Nu kinh ph a vo tha hoc thiu (theo tin ) th phi kp thi iu chnh. Cn nm bt c: nhng hot ng no khng dng ht kinh ph d kin, nhng hot ng no s dng kinh ph nhiu hn d kin c s iu chnh thch hp. Cc bo co nh k cho php kim sot c d n v tin v lung kinh ph. Mun vy, trc ht cn lp bng theo di kinh ph cho d n t thng 1 n thng 15 (xem bng II.18). Phn trn ca tng ng vi cc hot ng gii ngn sm nht, phn di ng vi gii ngn mun nht. Hai hng cui bng dnh cho kinh ph trong tng thng v tng kinh ph cng dn cho ti thng tng ng vi hot ng gii ngn sm nht v gii ngn mun nht.

60

Bng II.18. D kin cho bi ton PERT chi ph

T. A B C D E F G H I + 110 10 110 10 110 10 220 20 10 10 230 30 45 5 275 35 130 5 405 40 60 115 5 520 45 60 65 5 585 50 60 75 15 660 65 60 60 75 115 735 180 15 155 750 335 15 140 765 475 15 125 780 600 60 6 66 786 666 60 6 66 792 732 60 6 66 798 798 50 75 75 6 6 6 6 6 6 50 50 50 1 10 10 100 2 10 10 100 100 40 40 5 5 5 5 5 5 5 5 15 15 15 15 15 15 15 15 15 15 100 3 10 10 4 5 6 7 8 9 10 11 12 13 14 15

ng gii ngn sm nht min kinh ph kh thi ng gii ngn mun nht

Hnh II.11. th min kinh ph kh thi

Da vo bng II.18, c th v c th min kinh ph kh thi nh trn hnh II.11.

61

Nu tin gii ngn nm ngoi min kinh ph kh thi th cn gp rt a ra cc bin php iu chnh tin gii ngn. Ngoi ra, cng c th iu chnh kinh ph cc hot ng ca d n da vo bng II.18.
Lu

Cc vn c bn cn gii quyt khi p dng phng php PERT hay CPM trong theo di v nh gi d n l: Xc nh c s mng PERT ca d n. Tm c ng gng v cc hot ng gng. Tnh c tin cy ng vi cc mc thi hn hon thnh d n khi s liu l ngu nhin. Bit cch iu chnh thi gian rt gn khi tin thc hin d n l chm so vi k hoch. Phn tch chi ph v iu hnh kinh ph d n.
3.
3.1.

Mt s m hnh mng khc

Bi ton cy khung ti thiu

Bi ton cy khung ti thiu c nghin cu v ng dng trong nhiu lnh vc (Cng ngh thng tin, in lc, Quy hoch thu li,...). Vn t ra l cn xc nh mt mng ng i ti mi nt ca mng xut pht t mt nt no trong mng, sao cho tng di cc cung ng ny l ngn nht. Phng php tt nht gii bi ton cy khung ti thiu thuc v R. Prim s c trnh by trong mc ny.
V d: Mc in cho 7 x trong huyn t ngun pht in n c 7 x vi chi ph ng dy l b nht. S khong cch t ngun cung cp in ti trm in cc x nh trn hnh II.12.

Bi ton t ra l phi pht trin c cy khung hay ng i ti thiu sao cho tng chiu di cc cung ng l b nht. gii ta lp bng II.19 (chiu di cc cung ng c quy gn), trong M l k kiu mt s +, biu th cung ng khng th xy ra trn thc t. Mi hng hay mi ct ca bng u biu th cc nt, chng hn nm trn giao ca hng 2 v ct 7 (cng ging nh nm trn giao ca hng 7 v ct 2) u cha s 9, l khong cch gia hai nt 2 v 7. Mt hng v mt ct c ni l lin thng vi nhau nu nm trn giao ca hng v ct ny cha gi tr khc M.

62

700 4 300 1000 200 3 100 Ngun in (1) 600 500

800 5

400 1100 900 2

Hnh II.12. S khong cch t ngun in ti cc x Bng II.19. Bng khong cch cc cung ng

(Nt hng)

Nt (ct) 1 0 11 1 3 6 10 4 2 11 0 M M M M 9 3 1 M 0 M 5 M M 4 3 M M 0 M 7 M 5 6 M 5 M 0 2 M 6 10 M M 7 2 0 8 7 4 9 M M M 8 0

1 2 3 4 5 6 7

Thut gii Prim

Bc khi to: Lp bng khong cch gia cc nt mng. Trong bng trn, chn ct bt k (v d ct 1, tc l ta chn nt 1 bt u), gch b ct va chn ra khi bng. Cc bc lp:
Bc 1: nh du vo hng tng ng (hng cng ch s) vi ct va chn. Trn cc hng c nh du tm c gi tr nh nht. Bc 2: Chn ct tng ng vi va tm c (ct 3 biu din nt chn mi, ghi cung ng va tm c 1 3), ri gch b n i (gch b ct 3). Nu trong bng vn cn cc ct cha gch b ht th quay v bc 1, nu tri li chuyn sang bc kt thc.

63

 Bc kt thc: Nu tt c cc ct b gch b ht th dng vi tt c cc cung ng lin thng tm c to nn cy khung ti thiu.

Ch : Nhng cu in nghing minh ho cho bc khi to v bc lp u tin. Sau 6 bc lp, qu trnh gii kt thc vi cc cung ng sau: 1 3, 1 4, 1 7, 3 5, 5 6 v 7 2. Tng di cc cung ng ca cy khung ti thiu l = 1 + 3 + 4 + 5 + 2 + 9 = 24. Ngoi ra, c th chn nt khi to l bt c nt no.

Thut ton Prim cn c ng dng trong cc bi ton xc nh chi ph ti thiu nhiu dng khc. Vic chng minh thut gii trn xin dnh li cho ngi c quan tm nghin cu cc vn v thut ton.
3.2. Bi ton tm ng i ngn nht v quy hoch ng

Bi ton tm ng i ngn nht

Trong bi ton tm ng i ngn nht, chng ta mun xc nh hnh trnh ngn nht t mt a im xut pht (im gc) i ti im cn n (im ch) trn mt mng lin thng. cho d hiu, chng ta xem xt v d sau y.
V d: Bi ton ngi i du lch.

C mt ngi i du lch, xut pht t nt 1 v kt thc hnh trnh nt 10 theo hnh trnh trn hnh II.13.
2 100 1 150 4 175 200 3 350 7
Hnh II.12. S hnh trnh ng i

300

6 275

200 400

9 100

200 175

5 250 275 125 8 150

10

Ngi du lch xut pht t nt 1. Trong giai on u anh ta ch c quyn (v bt buc) chn mt trong ba nt (thnh ph) 2, 3, 4 vo thm quan. Giai on tip theo, anh ta ch c chn mt trong ba nt 5, 6, 7 du lch. Trong giai on tip ni, anh ta c quyn vo mt trong hai nt 8 hoc 9 trc khi kt thc hnh trnh ti nt 10. Nh vy, trong mi giai on ngi i du lch ch c quyn i vo mt thnh ph (mi thnh ph c coi l mt trng thi ca giai on ). Hy tm cch xc nh ng i ngn nht t nt 1 ti nt 10 tho mn cc iu kin t ra ca bi ton.

64

Nguyn tc ti u Bellman trong quy hoch ng

S dng nguyn tc ti u Bellman trong quy hoch ng gii bi ton ngi du lch, chng ta chia bi ton thnh nhiu giai on, tc l thnh nhiu bi ton nh. Ti mi giai on ta cn tm phng n ti u l cc phng n tt nht ca tnh trng hin c, xt trong mi quan h vi cc phng n ti u tm c ca cc giai on trc. Ta c th gii quyt bi ton dn theo tng giai on theo cch tnh ton tin hoc tnh ton li. gii bi ton ny, ta p dng cch tnh ton li (backward computing) vi cc k kiu v d kin cho trong bng II.20.
Bng II.20. Cc d kin ca bi ton quy hoch ng

Giai on Giai on I

u vo 8 9 5

u ra 10 10 8 9

ng i ti u 8 10 9 10 58 69 78

Khong cch ti ch 150 100 400 300 275 600 600 500 700 775 650

Giai on II

6 7 2

5 6 7 2 3 4

26 35 46 12 13 14

Giai on III

3 4 1

Giai on IV

Gii thch: S dng nguyn tc ti u Bellman, tm ng i ngn nht t nt 4 ti nt 10 chng ta tm c phng n ti u l i t nt 4 ti nt 6 cho giai on III (lc ny d(4, 10) = d(4, 6) + Min d(6, 10) = 200 + 300 = 500). iu ny l do hai la chn khc l i t nt 4 ti nt 5 hay 7 th u cho khong cch t nt 4 ti ch l nt 10 ln hn (chng hn nu i qua nt 5 th d(4, 10) = d(4, 5) + Min d(5, 10) = 175 + 400 = 575).

Trong bng II.20, ti giai on IV, ta thy khong cch ngn nht ti ch l 650. i ngc li, t im gc ti im ch ta xc nh c ng i ngn nht l: 1 4 6 9 10 vi tng chiu di l 650.
Quy trnh tnh ton tng qut

Trc ht, cn chn c cc bin trng thi (state variables) nh m t trong bng II.21.

65

Bng II.21. Cc bin trng thi ca bi ton quy hoch ng

Bin x4 x3 x2 x1 x0

S trng thi 1 3 3 2 1

Cc trng thi (nt) 1 2, 3, 4 5, 6, 7 8, 9 10

Gi tr c th xy ra ca cc bin trng thi x4 1 x3 = 2 ; x3 = 3; x3 = 4 x2 = 5 ; x2 = 6; x2 = 7 x1 = 8 ; x1 = 9 x0 = 10

Bin trng thi m t trng thi ca h thng trong tng giai on. Xc nh hm mc tiu: t Fi(xi) l khong cch ngn nht ti ch tnh ti giai on i. Theo bng II.20, ta thy: 150 F1(x1) = 100 400 F2(x2) = 300 275
vi x1 = 8 vi x1 = 9 vi x2 = 5 vi x2 = 6 vi x2 = 7

Mc ch ca bi ton l cn tm c gi tr F4(x4) = F4(1). Lp hm truy ton: Fi+1(xi+1) = Min [Fi(xi) + fi(ui)], Min tm theo mi t hp thch hp xi v ui, trong ui l bin iu khin iu khin chuyn trng thi t trng thi xi sang xi+1 v fi(ui) l hiu ng ca bin iu khin tc ng ln hm truy ton (v ln hm mc tiu, nu tnh n bi ton cui cng). Theo biu thc ca hm truy ton ta thy, nu Fi(xi) + fi (ui) l hm phi tuyn th phi dng k thut ti u thch hp tm ra Fi+1(xi+1). Sau y chng ta i tm cc hm truy ton Fi+1(xi+1) vi quy trnh tnh ton li gii bi ton theo tng giai on, nhm cui cng tm ra c F4(x4) = F4(1).
Giai on 1: Trong giai on ny, mun chuyn t nt 10 (x0 = 10) v nt 8 (x1 = 8) chng hn, th bin iu khin u0 phi c gi tr 150 (u0 = 150). Hiu ng gy nn bi u0 l f(u0) = 150. iu ny c ngha l nu chuyn t nt 10 ngc v nt 8 th cn i qung ng c chiu di l 150.
F0(x0) = 0 x1 = 8 x1 = 9 x0 = 10 + u0 = 150 + u0 = 100 u0 150 100 f0(u0) 150 100 F1(x1) 150 100

Ch : Khng phi bi ton no ui cng trng vi hiu ng fi(ui) ca n. Ni

66

chung, bin iu khin ui c th gy ra hiu ng fi(ui) khc vi ui c v ln cng nh n v o.

Giai on 2:
x2 5 6 7 x1 = 8 +u1 = 250 x1 = 9 +u1 = 400 +u1 = 200 F1(x1) + f1(u1) x1 = 8 400 x1 = 9 500 300 F2(x2) = Min[F1(x1) + f1(u1)] 400 = 150 + 250 300 = 100 + 200 275 = 150 + 125

+u1 = 125

275

Giai on 3:
x3 2 3 4 x2 5 u2 = 275 u2 = 200 u2 = 175 6 u2 = 300 7 x2 = 5 675 600 575 F2(x2) + f2(u2) x2 = 6 600 x2 = 7 F3(x3) = Min [F2(x2) + f2(u2)] 600 600 500

u2 = 200

u2 = 350 u2 = 275

500

625 550

Giai on 4:
x4 1 x3 = 2 u3 = 100 x3 = 3 u3 =175 x3 = 4 u3 =150 F3(x3) + f3(u3) x3 = 2 700 x3 = 3 775 x3 = 4 650 F4 (x4) = Min [F3(x3) + f3(u3)] 650

p s: F4(x4) = F4(1) = 650 vi ng i ngn nht trn hnh II.14.

x4 = 1 u3 = 150 x3 = 4 b2= x2 = 6 x1 = 9 x0 = 10

u1 = 200

u0 = 100

Hnh II.14. ng i ngn nht 1 4 6 9 10 3.3. p dng quy hoch ng cho mt s bi ton ngnh in

Bi ton 1

Cn phn phi cng sut ti u ca n nh my in vi ph ti tn tht c nh. Bit chi ph ca cc nh my l hm fi(pi) ph thuc vo cng sut pi, vi i = 1, 2, , n. Cn xc nh cc gi tr ca pi sao cho tng chi ph l cc tiu. Vy ta c bi ton ti u sau: Hm mc tiu: z = f1(p1) +....+ fn(pn) Min

67

vi cc rng buc:
p1 + p 2 + ... + p n = P 0 pi Pi,max

trong P l tng ph ti, Pi, max l cng sut ti a cho php. Chng hn, vi n = 3 ta c BTQHTT (nguyn) sau y: z = 3p1 + 2p2 + p3 Min
p1 + p 2 + p3 = 15 0 pi 6; 0 p 2 6; 0 p3 8

nu bit:
f1 (p1 ) = 3p1 f 2 (p 2 ) = 2p 2 f (p ) = p 3 3 3

Chng ta xt phng php gii bi ton ny vi gi thit cc cng sut pi l nguyn. t cc bin trng thi l x1, x2, x3 ; cc bin iu khin l p1, p2, p3 vi quan h nh sau: x1 = p1, x2 = p1 + p2, x3 = p1 + p2 + p3 = 15. Cc hiu ng gy nn bi cc bin iu khin l fi(pi) vi i = 1, 2, 3.
x0 = 0 Bin iu khin p1 x1 p2 x2 p3 x3

Thit lp hm truy ton Fi+1 (xi+1) = Min [Fi(xi) + fi+1 (pi+1)]. t F0(x0) = 0, d thy: F1(x1) = Minf1(p1), F2(x2) = Min[f1(p1) + f2(p2)] v F3(x3) = Min[f1(p1) + f2(p2) + f3(p3)] = 3p1 + 2p2 + p3. Mc tiu cui cng l cc tiu ho z = F3(x3). S dng nguyn tc ti u Bellman ta chia bi ton ra cc giai on sau y (vi quy trnh tnh ton tin). Giai on 1: ch xt cng sut p1; Giai on 2: ch xt cng sut p1 v p2; Giai on 3: xt cc cng sut p1, p2 v p3.
Giai on 1: (Coi F0(x0) = 0)

68

x1 0 1 2 3 4 5 6

x0 = 0 p1 = 0 p1 = 1 p1 = 2 p1 = 3 p1 = 4 p1 = 5 p1 = 6

f1(p1) = 3p1 0 3 6 9 12 15 18

F1(x1) = Min [F0(x0) + f1(p1)] 0 3 6 9 12 15 18

Giai on 2:
x1 x2 0 1 2 3 4 5 6 p2 0 1 2 3 4 5 6 7 8 9 10 11 12 0 1 0 2 1 0 3 2 1 0 0 1 F1(x1) + f2(p2) 2 3 4 5 6 F2 (x2) = Min[F1(x1) + f2(p2)] 0 2 4 6 8 10 12 15 18 21 24 27 30

0 1 0

0 2 4 6 8 10 12

3 5 7 9 11 13 15

6 8 10 12 14 16 18

9 11 13 15 17 19 21

12 14 16 18 20 22 24

15 17 19 21 23 25 27

18 20 22 24 26 28 30

4 3 2 1 0 5 4 3 2 1 6 5 4 3 2 6 5 4 3

2 1 6 5 4 3 2 6 5 4 3

6 5 4 6 5 6

Giai on 3:
x2 x3 15 0 6 7 8 9 10 p3 11 4 12 7 5 3 23 F2(x2) + f3(p3) 8 25 9 27 10 29 11 31 12 33 F3(x3) = Min [F2(x2) + f3(p3)] 23

8 7 6

p s: Tng chi ph t gi tr cc tiu l 23, vi p1 = 1, p2 = 6, p3 = 8.

69

x0 = 0 Bin iu khin

x1 = 1 p1 = 1 p2 = 6

x2 = 7

x3 = 15 p3 = 8

Lu

Cc vn c bn cn gii quyt khi p dng phng php quy hoch ng theo nguyn tc Bellman l: Chia bi ton thnh nhiu giai on nh gii bi ton ti u cho tng giai on. Cc yu t ca bi ton quy hoch ng l bin trng thi, bin iu khin, hm truy ton v hm mc tiu. Khi chuyn t mt trng thi no (trong mt giai on) sang trng thi khc (giai on khc) cn c bin iu khin. Mi gi tr ca bin iu khin gy ra mt hiu ng ln hm mc tiu. Tu theo cc bi ton ti u pht sinh trong cc giai on m la chn phng php ti u thch hp. Trong v d ang xt, khi cc hiu ng fi(pi) cho di dng hm tuyn tnh vi cc bin pi nhn cc gi tr ri rc/nguyn th hm truy ton Fi+1 (xi+1) = Min [Fi(xi) + fi+1 (pi+1)] s tnh c bng thut gii da trn bng lit k (nh phng php gii trnh by). Nu fi(pi) phi tuyn vi cc bin pi nhn cc gi tr lin tc th tm Fi+1(xi+1) = Min[Fi(xi) + fi+1(pi+1)] ta c hai cch: Cch 1: ri rc ho theo tng mc. Chng hn vi p1 [0, 6], th coi p1 {0, 1, 2, 3, 4, 5, 6}. Cch 2: p dng phng php ti u thch hp vi bin lin tc (xem chng I) cho hm mc tiu. Chng hn, trong v d trn khi cn tm F2(x2) = Min [F1(x1)+ f2(p2)] = Min[f1(p1) + f2(p2)] = Min [3p1 + 2p2] vi iu kin rng buc: p1 + p2 15 v 0 p1 6, 0 p2 6, c th p dng phng php n hnh.
Bi ton 2

Xc nh tuyn ng i ca ng dy truyn ti in t im A n im B, vi cc chng ngi vt khc nhau, sao cho tng chi ph l nh nht. Cc d kin ca bi ton cho trn hnh II.15. Nh vy thit lp s ng truyn ti in th xut pht t A ta c th nh tuyn i ca ng truyn ti in trc ht phi qua mt trong hai im st gn, theo hng bc hay hng ng, vi cc chi ph l 15 v 12. T mt trong hai im ny, chng ta li tip tc xc nh tuyn i cho ng truyn ti in, vi cc chi ph bit... Vy ta c bi ton tm ng i vi chi ph nh nht.

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8 12 10 7 8

9 9 7 2 13 12 12 15 11

13 6 11 4 15 10 16

10 8 9 2

10 6 15 A

8 10 11

Hnh II.15. S tuyn i cho dy truyn ti in

Bi ton ny hon ton tng t vi bi ton ngi du lch xt v c th gii bng phng php quy hoch ng (Hng dn: Chia bi ton thnh nhiu giai on nh theo cc ng vi nt t ni trn hnh II.15).

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72

Chng III

GII THIU L THUYT M PHNG V M HNH HNG CH

1.
1.1.

Mc ch v cc cng c ca m phng
Khi nim v m phng ngu nhin

M phng (Simulation) c ng dng rng ri trong kinh t, k thut v nhiu lnh vc khc. Theo T in chnh xc Oxford, bn 1976, "m phng c ngha l gi cch, , lm ra v nh, hnh ng nh, bt chc ging vi, mang hnh thc ca, gi b nh..., lm gi cc iu kin ca tnh hung no thng qua mt m hnh vi mc ch hun luyn hoc tin li". V mt ngha k thut, m phng (hay ni ng hn, phng php m phng) hm cha vic p dng mt m hnh no to ra kt qu, ch khng c ngha l th nghim mt h thng thc t no ang cn nghin cu hay kho st. Nu m hnh c cha cc thnh phn hay yu t ngu nhin th chng ta c m phng ngu nhin. Thut ng phng php MonteCarlo xut hin t th chin th hai khi tin hnh cc m phng ngu nhin trong qu trnh pht kin bom nguyn t. Ngy nay, thut ng ny i khi cng c dng ng ngha vi thut ng phng php m phng ngu nhin, nh khi ta ni phng php MonteCarlo tnh tch phn chng hn, tuy nhin, n khng c s dng mt cch rng ri. Chng ta xt m phng trn hai quan im: ngh thut v k thut (vi t cch mt cng c), m trong mt s trng hp rt kh phn nh ranh gii rch ri. Trong chng ny chng ta nghin cu m phng ngu nhin v phng din mt s k thut, cng c thng c s dng.
1.2. Cc cng c ch yu ca m phng

Ngun ngu nhin (Source of randomness)

p dng m phng ngu nhin trc ht cn phi c c mt ngun cc s ngu nhin. Cc s ngu nhin nh vy c th c to ra bi cc hm sinh s ngu nhin. Trong nhiu ngn ng lp trnh (nh Visual C++ 6.0, hay Builder C++ 5.0,...), ta s thy c mt cp hm dng SRAND (seed) v RANDOM pht sinh cc s (c coi l) ngu nhin. Hm SRAND, c tham s l seed c gi l ht mm ngu nhin, ng vai tr khi to dy s ngu nhin. Cn hm RANDOM l hm sinh cc s ngu nhin sau khi c gi tr khi to. Thng thng, cc ngun ny c coi nh tn ti mt cch ng nhin. Cu hi t ra l chng " tt" hay cha? Trong gio trnh ny chng ta khng i su vo phn

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tch vn trn. Mt cch khi qut c th ni rng, cc s c gi l s ngu nhin c to ra nh vy cn xa mi thc s l ngu nhin. Mt cch chnh xc hn, chng ch c th gi l cc s gi ngu nhin m thi. Cht lng ca ngun ngu nhin c th nh hng rt ln ti kt qu nghin cu khi s dng phng php m phng ngu nhin. Xt v thc cht, cc s gi ngu nhin l cc s c tnh cht tt nh (deterministic), nhng chng c tnh cht ging vi mt dy cc gi tr th hin ca cc bin ngu nhin c lp, c phn phi u. V d, xt dy s: 13, 8, 1, 2, 11, 14, 7, 12, 13, 12, 17, 2, 11, 10, 3,... Dy s ny trng th c v ngu nhin, nhng thc cht l tun theo mt quy tc (hy pht hin ra quy tc ny). Vic tm kim cc thut gii (hay cc quy tc tt nh) pht sinh ra cc s gi ngu nhin tt l mt lnh vc nghin cu chuyn su ca Ton hc v Tin hc. Mc d trong thc t, khi p dng m phng ngu nhin, ngi ta t khi dng cc s ngu nhin tun theo lut phn phi xc sut u U[0, 1) trn [0, 1), nhng ngun s ngu nhin loi ny chnh l c s m phng cc phn phi xc sut khc (xem mc 1.3).
M hnh ngu nhin

Hai l do chnh cho vic p dng m phng ngu nhin l: Tng hp d liu theo s phn loi nht nh. a ra cc d bo. Mun p dng m phng ngu nhin cn phi c m hnh. Nh vy, mc ch ca m phng ngu nhin cng gn vi mc ch ca m hnh ho (modelling). C hai loi m hnh thng c p dng, l: m hnh c ch (mechanistic model) v m hnh tin dng (convenient model). C hai loi ny u c th c s dng tr gip cc cng vic nghin cu, kho st nhm gia tng s nhn bit v tm kim tri thc, d bo v h tr vic ra quyt nh. ng dng mt m hnh, ta c hai s la chn sau: Tin hnh cc phn tch v mt ton hc tm hiu hnh vi ca m hnh. Vn ny nhiu khi tr nn rt phc tp vi cc h phi tuyn nhiu bin, do chng ta cn t ra thm cc gi thit. Tuy nhin nhng gi thit "cht ch qu" ca ton hc i khi tr nn "ng nghi ng" trong thc t. Th nghim vi m hnh ang xem xt. i vi cc m hnh ngu nhin cc gi tr phn hi (u ra) s bin thin, v vy chng ta cn to ra hng lot cc th hin (d liu nhn to) vi nhng b tham s khc nhau ca m hnh. i khi cng cn xem xt ti s la chn th ba, l tip cn lai (hybrid approach) ca hai la chn trn.
1.3. M phng mt s phn phi xc sut

Mt s phn phi xc sut thng gp

p dng m phng ngu nhin cn bit mt s kin thc c bn m chng ta s

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nhc li ngay sau y. Bin ngu nhin l mt khi nim quan trng trong l thuyt xc sut thng k. Mt cch gin lc, bin ngu nhin (random variable), cn gi l i lng ngu nhin, c hiu l bin nhn gi tr tu thuc vo kt qu ca php th (php o, quan st, th nghim) m khng th on trc c. Bin ngu nhin chia lm hai loi chnh: ri rc v lin tc. Bin ri rc c th nhn cc gi tr t mt tp hp (c lc lng) hu hn hoc m c. Bin lin tc l mt khi nim ton hc v loi bin ngu nhin c th nhn cc gi tr dy st nhau trn mt hoc mt s khong / on s thc no ( trnh by vn n gin, y chng ta ch ni ti bin ngu nhin nhn cc gi tr l s thc). Trong thc t, khng c mt i lng ngu nhin no l lin tc theo ngha tuyt i, chng qua l chng ta khng nhn bit c (mt cch c hay khng c ) khong cch gia cc gi tr rt st nhau ca n m thi. Phn phi xc sut ca bin ngu nhin ri rc c minh ho qua v d sau: Xt bin X c th ri vo mt trong ba trng thi c nh lng bi cc gi tr 6, 9, 12 vi cc xc sut tng ng ca cc trng thi l 0,3, 0,4 v 0,3. Ch rng tng cc xc sut bng 1 (100%) c phn phi vo cc gi tr bin ngu nhin X c th ly nh trnh by trong bng sau y, c gi l bng phn phi xc sut.
Cc gi tr ca X: xi Xc sut tng ng: pi 6 0,3 9 0,4 12 0,3

(Ch : pi = 1) Mt s phn phi xc sut thng dng ca bin ngu nhin lin tc v ri rc c lit k di y.
Phn phi u trong [0,1): X nhn cc gi tr thuc na khong [0,1) vi kh nng nh nhau. Hm mt xc sut f(x) ca n c bin din trn hnh III.1.
f(x) 1

P(X < a)

P(X a) x

f2

Hnh III.1. th hm mt phn phi u

Phn phi Potxng: Vi mt h thng hng ch mt knh (xem mc 3), s lng X tn hiu n trong mt khong thi gian l mt bin ngu nhin.

Gi s s tn hiu n trung bnh trong mt khong thi gian bit c (k hiu ),

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th vi mt s iu kin nht nh c th coi X tun theo lut phn phi xc sut Potxng (Poisson) nh sau:
Cc gi tr ca X: xi 0 1 ............x.............. +

Xc sut pi tng ng

p(X = x) =

x e x!

1 2 x 0 pi = e + + + ... + + ... = e e = 1 .

0!

1!

2!

x!

Ch rng s c trng cho gi tr trung bnh ca bin ngu nhin X c gi l k vng. Trong phn phi Potxng, k vng ca X l . S c trng cho phn tn cc gi tr ca X xung quanh gi tr k vng ca n c gi l lch chun . Vi phn phi Potxng th 2 = .
Phn phi m: Trn y ta xt phn phi Potxng ca s cc tn hiu n trong mt n v thi gian. Mt kiu bin ngu nhin thng xt l khong thi gian gia hai tn hiu lin tip s tun theo phn phi m. y l bin ngu nhin lin tc ch nhn cc gi tr khng m vi hm mt xc sut l f () = e . K hiu bin ngu nhin

ang xt l th xc sut P( t) =

e
0

d c th hiu l xc sut cng dn cho ti t.

t t

Do hm phn phi xc sut ca l: F(t) = f ()d = e d = e

0 0

t 0

= 1 et.

Phn phi chun tc N(0, 1): Gi s X l bin ngu nhin c phn phi chun tc N(0,1). Lc n c k vng m = 0 v lch chun = 1. Hm phn phi xc sut ca X c dng:

F(x) = P (X x) =

f ( x ) dx =

(1 /

2 ) exp( x 2 / 2)dx .

Cho X l bin ngu nhin tun theo lut phn phi chun N(m, 2) c k vng m, lch chun . Lc , thc hin php i bin Z = nhin tun theo lut phn phi chun tc N(0,1).
M phng cc phn phi xc sut V d 1: M phng phn phi u trn [0, 1)

X m

th Z l mt bin ngu

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Cch 1: Dng bng s ngu nhin (xem ph lc 2A v 2B). y l cc bng s ghi li cc s (gi) ngu nhin c pht sinh nh cc hm sinh s ngu nhin trong my tnh. Chng hn, s dng ph lc 2B chng ta nhn c mt dy s ngu nhin: 0,10; 0,09; 0,73; 0,25 Cch 2: S dng cc hm sinh s ngu nhin (Random number generator) c ci t trn my tnh. D dng bng s ngu nhin hay s dng cc hm sinh s ngu nhin trong my tnh, ta cng ly ra hoc tnh c lin tip cc s ngu nhin xi trong [0, 1) vi i = 1, 2,..., n. Tn s cc gi tr ny ri vo k khong nh vi di bng nhau 1/k c chia ra t [0, 1) l gn nh nhau ( n/k). Vi n ln th cc tn s cng st gn n/k. V vy ta coi cc gi tr pht sinh c l cc th hin ca bin ngu nhin X tun theo phn phi u trn [0, 1). Trong trng hp cn m phng bin Y phn phi u trn [a, b), ta ch vic tnh yi = a + (b a)xi. Ch rng pht sinh cc s ngu nhin nhn gi tr nguyn 0, 1, 2,..., N, ch cn p dng cng thc yi = [(N + 1)xi], trong v phi l phn nguyn ca (N + 1)xi. Mt s bng s ngu nhin nguyn hay hm sinh s ngu nhin nguyn ci t sn trong cc h my tnh cng gip gii quyt vn ny.
V d 2: M phng phn phi ri rc vi lut phn phi xc sut sau
Cc gi tr ca X: xi Xc sut pi 6 0,3 9 0,4 12 0,3

Mun m phng phn phi trn, trc ht cn to ra mt dy cc ch s ngu nhin bng cch tra bng s ngu nhin hay dng hm sinh s ngu nhin c ci t trong my tnh. Chng hn ta c th chn dy sau 1009732533 7652013586 3467354876 ly t hng u bng s ngu nhin trong ph lc 2B. Ta quy nh nu cc ch s 0, 1, 2 xut hin th coi X = 6, nu 3, 4, 5, 6 xut hin th coi X = 9, cn nu c 7, 8, 9 xut hin th coi X = 12. Lc ng vi 10 ch s u tin ca dy trn a1a2...a10 = 1009732533 ta c bng sau y cho bit cc gi tr ca X c th ly:
ai Cc gi tr ca X: xi 1 6 0 6 0 6 9 12 7 12 3 9 2 6 5 9 3 9 3 9

Nh vy, c 10 gi tr (th hin) ca X c to ra. Tng t, c th to ra cc th hin khc ca X. Do tn sut (hay xc sut thc nghim) ca mi ch s ngu nhin t 0 ti 9 trong bng s ngu nhin l khong 10% nn tn sut (xc sut thc nghim) X nhn gi tr 6, 9 v 12 theo th t l 30%, 40% v 30%. Do c th coi P(X = 6) = 30%, P(X = 9) = 40%, P(X = 12) = 30%. Vy mun m phng phn phi ca X phi pht sinh ra mt lot cc gi tr (cc th hin) xi ca bin ngu nhin X tun theo quy lut phn phi cho.

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V d 3: M phng phn phi m.

Gi s bin ngu nhin tun theo phn phi m vi hm phn phi xc sut l F(t) =P( t) = 1 e t . y chnh l xc sut nhn gi tr khng ln hn mt s t cho trc; l tham s cho ca phn phi m. Nu r l bin ngu nhin c phn phi u trn [0, 1) th P(r et ) = 1 et = P( 1 t) (xem hnh III.1). Do , P(lnr t) = P( ln r t) = P( t). Vy pht sinh ra cc gi tr ngu nhin (cc th hin) ca th trc ht cn pht sinh ra cc gi tr ngu 1 nhin r v tnh = ln r . Chng hn, t bng s ngu nhin (ph lc 2B), nu ly r = 0,10 v = 5 th = 0,2 lnr = 0,2 ln0,1 = 0,46. Tip theo, nu ly r = 0,09 th = 0,2 ln 0,09 = 0,482. C nh vy ta thu c mt dy cc th hin ca .
2.
2.1.

p dng m phng ngu nhin

Vai tr ca phng php m phng

Nhiu bi ton thc t cha cc yu t ngu nhin, bt n nh khng gii c bng cc phng php gii tch. Nu chng ta p dng cc phng php gii tch, th trong nhiu trng hp buc phi cng nhn nhng gi thit cht ch khng c tho mn trn thc t, v do li gii tm c cng t c gi tr thc tin. Phng php m phng c dng rng ri gii cc bi ton loi , nht l nhng bi ton lin quan n h thng ln, bt n nh, hm cha nhiu yu t ngu nhin. Chng ta cn p dng phng php m phng trong cc tnh hung sau y:

Khi khng tm c m hnh gii tch no thch hp. Cc hot ng ca h thng thng b ngt qung, t on khng theo quy lut no c. M phng l phng php duy nht cho chi ph tit kim v tn t thi gian.
Tuy nhin phng php m phng c mt s im hn ch sau:

Khng a ra c li gii chnh xc. Kh xc nh c sai s. M phng ch s dng khi mi trng c tnh bt n nh. M phng ch to ra cc phng n nh gi ch khng a ra c k thut tm li gii ti u. M phng i khi rt t tin.
2.2. Cc bc cn tin hnh khi p dng m phng

Xc nh vn hay h thng cn m phng.

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 Xc nh m hnh m phng. o v thu thp s liu cn thit cho m hnh. Chy m phng. Phn tch kt qu m phng, nu cn th phi sa li phng n c nh gi qua chy m phng. Chy m phng kim chng phng n mi. Kim tra tnh ng n ca mi kt lun v h thng thc t c rt ra sau khi chy m phng.
Trn y l cc bc cn lm khi p dng m phng ngu nhin tm ra cc phng n hp l cho cc bi ton thc t. Ngoi ra, m phng cn c p dng gii quyt nhiu vn khc.
2.3. Mt s v d v p dng phng php m phng

V d 1: Cn la chn mt trong hai chin lc pht trin sn phm, vi cc s liu thu thp c cho trong ba bng III.1, III.2 v III.3.
Bng III.1. Xc sut thi gian pht trin sn phm

Thi gian pht trin sn phm 6 9 12

Xc sut Chin lc I 0,2 0,3 0,5

Bng III.2. Chi ph li nhun

Chin lc II 0,4 0,4 0,2

Chi ph/gi bn Chi ph c nh Chi ph bin thin/n v Gi bn/n v sn phm

Chin lc I 600.000 7,5 10

Chin lc II 1.500.000 6,75 10

Bng III.3. Doanh s ph thuc thi gian pht trin sn phm

Doanh s 1.000.000 1.500.000

Xc sut 6 thng 0,2 0,8 9 thng 0,4 0,6 12 thng 0,5 0,5

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Vn t ra l p dng phng php m phng tnh li nhun trung bnh ca tng chin lc, sau kim tra kt qu (so snh vi kt qu l thuyt). Nh vy c nm phn phi xc sut cn m phng ng vi nm bin ngu nhin: X1 thi gian pht trin sn phm (theo chin lc) I, X2 thi gian pht trin sn phm II, X3 doanh s cho thi gian 6 thng, X4 doanh s cho thi gian 9 thng v X5 doanh s cho thi gian 12 thng. Trong v d ny, trnh by n gin v vn m phng cc phn phi xc sut ca cc bin trn, ta dng mi s ngu nhin, mi s gm mi ch s ngu nhin rt ra t bng s ngu nhin ph lc 2A (v vy cc ch s 0, 1, 2,..., 9 mi s chim khong 10%).
a1 1 2 8 8 4 0 7 9 7 6 a2 5 0 2 3 6 9 2 5 0 4 a3 8 6 6 7 3 2 9 8 5 7 a4 1 8 2 4 7 8 5 6 5 2 a5 9 5 1 8 5 1 0 1 5 3 a6 2 7 3 3 6 0 8 1 0 8 a7 2 7 0 6 7 5 8 1 8 2 a8 3 9 8 0 4 5 5 6 7 9 a9 9 8 9 4 8 8 7 3 6 3 a10 6 4 2 9 8 2 9 2 7 4

Ta quy nh a1 ng vi X1, a2 ng vi X2, a6 ng vi X3, a8 ng vi X4 v a10 ng vi X5. Ngoi ra cng quy nh:
th X1 = 6 thng (thi gian pht trin sn phm I) 0,1 th X1 = 9 thng a1 = 2 ,3,4 5,6,7 ,8,9 th X1 = 12 thng

0,1,2,3 a2 = 4,5,6,7 8,9

th X2 = 6 thng (thi gian pht trin sn phm II) th X2 = 9 thng th X2 = 12 thng

th X3 = 106 (doanh s 6 thng pht trin sn phm) 0 ,1 a6 = 6 2 , 3 ,..., 9 th X3 = 1,5.10

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 0 ,1, 2 , 3 a8 = 4 , 5 ,..., 9

th X4 = 106 (doanh s 9 thng pht trin sn phm) th X4 = 1,5.106

6 0 ,1, 2 , 3 , 4 th X5 = 10 (doanh s 12 thng pht trin sn phm) a10 = 6 5 , 6 ,..., 9 th X5 = 1,5.10

Cn nhc li mt s cng thc trong lnh vc qun tr kinh doanh nh sau: + Li nhun = (Doanh s im ho vn) (Li nhun / n v sn phm) + im ho vn = (Chi ph c nh) / (Li nhun / n v sn phm) + Li nhun / n v sn phm = (Gi bn/n v sn phm) (chi ph / n v sn phm) Cc tnh ton m phng c tng hp trong bng III.4.
Bng III.4. Kt qu tnh ton m phng

S ngu nhin a1 1 2 8 8 4 0 7 9 7 6 a2 5 0 2 3 6 9 2 5 0 4 8 6 6 7 3 2 9 8 5 7 1 8 2 4 7 8 5 6 5 2 9 5 1 8 5 1 0 1 5 3 a6 2 7 3 3 6 0 8 1 0 8 2 7 0 6 7 5 8 1 8 2 a8 3 9 8 0 4 5 5 6 7 9 9 8 9 4 8 8 7 3 6 3 a10 6 4 2 9 8 2 9 2 7 4

Thi gian I 6 9 12 12 9 6 12 12 12 12 II 9 6 6 6 9 12 6 9 6 9

Doanh s I 1,5.106 1,5.106 106 1,5.106 1,5.106 106 1,5.106 106 1,5.106 106 II 106 1,5.106 1,5.106 1,5.106 1,5.106 106 1,5.106 1,5.106 106 1,5.106 I

Li nhun II 1,75.106 3,38.106 3,38.106 3,38.106 3,38.106 1,75.106 3,38.106 3,38.106 1,75.106 3,38.106

3,15.106 3,15.106 1,9.106 3,15.106 3,15.106 1,9.106 3,15.106 1,9.106 3,15.106 1,9.106

im ho vn ca chin lc I =

600.000 = 240.000 10 7 ,5 . 1500.000 = 461538 10 6,75

im ho vn ca chin lc II =

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Bng III.5. So snh li nhun gia chin lc I v II

Tng li nhun Li nhun trung bnh ( li nhun/ 10)

Chin lc I 26,5 106 2,65 106

Chin lc II 28,91106 2,891106

Cn ch rng trong bng III.5 l kt qu tnh ton khi chy m phng 10 lt ng vi 10 s chn ra. Nu ta ly cng nhiu s ngu nhin th chnh xc t c cng cao. V vy, nu vic tnh ton trn y c lp trnh v chy trn my tnh vi hng trm, hng ngn lt th chnh xc s rt cao. Qua cc phn tch trn ta thy tin hnh m phng cn phi c:

C s d liu (DataBase) C s tri thc (KnowledgeBase)

Kim tra kt qu m phng trn bng cch so snh vi kt qu l thuyt c thc hin nh sau: Doanh s chin lc I = 0,2(0,2106 + 0,81,5106) + 0,3(0,4106 + 0,61,5106) + 0,5(0,5106 + 0,51,5106) = 1,295106. Li nhun trung bnh chin lc I = (1,295 0,24)2,5106 = 2,637106. Kt qu tnh ton m phng l 2,65106 rt st vi kt qu ny. Tng t ta tnh c doanh s v li nhun trung bnh cho chin lc II (2,84106), v rt ra c kt lun v chnh xc ca tnh ton m phng.
V d 2: Tm xc sut p bao li ca 4 im ly bt k trong vng trn n v l mt hnh tam gic (bi ton Sylvester).

C l cch n gin nht gii bi ton ny l p dng m phng ngu nhin theo cc bc sau y: i) Gn cho bin m Counter gi tr ban u bng 0. ii) Tin hnh mt t gieo ngu nhin tm s thc 0 ri 1 v 0 i 2 ( gieo i ta ly s ngu nhin thuc [0, 1) gieo c nhn thm vi 2), i = 1, 2, 3, 4. t xi = risini, yi = ricosi, ta c 4 im nm trong hnh trn n v. t A = (x1, y1), B = (x2, y2), C = (x3, y3), D = (x4, y4). iii) Ta tnh din tch 4 tam gic ABC, ABD, ACD v BCD. Nu ta c din tch ca mt tam gic bng tng din tch ba tam gic cn li th ta c bao li ca bn im A, B, C v D l mt tam gic. Ta tng gi tr ca bin m Counter ln thm 1, nu tri li bin m gi nguyn gi tr c v quay v bc ii). Qu trnh c th tip din cho ti khi s t gieo t ti mt gi tr kh ln c chn t trc (chng hn 10000 t hoc 20000 t, hoc 100000 t). Mi ln bin

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m Counter s c gi tr kt thc khc nhau. Ly t s ca s v s t, ta c tn sut xut hin ca s kin "bao li ca 4 im l tam gic". S tn sut ny theo lut s ln l gi tr gn ng ca xc sut cn tnh. Theo cc ti liu chuyn kho, li gii ng ca bi ton l: p = 35/(122) 0,29552. R rng, trong trng hp ny, ta nn p dng m phng ngu nhin tnh ra tn sut (vic d thc hin), thay th cho vic tnh xc sut theo l thuyt (vic kh thc hin). Sau y l vn bn chng trnh my tnh vi ngn ng lp trnh C gii bi ton Sylvester. #include <stdio.h> #include <math.h> #include <stdlib.h> #include <conio.h> #define PI 3.14159265358979 const double esp =4.5e12; struct diem {double x,y;}; /* Tao bo so ngau nhien bang cach tron shuffling */ int rd(){return rand()%10;} double radm() {return rand()%100+0.1*rd()+0.001*rd()+0.0001*rd();} /* Chuong trinh chinh */ void main() { clrscr(); long int count = 0, reps; diem d[4]; double r, goc; printf("\n Provide number of repetitions:"); scanf("%ld",&reps); printf("\n reps= %ld",reps); srand(19587); /* Gieo ngau nhien 4 diem va tinh dien tich bon tam giac */ for(long int i=0;i<reps;i++) { for (int j=0;j<4;j++) { } r=radm(); goc=radm()/100; d[j].x=r*cos(goc); d[j].y=r*sin(goc);

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double d12=sqrt(pow(d[0].xd[1].x,2)+pow(d[0].yd[1].y,2)); double d13=sqrt(pow(d[0].xd[2].x,2)+pow(d[0].yd[2].y,2)); double d14=sqrt(pow(d[0].xd[3].x,2)+pow(d[0].yd[3].y,2)); double d23=sqrt(pow(d[1].xd[2].x,2)+pow(d[1].yd[2].y,2)); double d24=sqrt(pow(d[1].xd[3].x,2)+pow(d[1].yd[3].y,2)); double d34=sqrt(pow(d[2].xd[3].x,2)+pow(d[2].yd[3].y,2)); double p123=(d12+d23+d13)/2; double p124=(d12+d24+d14)/2; double p134=(d13+d34+d14)/2; double p234=(d23+d24+d34)/2; double s123=p123*(p123d12)*(p123d13)*(p123d23); double s124=p124*(p124d12)*(p124d14)*(p124d24); double s134=p134*(p134d13)*(p134d14)*(p134d34); double s234=p234*(p234d23)*(p234d24)*(p234d34); /* Cac truong hop bao loi cua 4 diem la tam giac */ if(s123>0&&s123>0&&s134>0&&s234>0) { s123=sqrt(s123);s124=sqrt(s124); s134=sqrt(s134);s234=sqrt(s234); if(fabs(s123(s124+s134+s234))<esp) count++; else if(fabs(s124(s123+s134+s234))<esp) count++; else if(fabs(s134(s123+s124+s234))<esp) count++; else if(fabs(s234(s123+s124+s134))<esp) count++; } else count++; } printf("\n Number of repetitions = %ld",reps); printf("\n Number of successes = %ld",count); printf("\n Probability to compute= %0.9f", count*1.0/reps); getch(); }

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Cc kt qu chy chng trnh trong bn ln nh sau:

esp = 4.5e12 s ln lp 10000 s ln thnh cng 3050 xc sut: 0.30500 esp = 4.5e12 s ln lp 20000 s ln thnh cng 5941 xc sut: 0.29705 esp = 4.5e12 s ln lp 100000 s ln thnh cng 29594 xc sut: 0.29594 esp = 4.5e12 s ln lp 200000 s ln thnh cng 58993 xc sut: 0.294965

V d 3: Gii bi ton ti u ton cc sau (xem li mc 4.2 chng I v bi ton ti u ton cc phi tuyn).
2 4 6 2 4 f (x) = 4x1 2,1x1 + x1 / 3 + x1x 2 4x 2 + 4x 2 Min

vi iu kin rng buc (min rng buc D):

2,5 x1 2,5 1,5 x 2 1,5

Bi ton trn y c 4 cc tiu a phng v 2 cc tiu ton cc, c tn gi l Bi ton lng lc . Ta tm phng n ti u ton cc bng phng php m phng ti SA (Simulated Annealing). Phng php (SA) m phng qu trnh mt vt th rn sau khi b nung nng nhit rt cao c ngui t t v mt nhit rt thp. Lc hm nng lng ca vt th s t mc thp nht. Thut gii SA p dng m phng ngu nhin (bng l thuyt xch Markov, nh s trnh by trong chng IV, c th chng minh c qu trnh SA s hi t theo xc sut v li gii ti u ton cc) nh sau:

Bc khi to
Ta xut pht t mt phng n X bt k ban u tho iu kin rng buc. Ly nhit T = Tban u kh cao (Tban u =10000, chng hn).

Cc bc lp
Ti mi mc nhit T thc hin cc bc sau: i) Chn X D v thuc mt ln cn nh ca X. ii) Xt f = f(X) f(X). Nu f < 0 th t X := X. Nu tri li khi f > 0 th chp nhn X := X vi xc sut p = exp(f /(K b T)) , trong Kb l hng s Boltzmann (Kb = 1,38.1023), T l nhit hin thi trong qu trnh ngui. Quy trnh i) v ii) lp li mt s ln L ln (chng hn L = 200, 300, ). Sau tnh mc nhit mi theo cng thc T: = T ( 1, chng hn nh = 0,95 hay 0,99). Thut ton dng khi T Tcui (Tcui l gi tr chn trc 0). Sau y l vn bn chng trnh annealing.cpp:

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/* Su dung ky thuat annealing mo phong toi giai bai toan toi uu toan cuc co rang buoc */ #include <stdio.h> #include <stdlib.h> #include <conio.h> #include <math.h> /* Tinh gia tri ham so can cuc tieu hoa */ float f(float x,float y) { float fg = 4*pow(x,2)2.1*pow(x,4)+pow(x,6)/3; fg = fg +x*y 4*pow(y,2)+4*pow(y,4); return fg; } /* Kiem tra cac dieu kien rang buoc */ int constraint(float x,float y) { float fg; fg = x + 2.5; if (fg<0) goto ZERO; fg = 2.5 x; if (fg<0) goto ZERO; fg = y + 1.5; if (fg<0) goto ZERO; fg = 1.5 y; if (fg<0) goto ZERO; return 1; ZERO: return 0; } /* Thu tuc tim diem thay the mo phong qua trinh annealing */ void sa(float x0,float y0,int k,float T,float Tlast,float alfa,float delta) {

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float x1,y1,deltaf,u,p,ux,uy; int l=1; srand(27556); printf("\n starting value of the function=%f",f(x0,y0)); getch(); printf("\n obtained at x=%f,y=%f",x0,y0);getch(); do { do { ux=float(random(10000))/100000.5; x1=x0delta*ux; uy=float(random(10000))/100000.5; y1=y0delta*uy; if(constraint(x1,y1)==1) { deltaf=f(x1,y1)f(x0,y0); if(deltaf<=0) {x0=x1;y0=y1;} else { u=float(random(10000))/10000; p=exp(deltaf/T); if(u<=p) {x0=x1;y0=y1;} } } l=l+1; }while(l<=k); T=T*alfa; }while(T>Tlast); printf("\n Optimal value fMin=%f",f(x0,y0)); getch(); printf("\n obtained at x=%f,y=%f",x0,y0);getch(); } /* Chuong trinh chinh tim diem toi uu */ void main() { clrscr(); float x0,y0,T,Tlast,k,alfa,delta; printf("\n Within the range 2.5 to 2.5 provide value x0="); scanf("%f",&x0); printf("\n Within the range 1.5 to 1.5 provide value y0=");

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scanf("%f",&y0); printf("\n Specify number of iterations at each T level="); scanf("%d",&k); printf("\n Specify a very high value for Tstart="); scanf("%f",&T); printf("\n Specify a very low value for Tlast="); scanf("%f",&Tlast); printf("\n Specify reduction coeffient alfa="); scanf("%f",&alfa); printf("\n Specify neighbourhood radius delta="); scanf("%f",&delta); sa(x0,y0,k,T,Tlast,alfa,delta); getch(); } Kt qu chy chng trnh my tnh vi thut gii SA l:
Ht mm (Seed) 27556 19587 Phng n ban u (0, 0) (0.1, 0.1) Phng n ti u (0.0898613, 0.7124848) (0.0898837, 0.7125957) Gi tr fMin

1.0316283 1.0316284

(vi alfa = 0.997, delta = 0.01, Tban u = 10000, L = 500, Tcui = 0.0001).
3.
3.1.

Mt s vn v m hnh hng ch
Mt s yu t c bn ca h thng hng ch

Nh bit, trong nhiu hot ng sn xut kinh doanh cng nh trong i sng chng ta p dng cc h dch v m ng hay h phc v cng cng. Chng c tn gi chung l h thng hng ch (Waiting Line System). Chng hn cc x nghip sa cha my mc, cc ca hng, cc bn xe, bn cng, trm tng i, cc h thng in t vin thng, dch v Internet,... l cc v d v h thng hng ch.
M hnh hng ch

Trong cc h thng hng ch thng xuyn din ra hai qu trnh: qu trnh ny sinh cc yu cu (mt yu cu cn c coi l mt tn hiu cn c phc v) v qu trnh phc v cc yu cu y. Song trong qu trnh phc v ca cc h thng, do nhiu nguyn nhn khc nhau, thng xy ra cc tnh trng sau: Trong nhiu trng hp, qu trnh phc v khng p ng cc yu cu v do dn n kt qu l nhiu yu cu phi ch c phc v. Ngc li, trong mt s tnh hung khc, kh nng phc v ca h

88

thng vt qu s yu cu cn c phc v, vi kt qu l h thng khng s dng ht phng tin phc v. V vy bi ton t ra l: Phn tch bn cht ca qu trnh din ra trong cc h thng hng ch v thit lp cc mi lin h v lng gia cc c trng ca cc qu trnh y. iu c ngha l cn thit lp hay la chn mt m hnh hng ch (Waiting Line Model) phn nh c bn cht ca h thng. Trn c s cc mi lin h c xy dng v cc s liu thu c t h thng, cn tnh ton, phn tch v a ra cc quyt nh nhm tm ra cc gi tr thch hp cho cc tham s iu khin / thit k ca h thng thit k hay iu khin cc hot ng ca h thng hot ng mt cch c hiu qu hn.
Cc phng php gii bi ton m hnh hng ch

tm li gii cho mt m hnh hng ch ngi ta thng s dng hai phng php: phng php gii tch v phng php m phng trn my tnh. Phng php gii tch gii m hnh hng ch gm cc bc sau:

Bc 1: Phn tch h thng, ch yu l phn tch bn cht ca dng yu cu / tn hiu n v cc trng thi ca h thng. Bc 2: Thit lp h phng trnh trng thi cho cc xc sut trng thi (xc sut h thng mt trng thi no ti thi im t). Bc 3: Gii h phng trnh tm cc xc sut trng thi. T thit lp cc mi quan h gia cc ch tiu cn phn tch. Bc 4: Tnh ton, phn tch cc ch tiu, trn c s a ra cc nhn xt v cc quyt nh.
Phng php gii tch thng s dng cc gi thit rt cht ch ca Ton hc v cc c trng ca h thng, v vy n c mt s hn ch nht nh khi gii cc bi ton thc t. Trong khi , phng php m phng / m phng ngu nhin gii m hnh hng ch c p dng cho cc bi ton dch v m ng khng gii c bng cng c gii tch, nht l nhng bi ton lin quan n h thng ln, bt n nh, hm cha nhiu yu t ngu nhin, khng tun theo cc gi thit qu cht ch ca Ton hc. Trong nhiu trng hp phng php m phng cho ta tit kim c thi gian v chi ph nghin cu. Tuy phng php m phng ch to ra cc phng n tt nh gi hot ng ca h thng ch khng a ra c k thut tm li gii tt nht, n t ra rt thnh cng khi gii quyt nhiu bi ton hng ch ny sinh t thc tin. Cc bc cn tin hnh khi p dng phng php m phng bao gm:

Bc 1: Xc nh bi ton hay h thng hng ch cn m phng v m hnh m phng. Bc 2: o v thu thp s liu cn thit cn thit kho st thng k cc s c trng / cc yu t c bn ca m hnh. Bc 3: Chy m phng kim chng (test simulation) m hnh v so snh kt qu kim chng vi cc kt qu bit c trong thc t. Phn tch kt qu chy m phng

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kim chng, nu cn th phi sa li phng n c nh gi qua chy m phng.

Bc 4: Chy m phng kim chng phng n cui cng v kim tra tnh ng n ca mi kt lun v h thng thc t c rt ra sau khi chy m phng. Trin khai hot ng ca h thng hng ch da trn phng n tm c.
T nhng phn tch trn y c th thy L thuyt hng ch (Waiting Line Theory) cn gi l L thuyt h phc v cng cng hay L thuyt h dch v m ng l lnh vc rt quan trng ca Ton ng dng / Vn tr hc. Nhiu bi ton thc t trong cc lnh vc h thng dch v, k thut, c gii quyt thnh cng nh p dng phng php m phng m hnh hng ch.
Cc yu t c bn ca h thng hng ch

H thng hng ch tng qut c minh ho nh trn hnh III.2.

Input dng tn hiu n hng ch Output dng tn hiu ra

KNH PHC V

Hnh III.2. H thng hng ch

Cc yu t c bn ca h thng hng ch bao gm:

a. B tr vt l ca h thng

H thng hng ch c mt s dng b tr vt l (phisical layout) nh minh ho trn hnh III.3.

Single Channel Single Server (Mt knh phc v, mt loi dch v)

Single Channel Multi Server (Mt knh phc v, nhiu loi dch v)

Dch v 1

Dch v 2

Dch v 3

Multi Channel Single Server (Nhiu knh phc v, mt loi dch v)

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Multi Channel Multi Server (Nhiu knh phc v, nhiu loi dch v)

Dch v 1

Dch v 2

Hnh III.3. Cc dng h thng hng ch

Trn hnh III.3, cc knh phc v c hiu l nhng thit b k thut hoc con ngi hoc nhng t hp cc thit b k thut v con ngi c t chc qun l mt cch thch hp nhm phc v cc yu cu / cc tn hiu n h thng. Chng hn, cc trm in thoi t ng, knh phc v l cc ng dy lin lc cng cc thit b k thut khc phc v cho vic m thoi.
b. Nguyn tc phc v

Nguyn tc phc v (hay ni quy) ca h thng l cch thc nhn cc yu cu vo cc knh phc v. Nguyn tc phc v cho bit trng hp no th yu cu c nhn vo phc v v cch thc phn b cc yu cu vo cc knh nh th no. ng thi nguyn tc phc v cng cho bit trong trng hp no yu cu b t chi hoc phi ch v gii hn ca thi gian ch. Mt s nguyn tc phc v thng c p dng trong cc h thng hng ch l FIFO (First in first out), LIFO (Last in first out), FCFS (First come first serve), c u tin, khng u tin,...
c. Cc phn phi xc sut ca cc dng tn hiu, dng phc v

S tn hiu n trong mt khong thi gian cng nh thi gian phc v tng tn hiu ni chung l nhng bin ngu nhin, v do , chng tun theo cc quy lut phn phi xc sut. Cc quy lut phn phi xc sut ny c thit lp cn c cc s liu thc nghim thu thp t cc quan st, th nghim, hay t c s d liu sn c. i vi dng tn hiu u vo, thng thng chng ta gi s rng s tn hiu n trong vng mt khong thi gian no c n nh trc (1 pht, 3 pht, 5 pht, 30 pht,...) tun theo lut phn phi Potxng P(). y, tham s c trng cho s tn hiu n (trung bnh) trong khong thi gian trn. V d, s khch vo siu th (trung bnh) l 100 ngi trong 1 gi. C ngha l, s khch vo siu th l bin ngu nhin X c phn phi Potxng vi = 100. Hoc, vi s cuc gi (trung bnh) n tng i trong vng 1 pht l 3 (tn hiu) th c X P(3). Mt cch chnh xc hn, trong nhng trng hp trn, ta c dng tn hiu n l dng Pot-xng dng (cn gi l dng ti gin) vi cc tnh cht trn sau:

Tnh khng hu qu: Mt dng tn hiu c tnh khng hu qu nu xc sut xut hin

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mt s tn hiu no trong mt khong thi gian nht nh khng ph thuc vo vic c bao nhiu tn hiu xut hin v xut hin nh th no trc khong thi gian .

Tnh n nht: Dng tn hiu c tnh n nht nu xt trong khong thi gian kh
b th s kin c nhiu hn mt tn hiu xut hin hu nh khng xy ra. V mt thi gian ta c th xem dng tn hiu c tnh n nht nu thi im xut hin cc tn hiu khng trng nhau. Tnh dng: Dng tn hiu c tnh dng nu xc sut xut hin mt s tn hiu no trong khong thi gian ch ph thuc vo di ca ch khng ph thuc vo im khi u ca .
3.2. Cc ch s cn kho st

i vi mt h thng hng ch, cn tm cch nh gi c cc ch s sau: A (Arrival rate): cng dng tn hiu n hay s tn hiu n trung bnh trong mt khong thi gian. V d: A = 6 (6 khch hng n trong 2 ting); A = 20 (20 c in thoi n tng i trong 1 pht). S (Service rate): cng phc v hay s tn hiu trung bnh c phc v trn mt n v thi gian. V d: S = 7 (h thng c th phc v 7 khch trong 1 gi); S = 25 (tng i phc v c 25 c in thoi trong 2 pht). Lq (Number in queue hay Length of queue): s tn hiu trung bnh trong hng ch. Ls (Number in system hay Length of system): s tn hiu trung bnh trong ton h thng (nh vy Ls Lq). Wq (Waiting time in queue): thi gian ch trung bnh trong hng ch ca mt tn hiu. Ws (Waiting time in system): thi gian ch trung bnh trong h thng ca mt tn hiu. Pw (Probability the system is busy): xc sut h thng bn (ang hot ng) hay cn gi l h s (ch s) s dng ca ton h thng (Utilization factor).
3.3. Tnh ton cc ch s

Vi mc ch tm hiu bc u, sau y chng ta ch xt cc h thng hng ch vi mt loi dch v. Bng phng php gii tch (xem mc 3.1), c th tm c cng thc tnh ton cc ch s vi iu kin: cc gi thit ca m hnh c tha mn.
M hnh mt knh phc v tho mn: s tn hiu n c phn phi Potxng, thi gian phc v c phn phi m

Cc cng thc (I) sau y c chng minh (bng phng php gii tch):
Lq = A2 A A ; Lq = .Ls ; ; Ls = S(S A) S A S

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Wq =

A 1 A ; Ws = ; Pw = . S(S A) SA S

Chng hn vi A = 3, S = 4 th: Lq = Wq = 3 9 = 2, 25 ; Ls = = 3 ; 1 4(4 3) 3 3 = 0,75 ; Ws = 1; Pw = = 0,75 . 4 4

M hnh mt knh phc v tho mn: s tn hin n l phn phi Potxng, thi gian phc v c phn phi bt k.

Cc cng thc (II) sau y c chng minh:

A 2 2 + (A / S) 2 A Lq = ; Ls = Lq + ; 2(1 A / S) S Lq 1 A Wq = ; Ws = Wq + ; Pw = . A S S

Trong lnh chun thi gian phc v mt tn hiu. Ch rng, nu thi 1 gian phc v tun theo phn phi m th = v cng l thi gian trung bnh phc v S mt tn hiu. C th nhc li rng:

m=

1 tf (t)dt = S v = 0

(t m) f (t)dt = S .
2 0

Lc ny cc cng thc (II) tr v (I).

M hnh mt knh phc v tho mn: s tn hiu n c phn phi Potxng, thi gian phc v c phn phi m, hng ch c gii hn s tn hiu ti a M

Cc cng thc (III) sau c chng minh: P0 = 1 A / S ; Pw = 1 P0 ; 1 (A / S) M +1

vi P0 l xc sut khng c tn hiu no trong h thng (h s khng s dng); PM = (A / S) M P0 l t l % tn hiu khng c phc v do h thng y; Ls = Pw M(A / S)PM A(1 PM ) ; Lq = Ls ; 1 (A / S) S

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Ws =

Ls 1 ; Wq = Ws . A(1 PM ) S

Ch rng nu M = + th (III) tr v (I).

M hnh nhiu knh phc v tho mn: tn hiu n c phn phi Potxng, thi gian phc v l phn phi m.

P0 xc sut tt c cc knh phc v u khng c tn hiu, tm c bng cch tra ph lc 3 da trn t s A/kS (k s knh phc v) hoc tnh trc tip t cng thc sau: P0 = 1 1A 1 A kA n S + k! S kA S n =0 1 A k kS ( ) P0 ; k! S kS A
k 1 n k

vi kS > A;

Pw =

AS(A / S) k A A Ls Lq . Ls = P + ; Lq = Ls ; Ws = ; Wq = 2 0 (k 1)!(kS A) S S A A

Mt s im hn ch ca cc m hnh hng ch

Cc m hnh hng ch gii thiu trn l nhng m hnh tin li nht c p dng kh rng ri. Tuy nhin, do cc m hnh ny cng nhn cc gi thit qu cht ch t xy ra trn thc t, nn cc chuyn gia trong lnh vc Ton ng dng/Vn tr hc/Khoa hc qun l cng xut xem xt nhiu m hnh khc. l cc m hnh vi cc gi thit nh: s tn hiu cn phc v l hu hn, dng tn hiu n khng phi kiu Potxng, cng phc v ph thuc vo s tn hiu trong hng ch v vic gii quyt nhng m hnh nh vy cn ti s tr gip ca phng php m phng ngu nhin. Ngay c khi cc gi thit kh cht ch ca bn m hnh nu trong mc ny (cng nh mt s m hnh tng t khc) l hp l, th vic cc m hnh hng ch a ra cc li gii vi trng thi vng (steady state solutions) cng t c ngha thc t. Trong nhiu ng dng thc tin, cc h thng hng ch khng bao gi t ti cc trng thi vng. Chng hn, trong mt h thng hng ch, cng tn hiu n trung bnh thay i nhiu ln trong ngy khng cho php h thng t c trng thi vng. Do , gii quyt nhiu bi ton hng ch trong lnh vc dch v m ng v cc lnh vc khc, cn p dng phng php m phng tm ra cc li gii c tnh thc tin cho cc m hnh hng ch khi h thng khng th t ti trng thi vng hoc khi khng c cc m hnh l thuyt thch hp.
3.4. p dng m phng cho mt s h thng hng ch

V d 1: Bi ton h dch v hng ch ba knh vi dng ti gin c t chi.

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Cho bit: dng tn hiu n l dng Potxng dng (cn gi l dng ti gin). Gin cch thi gian gia thi im n ca hai nhu cu (tn hiu) lin tip c phn phi m vi tham s = 5, tc l c hm mt f(t) = 5e5t. Nu tn hiu xut hin m c t nht mt trong ba knh khng bn (knh s 1 hoc knh s 2 hoc knh s 3 khng bn) th tn hiu c phc v ti knh khng bn vi s th t nh nht; nu tri li (khi c ba knh u bn) th tn hiu b t chi. Bit thi gian phc v mi nhu cu l 0,5 pht, hy xc nh k vng ton s nhu cu c phc v trong khong thi gian 4 pht. Nh vy, cn p dng m hnh hng ch MultiChannel SingleServer System (H thng nhiu knh phc v mt loi dch v) theo quy tc First in first out (FIFO: Tn hiu n trc c phc v xong trc). Thi gian gia hai tn hiu lin tip c phn phi m vi hm mt xc sut f(t) = 5e5t. Trong bi ton ny (nhm n gin cc bc tnh ton) thi gian phc v mi tn hiu c coi l khng i v bng 0,5 pht. Chng ta s p dng m phng xc nh s nhu cu trung bnh cn c phc v trong khong thi gian 4 pht nh trnh by sau y. K hiu Ti l thi im n ca tn hiu th i, Tki l thi im kt thc dch v ca tn hiu th i (nu c), ti knh th k (k = 1, 2, 3). Thi im n ca nhu cu tip theo l Ti = Ti1 +i vi tun theo lut phn phi m c hm mt f(t) = 5e5t v hm phn phi l F(t) = 1 e5t = P( t). Lc T1 = 0, T11 = T1 + 0,5. Kt qu ny cho bit thi im n ca tn hiu th nht l T1 = 0 v c knh 1 phc v. Kt thc phc v tn hiu 1 l thi im T11 = T1 + 0,5 = 0,5. My m ghi nhn 1 n v l s tn hiu c phc v. tm T2 theo cng thc T2 = T1 + 2, ta pht sinh 2 theo cch bit mc 3.1.3: Trc ht, pht sinh s ngu nhin r2 c 2 ch s sau du phy 0 ri 1 (theo bng 1 1 s ngu nhin ph lc 2B) ta c r2 = 0,10. Sau tnh 2 = ln r2 v T2 = T1 ln r2 5 5 = 0 0,2ln0,1 = 0,46. Vy tn hiu tip theo phi vo knh 2 v knh 1 cn ang bn. My m ghi thm 1 n v thi im kt thc phc v tn hiu 2 l T22 = T2 + 0,5 = 0,46 + 0,5 = 0,96. Tip tc pht sinh r3 = 0,09, ta c 3 = 0,2ln 0,09 = 0,482. Do thi im n ca tn hiu 3 l T3 = T2 + 3 = 0,46 + 0,482 = 0,942. Lc ny knh 1 c gii phng do phc v xong tn hiu 1, nn tn hiu 3 c tip nhn vo knh 1. Ti thi im kt thc phc v tn hiu 3 l T13 = T3 + 0,5 = 0,942 + 0,5 = 1,442 my m li ghi tip 1 n v. Thc hin tnh ton tng t, kt qu tng hp c ghi trong bng III.6.

95

Bng III.6. Tnh ton m phng tm s nhu cu c phc v

Th t tn hiu 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21

S ngu nhin ri

lnri

i = 1/5lnri

Thi im n Ti 0 0,46 0,942 1,006 1,284 1,506 1,560 1,690 2,61 2,82 2,85 3,066 3,146 3,356 3,502 3,556 3,600 3,61 3,63 3,648 4,002

Thi im Tki kt thc phc v ti knh k 1 0,5 0,96 1,442 1,506 1,784 2,006 2,060 3,11 3,32 3,35 3,646 3,856 4,022 2 3

m s tn hiu nhn 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 b

0,10 0,09 0,73 0,25 0,33 0,76 0,52 0,01 0,35 0,86 0,34 0,67 0,35 0,48 0,76 0,80 0,95 0,9 0,91 0,17

2,30 2,44 0,32 1,39 1,11 0,27 0,65 4,6 1,05 0,15 1,08 0,40 1,05 0,73 0,27 0,22 0,05 0,10 0,09 1,77

0,46 0,482 0,064 0,278 0,222 0,054 0,13 0,92 0,21 0,03 0,216 0,08 0,21 0,146 0,054 0,044 0,01 0,02 0,018 0,354

4,148

1 1 14

Phn tch kt qu tnh ton ta thy trong 20 nhu cu n th ch c 14 nhu cu c phc v. Tnh ton tng t 6 ln na ta c kt qu:
x1 14 x2 15 x3 14 x4 12 x5 13 x6 15

Vy s nhu cu trung bnh c h phc v trong vng 4 pht vo khong

x = (14 + 15 + 14 + 12 + 13 + 15)/6 = 13,83.

Gii bi ton dch v ba knh c t chi trn my tnh

Mt phn mm my tnh vi tn gi MOPHONG1 phin bn 1.0 c thit k

96

da trn ngn ng Builder C++ 5.0 gii bi ton mt dch v vi nhiu knh phc v c t chi nh trnh by trong v d 1 vi cc iu kin sau: S knh phc v n c th ly gi tr t 2 ti 10. Dng tn hiu n l dng Potxng, thi gian dn cch gia hai tn hiu lin tip tun theo phn phi m vi hm mt xc sut l f(t) = 5e5t. Thi gian trung bnh phc v (x l) mt tn hiu l 0,5 pht. Tnh s tn hiu c phc v trong s m tn hiu n (m c th ly gi tr t 10 ti 100). Thc hin k ln m phng (k ln th, k c th ly gi tr t 4 ti 10). Mc ch ca vic xy dng phn mm ny nhm vo: phc v dy v hc mn M phng ngu nhin, cng nh tip tc nng cp phin bn 1.0 m phng c h nhiu knh phc v nhiu loi dch v c t chi trong trng hp tng qut khi dng tn hiu n v thi gian phc v tn hiu c phn phi bt k. chy phn mm MOPHONG1 chng ta cn ci t Builder C++ 5.0 vo my tnh. Sau khi kch chut vo biu tng ca phn mm, chn File > Open Project > Look in > Mophong1 (Th mc lu tr phn mm) > Mp1.bpr. Sau chn Run trn thanh cng c chy phn mm (xem hnh III.4).

Hnh III.4. Chy phn mm MOPHONG 1

97

Chng ta nhp s knh phc v n = 3 vo s (knh) dch v, s tn hiu pht sinh m = 20 vo s tn hiu, s ln m phng k = 6 vo s ln th. Ngoi ra ta phi chn ht mm l mt s nguyn ( ln) nhm khi to hm sinh s ngu nhin c phn phi u trong [0, 1), chng hn s 123456 ghi vo ht mm ngu nhin, nhm t m phng dng Potxng cc tn hiu n. Sau chng ta kch chut vo nt Chy chy chng trnh. Kt qu ta thy tng cng s tn hiu n l 120, trong c 83 tn hiu c phc v (do c 37 tn hiu b t chi). Vy trung bnh trong 20 tn hiu n c 13,833 tn hiu c phc v. Kt qu ny so vi kt qu tnh ton trn giy cho v d trn l kh st nhau.

Ch : Vic tnh ton da vo bng s ngu nhin cho trong ph lc hoc da vo hm sinh s ngu nhin trong my tnh khng cho kt qu hon ton ging nhau trong cc ln chy m phng khc nhau. iu ny xy ra l v cc b s ngu nhin to c khng ging nhau. Vi cc ht mm khc nhau th hm sinh s ngu nhin cng cho cc b s ngu nhin khc nhau v do cc kt qu cui cng cng khng trng nhau. Mun kt qu m phng n nh hn cn chn s tn hiu n m ln.
Ngoi ra, chng ta c th chn s knh phc v tu , chng hn n = 5. Kt qu chy phn mm vi ht mm 123456 cho bit trong s 20 tn hiu n trung bnh c 18,167 tn hiu c phc v.
V d 2: Mt cng ti iu hnh mt kho nguyn liu cp pht cho cc c cng ca 10 phn xng. Hin ti, hai nhn vin phc v ang c cng ti giao cho nhim v cp pht nguyn liu. B phn qun l cng ti mun cn nhc liu c nn thm mt nhn vin phc v na hay khng.

R rng rng s c cng (tn hiu cn phc v) l hu hn, phn phi ca s tn hiu n trong mt n v thi gian cng khng theo kiu Potxng v thi gian phc v tn hiu cng khng tun theo lut phn phi m. Do , khng th tm ra c li gii gii tch thng qua mt m hnh nhiu knh phc v vi cc gi thit nh vy. Phng php duy nht l tm cch p dng m phng.

S liu thu thp c

Quan st trong vng mt thng vo cc ngy lm vic, mi ngy mt gi vo cc thi im ngu nhin, cc s liu v thi gian phc v mt tn hiu v tn sut tng ng c thu thp (bng III.7). Tnh thi gian phc v trung bnh cho mt tn hiu (tnh k vng): 80,1 + 90,2 + 100,3 + 110,4 = 10 (pht). Ngoi ra cng kho st c: gin cch thi gian trung bnh gia hai tn hiu lin tip l 5 pht v s lng tn hin trung bnh n trong mt khong 5 pht l mt tn hiu.

98

Bng III.7. Thi gian phc v mt tn hiu v tn sut

Thi gian phc v mt tn hiu (pht) 8 9 10 11

S lng 15 30 45 60

Tn sut/ Xc sut thc nghim 0,1 0,2 0,3 0,4

= 150

=1

Cn ch rng, dng tn hiu n cha chc tun theo phn phi Potxng v thi gian phc v mt tn hiu khng nht thit tun theo phn phi m. Do , khng p dng c cng thc ca mc 3.3 m phi dng m phng gii quyt vn : cn b tr bao nhiu knh phc v (nhn vin phc v) trong kho cp pht nguyn liu l hp l nht? Nh vy m phng c kh nng x l cc tnh hung, s kin nh trong thc t xy ra ch khng bt chng tun theo cc phn phi xc sut nht nh hay theo cc hnh vi g p.

M phng h thng hng ch

M phng tn hiu n: trung bnh 5 pht c 1 tn hiu n. Chng ta dng 24 s ngu nhin sau ly ra t bng s ngu nhin (ph lc 2A), mi s gm 10 ch s m phng 24 khong 5 pht (nh vy tng cng l 120 pht, mi s dng m phng mt khong 5 pht t 9h 11h): 1581922396, 2068577984, 8262130892, 8374856049, 4637567488, 0928105582, 7295088579, 9586111652, 7055508767, 6472382984, 4112077556, 3440672486,..., 5973470495. Nu ch s 7 xut hin trong s 10 ch s chn, ta coi nh 1 tn hiu n trong khong thi gian tng ng (v trung bnh trong 5 pht c 1 tn hiu n cng ging nh trung bnh trong mt s c 10 ch s c mt ch s 7). Chng hn trong khong 5 pht u khng c tn hiu no, khong 5 pht th hai c 2 tn hiu n. Ta thy s tn hiu n ch c th l 0, 1, 2, 3, 4 tn hiu. Thi im n ca tn hiu trong mi khong 5 pht c quy nh nh sau tu theo s tn hiu n trong khong (bng III.8). Chng hn, nu c hai tn hiu n, th thi im n l vo u pht th nht v u pht th ba.
Bng III.8. Quy nh thi im n ca tn hiu

Pht Nu 1 tn hiu n Nu 2 tn hiu Nu 3 tn hiu Nu 4 tn hiu

1 * * *

3 * *

* * *

99

 M phng thi gian phc v X mt tn hiu: Ta m phng phn phi xc sut bng III.7 theo cch bit. Trc ht ly ba s ngu nhin c 10 ch s: 9846413446, 8306646692, 0661684251 (hng 4 t di ln, ph lc 2A). X = 8 pht nu xut hin ch s 0; X = 9 pht nu xut hin ch s 1, 2; X = 10 pht nu xut hin ch s 3, 4, 5; X = 11 pht nu xut hin ch s 6, 7, 8 hoc 9. Bng III.9 tng hp kt qu m phng s tn hiu n v thi gian phc v cc tn hiu.
Bng III. 9. Kt qu m phng s tn hiu n v thi gian phc v tn hiu

Chu k

S ngu nhin 10 ch s

S tn hiu n

Thi gian phc v

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24

1 2 8 8 4 0 7 9 7 6 4 3 1 0 0 7 5 9 1 4 0 3 2 5

5 0 2 3 6 9 2 5 0 4 1 4 8 6 9 4 4 6 2 8 0 0 0 9

8 6 6 7 3 2 9 8 5 7 1 4 8 8 3 5 3 7 9 9 9 9 3 7

1 8 2 4 7 8 5 6 5 2 2 0 2 4 3 7 5 0 1 0 9 0 9 3

9 5 1 8 5 1 0 1 5 3 0 6 4 0 1 4 8 8 2 0 5 9 5 4

2 7 3 5 6 0 8 1 0 8 7 7 1 1 4 7 8 5 6 3 2 0 9 7

2 7 0 6 7 5 8 1 8 2 7 2 2 2 7 7 0 2 5 1 0 8 3 0

3 9 8 0 4 5 5 6 7 9 5 4 9 0 9 4 7 9 7 3 8 8 1 4

9 8 9 4 8 8 7 5 6 3 5 8 6 0 1 6 8 1 3 0 5 7 8 9

6 4 2 9 8 2 9 2 7 4 6 6 3 6 4 8 8 3 0 5 8 2 1 5

0 2 0 1 2 0 2 0 3 1 2 1 0 0 1 4 1 1 1 0 0 1 0 2 9,11 11 11 10, 11, 11, 11 9 8 11 10, 10, 11 11 10, 8 11 9, 10 10 11, 10 11, 11

100

 tin hnh minh ho qu trnh tnh ton m phng cho s tn hiu n trong tng khong thi gian 5 pht v thi gian phc v mi tn hiu, chng ta quy c cc k hiu sau:
Tn hiu n Ch c phc v

Hnh III.5 tng hp kt qu tnh ton m phng cho h thng ch hai knh phc v mt dch v.
7 2 1 9:00 9:05 9:10 9:15 9:20 9:25 9:30 9:35 18 17 16 19 9:40 3 4 5 6

11 8 9 10

12

13

14

15

9:40

9:45

9:50 22

9:55

10:00

10:05 23

10:10

10:15 24 25

10:20

20

21

10:20

10:25

10:30

10:35

10:40

10:45

10:50

10:55

11:00

Hnh III.5. Tng hp kt qu m phng h thng ch

Theo hnh III.5 c th thy, trong thi gian 120 pht c 25 tn hiu n (25 s 7 xut hin cc chu k 2, 4, 5, 7, 9, 10, 11, 12, 15, 16, 17, 18, 19, 22, 24). Tng thi gian 213 i 213 pht, v vy thi gian i trung bnh = = 8,52 pht. 25 Chng ta phn tch ngha kinh t ca tnh ton m phng nh sau: M hnh hng ch trn c hai knh phc v (hai nhn vin phc v). Gi s rng lng 7$/1 gi/1 nhn vin phc v, lng ca mi c cng l 12$/1 gi/1 c cng. Theo d kin ca bi ton, thi gian trung bnh gia hai ln tn hiu n lin tip l 5 pht. Nh vy, trong trong 8 gi c 96 ln i, v phi i 8,52 pht mi ln. Do , tng hao ht / mi ngy lm vic do thi gian c cng lng ph do phi i l: (8,52 x 12$ x 96) / 60 = 163,56$. Ngoi ra, tng chi lng / ngy cho hai nhn vin phc v l: 7$ 8 2 ngi = 112$. T , tng chi ph / ngy cho h thng hng ch trn l $ 275,56.

101

Tng t, nu b tr ba knh phc v (ba nhn vin phc v) th c th tnh c thi gian trung bnh ch i l 1,88 pht v tng chi ph cho h thng ba knh l 204$. Nu dng bn knh phc v th thi gian ch i trung bnh l 0 pht, tng chi ph l 224$. Vy h thng hng ch trn nn dng ba knh phc v l tt nht. Ni cch khc, ban iu hnh cng ti nn iu thm mt nhn vin phc v ti lm vic ti kho cp pht nguyn liu nhm gim bt chi ph c hi.

So snh vi li gii l thuyt

So snh li gii dng m phng vi li gii da trn l thuyt m hnh hng ch (lc cn gi s rng: s tn hiu n tun theo lut Potxng, thi gian phc v mt tn hiu tun theo phn phi m). Khi tra ph lc 3 tm P0 da vo t s A /(kS) vi k = 3 l s knh phc v, ta c P0 = 0,11435 (A = 12,S = 6; A /(kS) = 0, 66) ;

Ls = Wq =

AS(A / S) k A A P + = 2,915 ; Lq = Ls = 0,915 ; 2 0 (k 1)!(kS A) S S

Lq = 0, 076 (gi) = 4,5 pht. A

Trong khi theo kt qu m phng th thi gian ch trung bnh l 1,88 pht. Tuy nhin, nu chy m phng cho thi gian di hn (10 ti 15 gi) thng qua chng trnh trn my tnh th c kt qu thi gian ch trung bnh l 2,63 pht tng i n nh. T cc phn tch trn c th thy, trong cc tnh hung chng ta khng x l c cc iu kin ton hc phc tp n cha trong bi ton hng ch, la chn duy nht l p dng m phng gii bi ton.
Phn mm m phng h thng hng ch

Phn mm my tnh vi tn gi MOPHONG2 phin bn 1.0 c thit k da trn ngn ng Builder C++ 5.0 m phng h thng hng ch nh trnh by trong v d 2 vi cc iu kin sau: S knh phc v n c th ly gi tr t 2 ti 10. Dng tn hiu n theo quy lut: c trung bnh 5 pht c mt tn hiu n, nhng cha bit y c phi l phn phi Potxng hay khng. Ngoi ra, thi im n ca cc tn hiu trong vng 5 pht cng cha bit r, nn chng c m phng cn c bng III.8. Thi gian phc v (x l) mt tn hiu tun theo phn phi ri rc bit:
Thi gian x l mt tn hiu (pht) Xc sut 8 0,1 9 0,2 10 0,3 11 0,4

102

 Khong thi gian m phng c th chn k chu k, mi chu k 5 pht (k c th chn gi tr 12, 24, 32, 48, ) Cn tnh thi gian ch trung bnh (pht) cho mi tn hiu i n h thng dch v trn y. Mc ch ca vic xy dng phn mm ny l phc v dy v hc mn M phng ngu nhin, cng nh tip tc nng cp phin bn 1.0 m phng c h nhiu knh phc v nhiu loi dch v khng c t chi trong trng hp tng qut khi dng tn hiu n v thi gian phc v tn hiu c phn phi bt k. chy phn mm MOPHONG2, cng tng t nh chy phn mm MOPHONG1 chng ta cn ci t Builder C++ 5.0 vo my tnh. Sau khi kch chut vo biu tng ca phn mm, chn File > Open Project > Look in > Mophong2 (Th mc lu tr phn mm) > Mp2.bpr. Sau chn Run trn thanh cng c chy phn mm (xem hnh III.6). Chng ta nhp s knh phc v n = 3 vo s (knh) dch v, khong thi gian m phng vi m = 24 chu k 5 pht vo khong thi gian pht sinh tn hiu. Ngoi ra, ta phi chn ht mm l mt s nguyn ( ln) nhm khi to hm sinh s ngu nhin c phn phi u trong [0, 1), chng hn s 345678 ghi vo ht mm ngu nhin. Sau chng ta kch chut vo nt Chy chy chng trnh.

Hnh III.6. Chy phn mm MOPHONG2

103

Kt qu ta thy tng cng c 27 tn hiu i ti h thng dch v, tng thi gian ch l 288 pht, nn trung bnh mt tn hiu phi ch l 10,667 pht. Kt qu ny so vi kt qu tnh ton trn giy s dng bng s ngu nhin (ph lc 2A) l kh st nhau. Cn nhc li rng vic tnh ton da vo bng s ngu nhin cho trong ph lc 2A v da vo hm sinh s ngu nhin trong my tnh khng cho kt qu hon ton ging nhau do cc b s ngu nhin to c khng ging nhau. Vi cc ht mm khc nhau th hm sinh s ngu nhin cng cho cc b s ngu nhin khc nhau v do cc kt qu cui cng cng khng trng nhau. Chng hn, nu thay ht mm 345678 (cho kt qu thi gian ch trung bnh 10,667 pht) bng ht mm 456789 th thi gian ch trung bnh s ch l 4,158 pht. Nu ly trung bnh ca hai kt qu ny th c con s st hn vi kt qu tnh ton bit da trn ph lc 2A. T cc phn tch trn ta thy, mun kt qu m phng n nh hn cn chn s chu k m phng m ln v chy cho nhiu ht mm khc nhau tnh gi tr trung bnh ca kt qu cc ln chy . Vn ny thc cht l vn b tr th nghim m phng trn my tnh, cng l mt hng trong nghin cu v m phng ngu nhin hin nay ang c tin hnh trong nhiu lnh vc.

104

Chng IV

PHN TCH MARKOV V NG DNG

1. Cc khi nim c bn v xch Markov

1.1. Mt s nh ngha

Nhiu m hnh ngu nhin trong Vn tr hc, Kinh t, K thut, Dn s hc, Di truyn hc,... da trn c s l qu trnh Markov. c bit, hin ti mt lnh vc mi v Tin Sinh hc (Bioinformatics) chuyn nghin cu v gene ng dng rt mnh cc vn ca l thuyt cc qu trnh Markov. Trong ngnh C in hin nay nhiu chuyn gia l thuyt v thc hnh cng rt quan tm ti qu trnh Markov ni chung, cng nhcc qu trnh sinht hay qu trnh hi phc ni ring.
V d: Xt mt h thng vt l tin trin theo thi gian. Ti thi im t = 0, h thng c th ri vo mt trong ba trng thi (hay v tr) 1, 2 hoc 3 mt cch ngu nhin. K hiu X(0) l v tr ca h thng ti thi im t = 0, th X(0) l mt bin ngu nhin, c th nhn cc gi tr 1 hoc 2 hoc 3 vi cc xc sut nht nh. Gi s rng cn c vo cc kt qu quan st hay nghin cu, chng ta c bng phn phi xc sut sau cho X(0):
Cc gi tr ca X(0) Xc sut tng ng 1 0,2 2 0,5 3 0,3

Ti cc thi im tip theo, chng hn, t = 1, 2, 3, v tr ca h thng s c m t bi cc bin ngu nhin X(1), X(2), X(3), vi cc bng phn phi xc sut tng ng. Da trn v d ny, chng ta xt nh ngha sau v qu trnh ngu nhin.
nh ngha 1

Xt mt h thng vt l (hay mt h thng sinh thi, h thng dch v, ) tin trin theo thi gian. Gi X(t) l v tr (tnh trng) ca h ti thi im t. Nh vy ng vi mi thi im t, X(t) chnh l mt bin ngu nhin m t v tr (tnh trng) ca h thng. Qu trnh {X(t)}t0 c gi l mt qu trnh ngu nhin. Tp hp cc v tr c th c ca h gi l khng gian trng thi. Khng gian trng thi c k hiu l S. Trong v d trn, nu gi s rng X(t) ch c th nhn mt trong ba gi tr 1, 2, 3 t, th S = {1, 2, 3}. Gi s trc thi im s, h trng thi no , cn ti thi im s, h trng thi i. Chng ta mun nh gi xc sut ti thi im t (t >s), h s trng thi j. Nu xc sut ny ch ph thuc vo b bn (s, i, t, j), tc l P[X(t) = j/X(s) = i] = p(s, i, t, j) l ng i, j, s, t th iu ny c ngha l, s tin trin ca h trong tng lai ch ph

105

thuc vo hin ti (tnh trng ca h ti thi im s), v hon ton c lp vi qu kh (tnh khng nh). chnh l tnh Markov. Lc ny qu trnh ngu nhin X(t) c gi l qu trnh Markov. Trong v d trn P[X(1) = 2/X(0) = 1] l xc sut c iu kin ca s kin X(1) = 2 (ti thi im t =1, h thng nm ti v tr 2) vi iu kin X(0) = 1 (ti thi im t = 0, h thng nm ti v tr 1). Nu qu trnh ngu nhin c tnh Markov th xc sut ny ch ph thuc vo tnh trng ca h ti thi im s = 0 v hon ton c lp vi cc tnh trng ca h trong qu kh (trc thi im s = 0).
nh ngha 2

Nu khng gian trng thi S gm mt s hu hn hoc v hn m c cc trng thi th qu trnh Markov X(t) c gi l xch Markov. Lc ny, c th k hiu S = {1, 2, 3,...}, tc l cc trng thi c nh s. Hn na, nu tp cc gi tr t khng qu m c (chng hn, t = 0, 1, 2,... ) th ta c xch Markov vi thi gian ri rc, hay xch Markov ri rc. Nu t[0, ) th ta c xch Markov vi thi gian lin tc, hay xch Markov lin tc.
nh ngha 3

Xt mt xch Markov. Nu xc sut chuyn trng thi p(s, i, t, j) = p(s+h, i, t+h, j),i, j, s, t v h > 0, th ta ni rng xch Markov thun nht theo thi gian. y l mt khi nim mi v s c gii thch ngay sau y trong mc 1.2. Ngoi ra vi mc ch tm hiu bc u, trong cc mc 1.2 v 1.3 chng ta s ch xt xch Markov ri rc v thun nht theo thi gian. V d v xch Markov lin tc s c xem xt trong mc 2.4 v 2.5.
1.2. Ma trn xc sut chuyn trng thi v phn phi dng

Trong mc ny chng ta a ra khi nim v ma trn xc sut chuyn trng thi ca mt xch Markov ri rc v thun nht theo thi gian vi khng gian trng thi gm N phn t. Trong trng hp xch Markov ri rc v thun nht c khng gian trng thi vi s phn t v hn m c, khi nim v ma trn xc sut chuyn trng thi s c xy dng mt cch tng t. V d: Xt li v d c trong mc 1.1, nhng vi mt cch minh ha khc trong lnh vc dch v. Trong mt khu ph 1000 dn (khch hng) c 3 siu th l A, B, v C (A, B, C c coi l cc v tr 1, 2, 3 ca h thng siu th ny). Gi s rng, trong tng thng mi khch hng lun trung thnh vi mt siu th. Ngoi ra, cng gi s rng trong thng u s khch vo cc siu th ln lt l 200, 500 v 300; tc l c 20% khch hng vo siu th A, 50% vo B v 30% vo C. Nh vy, c th d on rng mt khch hng vo A vi xc sut 0,2; vo B vi xc sut 0,5 v vo C vi xc sut 0,3. m t tnh trng phn chia th phn trong thng u (thng 0) ca h thng siu th trn, chng ta thit lp bin ngu nhin X(0) vi quy tc: nu khch hng mua hng siu th A th t X(0)=1, siu th B th t X(0) = 2, cn siu th C th X(0) = 3. Lc , X(0) c bng phn phi xc sut sau:

106

Cc gi tr ca X(0) Xc sut tng ng

1 0,2

2 0,5

3 0,3

K hiu P[X(0) = 1] = 1(0), P[X(0) = 2] = 2(0), P[X(0) = 3] = 3(0), th vc t (0) = [1(0), 2(0), 3(0)] = [0,2 0,5 0,3] c gi l vc t phn phi xc sut ti thi im t = 0 hay vc t phn phi ban u. Cc thnh phn ca (0) cho bit t l phn trm (%) khch hng vo cc siu th A, B v C. Nhng thng sau, ta gi s xc sut mt ngi khch, vo mua hng siu th A thng trc, vo li A trong thng sau lun l 0,8; chuyn sang mua hng B lun l 0,1 v chuyn sang C lun l 0,1. Xc sut mt ngi khch, vo mua hng siu th B thng trc chuyn sang A lun l 0,07; vo li B lun l 0,9 v chuyn sang C lun l 0,03. Cn xc sut mt ngi khch, vo siu th C thng trc chuyn sang A lun l 0,083; chuyn sang B lun l 0,067 v vo li C lun l 0,85. Lc cc xc sut chuyn ca khch hng c cho thng qua ma trn xc sut chuyn trng thi P (cn gi l ma trn chuyn sau mt bc).
0,8 0,1 0,1 P = 0,07 0,9 0,03 = [pij]33. 0,083 0,067 0,85

m t tnh trng phn chia th phn trong thng t (t = 1, 2, 3, ) ca h thng siu th trn, c th thit lp bin ngu nhin X(t) vi quy tc tng t nh khi thit lp X(0): nu khch hng mua hng siu th A th t X(t) = 1, siu th B th t X(t) = 2, cn siu th C th X(t) = 3. Vn t ra l X(t) c bng phn phi xc sut nh th no. Trc ht ta i tm bng phn phi xc sut cho X(1). Xt p12 = P[(X(1) = 2/X(0) = 1] = 0,1 l xc sut mt ngi khch, vo mua hng siu th A thng 0 chuyn sang mua hng siu th B trong thng 1. Ngoi ra, P[X(t+1) = 2/X(t) = 1] = 0,1 t l s t nhin, v theo gi thit ca bi ton th xc sut mt ngi khch, vo mua hng siu th A thng trc chuyn sang mua hng B lun l 0,1. Vy p12 c gi l xc sut chuyn sau mt bc t v tr 1 sang v tr 2, bi vy c th dng k hiu p12(1) ch r y l xc sut chuyn sau mt bc. Cc phn t pij i = 1, 2, 3 v j = 1, 2, 3 ca ma trn P c ngha tng t. D thy rng trong thng 1 s khch hng mua hng ti siu th A l 200 0,8 + 500 0,07 + 300 0,083 = 219,9 ( 220); s khch hng mua hng ti siu th B l 200 0,1 + 500 0,9 + 300 0,067 = 490,1 ( 490); cn s khch hng mua hng ti siu th C s l 200 0,1 + 500 0,03 + 300 0,85 = 290. Do tng s khch hng l 1000, nn X(1) c bng phn phi xc sut sau:
Cc gi tr ca X(1) Xc sut tng ng 1 0,2199 2 0,4901 3 0,2900

107

Vy vc t phn phi xc sut ti thi im t = 1 l (1) = [1(1), 2(1), 3(1)] cho bit t l phn trm khch hng vo cc siu th A, B v C trong thng 1. Bng php tnh ma trn cng tm c (1) nh sau:
0,8 0,1 0,1 = P=[0,2 0,5 0,3] 0,07 0,9 0,03 0,083 0,067 0,85
(0)

(1)

= [0,2199 0,4901 0,2900]. Tng t c th tm c (2):

(2)

0,8 0,1 0,1 = P = [0,2199 0,4901 0,2900] 0,07 0,9 0,03 0,083 0,067 0,85
(1)

=[0,234297 0,48251 0,283193]. Sau y ta i tm ma trn xc sut chuyn trng thi sau hai bc. K hiu p12(2) l xc sut chuyn t v tr 1 sang v tr 2 sau hai bc. Theo cng thc xc sut ton phn ta c: p12(2) = P[X(2) = 2 / X(0) = 1] = P[X(1) = 1 / X(0) = 1] P[X(2) = 2 / X(1) = 1] + P[X(1) = 2 / X(0) = 1] P[X(2) = 2/X(1) = 2] + P[X(1) =3 / X(0) = 1] P[X(2) = 2 / X(1) = 3] = p11(1)p12(1) + p12(1)p22(1) + p13(1)p32(1) =

p
k =1

(1) 1k

( p k12) = 0,8 0,1 + 0,1 0,9 + 0,1 0,067 = 0,1767.

Mt cch hon ton tng t, ta c xc sut chuyn t v tr i sang v tr j sau hai bc l pij(2) = pi1(1)p1j(1) + pi2(1)p2j(1) + pi3(1)p3j(1) = sau hai bc l: P(2) = [pij(2)]33 = P(1) P(1)=P P= P2
0,8 0,1 0,1 0,8 0,1 0,1 = 0,07 0,9 0,03 0,07 0,9 0,03 . 0,083 0,067 0,85 0,083 0,067 0,85

p
k =1

(1) ik

p(1) . Vy ta c ma trn chuyn kj

108

D thy (2) = (1)P=(0)P2. Tng t, c th chng minh c (n+m) = (n) P(m), trong (n+m) v (n) l cc vc t phn phi ti cc thi im t = m + n v t = n, cn P(m) l ma trn xc sut chuyn trng thi sau m bc. Do P(m)= [pij(m)]33 nn P[X(m) = j / X(0) = i] = P[X(n + m) = j / X(n) = i] = P[X(n + m) = j / X(n) = i] = pij(m), l xc sut chuyn t v tr i sang v tr j sau m bc. t n = s, t = n+m v h = n n th c ngay P[X(t) = j / X(s) = i] = P[X(t + h) = j / X(s + h) = i], hay p(s, i, t, j) = p(s + h, i, t + h, j) lun ng s, t, h. T cc phn tch trn y v i chiu vi cc nh ngha 1, 2 v 3 mc 1.1, ta thy qu trnh ngu nhin X(t) vi t = 0, 1, 2, trong v d ny chnh l mt xch Markov ri rc v thun nht theo thi gian. khi qut ha cc khi nim trnh by, chng ta xt xch Markov ri rc v thun nht theo thi gian X(t), t = 0, 1, 2, vi khng gian trng thi gm N phn t m ta k hiu l S = {1, 2, , N}.
nh ngha 1

Gi s ti thi im t = n, X(n) cng c th nhn mt trong N gi tr 1, 2,, N vi cc xc sut tng ng l 1(n), 2(n), , N(n) (vi 1(n)+ 2(n) ++ N(n) = 1) th vc t (n) = [1(n), 2(n), , N(n)] c gi l vc t phn phi ti thi im t = n. Vi t = 0 ta c vc t phn phi ban u (0) = [1(0), 2(0), , N(0)]. Ma trn P = [pij]NN, trong pij = p(t, i, t + 1, j) = P[X(t + 1) = j/X(t) = i] t l xc sut chuyn trng thi t v tr i sang v tr j sau mt bc, i = 1, 2, , N v j = 1, 2, , N, c gi l ma trn xc sut chuyn trng thi hay ma trn chuyn sau mt bc.
V d: Tip tc xt v d trn, trong tm c (1) = [0,2199 0,4901 0,2900], (2) = =[0,234297 0,482510 0,283193]. D thy, cc vc t phn phi xc sut (1), (2), (3),... ti cc thi im t = 1, 2, 3, c tnh theo cng thc: (1) = (0) P, (2) = (1) P = (0) P2... v (n+1) = (n) P = (0) Pn+1, n. Sau 21 bc (21 thng), ta c (21) = [0,272257 0,455523 0,272220].

Cc vc t phn phi (hay t l phn trm khch hng vo cc siu th A, B, C) sau 1, 2, 3,..., 21 thng c cho trong bng IV.1. Vn t ra l liu = limn (n) c tn ti khng v nu tn ti th c tm bng cch no. Trong v d ny, chng ta s tm c = [0,273 0,454 0,273], biu th cho t l phn trm cn bng dng (stationary equilibrium) s khch hng vo cc siu th A, B, C sau mt thi gian di.
Cch tnh

Xut pht t (n+1) = (n) P, cho qua gii hn c hai v khi n ta c: = P, hay (I P) = 0. Do P l ma trn c bit (ma trn chuyn) nn n l ma trn suy bin. Khi vit li di dng h phng trnh (3 n, 3 phng trnh) ta phi loi bt mt phng trnh i, v thm vo h thc 1+ 2+ 3= 1 v rng buc k 0 (k = 1, 2, 3). K hiu x = 1, y = 2 v z = 3, ta s c h:

109

0, 2x 0, 07y 0, 083z = 0 x = 0, 273 0,1x + 0,1y 0, 067z = 0 y = 0, 454 x + y + z = 1 z = 0, 273

Vy = [0,273 0,454 0,273].

Bng IV.1. T l phn trm khch hng vo cc siu th

Thng 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21

A 0.2199 0.234297 0.2447183 0.2522664 0.2577373 0.2617056 0.2645868 0.2666806 0.2682041 0.269314 0.2701238 0.2707156 0.2711489 0.2714668 0.2717005 0.2718729 0.2720002 0.2720947 0.2721649 0.2722173 0.2722566

B 0.4901 0.48251 0.476662631 0.472135676 0.46861381 0.465860633 0.463698194 0.461991958 0.460639762 0.459563657 0.45870389 0.458014426 0.457459633 0.457011789 0.456649225 0.456354922 0.456115454 0.455920181 0.455760634 0.45563005 0.455523004

C 0.29 0.283193 0.27861905 0.2755979 0.27364893 0.27243373 0.27171505 0.27132742 0.27115613 0.27112231 0.27117228 0.27126994 0.27139144 0.27152141 0.27165023 0.27177223 0.27188433 0.27198516 0.27207446 0.2721526 0.27222035

nh ngha 2

Xt xch Markov ri rc v thun nht vi ma trn chuyn P = [pij]NN. Lc , vc t phn phi xc sut = [1, 2, , N] tha mn iu kin (I P) = 0 c gi l phn phi dng ca xch Markov cho. C th thy ngay, phn phi dng khng ph thuc vo (0) m ch ph thuc vo ma trn P.

110

Mt cch ton hc, ta ni m hnh xch Markov ri rc thun nht chnh l b ba (X(tn), S/, P). p dng m hnh xch Markov phn tch mt vn no trong Kinh t, K thut, Sinh hc,... c coi l vic ng dng phn tch Markov.
1.3. Cc tnh cht v nh l

Xt xch Markov ri rc v thun nht vi ma trn chuyn P = [pij]NN. C th chng minh c cc tnh cht v nh l sau:
Cc tnh cht

1/ p(n+m)ij = p(n)ik p(m)kj (y l phng trnh ChapmanKolmogorov).

k =1

2/ P(2) = P P = P2, P(n) = Pn v P(n+m) = P(n) P(m). 3/ (n+m) = (n) P(m).

nh l

1/ Gi s P l ma trn xc sut chuyn chnh quy, tc l tn ti ch s n0, sao cho (n i, j, th xc sut chuyn t i n j sau n0 bc l mt s dng: pij 0 ) > 0. Khi tn ti 1, 2, , N > 0, v 1 + 2 + + N = 1 cho limn p(n)ij = j, khng ph thuc vo i. Cc s 1, 2, , N c tm t h phng trnh x j = x k p kj , j = 1, 2,..., N ; xj 0 j v
k =1 N

x
j=1

= 1.

2/ Nu c cc s 1, 2, , N tho mn iu kin 1+ 2+ + N = 1 v limn p(n)ij = j, khng ph thuc vo i, th ma trn P l ma trn chnh quy.
Lu

Phn phi (1, 2, , N) tho mn iu kin 1 + 2 + + N = 1 v limn p(n)ij = j, khng ph thuc vo i, c gi l phn phi gii hn. Ngoi ra, nu iu kin j > 0, j c tha mn th phn phi ny c gi l phn phi Ergodic. C th chng minh c rng, nu phn phi gii hn tn ti th l phn phi dng (duy nht). Tuy nhin, iu ngc li khng lun ng.
2. Mt s ng dng ca phn tch Markov

Phn tch Markov c nhiu ng dng trong Kinh t, K thut, Sinh hc, X hi hc, Cng ngh thng tin, Trong mc ny, chng ta s xem xt cc ng dng nh tm cn bng th phn, xc nh chnh sch thay th vt t thit b, d bo tht thu cho cc hp ng thc hin trc, tm phn phi gii hn ca mt h thng k thut v mt ng dng ca qu trnh sinh t cho h thng hng ch.

111

2.1.

Tm cn bng th phn

Ta nhc li mt cch vn tt bi ton cho mc 1.2: Trong mt khu ph 1000 dn (khch hng) c 3 siu th l A, B, v C. Gi s, trong thng u, s khch vo cc siu th ln lt l 200, 500 v 300. Nhng thng sau , ta gi s xc sut mt khch hng ( vo siu th A lc trc) vo li A lun l 0,8; chuyn sang B lun l 0,1 v chuyn sang C lun l 0,1... Cc xc sut chuyn khc ca khch hng ("tr li" B, chuyn sang A, chuyn sang C...) c cho thng qua ma trn chuyn P
0,8 0,1 0,1 P = 0,07 0,9 0,03 0,083 0,067 0,85

Lc , theo kt qu bit, t l phn trm cn bng dng (khi thi gian di) s khch hng vo cc siu th A, B, C l 27,3%, 45,4% v 27,3% c th tm c t h (I P) = 0.
2.2. Chnh sch thay th vt t thit b

Trong mt h thng in k thut, cc thit b cng mt loi c phn ra cc tnh trng sau y: va mi thay, cn tt, vn dng c v b hng. Theo s liu thng k c, ta c ma trn xc sut chuyn trng thi nh sau:
0 0 P= 0 1,0

0,8 0,2 0 0,6 0,4 0 , 0 0,5 0,5 0 0 0

trong , sau mi tun (xem hng u ca ma trn P) c 0%, 80%, 20% v 0% s cc thit b mi thay chuyn sang tnh trng mi thay, cn tt, vn dng c v b hng. Cc hng khc ca ma trn P c gii thch mt cch tng t. Ta i tm phn phi dng bng phng php bit. Xut pht t (n+1) = (n) P, cho qua gii hn c hai v khi n ta c: = P, hay (I P) = 0. Do P l ma trn c bit (ma trn chuyn xc sut) nn n l ma trn suy bin. Khi vit li di dng h phng trnh (4 n, 4 phng trnh) ta phi loi bt mt phng trnh i, v thm vo h thc 1+ 2+ 3 + 4 = 1 v rng buc k 0 (k = 1, 2, 3, 4). K hiu x1 = 1, x2 = 2, x3 = 3 v x4 = 4 ta s c h:

112

 x1 x 4 = 0 1 0,8x1 + 0, 4x 2 = 0 x1 = x 4 = 6 0, 2x1 0, 4x 2 + 0,5x 3 = 0 x = x = 1 0,5x + x = 0 3 3 4 2 3 x1 + x 2 + x 3 + x 4 = 1

Vy phn phi dng = [1/6 1/3 1/3 1/6]. Gi s rng chi ph thay mi mt thit b l 25 nghn (ng) v tht thu khi mi mt thit b hng l 18,5 nghn, th mi tun h thng trn phi chi trung bnh trn mt thit b s tin l: (1/6) 25 + (1/6) 18,5 = 7,25 nghn / thit b / tun. Ta xt phng n th hai cho vic thay th vt t thit b vi ma trn xc sut chuyn trng thi sau y:
0 0,8 0,2 P = 0 0,6 0,4 . 1,0 0 0

Ma trn ny tng ng vi chnh sch mi v thay th vt t thit b l: thay th mi thit b mt khi kim tra v pht hin thit b tnh trng vn dng c. iu ny c th dn ti vic gim thiu tht thu do thit b hng gy nn. Tht vy, ng vi ma trn P trn y, phn phi dng = [1/4 1/2 1/4]. Lc ny, mi tun h thng trn phi chi trung bnh trn mt thit b s tin l: (1/4) 25 + (0)18,5 = 6,25 nghn / thit b / tun. Nh vy h thng s tit kim c 1 nghn / thit b / mt tun. Nu h thng c 2000 thit b, th nh chnh sch thay th vt t mi, mi tun h thng s tit kim c 2 triu (ng).
2.3. Phn tch Markov trong d bo tht thu cho cc hp ng thc hin trc

Mt cng ti kinh doanh trong ngnh in chuyn v sa cha v thay th ph tng ra chnh sch tn dng: p ng yu cu ca khch hng trc, thanh ton sau. Phn nhiu hp ng s c thanh ton ng thi hn, mt t l nht nh s c cng ti cho thanh ton chm, cn mt s t khng thanh ton c. Theo kinh nghim, sau hai hay ba hp ng thanh ton chm ca mt khch hng no l hp ng khng thanh ton c sau mt thi gian di, cng ti coi y l hp ng xu v s ct b chnh sch tn dng vi khch hng . Nh vy ti tng thi im cc hp ng c th ri vo mt trong cc tnh trng (trng thi) sau:

S0: hp ng c thanh ton, S1: hp ng khng c thanh ton, S2: hp ng s c thanh ton ng thi hn, S3: hp ng s c thanh ton chm.

113

Sau y l ma trn xc sut chuyn trng thi (sau tng thng):

1 0 P= 0,5 0,4

0 1

0 0 0 0,3 0,2 0,3 0,2 0,1 0 0

Hin ti cng ti c cc hp ng phi thanh ton ng hn vi tng s 500 triu, v cc hp ng cho thanh ton chm vi tng s 100 triu. Hy xc nh trong tng trn c bao nhiu s c thanh ton, cn bao nhiu s l n xu khng i c. y l bi ton kh phc tp lin quan ti phn loi cc trng thi ca xch Markov l vn chng ta s khng trnh by trong gio trnh ny. Tuy nhin, c th thy ngay rng cc trng thi S0 v S1 l cc trng thi hp th (absorbing state), tc l mi hp ng d hin ang trng thi no th cui cng sau mt thi gian nht nh cng s ri vo mt trong hai trng thi trn. Trong khi cc trng thi S2 v S3 c gi l cc trng thi truyn ng (hay cc trng thi di chuyn). tm cu tr li cho vn t ra, chng ta cn thc hin cc bc sau: Trc ht, ta chia ma trn P theo khi.

J 1 0 0,5 0 0 0 0,3 0,2 P= vi J = 0 1 , K= 0,4 0,3 , O = 0 0 , M = 0,2 0,1 .

Sau , ta tm ma trn R = I M v ma trn nghch o ca n R1, y I l ma trn n v cng c vi ma trn M. Ta c:

1,5254 0,3390 R1 = , 0,3390 1,1864

v tnh c:

0,8983 0,1017 R1 K = . 0,6441 0,3559

Cc phn t trong ma trn trn c ngha c bit. Trong s cc hp ng hin ti trng thi S2 (phi thanh ton ng k hn) cui cng sau mt thi gian nht nh c 89,83% s ri vo trng thi S0 (c thanh ton) v 10,17% s ri vo trng thi S1 (khng dc thanh ton). Cn trong s cc hp ng hin ti trng thi S3 (thanh ton chm) cui cng sau mt thi gian nht nh c 64,41% s ri vo trng thi S0 (c thanh ton) v 35,59% s ri vo trng thi S1 (khng c thanh ton). Thc hin php tnh:

114

0,8983 0,1017 [500 100] = [459,32 140,68], 0,6441 0,3559

ta thy trong 500 triu phi thanh ton ng k hn v 100 triu thanh ton chm cui cng s c 459,32 triu c thanh ton v 140,68 triu l n xu khng i c. ci thin tnh trng ny, cng ti cn nghin cu tm ra mt chnh sch tn dng hp l hn. Ngoi ra, ma trn R1 cn cho bit cc thng tin sau:

Tng ca cc phn t trn hng th nht l 1,8644 l thi gian trung bnh (thng) m mt hp ng dng phi thanh ton ng k hn s tri qua trc khi ri vo mt trong cc trng thi hp th, tc l tr thnh hp ng thanh ton c hoc hp ng xu. Tng cc phn t trn hng th hai ca R1 cng c ngha tng t i vi cc hp ng dng thanh ton chm. Phn t nm trn hng 1 v ct 1 ca R1 cho bit thi gian trung bnh (thng) m mt hp ng dng phi thanh ton ng hn s trong trng thi S2 trc khi n ri vo mt trong cc trng thi hp th l 1,5254 thng. Phn t nm trn hng 1 v ct 2 cho bit thi gian trung bnh (thng) m mt hp ng dng phi thanh ton ng hn s trong trng thi S3 trc khi n ri vo mt trong cc trng thi hp th l 0,3390 thng. Cc phn t nm trn hng 2 ca ma trn R1 c ngha tng t i vi mt hp ng dng c thanh ton chm.
Sau y, chng ta s a ra mt s cng thc gii thch cc phn tch trn y cho trng hp ma trn xc sut chuyn trng thi ca xch Markov c dng sau:
1 0 P= p 20 p30

0 0 0 1 1 0 0 0 = p 21 p 22 p 23 0,5 p31 p32 p33 0, 4

0 1 0 0,3

0 0 0,3 0,2

0 0 (nh trong bi ton trn), 0,2 0,1

p 20 p 21 p 22 p 23 J 1 0 0 0 = vi J = 0 1 , K= p p , O = 0 0 , M= p p , 30 31 32 33

trong pij l xc sut chuyn t trng thi Si sang trng thi Sj sau mt bc. Khng gian trng thi gm bn trng thi S0, S1, S2 v S3; cc trng thi S0 v S1 l cc trng thi hp th, cn S2 v S3 l cc trng thi truyn ng. Chng ta dng cc k hiu:
u u U = 20 21 , u 30 u 31

vi uik l xc sut hp th vo trng thi Sk khi trng thi ban u l Si, k = 0, 1, cn i = 2, 3.

115

v V = 2, v3

vi vi l thi gian trung bnh cho ti khi ri vo mt trong cc trng thi hp th nu trng thi ban u l Si, i = 2, 3.
w w W = 22 23 , w 32 w 33

vi wij l thi gian trung bnh xch Markov trong trng thi Sj trc khi n ri vo mt trong cc trng thi hp th nu trng thi ban u l Si, i = 2, 3. Lc :

1 U = (I M)1, V = (I M)1 v W = (I M)1 1

1 0 0 1 .

Ch : Vic chng minh cc cng thc trn cho trng hp tng qut thc ra cng khng qu kh, c th tm thy trong cc sch tham kho v qu trnh Markov. Cch ng dng phn tch Markov nh trong mc ny cn c th c p dng rng ri trong nhiu lnh vc khc nh Sinh hc, X hi hc, L thuyt nhn dng v Thit k cc h thng k thut, trong c K thut in.
2.4. Tm phn phi gii hn cho mt h thng k thut

Mt h thng k thut c hai chi tit c th b hng bt k thi im no. Ti mi thi im h thng c th ri vo mt trong nhng trng thi sau (xem hnh IV.1): S0: c 2 chi tit tt; S1: chi tit 1 hng, chi tit 2 bnh thng; S2: chi tit 1 bnh thng, chi tit 2 hng; S3: c hai chi tit u hng.
S0

S1

S2

S3
Hnh IV.1. S cc trng thi

Ni cch khc, ti mi thi im t, bin X(t) c th ri vo mt trong cc v tr / trng thi S0, S1, S2 v S3. Ch rng lc ny ta c xch Markov (thi gian) lin tc vi

116

khng gian trng thi S ={S0, S1, S2, S3}. Sau y, chng ta s tm cch xc nh phn phi gii hn (long run distribution) ca {X(t)}t0. y l mt vn kh phc tp nn chng ta ch c th trnh by vn mt cch vn tt. Trc ht ta nhc li v phn phi Potxng v phn phi m. Gi s dng tn hiu n (hay xy ra) tun theo phn phi Potxng

P () vi l s tn hiu n trung

bnh trong mt khong thi gian nht nh (coi l mt n v thi gian), cn c gi l cng ca dng tn hiu n. Lc , trong khong thi gian nh trn th s tn hiu k e xy ra s nhn gi tr k vi xc sut . Ta gi phn t xc sut P l xc sut xut k! hin (t nht) mt tn hiu trong khong thi gian t. Th th, do tnh n nht ca qu trnh Potxng, P cng l xc sut xut hin ng mt tn hiu trong khong thi gian t. Theo cng thc bit th P = t (chnh xc ti v cng b o( t)). Chng hn, t = 6 (1/30) = 1/5 = 0,2. T nu = 6 tn hiu/ 1 pht v t = 2 giy, ta s c P = , ta thy xc sut c 1 tn hiu n trong khong thi gian 2 giy l 0,2. Xt bin ngu nhin T (chng hn thi gian phc v mt tn hiu trong mt h dch v), c phn phi m ( ) vi hm mt l f() = e . cng c gi l cng phc v hay cng ca dng phc v. Hm phn phi xc sut ca T s l F () = P (T ) = f (t)dt = e t dt =1 e .
0 0

Cn k vng ton v lch chun ca bin ngu nhin T l

+

mT =

tf (t)dt =

t te dt =
0

1 1 ; T = .

Ta nhn thy ngay rng: P (0 T t) = F(t) F(0) = 1 e t [1 e 0] = 1 e t = t (chnh xc ti v cng b o( t)).

Ch : Nu dng tn hiu n c phn phi Potxng tn hiu lin tip c phn phi m ( ).

P(

) th thi gian gia hai

Chng ta quay li bi ton ang xt. Gi 1 s ln chi tit 1 hng v 2 s ln chi tit 2 hng (tnh trung bnh) trn 1 n v thi gian. Lc , ta c th coi dng tn hiu chi tit 1 v 2 hng l dng Potxng vi cc tham s 1 v 2. Gi T1 v T2 l thi gian sa cha chi tit 1 v 2, c phn phi m vi cc k vng tsc1 v tsc2 l thi gian sa cha (trung bnh) chi tit 1 v chi tit 2. Vy T1 v T2 c phn phi m ( 1) v ( 2), vi 1 = 1/tsc1 v 2 = 1/tsc2.

117

Ti thi im t ta c bin ngu nhin X(t) = Xt vi phn phi xc sut sau y:

Xt P S0 S1 S2 S3

0(t)

1(t)

2(t)

3(t)

Ta tnh 0(t + t ) ti thi im tip theo (t + t ) trong hai trng hp sau y: Trng hp 1: Ti thi im t, h thng trng thi S0 v ti thi im t + t , h thng vn trng thi S0 (khng hng).

Trng hp 2: Ti thi im t, h thng trng thi S1 hoc S2, cn ti thi im t + t h thng trng thi S0. Do , 0(t + t) = 0(t) [1 (1 + 2) t] + 1(t) 1 t + 2(t) 2 t (*). Tht vy, xc sut do trng hp 2 gy nn l 1(t)1 t + 2(t)2 t, vi 1 t = P(0 T1 t) l
xc sut sa cha xong chi tit 1 trong khong thi gian t v 2 t = P(0 T2 t) l xc sut sa cha xong chi tit 2 trong khong thi gian t. Trong khi , xc sut do trng hp 1 gy nn l 0(t)[1 (1 + 2) t], vi 1 t: xc sut hng chi tit 1 trong khong t, cn 2 t: xc sut hng chi tit 2 trong khong t.

Ni cch khc, chng ta thc hin cng thc xc sut y 0(t + t) = 0(t)p00 + 1(t)p10 + 2(t)p20, trong : pi0 l xc sut h trng thi Si ti thi im t v chuyn sang trng thi S0 ti thi im (t+ t). (t + t) 0 (t) T (*) ta c: 0 = 1 (t)1 + 2 (t) 2 0 (t)1 0 (t) 2 . t Cho t 0 (v phi khng lin quan vi t) th d0 (t) = 1 (t)1 + 2 (t) 2 0 (t)1 0 (t) 2 dt Khi t rt ln (h thng hot ng trong mt khong thi gian di) th h thng dn n nh vi phn phi gii hn c th tm c, tc l: [0(t), 1(t), 2(t), 3(t)] [0, 1, 2, 3]. Vy ta c: d0 (t) 11 + 12 01 02 = 0 (v = 0 khi t ln). dt Mt cch tng t, ta i n h phng trnh:
d0 dt = 11 + 2 2 (1 + 2 )0 = 0 d1 = + ( + ) = 0 1 0 2 3 2 1 1 dt d2 = + ( + ) = 0 2 0 1 3 1 2 2 dt d 3 = 2 1 + 12 (1 + 2 )3 = 0 dt

118

Mt cch tng qut, phn phi gii hn c tm t h phng trnh: jq jj = hay

q
i j i

ij

q
iS

i ij

= 0 ,j S (**), v i = 1 , trong qii l cng chuyn t trng thi

iS

i sang cc trng thi khc (khng k i), cn qij l cng chuyn t trng thi i sang trng thi j, c nh ngha nh sau:
qii = limt0 (P[X(t + t) i / X(t) = i] / t) , qij = limt0 (P[X(t + t) = j/ X(t) = i] / t) , Lc , Q = [qij] c gi l ma trn cng . T iu kin (**) ta thy, tm phn phi gii hn cn phi gii h [0 1 2 3]Q = 0 hay QT[0 1 2 3]T = 0.
V d: Cho 1 = 1, 2 = 2, 1 = 2, 2 = 3. T s cng chuyn trng thi cho trn hnh IV.2, c th tm c ma trn cng Q, vi QT c dng sau:

3 1 T Q = 2 0

2 4 0 2
1

3 0 4 1
S0

0 3 2 5
2

1
S1

2
S2

2
S3

1 1

Hnh IV.2. S cng chuyn trng thi

Gii thch: q00 = 3 v cng chuyn t trng thi S0 sang cc trng thi khc l 1+ 2 = 3, cn q10 = 2 l cng chuyn t trng thi S1 vo trng thi S0.
Gii h [0 1 2 3]Q = 0 hay QT[0 1 2 3]T = 0 (vi iu kin b tr 0 + 1 + 2 + 3 = 1) c kt qu: 0 = 6 /15 = 0, 4 ; 1 = 3/15 = 0,2 ; 2 = 4/15 = 0,27 ; 3 = 2/15 = 0,13 . Cn ch rng, h [0 1 2 3] Q = 0 theo mt ngha nht nh l tng t vi h (I P) = 0, nh trnh by trong cc mc 1.2 v 2.1. Gi s li nhun / 1 n v thi gian h thng mang li trong cc trng hp c th xy ra nh sau: nu h thng trong trng thi S0 th li nhun l 8 USD, ti S1 l 3 USD,

119

ti S2 l 5 USD, ti S3 l 0 USD. Vy li nhun trung bnh / 1 n v thi gian l 8 0,4 + 3 0,2 + 5 0,27 = 5,15 (USD). Qua v d ta thy 0, 1, 2, 3 c xc nh cn c vo cc gi tr bit 1, 2, 1 , 2 . 1, 2: s ln chi tit hng (tu thuc h thng c th), 1, 2 : cc tham s sa cha cn a vo. Li nhun cui cng ca h thng ph thuc vo 1, 2, 1, 2 v c xc nh bng cch gii bi ton ti u sau: Li nhun L = c00 + c11 + c22 Max

(c0, c1, c2: li nhun tng trng thi)

vi cc rng buc:

11 + 2 2 (1 + 2 )0 = 0 + ( + ) = 0 2 3 2 1 1 1 0 2 0 + 13 (1 + 2 )2 = 0 2 1 + 12 (1 + 2 )3 = 0 0 + 1 + 2 + 3 = 1 0 , 1 , 2 , 3 0; 1 , 2 0

Lu : Bi ton trn y c 6 bin (1, 2 bit). Ta phi tm c 1, 2 t bi ton c phng hng xy dng h thng vi li nhun ln nht.
2.5. Mt ng dng ca qu trnh sinht cho h thng hng ch

Qu trnh sinht c ng dng kh rng ri trong L thuyt tin cy, l mt mn hc ca ngnh in / in t, v mt s ngnh khoa hc k thut khc cng nh trong Qun tr kinh doanh v Vn tr hc. Qu trnh sinh t l trng hp ring ca xch Markov thun nht thi gian lin tc, vi khng gian trng thi S khng qu m c S = {S0, S1, S2,..., Sn, } v ma trn cng Q = [qij] c tnh cht qij = 0 vi i j 2. iu ny c ngha l vic chuyn trng thi trong qu trnh sinht ch c th ti 1 n v ln hoc xung (xem hnh IV.3).
0
S0 S1

1
S2 Sn-1

n-1
Sn

n
Sn+1

n+1

Hnh IV.3. S chuyn trng thi trong qu trnh sinh - t

120

T trng thi Sn ti thi im t h X(t) ch c th chuyn ti mt trong cc trng thi Sn+1, Sn hoc Sn1. V vy chng ta c cc cng chuyn: 0 = 1 = 0=q00, qn, n+1 = n, qn, n1 = n v qn, n = (n +n) n. Trong trng hp n, n > 0, n > 0, theo nh l c chng minh, phn phi gii hn c th tm c bng cch gii h: [0 1 2 3 ]Q = 0, vi ma trn cng Q bit. Ma trn chuyn v ca Q c dng:
q 00 q 01 QT = ... q0 n ....

q10 ... q11 ... ... ... q1n ... ... ...

q n 0 q n +1, 0 ... q n1 q n +1,1 ... ... ... ... q nn q n +1,n ... ... ... ...

Ta c [0 1 2 3 ]Q = 0 QT[0 1 2 3 ]T = 0 q 00 q 01 q 02 ... hay: q000 + q101 + q010 + q111 + q020 + q121 + . Do tnh cht c bit, nh phn tch trn, ca ma trn cng Q ca qu trnh sinht, h trn c vit mt cch tng minh hn nh sau: 00 + 11 + = 0, = 0, = 0, q202 + = 0, q212 + = 0, q222 + = 0, q10 q11 q12 ... q 20 q 21 q 22 ... ... 0 0 ... 1 0 = . ... 2 0 ... ... ...

00 (1 + 1)1 + 22 + 11 (2 + 2)2 + 33 +

T y dng tm c n+1 = (n/n+1)n, n = 1, 2, 3, i ti cng thc tnh i,i.

121

1 = (0/1)0, 2 = (1/2)1 = (10/21)0, 3 = (2/3)2 = (21/32)1 = (210/321)0, n+1 = (n/n+1)n = = (nn1 0/n+1n 1)0, Vi iu kin

i =0

= 1, cui cng ta c:

0 = 1/ (1 +

k =0

(kk1 0/k+1k 1)).

c bit khi n = 0, n, th qu trnh sinht tr thnh qu trnh sinh thun khit (pure birth process). Qu trnh sinh thun khit vi n = l qu trnh Potxng vi tham s .
V d: Gi s dng khch hng n mua v mt vn phng bn v vi M quy phc v l dng Potxng vi tham s = 6 khch hng / 1 pht (iu ny cng c ngha l khch hng n phng bn v vi cc thi im n tun theo lut phn phi m vi tham s = 6).

Ngoi ra, cn bit nguyn tc phc v l FCFS (First come first serve) v thi gian phc v ti mi quy c lut phn phi m vi k vng 1/3 (pht). Cn tr li hai cu hi sau y: S quy hng ti thiu l bao nhiu hng ch khng tr nn di v hn? Gi s Nt l s khch hng ang ch hay ang c phc v ti thi im t. Chn M = 4 v mt khch hng s ch c phc v nu Nt 4, ch vi xc sut 0,5 nu Nt = 5 v s b i nu Nt = 6. Hy xc nh phn phi dng ca qu trnh ny? Trc ht, trong v d ny chng ta c mt qu trnh sinht vi khng gian trng thi S = { S0, S1, S2, , Sn, }, trong Sn l trng thi trong vn phng c n khch hng. Cc cng chuyn l k = 6 vi k = 0, 1, 2,... cn k = 3k vi k M v k = 3M vi k > M (iu ny l do bin cc tiu ca cc bin ngu nhin vi phn phi m c lp cng c phn phi m vi tham s bng tng cc tham s ca cc phn phi m tng ng). Do k /k+1 = 6/3M < 1 (khi k M) nn vi M 3 th:

(
k=0

k 1

... 0 / k +1 k ...1 ) < .

122

Bi vy hng i s khng di v hn (nu tri li, khi chui phn k, th 0 = 1 = 2 = ... = 0, nn s khch trong hng i s dn ti mt s hu hn khi t vi xc sut bng 0). Trong cu hi th hai, ta c 0 = 1 = 2 = 3 = 4 = 6, 5 = 3. Theo cng thc tnh 0 = 1/(1+ ( k k 1... 0 / k +1 k ...1 )) ta c ngay 0 = 12/89. T tnh ra 1 = 24/89,
k =0 5

2 = 24/89, 3 = 16/89, 4 = 8/89, 5 = 4/89 v 6 = 1/89.

3.
3.1.

M phng xch Markov

M phng xch Markov thi gian ri rc

Phng php 1

Xch Markov ri rc v thun nht cn c th c k hiu l X0, X1, X2,... Gi s khng gian trng thi l S gm hu hn trng thi: S = {0, 1, 2,..., N} v ma trn xc sut chuyn trng thi c bit l P = [pij]N N. Chng ta s m phng xch Markov ri rc v thun nht thng qua v d trnh by cc mc 1.2 v 2.1 ca chng ny. Ta c phn phi ban u l:
X0 1 2 3

(0)

1(0) = 0,2

2(0) = 0,5

3(0) = 0,3

m phng X0 ta p dng phng php m phng phn phi ri rc hc chng III. Trn my tnh, ta pht sinh ra mt s ngu nhin r = RANDOM[0,1) theo lut phn phi u U[0,1) trong [0,1). Nu r 0,2 ta ly X0 = 1; nu 0,2 < r 0,7 th ta ly X0 = 2 ; cn nu r > 0,7 th t X0 = 3. Cn c kt qu m phng X0, ta m phng X1 da trn ma trn xc sut chuyn trng thi:
0,8 0,1 0,1 P = 0,07 0,9 0,03 . 0,083 0,067 0,85

Gi s bit X0 = 2, lc ta cn m phng bin ngu nhin X1 cn c phn phi sau:

X1 Xc sut tng ng 1 p21 = 0,07 2 p22 = 0,9 3 p23 = 0,03

iu ny c th c thc hin tng t nh khi m phng X0. Cn ch rng, trong hng th hai ca bng trn ta c phn phi xc sut c iu kin ca X1 vi iu kin X0 = 2. Cc bc tip theo m phng X2, X3,... c tin hnh tng t (cho ti X500 chng hn).

123

Lp li quy trnh ny bt u t X0 cho mt s bc lp L ln (chng hn 1000 ln), ta s c mt b 1000 s liu cho X500. T , c th tm c bng phn phi tn sut (cn gi l xc sut thc nghim) ca X500 qua th nghim m phng trn y i vi X500. Nh vy, ta tm c vc t phn phi (xc sut thc nghim) (500). Cui cng, chng ta c kt qu tm gn ng phn phi dng l: (500).

Ch :
Trong v d trn y, ta thy c th dng m phng tm phn phi dng. Tuy nhin, mc ch ch yu ca phng php 1 l nhm m phng cc xch Markov ri rc thun nht, l cc qu trnh c th xy ra trong cc h thng phc tp. Khi khng gian trng thi S gm mt s ln cc trng thi th phng php m phng trn yu cu thi gian chy my tnh kh ln. khc phc iu ny, chng ta xem xt phng php 2 sau y.
Phng php 2

Xt mt h thng k thut c biu din bi xch Markov ri rc thun nht {Xt}, t = 0, 1, 2,... vi khng gian trng thi S c N trng thi (N kh ln) v ma trn chuyn trng thi P = [pij]N N. Xt thi im n, ti thi im ny gi s m phng c Xn = s. Ta s m phng thi gian Tn l thi gian ti ln nhy tip theo sm nht m Xt+Tn s. Do xch Markov l ri rc nn Tn ch c th nhn cc gi tr 1, 2, t p = pss, d thy Tn c phn phi hnh hc nh sau:
Tn Xc sut tng ng 1 1 p 2 (1p)p ... ... k (1p)p
k1

... ...

M phng phn phi ny ta tm c gi tr Tn. Cn Xn+Tn c phn phi xc sut nh sau:

Xn+Tn Xc sut tng ng 1 ps1/(1pss) 2 ps2/(1pss) ... ... s 0 ... ... N psN/(1pss)

Cch m phng ny s tit kim hn thi gian chy my tnh (khi N kh ln), nhng vic lp trnh s phc tp hn t nhiu. Xt v d nh trnh by trn, nu dng phng php 2, mt cch hon ton tng t, chng ta cng tm c phn phi dng (*) (500).
3.2. M phng xch Markov thi gian lin tc

Xt xch Markov thi gian lin tc {X(t)}t[0, ). Gi s rng xch i vo trng thi i ti thi im no , chng hn thi im 0, v khng ri khi trng thi ny cho n

124

thi im s. Lc , do tnh khng nh ca qu trnh Markov, xc sut xch vn tip tc nguyn trng thi cho ti thi im (t + s) s l: P{(Ti > s + t )/(Ti > s)} = P{Ti > t} trong Ti l thi gian qu trnh dng li trng thi i. D thy, nu Ti c phn phi m vi hm phn phi F(Ti < ) = 1 e th ng thc trn c tho mn. iu ngc li cng c th chng minh c. Vy Ti c phn phi m. T nhn xt trn, ta c th a ra mt nh ngha khc cho xch Markov thi gian lin tc. Xch Markov thi gian lin tc l mt qu trnh ngu nhin c cc tnh cht sau mi khi n i vo trng thi i: Lng thi gian Ti xch dng li ti trng thi i trc khi n chuyn sang trng thi khc l mt bin ngu nhin vi phn phi m c tham s vi (hay c k vng 1/vi). Mt khi qu trnh ri khi trng thi i, n s i vo trng thi j no (c lp vi Ti) vi cc xc sut pij tho mn p ij = 1,p ii = 0, i .
j

Vy m phng xch Markov thi gian lin tc, chng ta cn m phng dy 0, 1, 2,... (cc lng thi gian r xch dng li ti trng thi Jr trc khi n chuyn sang trng thi khc) v dy J0, J1, J2,... (cc trng thi m xch chuyn n). pht sinh r, nh trn ni, ta cn bit tham s vJr ca phn phi m tng ng. Cn pht sinh trng thi xch Markov chuyn n Jr r, chng ta c bng phn phi xc sut sau:
Trng thi n Xc sut tng ng 1 pi1 2 pi2 ... ... i 0 ... ... N piN

Trong bng trn, i =Jr 1 l trng thi ca xch ti bc r 1 (vi cc xc sut pij tho mn p ij = 1,p ii = 0, i ).
j

thc hin m phng xch Markov thi gian lin tc, c th s dng s liu ca v d xt trong mc 2.4 hay 2.5.

125

Phn bi tp
BI TP CHNG I
1. Vi v d trong mc 1.2 chng I, hy p dng phng php n hnh i theo quy trnh 0 A B nhm t ti zmax. 2. Gii BTQHTT sau y:

z = 6x1 + 8x2 Max vi cc rng buc 3x1 + 3x2 6 5x1 + 3x2 8 x 1 , x2 0

3. Gii BTQHTT sau y:

z = 40x1 + 30x2 Max vi cc rng buc

1 2 x1 + x 2 20 5 2 1 x 5 2 2 3 x + 3 x 28 5 1 4 2 x 30 1 x 2 5 (x1 , x 2 0)

Hng dn: a v dng chnh tc, ta cn 5 bin b (3 bin b thiu v 2 bin b tha) v 2 bin gi (s bin gi bng s bin b tha).

126

1 2 5 x1 + 2 x 2 + x 3 = 20 1 x + x = 5 4 2 2 3 x + 3 x + x = 28 5 5 1 4 2 x x + x = 30 6 7 1 x 2 x8 + x9 = 5 x1 , x 2 , x 3 ..., x 9 0

Hm mc tiu s l z = 40x1 + 30x2 + 0x3 + 0x4 + 0x5 + 0x6 Mx7 + 0x8 Mx9.
4. Chng ta xem xt mt d n thit k nng cp mng in bng h thng cp ngm cho mt trng i hc. Mng in c thit k cho ba tuyn sau: khu hnh chnh, khu ging ng v ng dy bo v. Do yu cu v mt k thut gi mt mt cp cc tuyn trn l khc nhau v ln lt nh sau: 500, 400 v 200 nghn ng. Gi xi l chiu di cc tuyn trn, theo iu kin thit k c cc rng buc nh sau:

x1 + x2 + x3 1900, x1 + x2 1500, x1 + x3 1400, x2 + x3 900, x 1 , x2 , x 3 0.

Hy lp phng n thit k c tng chi ph mua cp nh nht vi cc rng buc trn v hm mc tiu sau: z = 500x1 + 400x2 + 200x3 Min.

5. Pht biu mt m hnh ti u a mc tiu (tuyn tnh hoc phi tuyn, t hai n bn mc tiu) ng dng trong qun l s dng hay thit k h thng k thut in. 6. Xt bi ton ti u phi tuyn ba mc tiu pht sinh trong qu trnh nghin cu cc nh hng ca cc yu t nhit X1 (0C) v b dy lp sy X2 (cm) ti cc ch tiu v hm lng tinh du Y1, chi ph nng lng Y2 v tc sy Y3. Sau y l pht biu ton hc ca bi ton cn c kt qu quy hoch thc nghim tin hnh:

Y1= 9,147247 0,609964X1 0,679045X2 0,005767X1X2 0,003268X12 0,007967X22 (%) Max

127

Y2 = 38,2168 1,1324X1 0,9554X2 + 0,004166X1X2 + 0,01097X12 + 0,03909X22 (Kwh/kg) Min Y3 = 4,760179 + 0,110704X1 + 0,023387X2 + 0,0013666X1X2 0,002884X12 0,006722X22 (KgH2O/h) Max. Hy gii bi ton trn bng phn mm tnh ton thch hp v kim tra kt qu cc gii gi tr thch hp cho X1 l t 440C ti 510C, X2 t 9,5cm ti 13,5cm.

128

BI TP CHNG II
1. Gii bi ton vn ti cho trong bng sau:
7 21 8 50 11 17 18 70 8 12 13 60 13 10 16 80 260 110 100 50

2. Gii bi ton phn cng nhim v vi thi gian thc hin (ca mi k s i vi tng nhim v c ghi theo hng) cho trong bng sau:
32 22 24 26 1 18 14 30 30 1 32 12 26 28 1 16 16 24 20 1 1 1 1 1

Tm cch phn cng nhim v (mi mt trong s bn k s ch c giao ng mt nhim v) cc tiu ho tng thi gian thc hin.

Hng dn: Bi ton trn c th gii da trn phng php phn phi (c bn im cung cng nh bn im cu, vi tng cung bng tng cu v bng 4).
3. Hai my bin p c dung lng 580KVA v 650KVA ho in ln thanh ci cung cp in cho bn nhm my A, B, C v C c cng sut ti a ln lt l 180, 270, 420 v 320. Qua kho st, chng ta c cc s liu sau:

Chi ph truyn ti mt n v cng sut t my bin p th nht n cc nhm my l: C1A = 250, C1B = 300, C1C = 320 v C1D = 310 ng / n v cng sut. Chi ph truyn ti mt n v cng sut t my bin p th hai n cc nhm my l: C2A = 350, C2B = 380, C2C = 330 v C2D = 340 ng / n v cng sut. Hy tm cng sut m mi nhm my c th nhn t cc my bin p m bo tng chi ph truyn ti l nh nht.
4. Lp mng PERT cho d n vi cc hot ng sau y:

129

Hot ng A B C D E F I

Th t

Thi gian (tun) 3 4 4 5 2 7 6

A B D, E C, F

Hy tm thi gian ti thiu hon thnh d n v xc nh cc hot ng cn ch trng.

Hng dn: Kim tra kt qu tm ng gng A D F I.

5. Xem xt mt d n vi cc d kin nh sau:
Hot ng k trc Thi gian c tnh (ngy) a 3 2 2 2 1 4 1 m 6 5 4 3 3 6 5 b 9 8 6 10 11 8 15

Hot ng A B C D E F G

A B B C, D E

Hy gii quyt cc vn sau y: V s mng. Tnh thi gian (trung bnh) hon thnh d n sm nht. Tm xc sut d n thc hin trong vng 20 ngy.
6. Xc nh cy khung ti thiu cho mng ng dn sau v pht biu ngha thc tin ca n:
33 A 52 D 47 C 43 70 F B 12 70 23 E 33 120 20 G

130

7. Cho mt lng u t c 15 (n v tin) c th u t vo cc d n sau: I, II, III theo cc mc 0, 3, 6, 9, 12, 15 vi mc li nhun nh sau:
Mc li nhun I 0 1 4 6 8 10 II 0 2 5 6 7 9 III 0 2 5 6 7 8

S tin u t 0 3 6 9 12 15

Xc nh phng n chn danh mc u t v mc u t sao cho tng li nhun l ln nht.

8. Hy tm phng n ti u phn phi cng sut ca ba nh my 1, 2 v 3 vi ph ti v tn tht c nh. Bit chi ph ca cc nh my l hm ph thuc vo cng sut fi(pi), trong pi l cng sut thc t ca nh my i, vi i = 1, 2, 3. Gi s chng ta kho st c cc s liu sau:

Tng cng sut c ba nh my cn cung cp l 18 (n v cng sut). f1(p1) = 4p1, f2(p2) = 3P2, f3(p3) = 3P3. 0 p1 P1MAX = 7, 0 p2 P2MAX = 8, 0 p3 P3MAX = 6.

Hng dn: p dng quy hoch ng.

9. Xc nh tuyn ng i ca ng dy truyn ti in t im A n im B, vi cc chng ngi vt khc nhau, sao cho tng chi ph l nh nht. Cc d kin ca bi ton nh sau:
8 10 10 6 7 15 A 12 12 15 8 13 11 10 12 7 2 15 16 11 9 9 11 4 8 10 13 6 9 2 10 B 8

131

Nh vy thit lp s ng truyn ti in th xut pht t A ta c th nh tuyn i ca ng truyn ti in trc ht qua mt trong hai im st gn, theo hng bc hay hng ng, vi cc chi ph l 15 v 12. T mt trong hai im ny, chng ta li tip tc xc nh tuyn i cho ng truyn ti in, vi cc chi ph bit,... Vy ta c bi ton tm ng i vi chi ph nh nht.

Hng dn: Chia bi ton thnh nhiu giai on nh v p dng phng php quy hoch ng.

132

BI TP CHNG III
1. Kho st 200 xung tn hiu qua cc van in n iu khin c cu chp hnh, ngi ta thy trung bnh 2 giy c mt chui xung. S liu kho st c v thi gian xung ca cc chui xung nh sau:
Thi gian xung (giy) 3 4 5 6 S ln 50 40 50 60 Tn sut 0,25 0,20 0,25 0,30

Bng phng php m phng ngu nhin (nu c th, lp chng trnh tnh ton trn my tnh) hy xc nh s van in (ti thiu) cn m sao cho vic iu hnh c cu chp hnh c lin tc (ni cch khc, cc chui xung lun c phc v kp thi).
2. Xt m hnh mt knh phc v tho mn: s tn hiu n c phn phi Poatxng, thi gian phc v c phn phi m. Gi s A = 3 tn hiu n trung bnh trong mt pht, S = 4 tn hiu c phc v trung bnh trong mt pht. Hy kim tra li cc kt qu sau v phn tch ngha ca chng: Lq = 9 / 4(4 3) = 2,25 ; Ls = 3 / 1 = 3 ;

Wq = 3 / 4 = 0,75 ; Ws = 1; Pw = 3 / 4 = 0,75 . Tuy nhin, vi Pw = 0,75 , ta thy 75% s tn hiu phi ch trc khi c phc v. iu ny c ngha l cn tip tc ci thin h thng hng ch hiu qu phc v c tt hn. Mt trong cc bin php em li hiu qu phc v c tt hn l nng cao tc phc v. Hy lp bng tnh v so snh khi cc tham s khc ca h thng c nh, ring S nhn cc gi tr khc nhau S = 4, 6, 8 v 10.
3. Xt m hnh nhiu knh phc v vi cc gi thit nh trong bi tp trn (A = 3 v S = 4). Hy tnh cc ch s ca m hnh khi s knh phc v k = 2, 3. T phn tch ngha ca cc kt qu t c v so snh vi kt qu khi s dng m hnh mt knh phc v. 4. Mt trm bu in vin thng c 13 cng. Thi gian phc v mi khch hng trung bnh l 5 pht. Kt qu kho st thng k cho bit s lng tn hiu khch hng trung bnh n trong mt gi, cn kt qu thu thp phiu thm d kin khch hng cho bit thi gian trung bnh (s pht) mt khch hng c th i trc khi c phc v nh sau:

133

Cc giai on Nhu cu cao Nhu cu trung bnh Nhu cu thp

S tn hiu / gi 120 60 30

Thi gian c th i ti a 5 5,5 6

S dng m phng ngu nhin, hy xc nh quy trnh tnh ton tm s cng ti thiu cn m trong mi giai on p ng c yu cu ca khch hng (nhng gi thit no cn ra gii quyt vn ny).

134

BI TP CHNG IV
1. Ch s tiu th in l mt lng ngu nhin c phn phi ti thi im ban u nh sau:
X0 T l % Di 50 s 5% 50 ti 100 40% 100 ti 150 40% Trn 150 15%

Bit ma trn xc sut chuyn trng thi l: 0,85 0,05 P= 0,02 0,05 0,10 0,85 0,03 0,05 0,05 0,08 0,90 0,10 0 0,02 0,05 0,80

Hy gii thch ngha ca ma trn P. Tm phn phi dng ca xch Markov thi gian ri rc trn y v cho bit ngha ca kt qu thu c.
2. Cho Xn l mt xch Markov vi khng gian trng thi S = {1, 2, 3, } v ma trn xc sut chuyn trng thi:

1 / 2 3 / 4 P= 0 ...

0 1/ 2 0 1/ 4 0 0 7/8 0 ... ...

... ... 1 / 8 ... ... ...

1, 2, 3, 4,

Hy tm vc t phn phi bt bin = [

] sao cho P = .

Ch : tnh

cn p dng phng php tnh gn ng. 0 0 1 1

3. Cho {Xt}t 0 l mt xch Markov vi ma trn cng sau y:

1 1 Q= 0 0

1 3 1 0

0 2 2 1

Hy tm phn phi gii hn cho xch Markov trn y.

4. Mt h thng dch v k thut c hai knh. Gi s rng thi gian phc v tn hiu n ca hai knh ny c phn phi m c lp vi nhau vi k vng l 20 (giy),

135

tc l = 1/20, khi trong h thng khng c qu hai tn hiu. Nu trong h thng c t ba tn hiu tr ln th = 1/30. Ngoi ra cng gi s rng dng tn hiu n l dng Potxng vi tham s = 1/10 khi h thng c t hn ba tn hiu v = 1/30 nu h thng c t ba tn hiu tr ln. Tm phn phi gii hn ca xch Markov Xt v tm xc sut gii hn m mt tn hiu phi ch trc khi c phc v.
5. Xt xch Markov thi gian ri rc thun nht vi khng gian trng thi S0, S1, S2, S3, S4, S5. Gi s qua kho st cc mu thng k bit c ma trn xc sut chuyn trng thi (sau mi n v thi gian, c th l pht, tun, nm, th h) nh sau:

1 0 0,01 P= 0,03 0,09 0

0 1 0 0 0 0,19

0 0 0,8 0 0 0

0 0 0,19 0,76 0 0

0 0 0 0,21 0,74 0

0 0 0 0 0,17 0,81

Hy tr li cc cu hi sau: Cc trng thi no l trng thi hp th, cc trng thi no l trng thi truyn ng? Hy tm xc sut qu trnh b hp th vo mi mt trng thi hp th khi qu trnh xut pht t mt trong cc trng thi truyn ng. Tm thi gian trung bnh (k vng thi gian) t lc qu trnh xut pht (t mt trng thi truyn ng no ) cho ti khi b hp th. Tnh thi gian trung bnh qu trnh ri vo mt trng thi truyn ng chn no trc khi n ri vo trng thi hp th.

Hng dn: Xem li mc 2.3.

Cn ch rng, vn nh m t trong bi tp ny c th pht sinh trong nhiu lnh vc nh trong h thng k thut in in t, kinh t nng nghip (chuyn dch cc loi hnh s dng t, quy m s dng t, hay kinh t h), sinh hc (chuyn dch tn s gene qua cc th h), x hi hc, v nhiu lnh vc khc
6. Hy pht biu thut gii m phng xch Markov trong cc v d c trnh by ti cc mc 2.4 v 2.5.

136

Phn Ph lc
Ph lc 1. Bng tm xc sut P(X<t) cho bin ngu nhin X tun theo phn phi chun tc ~ N(0,1)

.00

.01

.02

.03

.04

.05

.06

.07

.08

.09

0.0 .50000 .50399 .50798 .51197 .51595 .51994 .52392 .52790 .53188 .53586 0.1 .53983 .54380 .54776 .55172 .55567 .55962 .56356 .56749 .57142 .57535 0.2 .57926 .58317 .58706 .59095 .59483 .59871 .60257 .60642 .61026 .61409 0.3 .61791 .62172 .62552 .62930 .63307 .63683 .64058 .64431 .64803 .65173 0.4 .65542 .65910 .66276 .66640 .67003 .67364 .67724 .68082 .68439 .68793

0.5 .69146 .69497 .69847 .70194 .70540 .70884 .71226 .71566 .71904 .72240 0.6 .72575 .72907 .73237 .73536 .73891 .74215 .74537 .74857 .75175 .75490 0.7 .75804 .76115 .76424 .76730 .77035 .77337 .77637 .77935 .78230 .78524 0.8 .78814 .79103 .79389 .79673 .79955 .80234 .80511 .80785 .81057 .81327 0.9 .81594 .81859 .82121 .82381 .82639 .82894 .83147 .83398 .83646 .93891

1.0 .84134 .84375 .84614 .84849 .85083 .85314 .85543 .85769 .85993 86214 1.1 .86433 .86650 .86864 .87076 .97286 .87493 .87698 .87900 .88100 88298 1.2 .88493 .88686 .88877 .89065 .89251 .89435 .89617 .89796 .89973 90147 1.3 .90320 .90490 .90658 .90824 .90988 .91149 .91309 .91466 .91621 91774 1.4 .91924 .92073 .92220 .92364 .92507 .92647 .92785 .92922 .93056 93189

1.5 .93319 .93448 .93574 .93699 .93822 .93943 .94062 .94179 .94295 .94408 1.6 .94520 .94630 .94738 .94815 .94950 .95053 .95154 .95254 .95352 .95449 1.7 .95543 .95637 .95728 .95818 .95907 .95994 .96080 .96164 .96246 .96327 1.8 .96407 .96485 .96562 .96638 .96712 .96784 .96856 .96926 .96995 .97062 1.9 .97128 .97193 .97257 .97320 .97381 .97441 .97500 .97558 .97615 .97670

137

.00

.01

.02

.03

.04

.05

.06

.07

.08

.09

2.0 .97725 .97784 .97831 .97882 .97932 .97982 .98030 .98077 .98124 .98169 2.1 .98214 .98257 .98300 .98341 .98382 .98422 .98461 .98500 .98537 .98574 2.2 .98610 .98645 .98679 .98713 .98745 .98778 .98809 .98840 .98870 .98899 2.3 .98928 .98956 .98983 .99010 .99066 .99061 .99086 .99111 .99134 .99158 2.4 .99180 .99202 .99224 .99245 .99266 .99286 .99305 .99324 .99343 .99361 2.5 .99379 .99396 .99413 .99430 .99446 .99461 .99477 .99492 .99506 .99520 2.6 .99534 .99547 .99560 .99573 .99585 .99598 .99609 .99621 .99632 .99643 2.7 .99653 .99664 .99674 .99683 .99693 .99702 .99711 .99720 .99728 .99736 2.8 .99744 .99752 .99760 .99767 .99774 .99781 .99788 .99795 .99801 .99807 2.9 .99813 .99819 .99825 .99831 .99836 .99841 .99846 .99851 .99856 .99861 3.0 .99865 .99869 .99874 .99878 .99882 .99886 .99899 .99893 .99896 .99900 3.1 .99903 .99906 .99910 .99913 .99916 .99918 .99921 .99924 .99926 .99929 3.2 .99931 .99934 .99936 .99938 .99940 .99942 .99944 .99946 .99948 .99950 3.3 .99952 .99953 .99955 .99957 .99958 .99960 .99961 .99962 .99964 .99965 3.4 .99966 .99968 .99969 .99970 .99971 .99972 .99973 .99974 .99975 .99976 3.5 .99977 .99978 .99988 .99979 .99980 .99981 .99981 .99982 .99983 .99983 3.6 .99984 .99985 .99985 .99986 .99989 .99987 .99987 .99988 .99988 .99989 3.7 .99989 .99990 .99990 .99990 .99991 .99991 .99992 .99992 .99992 .99992 3.8 .99993 .99993 .99993 .99994 .99994 .99994 .99994 .99995 .99995 .99995 3.9 .99995 .99995 .99996 .99996 .99996 .99996 .99996 .99996 .99997 .99997

138

Ph lc 2A. Bng 2500 ch s ngu nhin

1581922396 0928105582 4112077556 7457477468 0099320858 7245174840 6749420382 5503161011 7164238934 3593969525 4192054466 9697426117 2007950579 4384768758 3840145867 0190453442 6766554338 6315116284 3908771938 3370024586 2999997185 7864375912 7065492027 0654683246 7830555058 7626984369 4785048453

2068577984 7295088579 3440672486 5435810788 3090908872 2275698645 4832630032 7413686599 7666127259 0272759769 0700014629 6488888550 9564268448 2389278610 9120831830 4800088084 5583263145 9172824179 4035554324 9324732596 0133968938 8383232768 6349104233 4765404877 5255147182 4725370390 3646121751

8262130892 9586111652 1882412963 9670852913 2039593181 8416549348 5670984959 1198757695 5263097712 0385998136 5469439659 4031652526 3457416988 3859431781 7228567652 1165628559 5089052204 5544814339 0840126699 1186563397 7678931194 1892857070 3382569662 8149224168 3519287786 9641916289 8436077768

8374856049 7055508767 0684012006 1291265730 5973470495 4676463401 5432114610 0414294470 5133648980 9999989966 8408703469 8123543276 1534027886 3643768456 1267173884 5407921254 9780623691 0016943666 4942059208 4425443189 1354034403 2323673751 4579426926 5468634609 2481673649 5049082870 2928794356

4637567488 6472382934 0933147914 4890031305 9776135501 2229367983 2966095680 0140121598 4011966963 7544056852 1074373131 0927534537 7016633739 4141344518 4020651657 3768932478 2195448096 3828538786 1475623997 3216653251 6002561840 3188881718 1513082455 6474393896 8907598697 7463807244 9956043516

139

4627791048 9376470693 1227991661 5582095589 4959397698 1824779358 7041092295 3555104281 9717595534 5571564123 4674262892 8461228715 1838538678 1834182305 1884227732 6791857341 3007929946 6085440624 7005051056 9846413446 0625457703 5457593922 4076486653

5765558107 0441608934 7936797054 5535798279 1056981450 1333750468 5726289716 0903099063 1634107293 7344613447 2809456764 0746980892 3049068967 6203476893 2923727501 6696243386 4031562749 2875556938 3496332071 8306646692 4229164694 9751489574 8950826528

876259243 8749472723 9527542791 4764439855 8416606706 9434074212 3420847871 6827824899 8521057472 1129117244 5806554509 9285305274 6955157269 5937802079 8044389132 2219599137 5570757297 5496629750 5054070890 0661684251 7321363715 1799906380 4934582003

6185670830 2202274078 4711871173 6279247618 8234013222 5273692238 1820481234 6383872737 1471300754 3208461091 8224980942 6331989646 5482964330 3445280195 4611203081 3193884236 6273785046 4841817356 7303867953 8875127201 7051128285 1989141062 4071187742

6363845920 5897002653 8300978148 4446895088 6426813469 5902177065 0318831723 5901682626 3044151557 1699403490 5738031833 8764467686 2161984904 3694915658 6072112445 8224729704 1455349704 1443167141 6255181190 6251533454 1108468072 5595364247 1456207629

140

Ph lc 2B. Bng 1600 ch s ngu nhin

10

09 73 25 33 76 52 01 35 86 34 67 35 48 76 80 95 90 91 17

37 54 20 48 05 64 89 47 42 96 24 80 52 40 37 20 63 61 04 02 08 42 26 89 53 19 64 50 93 03 23 20 90 25 60 15 95 33 47 64 99 01 90 25 29 09 37 67 07 15 38 31 13 11 65 88 67 67 43 97 12 80 79 99 70 80 15 73 61 47 64 03 23 66 53 98 95 11 68 77

66 06 57 47 17 34 07 27 68 50 36 69 73 61 70 65 81 33 98 85 31 06 01 08 05 45 57 18 24 06 35 30 34 26 14 86 79 90 74 39 85 26 97 76 02 02 05 16 56 92 68 66 57 48 18 73 05 38 52 47 63 57 33 21 35 05 32 54 70 48 90 55 35 75 48 28 46 82 87 09 73 79 64 57 53 03 52 96 47 78 35 80 83 42 82 60 93 52 03 44

98 52 01 77 67 14 90 56 86 07 22 10 94 05 58 60 97 09 34 33 11 80 50 54 31 39 80 82 77 32 50 72 56 82 48 29 40 52 42 01 83 45 29 96 34 06 28 89 80 83 13 74 67 00 78 18 47 54 06 10 88 68 54 02 00 86 50 75 84 01 36 76 66 79 51 90 36 47 64 93 99 59 46 73 48 87 51 76 49 69 91 82 60 89 28 93 78 56 13 68

65 48 11 76 74 17 46 85 09 50 58 04 77 69 74 73 03 95 71 86 80 12 43 56 35 17 72 70 80 15 45 31 82 23 74 21 11 57 82 53 74 35 09 98 17 77 40 27 72 14 43 23 60 02 10 45 52 16 42 37 69 91 62 68 03 66 25 22 91 48 36 93 68 72 03 76 62 11 39 90 09 89 32 05 05 14 22 56 85 14 46 42 75 67 88 96 29 77 88 22

91 49 91 45 23 68 47 92 76 86 46 16 28 35 54 94 75 08 99 23 80 33 69 45 98 26 94 03 68 58 70 29 73 41 35 53 14 03 33 40 44 10 48 19 49 85 15 74 79 54 32 97 92 65 75 57 60 04 08 81 12 55 07 37 42 11 10 00 20 40 12 86 07 46 97 96 64 48 94 39 63 60 64 93 29 16 50 53 44 84 40 21 95 25 63 43 65 17 70 82

141

61 19 69 04 46 26 45 74 77 74 51 92 43 37 29 65 39 45 95 93 15 47 44 52 66 95 27 07 99 53 59 36 78 38 48 82 39 61 01 18 94 55 72 85 73 67 89 75 43 87 54 62 24 44 31 91 19 04 25 92 42 48 11 62 13 97 34 40 87 21 16 86 84 87 67 03 07 11 20 59 23 52 37 83 17 73 20 88 98 37 68 93 59 14 16 26 25 22 96 63

04 49 35 24 94 75 24 63 38 24 45 86 25 10 25 61 96 27 93 35 00 54 99 76 54 64 05 18 81 59 96 11 96 38 96 54 69 28 23 91 35 96 31 53 07 36 89 80 93 54 33 35 13 54 62 77 97 45 00 24 59 80 80 83 91 45 42 72 68 42 83 60 94 97 00 13 02 12 48 92 46 05 88 52 36 01 39 09 22 86 77 28 14 40 77 93 91 08 36 47

32 17 90 05 97 87 37 92 52 41 05 56 70 70 07 86 74 31 71 57 69 23 46 14 06 20 11 74 52 04 15 95 66 00 00 18 74 39 24 23 19 56 54 14 30 01 75 87 53 79 40 41 92 15 85 66 67 43 68 06 45 15 51 49 38 19 47 60 72 46 43 66 79 45 43 59 04 79 00 33 94 86 43 19 94 36 16 81 08 51 34 88 88 15 53 01 54 03 54 56

142

Ph lc 3. Tm gi tr ca P0 cn c s knh k v t s A/kS
A kS

S knh k 1 2 .96078 .92308 .88697 .85185 .81818 .78571 .75439 .72414 .69492 .66667 .63934 .61290 .58730 .56250 .53846 .51515 .49254 .47059 .44928 .42857 .40854 .38889 .36986 .35135 .33333 .31579 .29870 .28205 3 .94176 .88692 .83562 .78659 .74074 .69753 .65679 .61837 .58214 .54795 .51567 .48519 .45640 .42918 .40346 .37913 .35610 .33431 .31367 .29412 .27559 .25802 .24135 .22554 .21053 .19627 .18273 .16986 4 .92312 .85214 .78663 .72614 .67031 .61876 .57116 .52720 .48660 .44910 .41445 .38244 .35284 .32548 .30017 .27676 .25510 .23505 .21649 .19929 .18336 .16860 .15491 .14221 .13043 .11951 .10936 .09994 5 .90484 .81873 .74082 .67032 .60653 .54881 .49657 .44931 .40653 .36782 .33277 .30105 .27233 .24633 .22277 .20144 .18211 .16460 .14872 .13433 .12128 .10944 .09870 .08895 .08010 .07207 .06477 .05814 6 .88692 .78663 .69768 .61878 .54881 .48675 .43171 .38289 .33959 .30118 .26711 .23688 .21007 .18628 .16517 .14666 .12981 .11505 .10195 .09032 .07998 .07080 .06265 .05540 .04896 .04323 .03814 .03362 7 .86936 .75578 .65705 .57121 .49659 .43171 .37531 .32628 .28365 .24659 .21437 .18636 .16200 .14082 .12241 .10639 .09247 .08035 .06981 .06064 .05267 .04573 .03968 .03442 .02984 .02586 .02239 .01936 8 .85214 .72615 .61878 .52729 .44933 .38289 .32628 .27804 .23693 .20189 .17204 .14660 .12492 .10645 .09070 .07728 .06584 .05609 .04778 .04069 .03465 .02950 .02511 .02136 .01816 01544 .01311 .01113 9 .83527 .69768 .58275 .48675 .40657 .33960 .28365 .23693 .19790 .16530 .13807 .11532 .09632 .08045 .06720 .05612 .04687 .03915 .03269 .02729 .02279 .01902 .01587 .01324 .01104 .00920 .00767 .00638 10 .81873 .65032 .54881 .44933 .36788 .30119 .24660 .20190 .16530 .13534 .11080 .09072 .07427 .06081 .04978 .04076 .03337 .02732 .02236 .01830 .01498 .01226 .01003 .00820 .00671 .00548 .00448 .00366

.02 .04 .06 .08 .10 .12 .14 .16 .18 .20 .22 .24 .26 .28 .30 .32 .34 .36 .38 .40 .42 .44 .46 .48 .50 .52 .54 .56

.98000 .96000 .94000 .92000 .90000 .85000 .86000 .84000 .82000 .80000 .78000 .76000 .74000 .72000 .70000 .68000 .66000 .64000 .62000 .60000 .58000 .56000 .54000 .52000 .50000 .48000 .46000 .44000

143

A kS

S knh k 1 2 .26582 .25000 .23457 .21951 .20482 .19048 .17647 .16279 .14943 .13636 .12360 .11111 .09890 .08696 .07527 .06383 .05263 .04167 .03093 .02041 .01010 3 .15762 .14599 .13491 .12438 .11435 .10479 .09569 .08702 .07875 .07087 .06335 .05618 .04933 .04280 .03656 .03060 .02491 .01947 .01427 .00930 .00454 4 .09119 .08306 .07750 .06847 .06194 .05587 .05021 .04495 .04006 .03550 .03125 .02730 .02362 .02019 .01700 .01403 .01126 .00867 .00627 .00403 .00194 5 .05212 .04665 .04167 .03715 .03304 .02930 .02590 .02280 .01999 .01743 .01510 .01299 .01106 .00931 .00772 .00627 .00496 .00377 .00268 .00170 .00081 6 .02959 .02601 .02282 .01999 .01746 .01522 .01322 .01144 .00986 .00846 .00721 .00610 .00511 .00423 .00345 .00276 .00215 .00161 .00113 .00070 .00033 7 .01673 .01443 .01243 .01069 .00918 .00786 .00670 .00570 .00483 .00407 .00341 .00284 .00234 .00190 .00153 .00120 .00092 .00068 .00047 .00029 00013 8 .00943 .00799 .00675 .00570 .00480 .00404 .00338 .00283 .00235 .00195 .00160 .00131 .00106 .00085 .00067 .00052 .00039 .00028 .00019 .00012 .00005 9 .00531 .00441 .00366 .00303 .00251 .00207 .00170 .00140 .00114 .00093 .00075 .00060 .00048 .00038 .00029 .00022 .00017 .00012 .00008 .00005 .00002 10 .00298 .00243 .00198 .00161 .00131 .00106 .00085 .00069 .00055 .00044 .00035 .00028 .00022 .00017 .00013 .00010 .00007 .00005 .00003 .00002 .00001

.58 .60 .62 .64 .66 .68 .70 .72 .74 .76 .78 .80 .82 .84 .86 .88 .90 .92 .94 .96 .98

.42000 .40000 .38000 .36000 .34000 .32000 .30000 .28000 .26000 .24000 .22000 .20000 .18000 .16000 .14000 .12000 .10000 .08000 .06000 .04000 .02000

144

Ti liu tham kho

Ting Vit

1. 2.

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Chu trch nhim xut bn: Gim c INH NGC BO Tng bin tp L A Bin tp ni dung: NGUYN TIN TRUNG K thut vi tnh: TRNH CAO KHI Trnh by ba: PHM VIT QUANG

TON NG DNG

In 2.000 cun, kh 19 27cm, ti Giy php xut bn s: 1953/XB QLXB, k ngy 20/6/2005. In xong v np lu chiu thng 8 nm 2005.

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