Linear Programming

B CNG THNG
TRNG I HC CNG NGHIP TP. HCM
Nguyn c Phng
Bi ging
Quy hoch tuyn tnh
MSSV: . . . . . . . . . . . . . . . . . . . . . . . . . . . .
H tn: . . . . . . . . . . . . . . . . . . . . . . . . . . .
TP. HCM Ngy 4 thng 10 nm 2011
Mc lc
Mc lc
1 Gii thiu quy hoch tuyn tnh
1.1 Mt s v d dn n bi ton quy hoch tuyn tnh . . .
1.2 Cc dng ca bi ton quy hoch tuyn tnh . . . . . . . .
1.2.1 Bi ton quy hoch tuyn tnh dng tng qut . .
1.2.2 Bi ton quy hoch tuyn tnh dng chun . . . .
1.2.3 Bi ton quy hoch tuyn tnh dng chnh tc . .
1.3 Quan h dng chun v chnh tc . . . . . . . . . . . . . .
1.3.1 i chiu bt ng thc ca cc rng buc . . . . .
1.3.2 Bin khng rng buc . . . . . . . . . . . . . . . . .
1.3.3 Quan h dng chun, chnh tc . . . . . . . . . . .
10
1.4 Dng ma trn ca bi ton quy hoch . . . . . . . . . . .
14
1.5 Phng n chp nhn c . . . . . . . . . . . . . . . . . .
15
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh . . .
16
1.6.1 Phng php th . . . . . . . . . . . . . . . . . .
16
1.6.2 Tnh cht ca tp phng n chp nhn c . . .
18
1.7 im cc bin . . . . . . . . . . . . . . . . . . . . . . . . .
21
1.8 Phng n c bn chp nhn c . . . . . . . . . . . . .
22
1.8.1 Nghim c bn ca Ax D b
. . . . . . . . . . . . .
23
1.8.2 Thnh lp phng n cc bin . . . . . . . . . . . .
26
1.8.3 Phng n cc bin v phng n ti u . . . . . .
30
ii
MC LC
1.9 Bi tp chng 1 . . . . . . . . . . . . . . . . . . . . . . . .
2 Phng php n hnh
32
33
2.1 Phng php n hnh cho bi ton quy hoch dng chun 33
2.1.1 Phng n cc bin ban u . . . . . . . . . . . . .
36
2.1.2 Du hiu ti u . . . . . . . . . . . . . . . . . . . .
37
2.1.3 Chn bin vo c s . . . . . . . . . . . . . . . . . .
41
2.1.4 Chn bin ra khi c s . . . . . . . . . . . . . . . .
41
2.1.5 Lp bng n hnh mi . . . . . . . . . . . . . . . .
43
2.2 Thut ton n hnh cho bi ton min . . . . . . . . . . .
51
2.3 Bi ton chnh tc khng c sn ma trn n v . . . . . .
53
2.4 Bi tp chng 2 . . . . . . . . . . . . . . . . . . . . . . . .
58
3 L thuyt i ngu
65
3.1 V d dn n bi ton i ngu . . . . . . . . . . . . . . .

3.1.1 Bi ton i ngu ca bi ton max
65
. . . . . . . .
67
3.1.2 Bi ton i ngu ca bi ton min . . . . . . . . .
69
3.2 Cc nh l v i ngu . . . . . . . . . . . . . . . . . . . .
73
3.3 Bi tp chng 3 . . . . . . . . . . . . . . . . . . . . . . . .
82
4 Bi ton vn ti
87
4.1 Bi ton vn ti cn bng thu pht . . . . . . . . . . . . .
87
4.2 Phng n cc bin ca bi ton vn ti . . . . . . . . . .
89
4.3 Cc phng php thnh lp phng n cc bin . . . . .
93
4.3.1 Phng php cc ph thp nht . . . . . . . . . .
93
4.3.2 Phng php gc Ty - Bc
. . . . . . . . . . . . .
94
4.3.3 Phng php Vogel (Fogel) . . . . . . . . . . . . . .
94
4.4 Thut ton th v gii bi ton vn ti . . . . . . . . . . .
96
4.4.1 Thut ton quy khng cc ph chn . . . . . . .
96
4.4.2 Xy dng phng n cc bin mi
. . . . . . . . . 101
MC LC
iii
4.5 Mt s trng hp c bit ca bi ton vn ti . . . . . .
105
4.5.1 Bi ton vn ti khng cn bng thu pht . . . . .
105
4.5.2 Bi ton vn ti c cm . . . . . . . . . . . . . . .
107
4.6 Bi ton vn ti cc i cc ph . . . . . . . . . . . . . .
109
4.7 Bi tp chng 4 . . . . . . . . . . . . . . . . . . . . . . . .
110
Ti liu tham kho
115
Chng 1
Gii thiu quy hoch tuyn tnh
1.1 Mt s v d dn n bi ton quy hoch tuyn tnh
V d 1.1 (Bi ton lp k hoch sn xut). Mt tri ca cc khc g
thnh cc tm vn. C hai loi vn: vn thnh phm v vn s dng
trong xy dng. Gi s, i vi:
Vn thnh phm cn 2 gi ca v 5 gi bo 10m vn.
Vn xy dng cn 3 gi ca v 3 gi bo 10m vn.
My ca lm vic ti a 8 gi trong ngy, v my bo lm vic ti a 15
gi trong ngy. Nu li nhun ca 10m vn thnh phm l 120 (ngn
ng), v li nhun ca 10m vn xy dng l 100 (ngn ng). Trong
ngy, tri ca phi ca bao nhiu vn mi loi li nhun ln nht?
Gii.
V d 1.2 (Bi ton khu phn n). Chuyn gia dinh dng nh thnh
lp mt thc n gm 2 loi thc phm chnh A v B. C mt (trm
gram):
Thc phm A cha 2 n v cht bo, 1 n v carbohydrate v 4
n v protein.
Thc phm B cha 3 n v cht bo, 3 n v carbohydrate v 3
n v protein.
Nu mt (trm gram) thc phm A gi 20 (ngn ng) v mt (trm
gram) thc phm B gi 25 (ngn ng). Nh dinh dng mun thc n
phi cung cp t nht 18 n v cht bo, 12 n v carbohydrate v 24
n v protein. Bao nhiu (trm gram) thc phm mi loi c gi nh
nht nhng vn cung cp dinh dng?
Gii.
1.1 Mt s v d dn n bi ton quy hoch tuyn tnh
V d 1.3 (Bi ton vn ti). Mt nh sn xut c 2 nh my: Mt nh

my Vnh Phc v mt nh my Bnh Dng. C 3 kho hng phn
phi sn phm t H Ni, TP. HCM v Cn Th. Nh my Vnh
phc; Bnh Dng, c kh nng cung cp ti a 100; 140 tn mi tun.
Lng cu ca cc kho H Ni, TP. HCM v Cn Th ln lt t 100;
60 v 80 tn tr ln. Chi ph vn chuyn (trm ngn) mi tn cho nh
bng bn di. Hi cn vn chuyn bao nhiu tn hng ha t nh sn
xut n cc kho hng H Ni, TP. HCM v cn th chi ph nh
nht nhng vn p ng nhu cu?

```
```
Trm thu
```
```
```
Trm pht
```
Vnh Phc-Q1 : 100

Bnh Dng-Q2 :140
Gii.
H Ni
W1 :100
5
8
TP. HCM Cn th
W2 :60
W3 :80
7
9
7
10
1.2 Cc dng ca bi ton quy hoch tuyn tnh

1.2.1 Bi ton quy hoch tuyn tnh dng tng qut
T cc v d mc 1.1, bi ton quy hoch tuyn tnh tng qut c pht
biu nh sau: Tm x1 ; x2 ; : : : ; xn sao cho
z D c1x1 C c2x2 C C cnxn ! max .hay min/
Vi cc rng buc
8
a11 x1 C a12x2 C C a1nxn ./.D/ b1
< a x C a x C C a x ./.D/ b
21 1
22 2
2n n
2
:
:
:
:
:
:
:
:
:
:
:
:
: a x C a x C C a x ./.D/ b
m1 1
m2 2
mn n
m
(1.1)
(1.2)
Hm tuyn tnh (1.1) gi l hm mc tiu. H bt phng trnh tuyn

tnh (1.2) gi l cc rng buc. V tri ca cc rng buc l cc hm
tuyn tnh vi x1 ; x2 ; : : : ; xn l cc bin s.
1.2.2 Bi ton quy hoch tuyn tnh dng chun

Chng ta ni bi ton quy hoch tuyn tnh c dng chun nu n c
dng nh sau: Tm x1 ; x2 ; : : : ; xn sao cho
z D c1 x1 C c2x2 C C cn xn ! max; .hay min/
Vi cc rng buc
8
a11x1 C a12x2 C C a1nxn b1
< a x C a x C C a x b
21 1
22 2
2n n
2
:
:
:
:
:
:
:
:
:
:
:
:
: a x C a x C C a x b
m1 1
m2 2
mn n
m
xj 0; j D 1; 2; : : : ; n
(1.3)
(1.4)
(1.5)
1.2.3 Bi ton quy hoch tuyn tnh dng chnh tc

Chng ta ni bi ton quy hoch tuyn tnh c dng chnh tc nu n
c dng nh sau: Tm x1 ; x2 ; : : : ; n sao cho
z D c1x1 C c2 x2 C C cnxn ! max; .hay min/
Vi cc rng buc
8
a11x1 C a12 x2 C C a1nxn D b1
< a x C a x C C a x D b
21 1
22 2
2n n
2
:
:
:
:
::
::
::
::
: a x C a x C C a x D b
m1 1
m2 2
mn n
m
xj 0; j D 1; 2; : : : ; n
(1.6)
(1.7)
(1.8)
V d 1.4. Cho bit dng ca cc bi ton quy hoch tuyn tnh sau:
a. z D 3x1 C 2x2 ! min
Vi cc rng buc

2x1 C x2 4
3x1
2x2 6
x1 0; x2 0
b. z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
3x3
< 3x1 C 2x2
2x1 C 3x2 C 2x3
:
3x1
x2 C 2x3
x1 0; x2 0; x3 0
c. z D 3x1 C 2x2 C 3x3
4
6
8
2x4 ! max
Vi cc rng buc
8
4x4 D 7
< 2x1 C 6x2 C 2x3
3x1 C 2x2
5x3 C x4 D 8
:
6x1 C 7x2 C 2x3 C 5x4 4
x1 0; x2 0; x3 0; x4 0
Mt s sch c nh ngha khc v dng chun v dng chnh tc. Cc bn cn c k nh ngha
khi tham kho cc ti liu khc.
d. z D 2x1 C 5x2 C x3 C x4 C 4x5 ! min

Vi cc rng buc

3x1 C 2x2
x3
C 2x5 D 4
4x1 C 5x2 C 3x3 C 2x4
D 7
x1 0; x2 0; x3 0; x4 0; x5 0
e. z D 2x1 C 5x2 ! max
Vi cc rng buc

3x1 C 2x2 6
2x1 C 9x2 8
x1 0
f. z D 2x1 C 3x2 ! min
Vi cc rng buc
8
x3 D 4
< 2x1 C x2
3x C 2x2 C x3 D 8
: 1
x1
x2
D 6
x1 0; x2 0
Ch . Bi ton tm gi tr nh nht ca hm mc tiu c th vit thnh
bi ton tm gi tr ln nht ca hm mc tiu v ngc li. iu ny
cc bn s thy qua quan h:
1
0
n
n
X
X
(1.9)
cj xj A
cj xj D max @
min
j D1
j D1
tng ng
min z D
max. z/
(1.10)
Do , khng mt tnh tng qut trong phn l thuyt ta ch pht biu

bi ton tm gi tr ln nht ca hm mc tiu .max z/. Bi ton tm
gi tr nh nht hm mc tiu .min z/ th c th s dng (1.10).
V d 1.5. Chuyn cc bi ton quy hoch tuyn tnh tm max hm
mc tiu thnh tm min hm mc tiu hay ngc li
a. z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc

8
3x3
< 3x1 C 2x2
2x C 3x2 C 2x3
: 1
3x1
x2 C 2x3
x1 0; x2 0; x3 0
b. z D 3x1 C 2x2 ! min
Vi cc rng buc

2x1 C x2 4
3x1
2x2 6
x 0; y 0
4
6
8
Gii.
1.3 Quan h dng chun v chnh tc

1.3.1 i chiu bt ng thc ca cc rng buc
Nu ta nhn hai v ca bt phng trnh
k1 x1 C k2x2 C C kn xn b
vi
1 ta c bt phng trnh
k1x1
k2 x2
knxn
V d 1.6. Chuyn bi ton quy hoch tuyn tnh sau sang dng chun:
z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
3x3
< 3x1 C 2x2
2x1 C 3x2 C 2x3
:
3x1
x2 C 2x3
4
6
8
x1 0; x2 0; x3 0
Gii.
1.3.2 Bin khng rng buc

Ta bit, mt s bt k chnh l hiu ca hai s khng m. Gi s xj
khng c rng buc khng m, chng ta c th thay xj bng hai bin
xjC 0 v xj 0 sao cho
xj D xjC xj
Vi cch ny chng ta c th chuyn bi ton khng c rng buc khng
m thnh bi ton c rng buc khng m.
V d 1.7. Chuyn bi ton quy hoch tuyn tnh sau sang dng chun
z D 2x1 C 5x2 ! max
Vi cc rng buc

3x1 C 2x2 6
2x1 C 9x2 8
x1 0
(1.11)
(1.12)
(1.13)
10
Gii.
Nhn xt. Mi bi ton quy hoch tuyn tnh u c th chuyn i

thnh dng chun bng cc cch nh trn.
1.3.3 Bin i bi ton quy hoch dng chun thnh dng
chnh tc
Xt rng buc thc i trong bi ton quy hoch tuyn tnh dng chun
ai1 x1 C ai 2x2 C C ai nxn bi
(1.14)
Chng ta c th chuyn rng buc (1.14) thnh phng trnh tuyn tnh
bng cch thm vo bin ph xnCi 0; v
ai1 x1 C ai 2x2 C C ai nxn C xnCi D bi
(1.15)
Bi ton quy hoch tuyn tnh dng chun chuyn thnh dng chnh
tc c dng nh sau
z D c1x1 C c2x2 C C cnxn ! max
Vi cc rng buc
8
a11 x1 C C a1nxn C xnC1

D b1
< a x C C a x
C xnC2
D b2
21 1
2n n
::
:
:
::
::
: a x C C a x
C xnCm D bm
m1 1
mn n
x1 0; : : : ; xn 0; xnC1 0; : : : ; xnCm 0
11
V d 1.8. Chuyn bi ton quy hoch tuyn tnh sau sang dng chnh
tc
z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2 8
5x1 C 3x2 15
x1 0; x2 0
Gii.
V d 1.9. Chuyn cc bi ton quy hoch tuyn tnh sau sang dng
chnh tc
a. z D 3x1 C 2x2 ! min
Vi cc rng buc

2x1 C x2 4
3x1
2x2 6
x1 0; x2 0
12
b. z D 2x1 C 3x2 C 4x3 ! max

Vi cc rng buc
8
3x3
< 3x1 C 2x2
2x1 C 3x2 C 2x3
:
3x1
x2 C 2x3
x1 0; x2 0; x3 0
c. z D 3x1 C 2x2 C 3x3
4
6
8
2x4 ! max
Vi cc rng buc
8
4x4 D 7
< 2x1 C 6x2 C 2x3
3x1 C 2x2
5x3 C x4 D 8
:
6x1 C 7x2 C 2x3 C 5x4 4
x1 0; x2 0; x3 0; x4 0
d. z D 2x1 C 5x2 ! max

Vi cc rng buc

3x1 C 2x2 6
2x1 C 9x2 8

x1 0
e. z D 2x1 C 3x2 ! min

Vi cc rng buc
8
x3 D 4
< 2x1 C x2
3x1 C 2x2 C x3 D 8
:
x1
x2
D 6
x1 0; x3 0
13
14
1.4 Dng ma trn ca bi ton quy hoch

Xt bi ton quy hoch dng chun:
Vi cc rng buc
8
a11 x1 C a12x2 C C a1nxn b1
21 1
22 2
2n n
2
:
:
:
:
::
::
::
::
m1 1
m2 2
mn n
m
xj 0; j D 1; 2; : : : ; n
t
0
B
B
ADB
@
a11 a12 a1n

a21 a22 a2n
::
::
::
:
:
:
am1 am2 amn
C
C
C;
A
B
B
xDB
@
x1
x2
::
:
xn
C
C
C;
A
B
B
bDB
@
b1
b2
::
:
bm
C
C
C;
A
B
B
cDB
@
c1
c2
::
:
cn
1
C
C
C
A
Chng ta c th vit bi ton quy hoch trn thnh dng ma trn: Tm

x 2 Rn sao cho
z D cT x ! max
Vi cc rng buc
Ax b
x0
V d 1.10. Vit bi ton quy hoch tuyn tnh sau di dng ma trn.
z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2 8
5x1 C 3x2 15
x1 0; x2 0
Gii.
1.5 Phng n chp nhn c
15
1.5 Phng n chp nhn c

nh ngha 1.1 (Phng n chp nhn c). Vct x 2 Rn tha tt c
cc rng buc ca bi ton quy hoch tuyn tnh c gi l phng n
chp nhn c.
V d 1.11. Cho bi ton quy hoch tuyn tnh:
z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2 8
5x1 C 3x2 15
x1 0; x2 0
v cc phng n:

1
x1 D
;
2
x2 D
2
1
x3 D
1
3
Phng n no l phng n chp nhn c?

Gii.
x4 D
2
2
16
nh ngha 1.2 (Phng n ti u). Phng n chp nhn c lm

cho hm mc tiu c gi tr ln nht (nu l bi ton max) hay nh nht
(nu l bi ton min) th c gi l phng n ti u.
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh
Trong phn ny ta xt n phng php gii bi ton quy hoch tuyn
tnh bng hnh hc. Phng php hnh hc ch gii bi ton quy hoch
tuyn tnh hai hoc ba bin. Tuy nhin, ngha ca phng php ny
cho ta tng xy dng thut ton i s c th gii c bi ton
rt ln s c trnh by trong chng 2.
1.6.1 Phng php th gii bi ton quy hoch tuyn tnh
V d 1.12. Gii bi ton quy hoch tuyn tnh
z D 4x C 3y ! max
Vi cc rng buc

x C y 4
5x C 3y 15
x 0; y 0
Gii.

z D 2x C 5y ! max
Vi cc rng buc

3x C 2y 6
x C 2y 2
x 0; y 0
Gii.
17
18
1.6.2 Tnh cht ca tp phng n chp nhn c

nh ngha 1.3 (on thng). on thng ni hai im x1 v x2 c
nh ngha
fx 2 Rn jx D x1 C .1
/x2 ;
0 1g
(1.16)
Theo , nu D 0 chng ta c x2 , v nu D 1 chng ta c x1. Nhng

im thuc on thng vi 0 < < 1 c gi l cc im trong ca
on, v x1 v x2 c gi l im bin ca on thng.
x1
b
x D x1 C .1
/x2
x2
Hnh 1.1: x1 ; x2 l hai im bin, x l im trong
nh l 1.4. Cho x1 v x2 l hai phng n chp nhn c ca bi

ton quy hoch tuyn tnh. im x D x1 C .1 /x2 ; 0 1, trn
on ni hai im x1 v x2 : Khi
i. x cng l phng n chp nhn c.
ii. Nu cc gi tr hm mc tiu cT x1 D cT x2 th cT x D cT x1 D cT x2 :
iii. Nu cc gi tr hm mc tiu cT x1 < cT x2 th cT x < cT x2 :
Chng minh. Gi s bi ton quy hoch tuyn tnh c rng buc
aT x b: V x1 v x2 l hai phng n chp nhn c cho nn
aT x1 b v aT x2 b:

i. Vi x D x1 C .1
chng ta c
19
/x2 ; 0 < < 1, trn on ni hai im x1 v x2 ;

aT x D aT .x1 C .1
/x2 /
D aT x1 C .1 /aT x2
b C .1 /b < b
Do x tha rng buc cho nn x cng l phng n chp nhn c. Vy,
cc im trn on ni hai phng n chp nhn c l cc phng n
chp nhn c.
ii. Theo i), x l phng n chp nhn c.
cT x D cT .x1 C .1
D cT x1 C .1
/x2 /
/cT x2
D cT x2 D cT x1
Vy cc phng n chp nhn c cng thuc mt on thng th cng
gi tr hm mc tiu.
iii. Vi x D x1 C .1 /x2 ; 0 < < 1, trn on ni hai im x1 v x2 ;
chng ta c
cT x D cT .x1 C .1
/x2 /
D cT x1 C .1
/cT x2
< cT x2 C .1
/cT x2 D cT x2
T nh l ny, xt tp cc phng n chp nhn c l on thng ni

bi hai im x1 ; x2 th mt im bin c gi tr hm mc tiu ln nht
v im bin cn li c gi tr hm mc tiu nh nht.
V d 1.14. Xem li bi ton quy hoch tuyn tnh nh v d 1.12 trang
16.
z D 4x C 3y ! max
Vi cc rng buc

x C y 4
5x C 3y 15
x 0; y 0
20

y
4
y
4
x1
x
z=3
x2 C
x1 B
x
b
(a)
x2 C
(b)
Hnh 1.2:
a. Ta thy xT1 D .1=2I 2/; xT2 D .2I 1=2/ l phng n chp nhn c v
im x thuc on ni hai im x1 ; x2 : im x nh bi
2
x D x1 C .1 / x2; D
3
cng l phng n chp nhn c, xem hnh 1.2a.
b. Cho hai phng n chp nhn c xT1 D .1=2I 7=3/ v xT2 D .2I 1=3/
c cng gi tr hm mc tiu l .z=3 D 3/ ; th phng n x thuc on
ni hai im x1 x2 : im x nh bi
2
x D x1 C .1 / x2; D
3
cng cng gi tr hm mc tiu l .z=3 D 3/ ; xem hnh 1.2b.
nh ngha 1.5 (Tp li). Tp S 2 Rn c gi l tp li nu vi hai
im phn bit bt k x1 v x2 thuc S th on ni hai im x1 v x2
cng nm trong tp S:
V d 1.15. Cc tp con ca R2 trong hnh 1.3 l cc tp li. Cc tp
con ca R2 trong hnh 1.4 khng phi l tp li.
nh l 1.6. Tp tt c cc phng n chp nhn c S D fxjAx D
b; x 0g ca bi ton quy hoch tuyn tnh dng chnh tc l mt tp
li.
Chng minh. Gi x1 ; x2 2 S l hai phng n chp nhn c, theo
nh l 1.4(i) th
x D x1 C .1 /x2
cng l phng chp nhn c. Do x 2 S; hay S l tp li
1.7 im cc bin
21
C
C
b
x1
x1
b
x2
A
b
x2
x2
b
B
y
(a)
(b)
y
b
x1
(c)
x1
x2
x1
x2
b
x1
x
x2
(d)
(e)
(f)
Hnh 1.3:
b
x2
x2
b
x1
x1
b
(a)
x2
b
(b)
x1
(c)
Hnh 1.4:
1.7 im cc bin
nh ngha 1.7 (T hp li). im x 2 Rn l t hp li ca r im
x1 ; x1 ; : : : ; xr trong Rn nu tn ti 1 ; 2 ; : : : ; r 0; 1 C 2 C C r D 1
sao cho x D 1 x1 C 2 x2 C C r xr :
nh l 1.8. Tp cha tt cc t hp li ca hu hn cc im trong Rn
l mt tp li.
Chng minh. Gi S l tp cha tt c cc t hp li ca r im
x1 ; x1 ; : : : ; xr trong Rn : Ly x; y 2 S
x D 1 x1 C 2 x2 C C r xr ;
r
X
i D 1;
r
X
i D 1;
i > 0
i D0
y D 1 x1 C 2 x2 C C r xr ;
0
i D0
i > 0
22
im thuc on ni hai im x; y c dng

z D x C .1 /y

0
0
0
D .1 C 1 1 /x1 I .2 C 2
Ta thy
r
P
i D1
i C i
2 /x2I : : : I .r C r

0
i D 1;
i C i
r /xr
i > 0: Cho nn z 2 S; hay

0
S l tp li.
nh ngha 1.9 (im cc bin ca tp li). im x ca tp li S c
gi l im cc bin ca S nu x khng l t hp li ca hai im ca S
khc x:
C
D
E
0
Hnh 1.5:
V d 1.16. Tp li nh hnh 1.5, cc im A; B; C; D v E l im cc

bin.
Nhn xt. T nh ngha im cc bin, ta thy im x 2 S l im cc
bin nu
x D x1 C .1 /x2 ; x1 ; x2 2 S; > 0
th x1 D x2 D x:
nh ngha 1.10 (Phng n cc bin). im cc bin ca tp cc
phng n chp nhn c cn gi l phng n cc bin.
1.8 Phng n c bn chp nhn c
Trong phn ny ta s kt hp tng ca phng php hnh hc v
phng n cc bin c trnh by trong phn 1.6 v 1.7 gii bi
23
ton quy hoch tuyn tnh bng cng c i s. Ta s thy vai tr quan
trng ca phng n cc bin trong vic tm phng n ti u ca hm
mc tiu thng qua nh l 1.18.
Do im cc bin rt kh xc nh bng phng php hnh hc khi bi
ton quy hoch c t ba bin tr ln. Cho nn phn ny s trnh by
phng php i s tm phng n cc bin. Cc khi nim c
trnh by trong phn ny l nghim c bn, phng n c bn,
phng n c bn chp nhn c. c th nh ngha phng
n c bn, trc ht ta xt bi ton quy hoch tuyn tnh dng chnh tc
z D cT x ! max
Vi cc rng buc
(1.17)
Ax D b
x0
(1.18)
(1.19)
Trong A l ma trn cp m n; c 2 Rn ; v b 2 Rm : t cc ct ca ma
trn A l A1; A2 ; : : : ; An : Rng buc (1.18) c vit thnh
x1 A1 C x2 A2 C C xn An D b
(1.20)
Ta c hai gi s v ma trn A W
Th nht l m n:
Th hai l ma trn A c m dng c lp tuyn tnh. Ngha l hng
ca A l m; khi trong n ct ca A s c m ct c lp tuyn tnh.
Hai gi s ny ng cho bi ton quy hoch tuyn tnh dng chnh tc
c bin i t bi ton quy hoch tuyn tnh dng chun.
1.8.1 Nghim c bn ca Ax D b
Nghim c bn ca Ax D b c xy dng nh sau:
(1) Chn tp T gm m ct c lp tuyn tnh ca A (Chn c s cho
Rm ).
S c nhiu nht Cnm tp T
24
(2) n
m bin tng ng vi cc ct cn li cho bng khng.
(3) Phng trnh Ax D b c vit li

x1 A1 C x2 A2 C C xn An D b
(1.21)
Trong Ai l ct th i ca A: t i1; i2 ; : : : ; im l ch s cc bin

khng cho bng bng khng. H phng trnh (1.21) c vit gn
xi1 Ai1 C xi2 Ai2 C C xim Aim D b
(1.22)
h ny c m phng trnh, m n c duy nht mt nghim.

(4) Nghim ca h ny kt hp vi n m thnh phn ta cho bng khng
trn c gi l nghim c bn ca Ax D b:
V d 1.17. Cho h phng trnh tuyn tnh bn n nh sau

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
Tm tt c nghim c bn.
Gii.
25
Trong mt nghim c bn bt k, n m bin c gi tr cho bng khng

c gi l bin khng c bn, v m bin gii c gi l bin c bn.
Nghim c bn l nghim ca h phng trnh Ax D b nn n khng
cn phi tha iu kin x 0; v do nghim c bn khng nht thit
phi l phng n chp nhn c ca bi ton quy hoch tuyn tnh.
(1.17), (1.18) v (1.19).
nh ngha 1.11 (Phng n c bn chp nhn c). Xt bi ton quy
hoch tuyn tnh dng chnh tc c tp cc rng buc S D fxjAx D
b; x 0g, nghim c bn ca Ax D b tha iu kin x 0 c l
phng n c bn chp nhn c.
26
V d 1.18. Tm tt c cc phng n c bn chp nhn c ca

z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj 0;
j D 1; : : : ; 4
Gii.
1.8.2 Thnh lp phng n cc bin

Tp m ct c lp tuyn tnh ca A lp thnh mt c s ca Rm : Khng
mt tnh tng qut, ta gi s m ct cui ca A c lp tuyn tnh. Gi
S D fxjAx D b; x 0g l tp li cc phng n chp nhn c ca
(1.17), (1.18) v (1.19).
nh l 1.12. Gi s m ct cui ca A; c k hiu A1; A2 ; : : : ; Am l
c lp tuyn tnh v
0
x1 A1 C x2 A2 C C xm Am D b
0
(1.23)
trong xi 0; 8i D 1; 2; : : : ; m: Khi im
0
x D .0; 0; : : : ; 0; x1 ; x2 ; : : : ; xm /
0
l phng n cc bin (im cc bin ca S).

Chng minh. D dng ta c x l phng n chp nhn c ca bi
ton quy hoch tuyn tnh (1.17), (1.18) v (1.19).
27
Gi s x khng l im cc bin ca S: Khi x l im trong ca mt

on thuc S: Ngha l c hai im phn bit u; v 2 S khc x v s
; 0 < < 1 sao cho
x D u C .1 /v
(1.24)
Trong
u D .u1; u2 ; : : : ; un
m ; u1 ; u2 ; : : : ; um /
v D .v1; v2 ; : : : ; vn
m ; v1 ; v2 ; : : : ; vm /
0
v
0
0
T (1.24) chng ta c
0 D ui C .1
0
xj D ui C .1
/vi ;
/vi ;
1i n m
1j m
(1.25)
Bi v ui ; vi v ; 1 l cc s dng cho nn ui D 0 v vi D 0 vi
i D 1; 2; : : : ; n m: u l phng n chp nhn c nn
u1 A 1 C u2 A 2 C C un A n D b
0
(1.26)
Ly (1.23) tr cho (1.26) ta c

0
.x1
u1/A1 C .x2
u2 /A2 C C .xn
un/An D b
0
Bi v A1 ; A2; : : : ; Am c lp tuyn tnh, nn

0
xi D vi ;
81 i m
hay x D u; suy ra gi thit x u l sai. Vy x l im cc bin ca

S:
Nhn xt. Chng minh x D .x1 ; : : : ; xn / l phng n cc bin:
Kim x l phng n chp nhn c.
t T D fAj jxj > 0g; trong Aj l cc vct ct ca A:
Nu cc vct ca T l c lp tuyn tnh th x l phng n cc
bin.
28
V d 1.19. Chng minh xT D .1; 2; 3; 0/ l phng n cc bin ca bi

ton
z D 4x1 C 3x2 C 7x3 C 8x4 ! min
Vi cc rng buc
8
< 3x1 C 3x2 C 4x3 C 5x4 D 21
7x1
x2 C x3 C 6x4 D 8
:
2x1
x2 C 5x3 C 2x4 D 15
xj 0;
Gii.
j D 1; : : : ; 4
nh ngha 1.13. Phng n cc bin ca bi ton quy hoch tuyn

tnh dng chnh tc c gi l khng suy bin nu s thnh phn
dng ca n l m: Nu s thnh phn dng t hn m th gi l phng
n cc bin suy bin.
nh l 1.14. Nu x D .x1; x2 ; : : : ; xn / l phng n cc bin ca tp cc
phng n S D fxjAx D b; x 0g th cc ct ca A tng ng xj > 0
c lp tuyn tnh.
Chng minh. n gin, ta sp xp v nh s li cc ct ca A v cc
0
0
0
thnh phn ca x sao cho k thnh phn cui ca x, k hiu x1 ; x2 ; : : : ; xk
l cc s dng. Vy phng trnh (1.20) c vit
x1 A1 C x2 A2 C C xk Ak D b
0
(1.27)
29
Ta cn chng minh rng A1 ; A2; : : : ; Ak l c lp tuyn tnh. Ta chng

minh bng phn chng, gi s chng khng c lp tuyn tnh. Ngha
l tn ti c D .c1; c2 ; : : : ; ck / 0 sao cho
0
c 1 A1 C c 2 A2 C C c k Ak D 0
(1.28)
Nhn (1.28) vi hng s d > 0, u tin cng kt qu vi (1.27) ta c

phng trnh (1.29), sau tr kt qu vi (1.27) ta c phng trnh
(1.30).
.x1 C dc1/A1 C .x2 C dc2/A2 C C .xk C dck /Ak D b
0
.x1
dc1/A1
(1.29)
dck /Ak D b
(1.30)
.x2 C dc2/A2 C C .xk
By gi ta chn hai im trong Rn ,

v D .0; 0; : : : ; 0; x1 C dc1; x2 C dc2; : : : ; xk C dck /
0
v
w D .0; 0; : : : ; 0; x1
0
dc1; x2
dc2; : : : ; xk
dck /
Bi v d l hng s dng bt k, ta chn nh sau:

0
0 < d < min

j
xj
jcj j
cj 0
Vi cch chn d nh trn, ta thy k thnh phn sau ca v; w l cc s

dng. Mc khc, t (1.29) v (1.30) ta cng c v; w l phng n chp
nhn c. Nhng ta li c
1
1
x D v C w;
2
2
tri vi gi thit ban u x l im cc bin. Vy gi s k ct cui ca A
c lp tuyn tnh l sai.
H qu 1.15. S phng n cc bin ca tp phng n chp nhn
c S D fxjAx D b; x 0g l hu hn.
Chng minh. Bi v s h c m vct ct c lp tuyn tnh l hu hn,
nn theo nh l 1.14 th s phng n cc bin ca S l hu hn.
H qu 1.16. S thnh phn dng ca mt phng n cc bin ti a
l m:
30
Chng minh. Theo nh l 1.14, cc ct ca A tng ng vi cc thnh

phn dng ca phng n cc bin x 2 S l c lp tuyn tnh trong
Rm . Nhng khng th c nhiu hn m vct c lp tuyn tnh trong Rm :
Do s thnh phn dng ca mt phng n cc bin ti a l m:
nh l 1.17 (Tng ng gia phng n cc bin v phng n c
bn chp nhn c). x l im cc bin ca S D fxjAx D b; x 0g khi
v ch khi x l phng n c bn chp nhn c.
V d 1.20. Tm tt c cc phng n cc bin ca
z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj 0;
j D 1; : : : ; 4
Gii.
1.8.3 Quan h gia phng n cc bin v phng n ti u

nh l 1.18. Nu bi ton quy hoch tuyn tnh dng chnh tc c
phng n ti u th s c mt phng n cc bin l phng n ti u.
Nhn xt. Nh nh l 1.18, nu ta chng minh c bi ton quy hoch
tuyn tnh dng chnh tc c phng n ti u, th n s c phng n
cc bin l phng n ti u. Trn y chng ta c th tm c tt c
cc phng n cc bin (v s phng n cc bin l hu hn theo h
qu). Do trong s cc phng n cc bin va ch ra, ln lt th
tng phng n ta c phng n ti u.
31
Rng buc ca bi ton quy hoch tuyn tnh dng chnh tc Ax D b

l mt h m phng trnh tuyn tnh n n. nh l 1.12 v 1.14 cho ta
mi quan h gia im cc bin ca tp cc phng n chp nhn c
S D fxjAx D b; x 0g v s c lp tuyn tnh cc ct ca A:
nh l 1.19. iu kin cn v bi ton quy hoch tuyn tnh
dng chnh tc c phng n ti u l tp cc phng n khng rng v
hm mc tiu b chn trn (nu l bi ton max) hoc b chn di (nu
l bi ton min).
z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj 0;
j D 1; : : : ; 4
Gii. Bi ton quy hoch ny c cc phng n cc bin

Nghim c bn
x1 D .3=2I 5=2I 0I 0/
x2 D .3I 0I 1I 0/
x3 D .4I 0I 0I 5/
x4 D .0I 5I 1I 0/
x5 D .0I 4I 0I 3/
x6 D .0I 0I 4I 15/
Phng n cc bin Gi tr hm mc tiu

x1 D .3=2I 5=2I 0I 0/
x2 D .3I 0I 1I 0/
x5 D .0I 4I 0I 3/
x6 D .0I 0I 4I 15/
32
1.9 Bi tp chng 1
Bi tp 1.1. Bng phng php hnh hc gii bi ton quy hoch tuyn
tnh
z D 4x1 C 3x2 ! min
Vi cc rng buc
8
< x1 C x2 6
2x C 3x2 6
: 1
x1
x2 2
x1 ; x2 0
p n: Phng n ti u xT D .4I 2/ gi tr hm mc tiu z D

Bi tp 1.2. Cho bi ton quy hoch tuyn tnh:
z D 2x1 C 6x2 C 4x3 2x4 C 3x5 ! max
Vi cc rng buc
8
D 52
< x1 C 2x2 C 4x3
4x2 C 2x3 C x4
D 60
:
x1 C 3x2
C x5 D 36
xj 0;
j D 1; : : : ; 5
Chng minh xT D .0I 34=3I 22=3I 0I 2/ l phng n cc bin.

Bi tp 1.3. Cho bi ton quy hoch tuyn tnh
z D x1 2x2 C 2x3 ! min
Vi cc rng buc

x1 C x2
D 6
2x2 C x3 D 8
xj 0;
j D 1; 2; 3
a. Tm tt c cc phng n cc bin.
b. Tm phng n ti u.
p n:
a. Phng n cc bin xT1 D .2I 4I 0/ I xT2 D .6I 0I 8/
b. Phng n ti u xT D .2I 4I 0/
10:
Chng 2
Phng php n hnh
2.1 Phng php n hnh cho bi ton quy hoch dng chun
Xt bi ton quy hoch tuyn tnh dng chun
z D c1 x1 C c2x2 C C cn xn ! max
Vi cc rng buc
8
a11x1 C a12x2 C C a1nxn b1
21 1
22 2
2n n
2
:
:
:
:
::
::
::
::
m1 1
m2 2
mn n
m
(2.1)
(2.2)
(2.3)
xj 0; j D 1; 2; : : : ; n
ta t
0
B
B
ADB
@
a11 a12 a1n

a21 a22 a2n
::
::
::
:
:
:
am1 am2 amn
C
C
C;
A
Bi ton c dng ma trn
B
B
xDB
@
x1
x2
::
:
xn
C
C
C;
A
B
B
bDB
@
b1
b2
::
:
bm
C
C
C;
A
B
B
cDB
@
c1
c2
::
:
cn
1
C
C
C
A
z D cT x ! max
Vi cc rng buc
(2.4)
Ax b
x0
(2.5)
(2.6)
34
Phng php n hnh
Trong phn ny ta gi s b 0; phn 2.3 s trnh by bi ton cho

trng hp b khng khng m.
By gi ta s bin i bi ton sang dng chnh tc bng cch thm m
n ph.
Vi cc rng buc
8
a11x1 C C a1nxn CxnC1

D b1
< a x C C a x
CxnC2
D b2
21 1
2n n
:
:
::
::
::
: a x C C a x
CxnCm D bm
m1 1
mn n
x1 0; : : : ; xn 0; xnC1 0; : : : ; xnCm 0
Ta vit bi ton di dng ma trn

z D cT x ! max
Vi cc rng buc
(2.7)
Ax D b
x0
(2.8)
(2.9)
trong A l ma trn m .m C n/ c dng

0
a11 a12 a1n 1
B
0
B a21 a22 a2n 0
A D B ::
:: ::
::
@ :
: :
:
am1 am2 amn 0
0
0
1
::
:
0
0
0
::
:
1
1
C
C
C
A
Gi S D fA x D b; x 0g l tp li cc phng n chp nhn c ca

bi ton quy hoch tuyn tnh (2.7), (2.8), (2.9). Theo 1.8 chng 1 th
phng n c bn chp nhn c ca bi ton quy hoch tuyn tnh l
0
im cc bin ca S
0
nh ngha 2.1 (Cc bin lin k). Hai im cc bin khc nhau trong
0
S c gi l lin k nu chng ch khc nhau mt cp bin c bn.
V d 2.1. Xem li v d 1.21 trang 31, cc im cc bin
.3=2I 5=2I 0I 0/ ; .3I 0I 1I 0/ ; .0I 4I 0I 3/ ; .0I 0I 4I 15/ :
35
Hai im cc bin .3=2I 5=2I 0I 0/ v .3I 0I 1I 0/ l lin k bi v bin c bn

ca im cc bin th nht l x1 ; x2 v bin c bn ca im cc bin
th hai l x1 ; x3 : Hai im cc bin .3I 0I 1I 0/; .0I 4I 0I 3/ khng lin k.
Nm 1947, nh ton hc George Bernard Danzig a ra phng php
n hnh, l phng php bt u xt t mt im cc bin ban u
(phng n c bn chp nhn c) ln lt xt n cc im cc bin
lin k sao cho lm tng gi tr hm mc tiu. Qu trnh tin hnh n
lc thu c phng n ti u hoc gi tr hm mc tiu khng hu
hn. Phng php n hnh c ba bc:
(1) Thnh lp mt phng n cc bin
(2) Xt xem phng n cc bin hin hnh l phng n ti u hay
cha. Nu phng n cc bin ny l phng n ti u th kt thc.
Ngc li sang bc (3)
(3) Tm phng n cc bin lin k sao cho gi tr hm mc tiu ln
hn hoc bng gi tr hm mc tiu ca phng n cc bin trc
.
(4) Quay v bc (2).
minh ha phng php n hnh ta xt bi ton dng chun.
z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2 4
5x1 C 3x2 15
xj 0; j D 1; 2
Chuyn bi ton sang dng chnh tc:

Gii.
(2.10)
(2.11)
(2.12)
36
Phng php n hnh
2.1.1 Phng n cc bin ban u

bt u phng php n hnh, ta phi tm mt phng n cc bin
chp nhn c. Vi gi s bT D .4I 5/ 0 ta tm phng n cc bin
rt d dng, ch vic cho tt c cc bin khng c bn bng x1 D x2 D 0.
Ta tm:
x3 D 4; x4 D 15
Phng n cc bin ban u l:
.x1 I x2 I x3 I x4 / D .0I 0I 4I 15/
thun tin cho vic lp bng n hnh, ta vit hm mc tiu 2.10
nh sau
4x1 3x2 C z D 0
(2.13)
y ta xem z l cng mt bin, mc khc x1 D x2 D 0 nn gi tr hm
mc tiu by gi z D 0: Bng n hnh cho nh bng 2.1
x3
x4
x1
1
5
-4
x2
x3
1
1
3
0
-3
0
Bng 2.1:
x4
0
1
0
z
0
0
1
4
15
0
Nhn xt. Cc dng trong bng n hnh:

i. Dng u tin lit k tn bin x1 ; x2 ; x3 ; x4 v z tng ng cho tng
ct.
ii. Dng hai v ba l cc h s ca hai rng buc (2.11).
iii. Dng cui lit k h s
cj ca hm mc tiu (2.10).
iv. Ct u tin bn tri cho bit bin x3 ; x4 l bin c bn ca dng

mt v hai.
37
v. Phn t dng cui, ct cui l gi tr hm mc tiu.

Ch . Trong bng n hnh, bin c bn ca phng n cc bin hin
thi c cc tnh cht:
i. Bin c bn ch xut hin trong mt phng trnh (rng buc) v
bin c bn ny c h s l C1:
ii. Ct c bin c bn ton l s 0 tr s C1 l h s ca bin c bn.
iii. Gi tr ca bin c bn l gi tr nm cng dng ct cui.
iv. H s ca bin c bn hm mc tiu , cj D 0.
n y bi ton quy hoch c chuyn sang bng n hnh. Bng
n hnh th hin tt c thng tin ca cc rng buc, hm mc tiu,
phng n cc bin v gi tr ca hm mc tiu tng ng. Bng n
hnh tng qut ca bi ton quy hoch (2.7), (2.8), (2.9) cho nh bng
2.8.
xnC1
xnC2
::
:
xnCm
x1
x2 xn xnC1 xnC2 xnCm z
a11 a12 a1n
1
0

0
0 b1
a21 a22 a2n
0
1

0
0 b2
::
::
::
::
::
::
:: ::
:
:
:
:
:
:
: :
am1 am2 amn
0
0

1
0 bm
c1
c2
cn
0
0

0
1 0
Bng 2.2: Bng n hnh ca phng n cc
bin ban u
2.1.2 Du hiu ti u
Tip tc, ta s tm hiu du hiu xc nh phng n cc bin trong
bng c lm hm mc tiu ti u cha?
Trong v d ny, chng ta c th tng gi tr ca
0x3
C 0x4
zD
4x1
C 3x2 C
khng c bn
c bn
bng cch tng gi tr ca bin khng c bn (hin tai x1 D x2 D 0).
38
Phng php n hnh
Tng qut, mt hm mc tiu ta c th vit

X
X
0 xj
cj xj C
zD
khng c bn
(2.14)
c bn
By gi gi tr ca z c th c tng ln bng cch tng gi tr ca bin

khng c bn c h s hm mc tiu m trong bng n hnh t gi tr
0. Nu lm iu ny th phi c mt bin c bn khc (gi tr bin ny
khc khng) tr thnh bin khng c bn (gi tr bng khng) bi v s
bin c bn khng thay i.
Vic i gi tr ca mt bin c bn v gi tr 0 th khng lm thay i
gi tr ca hm mc tiu bi v h s hm mc tiu ca bin c bn l
0. n y ta c du hiu ti u nh sau:
nh l 2.2 (Du hiu ti u). Nu h s hm mc tiu ca bng n
hnh l khng . cj D 0/ i vi bin c bn v khng m . cj 0/
i vi bin khng c bn th phng n cc bin hin thi trong bng
n hnh l phng n u.
nh l 2.3 (Du hiu c phng n cc bin tt hn). Nu h s hm
mc tiu ca bng n hnh l khng . cj D 0/ i vi bin c bn v
m . cj < 0/ i vi bin khng c bn s c phng n cc bin khc
tt hn, ngha l lm gi tr hm mc tiu ln hn.
Nhn xt. Nu trong bng n hnh:

cj 0; 8j th phng n cc bin hin thi l phng n ti u.
C cj < 0 th phng n cc bin hin thi khng l phng n

ti u.
V d 2.2. Cho bi ton quy hoch tuyn tnh
z D 7x1 C 26x2 9x3 ! max
Vi cc rng buc

x1
2x2
D 5
x2 C x3 D 7
xj 0;
j D 1; 2; 3
a. Chng minh xT D .5I 0I 7/ l phng n cc bin.
39
b. Xt xem xT c l phng n cc bin ti u ca bi ton hay khng.

Gii.

z D 5x1 x2 19x3 16x4 ! max
Vi cc rng buc
8
x1 C x2 C 2x3
3x4 D 5
<
2x1
x2 C x3 C 5x4 D 2
:
3x1 C 4x2 C 7x3
8x4 D 9
xj 0;
j D 1; : : : ; 4
Chng minh xT D .25=13I 64=13I 0I 8=13/ l phng n cc bin, ti u

ca bi ton cho.
Gii.
40
Phng php n hnh
41
2.1.3 Chn bin vo c s

Gi s bng n hnh by gi c cj < 0 th lc ny gi tr hm mc
tiu cha ti u. Do cn c s iu chnh gi tr ca cc bin. Trong
v d:
zD
4x1
C 3x2 C
0x3
C 0x4
khng c bn
c bn
Ta thy nu x1 tng 1 n v th z tng 4 n v, trong khi x2 tng 1 n

v th z tng 3 n v, do ta nn tng gi tr ca x1 : Vy x1 l bin vo
c s
Nh li rng, h s ca cc bin khng c bn cj > 0 hay trong bng
n hnh th cj < 0: Vy ta chn bin xv vo c s nu

min cj I cj < 0 D cv
Ct cha bin vo c s c gi l ct xoay
x3
x4
#
x1
1
5
-4
x2
x3
x4
1
1
0
3
0
1
-3
0
0
Bng 2.3:
z
0
0
1
4
15
0
2.1.4 Chn bin ra khi c s

Gii (2.11) cho x3 ; x4 ta c
(
x3 D 4 x1 x2
x4 D 15 5x1 3x2
Ta tng gi tr ca x1 v gi nguyn gi tr ca x2 D 0
(
x3 D 4 x1
x4 D 15 5x1
(2.15)
T (2.15) cho thy, khi tng gi tr ca x1 th x3 ; x4 gim. Vy vn l

x tng n gi tr no? Nh li rng x3 ; x4 0 do ta tng gi tr x1
42
Phng php n hnh
sao cho:
(
x3 D 4 x1 0
x4 D 15 5x1 0
Gii (2.16) ta c
(2.16)
(
x1 4=1
x1 15=5 D 3
Ta thy rng, ta ch c th tng gi tr ca x1 n minf4I 3g D 3. Phng

n cc bin by gi l
x1 D 3;
x2 D 0;
x3 D 1;
x4 D 0
Phng n ny l phng n lin k vi phng n trc. Bin c bn

by gi l x1 v x3 ; bin khng c bn by gi l x2 v x4 : Bin ra khi c
s trong trng hp ny l x4 ; xem bng 2.4.
x3
x4
#
x1
1
5
-4
x2
x3
1
1
3
0
-3
0
Bng 2.4:
x4
0
1
0
z
0
0
1
4
15
0
Dng cha x4 ca bng n hnh gi l dng xoay, phn t nm trn

dng xoay v ct xoay gi l phn t trc. Trong v d ca ta phn t
trc l (5).
x3
x4
#
x1
1
(5)
-4
x2
x3
1
1
3
0
-3
0
Bng 2.5:
x4
0
1
0
z
0
0
1
4
15
0
43
Nhn xt. Gi s xv l bin vo c s. Nu

bi
br
min
I aiv > 0 D
aiv
arv
th bin xr l bin ra khi c s.
2.1.5 Lp bng n hnh mi
n y, ta xc nh c bin mi vo c s v bin ra khi c s,
lc ny:
Bin c bn l x1 ; x3
Bin khng c bn l x2 ; x4
x1
x2
x3
x4
x3
x1
Bng 2.6:
V x1 l bin c bn mi trong dng hai ca rng buc nn:
H s ca x1 trong rng buc th hai l 1. Ta chia hai v ca
rng buc th hai cho phn t trc (l 5).
3
1
x1 C x2 C x4 D 3
5
5
(2.17)
Bin x1 khng c mt trong rng buc th nht v hm mc

3
1
tiu. c iu ny, ta thay x1 D 3
x2
x4 trong 2.17 vo rng
5
5
buc th nht
1
3
x2
x4 C x2 C x4 D 4
(2.18)
3
5
5
tng ng
2
1
x2 C x3
x4 D 1
(2.19)
5
5
44
Phng php n hnh

v hm mc tiu
3
4
x2 C x4 C z D 12
5
5
Ta c bng n hnh mi nh bng 2.7.
x3
x1
x1
0
1
0
x2
x3
2/5
1
3/5
0
-3/5
0
Bng 2.7:
x4
-1/5
1/5
4/5
z
0
0
1
(2.20)
1
3
12
Nhn xt. Tm tt thut ton n hnh:
xnC1
::
:
xr
::
:
xnCm
x1
a11
::
:
ar1
::
:
am1
c1

::
:

::
:

#
xv xn xnC1
a1v a1n
1
::
::
::
::
:
:
:
:
.arv / arn
0
::
::
::
::
:
:
:
:
amv amn
0
cv
cn
0
Bng 2.8:

::
:

::
:

xnCm
0
::
:
0
::
:
1
0
z
0 b1
:: ::
: :
0 br
:: ::
: :
0 bm
1 0

Bc 1: Chn bin vo c s. Nu min cj I cj < 0 D cv th bin
xv vo c s. Ngc li, nu cj > 0 vi mi j th phng n cc
bin hin thi l phng n ti u.
Bc 2: Chn bin ra c s. Nu

br
bi
I aiv > 0 D
min
aiv
arv
th bin xr l bin ra khi c s. Ngc li, nu khng tm c bin
ra khi c s th bi ton khng c phng n ti u.
Bc 3: Lp bng n hnh mi. Ta xc nh bin xv l bin vo
v xr l bin ra khi c s. Ta lp bng n hnh mi
Xc nh phn t trc arv :
Chia dng cha phn t trc cho phn t trc.
Cc phn t dng i ct j khc ca bng c tnh
aij aiv

=arv D aij arv arj aiv =arv
aij D
arj arv
V d 2.4. Gii li chi tit bi ton
z D 4x1 C 3x2 ! max

Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj 0;
j D 1; : : : ; 4
c minh ha trong v d trn bng thut ton n hnh.

Gii.
45
46
Phng php n hnh
Nhn xt. Trong cc bng n hnh, ct cha z khng thay i qua cc

bc lp. Do , n gin ta s khng ghi ct z trong bng n hnh.
z D 2x1 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3 15
< x1
3x C 2x2
2x3 20
: 1
4x1
C x3 10
xj 0;
Gii.
j D 1; 2; 3

z D 2x1 C 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3 D 6
< x1
2x1 C 2x2
7
:
x1 C 2x2
5
xj 0;
Gii.
j D 1; 2; 3
47
48
Phng php n hnh

z D 2x1 x2 C x3 C x4 ! max
Vi cc rng buc
8
x4
D 2
< x1 C x2 C 2x3
2x2
7x3 C 3x4 C x5
D 3
:
3x3 C 2x4
C x6 D 7
xj 0;
j D 1; : : : ; 6
Gii.
49
50
Phng php n hnh
V d 2.8. Gii bi ton quy hoch tuyn tnh dng chnh tc

z D x1 C 2x2 2x3 C x4 x5 C 2x6 ! min
Vi cc rng buc
8
x2
5x3 C x4
D 5
< 2x1
x1
2x2 C 2x3
C x5
D 4
:
4x1 C x2 C x3
C x6 D 2
xj 0;
Gii.
j D 1; : : : ; 6
2.2 Thut ton n hnh cho bi ton min
51
2.2 Thut ton n hnh cho bi ton min

Thut ton n hnh cho bi ton tm gi tr nh nht ca hm mc
tiu v c bn ging vi bi ton tm gi tr ln nht. Ta c du hiu ti
u c pht biu nh sau:
nh l 2.4 (Du hiu ti u). Nu h s hm mc tiu ca bng n
hnh l khng . cj D 0/ i vi bin c bn v khng dng . cj 0/
i vi bin khng c bn th phng n cc bin hin thi trong bng
n hnh l phng n u.
nh l 2.5 (Du hiu c hiu phng n cc bin tt hn). Nu h s
hm mc tiu ca bng n hnh l khng . cj D 0/ i vi bin c
bn v dng . cj > 0/ i vi bin khng c bn s c phng n cc
bin khc tt hn, ngha l lm gi tr hm mc tiu ln nh.
Nhn xt. Nu trong bng n hnh:

cj 0; 8j th phng n cc bin hin thi l phng n ti u.
C cj > 0 th phng n cc bin hin thi cha l phng n ti

u.
z D x1 C x2 3x3 ! min
Vi cc rng buc
8
x2 C x3 1
< 2x1
4x1 C 2x2
x3 2
:
3x1
C x3 5
xj 0;
j D 1; 2; 3
52
Gii.
Phng php n hnh
2.3 Bi ton chnh tc khng c sn ma trn n v
53

Gi s cn gii bi ton quy hoch tuyn tnh dng chnh tc
z D cT x ! max
Vi cc rng buc
Ax D b
x 0
(2.21)
Trong A khng c ma trn n v, b 0 . Chng hn cn gii bi

ton sau:
z D 3x1 C 4x2 C 5x3 6x4
Vi cc rng buc
8
< x1 C x2 C x3 C
2x C x2
C
: 1
C 3x2 C x3 C
xj 0;
! max
13x4 D 14
14x4 D 11
14x4 D 16
j D 1; : : : ; 4
Gii. Do ma trn cc h s A khng c ma trn n v nn cha xc nh

c phng n cc bin ban u. V tp cc phng n l h phng
trnh tuyn tnh nn ta c th bin i c ba vct n v
0
1
0
1
1 1 1 13 14
1 1 1 13 14
d2
1
@0 1 2 12 17A d2 D !
@2 1 0 14 11A d2 Dd2 2d!
0 3 1 14 16
0 3 1 14 16
1
0
1 1 1 13 14
@0 1 2 12 17A
0 3 1 14 16
0
1 0
@0 1
0 0
d1 Dd1
d3 Dd3
1 0
d2
! @0 1
3d2
0 0
1
1 1
3
2
12 17 A
1 22=5 7
1
2
5
1
12
22
1
3
17 A
35
d3 D 1=5d3
1
1 0 0 27=5 4
d1 Dd1 Cd3
! @0 1 0 16=5 3A
d2 Dd2 2d3
0 0 1 22=5 7
0
54
Phng php n hnh
Bi ton lc ny l
z D 123=5x4 C 35 ! max
Vi cc rng buc
8
C 27=5x4 D 4
< x1
x2
C 16=5x4 D 3
:
x3 C 22=5x4 D 7
xj 0;
j D 1; : : : ; 4
Vi bi ton ny ta c bng n hnh nh sau

x1
x2
x3
x1
1
0
0
0
x2
0
1
0
0
x3
0
0
1
0
x4
27/5
16/5
22/5
123/5
4
3
7
35
Phng n ti u x D .4I 3I 7I 0/; gi tr ti u z D 35

Nhng c th trong qu trnh bin i sau khi c cc vct n v m
phng n khng tha iu kin khng m th cch lm trn rt kh
gp mt phng n cc bin ban u.
z D 2x1 x2 2x3 ! max
Vi cc rng buc

x1 C x2
x3 D
x1 C 2x2 C x3 D
xj 0;
1
2
j D 1; 2; 3
V ma trn cc h s A khng c ma trn n v nn cha xc nh c

phng n cc bin ban u. V tp cc phng n l h phng trnh
tuyn tnh nn ta c th bin i c hai vct n v.

1 1 1 1
1 1 1 1
1 0 3 4
!
!
1 2 1 2
0 1 2 3
0 1 2 3
55
Bi ton lc ny l
z D 6x3 11 ! max
Vi cc rng buc

x1
3x3 D
x2 C 2x3 D
xj 0;
4
3
j D 1; 2; 3
n y ta gp kh khn trong vic tm phng n cc bin. Ta dng

phng php sau y gi l phng php nh thu gii cho trng
hp ny.
Xt bi ton quy hoch tuyn tnh dng chnh tc:
z D c1x1 C C cnxn ! max
Vi cc rng buc
8
a11x1 C C a1nxn D b1
< a x C C a x D b
21 1
2n n
2
:
:
:
:
::
::
::
::
: a x C C a x D b
m1 1
mn n
m
(2.22)
xj 0; j D 1; : : : ; xn
Thm cc n y1; : : : ; ym 0 m ta gi l n gi vo m rng buc khi

bi ton c dng
z D c1 x1 C C cnxn
Vi cc rng buc
8
a11x1 C C
< a x C C
21 1
::
::
:
:
: a x C C
m1 1
My1
Mym ! max
(2.23)
a1nxn C y1
D b1
a2nxn
C y2
D b2
::
::
:
:
amnxn
C ym D bm
xj 0; j D 1; : : : ; nI yi 0; i D 1; : : : ; m
Trong M l s dng rt ln, ln hn bt k s no m ta cn so

snh.
nh l 2.6. Bi ton (2.22) c phng n ti u x D .x1 ; : : : ; xn / khi v
ch khi bi ton (2.23) c phng n ti u
y D .x1 ; : : : ; xn ; 0; : : : ; 0/:
56
Phng php n hnh
Ch . Khi gii bi ton (2.23) bng phng php n hnh th cc h

s hm mc tiu c cha tham s M: V M ln nn khi so snh cc gi
tr c tham s M ta c quy c nh sau

a>0
aM C b > 0 ,
a D 0; b > 0

a<0
aM C b < 0 ,
a D 0; b < 0

a>c
aM C b > cM C d ,
a D c; b > d
V d 2.12. Gi li bi ton quy hoch tuyn tnh v d 2.11
z D 2x1 x2 2x3 ! max
Vi cc rng buc

x3 D
x1 C x2
x1 C 2x2 C x3 D
xj 0;
Gii.
j D 1; 2; 3
1
2

z D 2x1 C 5x2 ! max
Vi cc rng buc

2x1 C 3x2 6
x1 C 2x2 4
x1 ; x2 0
Gii.
57
58
Phng php n hnh
2.4 Bi tp chng 2
Bi tp 2.1. Gii cc bi ton quy hoch tuyn tnh:
a. z D x1 2x2 C 2x3 ! min
Vi cc rng buc

x1 C x2
C 4x4 D 6
2x2 C x3 C 5x4 D 8
xj 0; j D 1; : : : ; 4
p n. Phng n ti u xT D .2I 4I 0I 0/ ; gi tr hm mc tiu
zD 6
b. z D 2x1 C 3x2 C x3 ! max
2.4 Bi tp chng 2
59
Vi cc rng buc
8
5x2 C x3 6
< x1
2x1 C 2x2
2x3 7
:
x1 C 2x2 C x3 5
xj 0;
j D 1; 2; 3
p n. Phng n ti u xT D .125=12I 17=6I 39=4/ ; gi tr hm

mc tiu z D 469=12:
c. z D 2x1 C x2 C x3 C 3x4 ! max
Vi cc rng buc

x1 C 2x2 C x3
D 16
x2 C 4x3 C 2x4 8
xj 0;
j D 1; : : : ; 4
p n. Phng n ti u xT D .16I 0I 0I 4/ ; gi tr hm mc
tiu z D 44:
d. z D
x1
7x2
2x3
zx4 ! max
Vi cc rng buc

x1 C 3x2 C x3 C x4 10
2x1 C 5x2 C x3 C 4x4 15
xj 0;
j D 1; : : : ; 4
p n: Phng n ti u xT D .10I 0I 0I 0/ ; gi tr hm mc
tiu z D 10:
e. z D 15x1 C 19x2 ! min
Vi cc rng buc
8
< 3x1 C x2 3
x1 C x2 2
:
3x1 C 4x2 7
x1 ; x2 0
p n. Phng n ti u xT D .1I 1I 1/ ; gi tr hm mc tiu

z D 34:
60
Phng php n hnh

z D 4x1 5x2 7x3 ! max
Vi cc rng buc

3x1 C x2 C x3 D 6
x1 C 2x2 C 3x3 D 14
xj 0;
j D 1; 2; 3
a. Chng minh xT D .0I 4I 2/ l phng n cc bin, nhng khng phi

l phng n ti u.
b. Hy xy dng mt phng n cc bin mi tt hn phng n cc
bin cu a.
z D x1 C 2x2 2x3 ! max
Vi cc rng buc

x1 C x2
C 4x4 D 6
2x2 C x3 C 5x4 D 8
xj 0;
j D 1; : : : ; 4
a. Chng minh xT D .0I 2=3I 0I 4=3/ l phng n cc bin, nhng

khng phi l phng n ti u.
b. Hy xy dng mt phng n cc bin mi tt hn phng n cc
bin cu a.
z D 4x1 3x2 C 7x3 C 8x4 ! min
Vi cc rng buc
8
< 2x1 C 3x2 C 4x3 C 5x4 D 20
8x1
x2 C x3 C 6x4 D 9
:
2x1
x2 C 5x3 C 2x4 D 15
xj 0;
j D 1; : : : ; 4
Chng minh xT D .1I 2I 3I 0/ l phng n cc bin, ti u ca bi ton.
2.4 Bi tp chng 2
61

z D x1 C x2 C mx3 ! min
Vi cc rng buc

2x1 C x2 C x3 D 4
3x1 C 2x2 C 3x3 D 7
xj 0;
j D 1; 2; 3
a. Chng minh xT D .1I 2I 0/ l phng n cc bin ca bi ton.

b. Tm m x l phng n ti u.
Bi tp 2.6. Mt cng ty sn xut hai loi sn: sn ni tht v sn ngoi
tri. Nguyn liu sn xut gm hai loi A, B vi tr lng tng ng
l 16 tn v 18 tn. sn xut 1 tn sn ni tht cn 1 tn nguyn
liu A v 2 tn nguyn liu B. sn xut 1 tn sn ngoi tri cn 2
tn nguyn liu A v 3 tn nguyn liu B. Qua iu tra th trng cng
ty bit rng nhu cu sn ni tht khng hn sn ngoi tri qu 1 tn.
Gi bn mt tn sn ni tht l 4000 USD, gi bn mt tn sn ngoi
tri l 3000 USD. Khi sn xut 1 tn sn ni tht phi b ra mt chi
ph l 1300 USD, khi sn xut 1 tn sn ngoi tri phi b ra mt chi
ph l 1000 USD. Hi cn sn xut mi loi sn bao nhiu tn c li
nhun ln nht?
p n. Phng n ti u xT D .21=5I 16=5/ ; gi tr hm mc tiu
z D 17740
Bi tp 2.7. Mt cng ty sn xut hai loi sn ni tht v sn ngoi
tri. Nguyn liu sn xut gm hai loi A, B vi tr lng l 6 tn
v 8 tn tng ng. sn xut mt tn sn ni tht cn 2 tn nguyn
liu A v 1 tn nguyn liu B. sn xut mt tn sn ngoi tri cn 1
tn nguyn liu A v 2 tn nguyn liu B. Qua iu tra th trng cng
ty bit rng nhu cu sn ni tht khng hn sn ngoi tri qu 1 tn,
nhu cu cc i ca sn ni tht l 2 tn. Gi bn mt tn sn ni tht
l 2000 USD, gi bn mt tn sn ngoi tri l 3000 USD. Hi cn sn
xut mi loi sn bao nhiu tn c doanh thu ln nht?
p n. Phng n ti u xT D .4=3I 10=3/ ; gi tr hm mc tiu z D
38000=3:
62
Phng php n hnh
Bi tp 2.8. Mt cng ty sn xut hai loi thc phm A, B. Nguyn

liu sn xut gm ba loi bt, ng v du thc vt. Vi tr lng
d tr tng ng l 30 tn, 12 tn, 6 tn. sn xut:
1 tn thc phm loi A cn 0,5 tn bt, 0,5 tn ng, 0,2 tn du
thc vt.
1 tn thc phm loi B cn 0,8 tn bt, 0,4 tn ng, 0,4 tn du
thc vt.
Gi bn mt tn thc phm A l 4000 USD, gi bn mt tn thc phm
B l 4500 USD. Hi cn sn xut mi loi thc phm bao nhiu tn
c doanh thu ln nht?
p n. Phng n ti u xT D .20I 5/ ; gi tr hm mc tiu z D 102500
Bi tp 2.9. Mt x nghip d nh sn xut ba loi sn phm A, B v
C. Cc sn phm ny c ch to t ba loi nguyn liu I, II v III . S
lng cc nguyn liu I, II v III m x nghip c ln lt l 30, 50, 40.
S lng cc nguyn liu cn sn xut mt n v sn phm A, B, C
c cho bng sau y:
H
HH NL
H
SP HHH
H
II
III
A
B
C
1
1
2
1
2
3
3
2
1
X nghip mun lp k hoch sn xut thu c tng s li nhiu

nht (vi gi thit cc sn phm lm ra u bn ht), nu bit rng li
5 triu ng cho mt n v sn phm loi A, li 3,5 triu ng cho mt
n v sn phm loi B, li 2 triu ng cho mt n v sn phm loi
C.
a. Lp m hnh bi ton Quy hoch tuyn tnh.
b. Bng phng php n hnh, hy gii bi ton trn.
p n. Phng n ti u xT D .5=2I 25=2I 15=2/ ; gi tr hm mc tiu
z D 285=4
2.4 Bi tp chng 2
63
Bi tp 2.10. Mt X nghip chn nui cn mua mt loi thc n tng

hp T1, T2, T3 cho gia sc vi t l cht dinh dng nh sau:
1 kg T1 cha 4 n v dinh dng D1, 2 n v dinh dng D2, v 1
n v dinh dng D3.
n v dinh dng D3
n v dinh dng D3.
Mi ba n, gia sc cn ti thiu 20 n v D1, 25 n v D2 v 30 n
v D3. Hi X nghip phi mua bao nhiu kg T1, T2, T3 mi loi cho mt
ba n bo m tt v cht dinh dng v tng s tin mua l nh
nht? Bit rng 1 kg T1 c gi l 10 ngn ng, 1 kg T2 c gi l 12
ngn ng, 1 kg T3 c gi l 14 ngn ng.
p n. Phng n ti u xT D .5=18I 49=18I 97=18/ ; gi tr hm mc
tiu z D 998=9
Bi tp 2.11. Mt X nghip x l giy, c ba phn xng I, II, III cng
x l hai loi giy A, B. Do hai phn xng c nhiu s khc nhau, nn
nu cng u t 10 triu ng vo mi phn xng th cui k phn
xng I x l c 6 t giy loi A, 5 t giy loi B. Trong khi phn
xng II x l c 4 t giy loi A, 6 t giy loi B. Phn xng III x
l c 5 t giy loi A, 4 t giy loi B. Theo yu cu lao ng th cui
k X nghip phi x l t nht 6 tn giy loi A, 8 tn giy loi B. Hi
cn u t vo mi phn xng bao nhiu tin x nghip hon thnh
cng vic vi gi tin u t l nh nht.
p n. Phng n ti u xT D .5=2I 45=4I 0/ ; gi tr hm mc tiu
z D 275=2
Bi tp 2.12. Mt gia nh cn t nht 1800 n v prtin v 1500
n v lipit trong thc n mi ngy. Mt kilgam tht b cha 600 n v
prtin v 600 n v lipit, mt kilgam tht heo cha 600 n v prtin
v 300 n v lipit, mt kilgam tht g cha 600 n v prtin v 600
n v lipit. Gi mt kilgam tht b l 84 ngn ng, gi mt kilgam
tht heo l 71 ngn ng, gi mt kilgam tht g l 90 ngn ng. Hi
64
Phng php n hnh
mt gia nh nn mua bao nhiu kilgam tht mi loi bo m tt

khu phn n trong mt ngy v tng s tin phi mua l nh nht?
p n. Phng n ti u xT D .2I 1I 0/ ; gi tr hm mc tiu z D 239
Chng 3
L thuyt i ngu
3.1 V d dn n bi ton i ngu
V d 3.1. C m loi nguyn liu d tr dng sn xut ra n loi sn
phm. lm ra mt sn phm j cn aij nguyn liu i cho nh bng
sau:
HH
HH SP
NL HHH
H
1
2
::
:
m
Gi bn
x1 x2
1
2
a11 a12
a21 a22
::
::
:
:
am1 am2
c1
c2

::
:

xn
NL d tr
n
a1n
b1
a2n
b2
::
::
:
:
amn
bm
cn
Trong , lng nguyn liu d tr th i l bi v gi bn mi sn phm

j l cj : Yu cu tm s lng sn phm x1 ; x2 ; : : : ; xn sao cho tng doanh
thu ln nht.
Gii.
66
L thuyt i ngu
V d 3.2. Vi gi thit ging nh v d 3.1, gi s c mt ngi mun

mua li ton b nguyn liu trn.
H
HH
SP
HH
H
NL
H
H
y1 ; 1
y2 ; 2
::
:
ym ; m
Gi bn
x1 x2
1
2
a11 a12
a21 a22
::
::
:
:
am1 am2
c1
c2

::
:

xn
NL d tr
n
a1n
b1
a2n
b2
::
::
:
:
amn
bm
cn
Tm gi bn nguyn liu i; yi :
Ngi bn khng b thit.
Ngi mua c mua vi gi r nht.
Gii.
67
3.1.1 Bi ton i ngu ca bi ton max

Hai bi ton quy hoch tuyn tnh sau gi l cp bi ton i ngu. Bi
ton 1 gi l bi ton gc, bi ton 2 gi l bi ton i ngu. Mt rng
buc v iu kin v bin trn cng mt dng gi l cp rng buc i
ngu.
Bi ton gc (1)
Bi ton i ngu (2)
0
z D c1x1 C C cnxn ! max
z D b1 y1 C C bm ym ! min
ai1 x1 C ai 2 x2 C C ai nxn bi
yi 0
yi 0
ai1x1 C ai 2 x2 C C ai nxn D bi
yi 2 R
xj 0
a1j y1 C a2j y2 C C amj ym cj
xj 0
xj 2 R
a1j y1 C a2j y2 C C amj ym D cj
Nhn xt. Quan st cp bi ton i ngu trn ta c cc nhn xt:
Trong cp bi ton i ngu trn, h s ca rng buc th i ca bi
ton gc tr thnh h s ca bin yi trong bi ton i ngu. Ngc
li, h s ca xj trong bi ton gc chnh l h s ca dng j trong
bi ton i ngu.
H s ca hm mc tiu ca bi ton gc tr thnh h s v phi
ca rng buc v ngc li.
V d 3.3. Vit bi ton i ngu ca bi ton gc sau v cho bit cc
cp rng buc i ngu
z D 2x1 C x2 8x3 ! max
Vi cc rng buc
8
< 7x1 C 4x2 C 2x3 28
3x1
x2 C 3x3 D 10
:
2x1 C 3x2
x3 15
x1 0; x2 0
Gii.
68
L thuyt i ngu

cp rng buc i ngu
z D 2x1 C 3x2 ! max
Vi cc rng buc
8
< 3x1 C 2x2 2
x1 C 2x2 5
:
4x1 C x2 1
x1 0; x2 0
Gii.
69
3.1.2 Bi ton i ngu ca bi ton min

Bi ton gc (1)
Bi ton i ngu (2)
0
z D c1x1 C C cnxn ! min
z D b1 y1 C C bm ym ! max
yi 0
yi 0
yi 2 R
xj 0
xj 0
xj 2 R
Hai bi ton quy hoch tuyn tnh ny gi l cp bi ton i ngu. Bi

ton 1 gi l bi ton gc, bi ton 2 gi l bi ton i ngu. Mt rng
buc v iu kin v bin trn cng mt dng gi l cp rng buc i
ngu.
70
L thuyt i ngu
cp rng buc i ngu
z D 4x1 C 3x2 7x3 C x4 x5 ! min

Vi cc rng buc
8
12x1 C 5x2
3x5
<
x1
x3
4x4
5x5
2x1 C x2 C x3
2x4
:
3x1 C 4x2
5x3 C x4
5
2
1
D 17
x1 ; x3 0I x2 2 RI x4 ; x5 0
Gii.
V d 3.6. Vit bi ton i ngu ca bi ton gc sau v gii bi ton

i ngu bng phng php n hnh
z D 10x1 C 8x2 C 19x3 ! min
Vi cc rng buc
8
< x1 C x2 C x3 6
3x1
C 2x3 2
:
x1 C 2x2 C 5x3 5
x1 ; x2 ; x3 0
Gii.
71
72
L thuyt i ngu
Nhn xt. Bi ton quy hoch tuyn tnh gc dng

z D cT x ! min
Vi cc rng buc
Ax b
x0
trong c 0 th bi ton i ngu c dng chun
z D bT y ! max
Vi cc rng buc
0
AT y c
y0
c gii trc tip bng phng php n hnh.
Ch . Cc phn sau, ta ch xt bi ton gc dng min :
3.2 Cc nh l v i ngu
73
3.2 Cc nh l v i ngu
Cho cp bi ton gc, i ngu nh sau:
Bi ton gc (1)
Bi ton i ngu (2)
0
z D c1x1 C C cnxn ! min
z D b1 y1 C C bm ym ! max
yi 0
yi 0
yi 2 R
xj 0
xj 0
xj 2 R
nh l 3.1 (i ngu yu). Nu xT D .x1 ; : : : ; xn / l phng n chp
nhn c ca bi ton gc v yT D .y1; : : : ; yn / l phng n chp nhn
c ca bi ton i ngu th
c1x1 C C cnxn b1y1 C C bm ym
(3.1)
(Ngha l gi tr hm mc tiu ca bi ton gc lun ln hn hoc bng

gi tr hm mc tiu ca bi ton i ngu)
Chng minh. Ta t
ui D .ai1x1 C ai 2x2 C C ai nxn bi /yi 0
vj D xj cj .a1j y1 C a2j y2 C C amj ym/ 0
Cho nn
m
X
i D1
n
X
ui D
vj D
j D1
Do
0
m
X
i D1
n
X
i D1
n
X
.ai1x1 C ai 2 x2 C C ai n xn
xj cj
bi /yi 0
.a1j y1 C a2j y2 C C amj ym/ 0
j D1
ui C
n
X
vj D .c1x1 C C cnxn /
j D1
Ta c iu cn chng minh.
.b1 y1 C C bm ym/
74
L thuyt i ngu
H qu 3.2 (Du hiu khng c phng n chp nhn c).

i. Nu hm mc tiu ca bi ton quy hoch tuyn tnh gc khng
gii ni di, th bi ton i ngu khng c phng n chp
nhn c.
ii. Nu hm mc tiu ca bi ton quy hoch tuyn tnh i ngu
khng gii ni trn, th bi ton gc khng c phng n chp
nhn c.
Chng minh. Do s tng t ta ch chng minh i). Gi s bi ton
gc khng gii ni di tc tn cc phng n chp nhn c xk D
.x1k ; : : : ; xnk / sao cho gi tr hm mc tiu
z D c1 x1k C C cnxnk !
1 khi k ! 1
Ta chng minh bng phn chng, gi s bi ton i ngu c phng

n chp nhn c yT D .y1; : : : ; ym /. Khi , do nh l i ngu yu
b1 y1 C C bm ym c1 x1k C C cnxnk vi mi xT D .x1k ; : : : ; xnk /
Cho k ! 1 ta c iu v l
b1y1 C C bm ym
Vy ta c iu cn chng minh.
H qu 3.3. Cho x D .x1; : : : ; xn / v y D .y1; : : : ; ym/ l phng n
chp nhn c tng ng ca bi ton gc v bi ton i ngu. Nu
gi tr hm mc tiu ca hai bi ton ny bng nhau, ngha l
c1 x1 C C cnxn D b1 y1 C C bm ym
(3.2)
th x v y l phng n ti u tng ng ca hai bi ton.

Chng minh. Gi x D .x1; : : : ; xn / l mt phng n chp nhn c bt
k ca bi ton gc. Theo nh l i ngu yu ta c
b1 y1 C C bmym c1x1 C C cnxn
do
c1x1 C C cn xn c1 x1 C C cnxn

Vy x D x1 ; : : : ; xn l phng n ti u ca bi ton gc. Tng t, ta
c y l phng n ti u ca bi ton i ngu.
3.2 Cc nh l v i ngu
75
nh l 3.4 (i ngu mnh). Nu mt trong hai bi ton quy hoch

tuyn tnh gc hoc i ngu c phng n ti u th:
i. Bi ton quy hoch kia cng c phng n ti u.
ii. Gi tr hm mc tiu ti u ca hai bi ton bng nhau.
Chng minh. Bi ton quy hoch tuyn tnh c nhiu dng tng
ng, cc bi ton i ngu ca ca dng tng ng cng l cc
dng tng ng. Cc bi ton tng ng cng c cng gi tr ti
u. Do ta ch cn chng minh nh l cho mt trng hp c th
z D cT x ! max
Vi cc rng buc
Ax b
x0
Trong b 0: Ta s p dng phng php n hnh cho bi ton ny.
Trc ht bi ton c dng chnh tc
z D cT x ! max
Vi cc rng buc
Ax C Imw D b
x; w 0

Gi s ton ny c phng n ti u xT D x1 ; : : : ; xn : V bi ton c
phng n ti u cho nn sau mt s bc hm mc tiu c dng
zDz C
n
X
cj xj
m
X
di wi
i D1
j D1
y, cj D 0 v dj D 0 vi cc bin xj v wi l bin c bn ca phng

n ti u. V z l gi tr ti u ca hm mc tiu nn
zDz D
n
X
cj xj
i D1
Ta t
yi D
di ;
i D 1; : : : ; m
(3.3)
76
L thuyt i ngu

Trc ht ta chng minh yT D y1 ; : : : ; ym l phng n chp nhn
c ca bi ton i ngu. Tht vy, v
zD
n
X
cj xj D z C
n
X
cjxj
D z C
n
X
cjxj C
D z
m
X
i D1
j D1
m
X
di wi
i D1
j D1
j D1
m
X
bi yi C
n
X
. yi/ @bi
cj C
j D1
i D1
m
X
n
X
j D1
yiaij
i D1
aij xj A
xj
Hai v l biu din ca cng mt hm tuyn tnh nn cc h s tng

ng phi ng nht. Do
z D
m
X
(3.4)
bi yi
i D1
cj D
cj
m
X
(3.5)
yiaij
i D1
T (3.3) v (3.4) ta c cT x D yT b: Vi phng n ti u ca bi ton

gc th h s ca hm mc tiu phi nh hn hoc bng khng, tc
cj 0; j D 1; : : : ; n v di 0; i D 1; : : : ; m: V vy, theo (3.5)
m
X
i D1

yi D
bi yi cj ;
di 0;
(3.6)
j D 1; : : : ; n
(3.7)
i D 1; : : : ; m
Tc l yT l phng n chp nhn c ca bi ton i ngu. Theo h

qu 3.2 v do cT x D yT b nn y l phng n ti u.
nh l 3.5 ( lch b). Gi s x; y tng ng l phng n chp
nhn c ca bi ton gc, bi ton i ngu. Khi x; y l ti u khi
v ch khi
.ai1x1 C ai 2 x2 C C ai nxn bi /yi D 0
xj .a1j y1 C a2j y2 C C amj ym cj / D 0
8i
8j
(3.8)
(3.9)
3.2 Cc nh l v i ngu
77
Chng minh. Ta t
ui D .ai1x1 C ai 2x2 C C ai nxn bi /yi 0
vj D xj cj .a1j y1 C a2j y2 C C amj ym/ 0
Cho nn
m
X
i D1
n
X
ui D
vj D
n
X
i D1
n
X
.ai1x1 C ai 2 x2 C C ai n xn
xj cj
bi /yi 0
.a1j y1 C a2j y2 C C amj ym/ 0
j D1
j D1
Do
0
m
X
i D1
ui C
n
X
vj D .c1x1 C C cnxn /
.b1 y1 C C bm ym/
j D1
Theo nh l i ngu mnh, nu xT D .x1 ; : : : ; xn / v yT D .y1; : : : ; ym/

l phng n ti u ca bi ton gc v bi ton i ngu th
.c1x1 C C cnxn / D .b1 y1 C C bm ym/:
Do ui D vj D 0 vi mi i; j:
Ngc li nu ui D vj D 0 vi mi i; j th
.c1x1 C C cnxn / D .b1 y1 C C bm ym/:
Theo h qu 3.3 th x v y cng l phng n ti u.
z D 4x1 C 3x2 C 8x3 ! min
Vi cc rng buc

x1
C x3 D 2
x2 C 2x3 D 5
xj 0;
j D 1; 2; 3
c phng n ti u ca bi ton i ngu l yT D .2I 3/: Hy tm phng

n ti u ca bi ton gc.
78
L thuyt i ngu
Gii.

z D 2x1 C 2x2 C x3 C 4x4 ! max
Vi cc rng buc
8
< 5x1 C x2 C x3 C 6x4 D 50
3x1
C x3 C 2x4 16
:
4x1
C 3x3 C x4 23
xj 0;
j D 1; : : : ; 4
c phng n ti u xT D .0I 14I 6I 5/: Hy tm phng n ti u ca bi

ton i ngu.
Gii.
3.2 Cc nh l v i ngu
79

z D 4x1 C 9x2 C 16x3 8x4
Vi cc rng buc
8
x3 C
< 5x1 C 4x2
x1 C 2x2 C 4x3
:
x1
2x2
x3 C
20x5 ! min
3x4 C x5
2x4
5x5
2x4 C 3x5 D
5
9
2
x1 ; x2 ; x3 0
a. Pht biu bi ton i ngu ca bi ton trn.

b. Kim tra tnh ti u ca phng n xT D .2I 0I 1I 2I 3/ v tm
phng n ti u ca bi ton i ngu.
Gii.
80
L thuyt i ngu
3.2 Cc nh l v i ngu
81

z D 10x1 C 8x2 C 19x3 ! min
Vi cc rng buc
8
< x1 C x2 C x3 6
3x1
C 2x3 2
:
x1 C 2x2 C 5x3 5
xj 0;
Gii.
j D 1; : : : ; 3
82
L thuyt i ngu
3.3 Bi tp chng 3
Bi tp 3.1. Gii cc bi ton qui hoch tuyn tnh
a. z D 2x1 C 3x2 C 4x3 ! min
Vi cc rng buc

6x1 C 3x2 C 2x3 19
2x1 C 6x2 C 3x3 24
xj 0; j D 1; 2; 3
p n. Phng n ti u xT D .7=5I 53=15I 0/ ; gi tr hm mc
tiu z D 67=5
b. z D x1 C x2 C x3 ! min
3.3 Bi tp chng 3
83
Vi cc rng buc
8
< 6x1 C 2x2 C x3 20
x1 C 7x2 C 3x3 25
:
3x1 C x2 C 8x3 30
xj 0; j D 1; 2; 3
p n. Phng n ti u xT D .131=60I 127=60I 8=3/ ; gi tr
hm mc tiu z D 209=30
z D 2x1 C x2 C x3 C 3x4 ! max
Vi cc rng buc
8
2x2 C x3
D 16
< x1
x2 C 4x3 C x4 8
:
x2
2x3 C 3x4 20
xj 0;
j D 1; : : : ; 4
a. Pht biu bi ton i ngu ca bi ton trn.

b. Hy gii mt trong hai bi ton ri suy ra phng n ti u ca bi
ton cn li.
z D 5x1 C x2 C x3 C 16x4 ! max
Vi cc rng buc
8
x1 C x2 C 2x3
3x4 D 5
<
2x1
x2 C x3 C 5x4 D 2
:
3x1 C 4x2 C 7x3
8x4 D 9
xj 0;
j D 1; : : : ; 4
a. Hi xT D .25=13I 64=13I 0I 8=13/ c phi l phng n ti u ca bi

ton trn khng?
b. Vit bi ton i ngu ca bi ton trn v tm phng n ti u
ca bi ton i ngu.
Bi tp 3.4. Mt X nghip x l giy, c ba phn xng I, II, III cng
x l hai loi giy A, B. Do hai phn xng c nhiu s khc nhau, nn
84
L thuyt i ngu
nu cng u t 10 triu ng vo mi phn xng th cui k phn

xng I x l c 6 t giy loi A, 5 t giy loi B. Trong khi phn
xng II x l c 4 t giy loi A, 6 t giy loi B. Phn xng III x
l c 5 t giy loi A, 4 t giy loi B. Theo yu cu lao ng th cui
k X nghip phi x l t nht 6 tn giy loi A, 8 tn giy loi B. Hi
cn u t vo mi phn xng bao nhiu tin x nghip hon thnh
cng vic vi gi tin u t l nh nht.
p n. Phng n ti u xT D .5=4I 45=4I 0/ ; gi tr hm mc tiu
z D 55=4:
Bi tp 3.5. Mt gia nh cn t nht 1800 n v prtin v 1500 n
v lipit trong thc n mi ngy. Mt kilgam tht b cha 600 n v
prtin v 600 n v lipit, mt kilgam tht heo cha 600 n v prtin
v 300 n v lipit, mt kilgam tht g cha 600 n v prtin v 600
n v lipit. Gi mt kilgam tht b l 84 ngn ng, gi mt kilgam
tht heo l 71 ngn ng, gi mt kilgam tht g l 90 ngn ng. Hi
mt gia nh nn mua bao nhiu kilgam tht mi loi bo m tt
khu phn n trong mt ngy v tng s tin phi mua l nh nht?
p n. Phng n ti u xT D .2I 1I 0/ ; gi tr hm mc tiu z D 239:
Bi tp 3.6. Cho bi ton quy hoch tuyn tnh.
z D x1 2x2 C x3
Vi cc rng buc
8
x1
2x2
<
2x1
3x2
:
x1
x4 C x5 ! min
C x3 C 3x4
C 2x3 C x4
C 3x3
2x5 D
x5
4x5
6
4
8
x1 ; x3 ; x5 0
a. Pht biu bi ton i ngu ca bi ton trn, chng ta tp

phng n ca bi ton i ngu l tp rng.
b. Kim tra tnh ti u ca phng n xT D .5I 6I 1I 4I 0/ cho bi
ton gc
c. Chng ta bi ton cho khng c phng n ti u.
Hng dn gii.
a. Ch ra khng c phng n no tha cc rng buc ca bi ton i
ngu.
3.3 Bi tp chng 3
85
b. S dng nh l lch b, vi phng n xT D .5I 6I 1I 4I 0/ th

khng tn ti phng n no ca bi ton i ngu tha nh l lch
b.
c. Chng minh bng phn chng. Gi s bi ton gc c phng n ti
u th bi ton i ngu cng c phng n ti u (theo nh l i ngu
mnh 3.4). iu ny tri vi cu a). Vy ta c iu phi chng minh.
86
L thuyt i ngu
Chng 4
Bi ton vn ti
4.1 Bi ton vn ti cn bng thu pht
Gi s:
PP
PP
PP Thu
PP
PP
Pht
P
a1
a2
::
:
ai
::
:
am
b1
b2
bj
bn
c11 c12
c21 c22
::
::
:
:
ci1 ci 2
::
::
:
:
cm1 cm2

c1j
c2j
::
:
cij
::
:
cmj

c1n
c2n
::
:
ci n
::
:
cmn
C m ni cung cp hng ha (trm pht), trm pht i cha ai n

v hng ha i D 1; : : : ; m:
C n ni tiu th hng ha (trm thu), trm thu th j cha bj n
v hng ha j D 1; : : : ; n:
Tng lng pht bng tng lng thu, ngha l
m
X
i D1
ai D
n
X
bj
(4.1)
j D1
Cc ph vn chuyn mt n v hng ha t ni cung cp th i n

ni tiu th th j l cij :
88
Bi ton vn ti
Yu cu ca bi ton l tm lng hng phn phi xij 0 t trm pht

th i n trm thu th j sao cho:
Tng chi ph vn chuyn thp nht
zD
n
m X
X
cij xij ! min
(4.2)
i D1 j D1
Gii ta kho
n
X
xij D ai ;
i D 1; : : : ; m
(4.3)
j D 1; : : : ; n
(4.4)
j D1
Ca hng nhn hng

m
X
xij D bj
i D1
Bng phn phi lng hng vn chuyn xij t trm pht th i n trm
thu th j thng c trnh by nh sau:
ai
bj
a1
a2
b1
b2
bj
bn
c11 c12
x11 x12
c21 c22
x21 x22
c1j
x1j
c2j
x2j
c1n
x1n
c2n
x2n
ci1
ci 2
xi1 xi 2
cij
xij
ci n
xi n
cm1 cm2
xm1 xm2
cmj
xmj
cmn
xmn
::
:
ai
::
:
am
Ma trn
1
x11 x12 x1n
Bx
C
B 21 x22 x2n C
x D B ::
::
:: C
@ :
:
: A
xm1 xm2 xmn
(4.5)
tha cc rng buc (4.3) v (4.4) c gi l phng n chp nhn c.
4.2 Phng n cc bin ca bi ton vn ti
89
Tnh cht 4.1. Bi ton vn ti cn bng thu pht lun c phng n

ti u.
Chng minh. Ta cn chng minh tp cc phng n chp nhn c
khc rng v hm mc tiu lun b chn di. Tht vy ta c
xij D
ai bj
0;
m
P
ai
(4.6)
8i; j
i D1
l phng n chp nhn c v
n
n
X
ai bj
ai X
bj D ai ;
D m
xij D
m
P
P
j D1
j D1
ai
ai j D1
n
X
i D1
(4.7)
j D 1; : : : ; n
(4.8)
i D1
m
m
X
ai bj
bj X
xij D
ai D bj ;
D m
m
P
P
i D1
i D1
ai
ai i D1
m
X
i D 1; : : : ; m
i D1
i D1
Hm mc tiu b chn di bi khng

zD
n
m X
X
cij xij 0
(4.9)
i D1 j D1
Vy theo tnh cht ca bi ton quy hoch tuyn tnh, bi ton vn ti

lun c phng n ti u.
Tnh cht 4.2. Ma trn h s cc rng buc ca bi ton vn ti c
hng bng m C n 1:
nh ngha 4.3 ( chn, loi).
i. Ta vit .i I j / l dng i ct j:
ii. Trong bng vn ti, nhng c xij > 0 c gi l chn, nhng
c xij D 0 gi l loi.
90
Bi ton vn ti
nh ngha 4.4 (ng i). Ta gi mt ng i l tp hp cc chn

sao cho:
Trn cng mt dng hay mt ct khng c qu hai chn.
Hai chn lin tip th nm trn cng mt dng hay mt ct.
V d 4.1. Dy cc chn sau to thnh mt ng i:
b
V d 4.2. Cc chn sau c lp thnh ng i khng, ti sao?

b
nh ngha 4.5 (Chu trnh). Mt ng i khp kn c gi l mt

chu trnh.
91
V d 4.3. Dy cc chn sau to thnh mt chu trnh
Tnh cht 4.6. Mt bng vn ti c m dng, n ct th tp cc chn

khng cha chu trnh c ti a m C n 1 .
Tnh cht 4.7. Vi mt phng n c m C n 1 chn khng cha
chu trnh, th vi bt k mt loi no c a vo phng n th
loi ny cng vi mt s chn cho to thnh chu trnh v chu
trnh ny l duy nht.
V d 4.4. Xt bng vn ti 3 dng, 4 ct vi mt phng n c 3C4 1 D
6 chn cho nh sau
b
Khi ta thm mt loi bt k th loi ny kt hp vi mt s chn

ny to thnh chu trnh. Chng hn, ta thm loi .1; 2/ vo phng
n th ny s kt hp vi cc .3; 2/I .3; 3/I .2; 3/I .2; 1/I .1; 1/ to thnh
chu trnh.
92
Bi ton vn ti

b
nh l 4.8. Mt phng n c gi l phng n cc bin ca bi

ton vn ti khi v ch khi tp cc chn ca n khng cha chu trnh.
nh ngha 4.9. Mt phng n cc bin c m C n 1 chn c gi l
phng n cc bin khng suy bin. Ngc li, mt phng n cc bin
c t hn m C n 1 chn c gi l phng n cc bin suy bin.
V d 4.5. Phng n sau l phng n cc bin khng suy bin
ai
bj
30
40
80 1 30 5
7
45 5
55 12
50
7
4
40
60
2
35
15
9
6
50
10
V d 4.6. Phng n sau l phng n cc bin suy bin

ai
bj
40
100
80 1 40 2
4
70 2
100 4
60
4
5
1
2
100
40
20
50
3
1
5
50
Nhn xt. Mt phng n c bn c cc c chn c th khng lp thnh

mt ng i.
4.3 Cc phng php thnh lp phng n cc bin
93

4.3.1 Phng php cc ph thp nht
tng chnh ca phng php ny l phn phi lng hng ln nht
c th vo c cc ph thp nht. Phng php phn phi lng hng
xij c thc hin nh sau:
8
loi dng i; bj D bj ai
<ai
(4.10)
xij D minfai I bj g D bj
loi ct j; ai D ai bj
:
ai D bj loi dng i ct j
Lp li qu trnh trn cho cc tip theo n khi yu cu ca trm

pht, trm thu c tha mn. Phng n thu c bng phng php
ny l phng n cc bin.
V d 4.7. Bng phng php cc ph thp nht, thnh lp mt
phng n cc bin ca bi ton vn ti:
ai
Gii.
bj
30
40
50
60
80 1
45 5
55 12
94
Bi ton vn ti
4.3.2 Phng php gc Ty - Bc

Ta u tin phn phi lng hng nhiu nht vo gc Ty - Bc trn
bng vn ti. Khi nu:
Trm pht no ht hng th ta xa dng cha trm pht .
Trm thu no nhn hng th ta xa ct cha trm thu .
Sau lp li qu trnh trn i vi nhng cn li. Phng n c
thnh lp bng phng php gc Ty - Bc l phng n cc bin
V d 4.8. Bng phng php gc Ty - Bc, thnh lp phng n cc
bin ca bi ton vn ti
ai
bj
30
40
50
60
80 1
45 5
55 12
Gii.
4.3.3 Phng php Vogel (Fogel)

Phng php Vogel cho ta mt phng n cc bin kh tt, theo ngha
n rt gn vi phng n ti u.
95
i) Trn mi dng, mi ct ca ma trn cc ph ta tnh hiu s gia

hai gi tr cc ph nh nht.
ii) Chn dng hay ct c hiu s ny ln nht (nu c nhiu dng hay
ct tha iu kin ny th ta chn mt dng hay mt ct trong cc
dng, ct ny)
iii) Phn lng hng nhiu nht vo c cc ph nh nht trn dng
hay ct va chn c. (Khi nu ni no pht ht hng th ta
xa dng cha ni pht . Nu ni no nhn hng th ta xa ct
cha ni nhn . Lc ct (dng) ny hiu s s khng tnh cho
bc sau).
iv) Lp li ba bc ni trn vi nhng cn li cho n ht. Ta thu
c phng n cc bin.
V d 4.9. Bng phng php Vogel tm phng n cc bin ca bi
ton vn ti:
ai
Gii.
bj
30
40
50
60
80 1
45 5
55 12
96
Bi ton vn ti
4.4 Thut ton th v gii bi ton vn ti

gii bi ton vn ti, ta thc hin bn bc nh sau:
Bc 1. Thnh lp phng n cc bin bng mt trong cc phng
php: cc ph thp nht, Ty - Bc, Vogel.
Bc 2. Xt xem phng n cc bin hin thi ti u hay cha bng
thut ton quy khng cc ph chn. Nu phng n cc bin
hin thi l phng n ti u th thut ton kt thc. Ngc li
sang bc 3.
Bc 3. Xy dng phng n cc bin mi tt hn xem 4.4.2.
Bc 4. Quay v bc 2.
4.4.1 Thut ton quy khng cc ph chn
Xt bi ton quy hoch tuyn tnh c phng n cc bin ban u khng
suy bin (c m C n 1 chn). Nu bi ton c phng n cc bin suy
bin (c t hn m C n 1 chn) th ta thm chn gi .i; j / vi xij D 0
vo sao cho cc chn gi ny v cc chn ban u khng to thnh
chu trnh.
V d 4.10. Xt bi ton vn ti c phng n cc bin suy bin
ai
bj
40
100
80 1 40 2
4
70 2
100 4
60
4
5
1
2
100
40
20
50
3
1
5
50
97
Ta thm chn gi .1; 2/ vi x12 D 0 th bi ton c m C n

ai
bj
40
100
60
1 chn
50
80 1 40 2 0 4 40 3
5
4
1
70 2
20 50
5
1
2
100 4
100
Thut ton quy khng cc ph thc hin nh sau: Ln lt cng vo
cc cc ph dng 1; : : : ; m mt lng r1 ; : : : ; rm v vo ct 1; : : : ; n mt
lng s1 ; : : : ; sn sao cho tng cc ph trn cc chn bng khng.
V d 4.11. Quy khng cc ph cc chn ca bng vn ti.
ai
bj
30
40
80 1 30 5
7
45 5
55 12
ri
7
4
40
60
2
35
15
9
6
50
10
sj
1
5
Gii.
50
30
12
40
2
35
15
9
6
50
10
98
Bi ton vn ti
Bi ton vn ti sau khi quy khng cc ph chn:

ai
bj
30
80
40
50
60
30
50
45
35
55
40
10
15
nh l 4.10. Ln lt cng vo cc cc ph dng 1; : : : ; m mt lng

r1 ; : : : ; rm v vo ct 1; : : : ; n mt lng s1 ; : : : ; sn tc thay cij bi
0
cij D ri C sj C cij
th ta c bi ton mi c cng phng n ti u vi bi ton c.
Nhn xt. Theo nh l 4.10, bi ton vn ti vi phng n cc bin
ai
bj
30
40
80 1 30 5
7
45 5
55 12
50
7
4
40
60
2
35
15
9
6
50
10
v bi ton vn ti sau khi quy khng cc ph cc chn vi phng

n cc bin
ai
bj
30
40
80 0 30 9
4
45 -3
55 5
40
50
60
10
35
15
-2
50
10
l tng ng nhau. Ngha bi ton quy khng cc ph ti u th bi

ton ban u cng ti u v chng cng phng n ti u.
99
Ta nhn thy, trong bi ton quy khng cc ph trn dng 2, c .2; 1/

c cc ph r hn cc ph cc chn .2; 3/ v .2; 4/ nn phng n
hin thi cha ti u.
nh l 4.11 (Du hiu ti u). Bi ton vn ti sau khi quy khng
cc ph cc chn:
Nu cij 0 vi mi .i; j / th phng n cc bin hin thi l phng
n ti u.
0
Nu tn ti cij < 0 th c th tm mt phng n mi tt hn phng

n hin thi.
0
V d 4.12. Chng minh phng n cc bin hin thi ca bi ton vn

ti sau khng phi l phng n ti u.
ai
bj
30
40
50
60
80 1 30 5 40 7 10 2
9
7
4
45 5
40
5
3
6
55 12 2
55
Gii.
100
Bi ton vn ti
V d 4.13. Chng minh phng n cc bin hin thi ca bi ton vn

ti sau l phng n ti u.
ai
bj
30
40
80 1 20 5
45 5 10 7
55 12 2
Gii.
50
7
4
40
60
2
35
15
9
6
60
101
4.4.2 Xy dng phng n cc bin mi

Trn bng quy khng cc ph tm
Bc 1. vo l loi c cij m nht (l s m c gi tr tuyt i ln
nht).
0
Bc 2. Xc nh chu trnh cha vo va xc nh bc 1. vo

nh du (+), cc chn cn li trn chu trnh nh du xen k
du (-), (+) trn chu trnh.
Bc 3. Xc nh phng n cc bin mi.

Lng iu chnh q D min xij j.i; j / c du (-)
Phng n cc bin mi:
8
<xij C q
xij D xij q
:
xij
c du (+)
c du (-)
khng c du
(4.11)
V d 4.14. Cho bi ton vn ti c phng n cc bin

ai
bj
30
50
90 3 30 2
1
70 4
40 7
80
5
50
3
2
20
20
40
40
1
6
40
Chng minh phng n cc bin hin thi cha ti u. Xy dng mt

phng n khc tt hn.
Gii.
102
Bi ton vn ti
V d 4.15. Cho bi ton vn ti c phng n cc bin

ai
bj
25
10 5
25
3
10
5
30 7 25 6 5 8
2
2
20 3
20
10
Chng minh phng n cc bin hin thi cha ti u. Xy dng mt

phng n khc tt hn.
Gii.
V d 4.16. Gii bi ton vn ti
103
104
Bi ton vn ti
ai
Gii.
bj
50
40
70
80 5
12
20 7
11
60 4
4.5 Mt s trng hp c bit ca bi ton vn ti
105

4.5.1 Bi ton vn ti khng cn bng thu pht
Trng hp pht ln hn thu. Ta thm trm thu gi bnC1 ; vi lng
hng l
bnC1 D
m
X
i D1
ai
n
X
bj ;
ci nC1 D 0;
i D 1; : : : ; m
j D1
Lc ny bi ton cn bng thu pht.

Trng hp pht t hn thu. Ta thm trm pht gi amC1 ; vi lng
106
Bi ton vn ti
hng l
amC1 D
n
X
bj
m
X
ai ;
cmC1i D 0;
j D 1; : : : ; n
i D1
j D1
Lc ny bi ton cn bng thu pht.

V d 4.17. Gii bi ton vn ti khng cn bng thu pht cho bi bng
vn ti sau:
ai
Gii.
bj 100
65
95
80 7
70 3
150 9
107
4.5.2 Bi ton vn ti c cm
y l bi ton vn ti m v mt l do no c mt ni pht khng th
chuyn ch hng n mt ni nhn no c. gii quyt vn
ny chng ta cho cc ph l M; vi M l s dng rt ln, ln hn
bt k s no cn so snh. Sau chng ta gii nh nhng bi ton
trnh by trn.
V d 4.18. Gii bi ton vn ti vi hai cm cho nh sau:
ai
bj 100
80 6
65
5
70 10
150 9
95
40
11
10
108
Gii.
Bi ton vn ti
4.6 Bi ton vn ti cc i cc ph
109
4.6 Bi ton vn ti cc i cc ph
Bc 1. Thnh lp phng n cc bin bng phng php cc i cc
ph, chng ta phn phi lng hng nhiu nht vo c cc ph
ln nht.
Bc 2. Xt xem phng n cc bin hin thi ti u hay cha bng
thut ton quy khng cc ph chn.
Nu cij 0 vi mi .i; j / th phng n cc bin hin thi l
phng n ti u, thut ton kt thc.
0
Nu tn ti cij > 0 th c th tm mt phng n mi tt hn

phng n hin thi, chuyn sang bc 3.
0
Bc 3. Xy dng phng n cc bin mi tt hn, ch vo l loi

0
c cij > 0 ln nht, cc bc tip theo lm ging bi ton min :
Bc 4. Quay v bc 2.
V d 4.19. Gii bi ton vn ti cc i cc ph sau:
ai
Gii.
bj
70
55
85
60
90 6
11
10
80 10
100 9
110
4.7 Bi tp chng 4
Bi tp 4.1. Gii bi ton vn ti
Bi ton vn ti
4.7 Bi tp chng 4
111
ai
bj
30
50
80
40
90 3
70 4
40 7
p n: Phng n ti u
0
1
30 20 0 40
x D @ 0 30 40 0 A ;
0 0 40 0
z D 400
Bi tp 4.2. Gii bi ton vn ti:

ai
bj
40
100
60
50
80 1
70 2
100 4
p n: Phng n ti u
0
1
20 60 0 0
x D @20 0 0 50A ;
0 40 60 0
z D 390
Bi tp 4.3. Gii bi ton vn ti:

ai
bj
20
30
45
50
40 5
11
30 6
12
55 8
10
112
Bi ton vn ti
p n: Phng n ti u
0
1
0 0 40 0
x D @20 5 5 0 A ;
0 25 0 30
z D 930
Bi tp 4.4. Gii bi ton vn ti c cm

ri
sj
45
100
50
70
16
15
100 10
17
85 12
14
10
p n: Phng n ti u
0
1
0 10 0 60
x D @45 5 50 0 A ;
0 85 0 0
60
11
13
z D 2995
Bi tp 4.5. Cho bi ton vn ti cn bng thu pht v mt phng

n:
ai
bj
40
45
90 4 25 5
1
65 5
60
7
45
65
2
20
65
10
3
6
55 1115 2
40
a. Tnh cc ph vn chuyn ca phng n ny, chng minh phng
n cc bin cho khng phi l phng n ti u.
b. Xut pht t phng n trn hy xy dng mt phng n mi tt
hn (ch cn mt phng n mi tt hn).
Bi tp 4.6. Mt nh my ch bin tht, sn xut ba loi tht: b, ln,
cu, vi tng lng mi ngy l 480 tn b; 400 tn ln; 230 tn cu.
Mi loi u c th bn c dng ti hoc nu chn. Tng lng cc
4.7 Bi tp chng 4
113
loi tht nu chn bn trong gi lm vic l 420 tn. Ngoi ra nu

thm ngoi gi 250 tn (vi gi cao hn). Li nhun thu c trn mt
tn c cho bng bng sau: (vi n v l triu ng)
@
@
@
@
B
Ln
Cu
Ti
Nu chn
8
4
4
11
7
9
Nu chn
Ngoi gi
14
12
13
Mc ch ca nh my l tm phng n sn xut lm cc i li
nhun. Hy tm phng n ti u.
114
Bi ton vn ti
Ti liu tham kho

[1] Phan Quc Khnh, Trn Hu Nng. (2000). Quy hoch tuyn tnh.
NXB Gio dc.
[2] Nguyn nh Tng. (2010). Quy hoch tuyn tnh.
[3] L Khnh Lun. (2006). Quy hoch tuyn tnh . NXB Lao ng.
[4] Bi Phc Trung. (2003). Quy hoch tuyn tnh. NXB Lao ng - X
hi.
[5] Bernard Kolman, Robert E. Beck. (1995). Elementary Linear
Programming with Applications. Elsevier Science & Technology
Books.
[6] Robert J. Vanderbei. (2007). Linear Programming, Foundations
and Extensions Third Edition. Springer Publication.
[7] George B. Dantzig, Mukund N. Thapa. (1997). Linear Programming, Introduction. Springer Publication.

Linear Programming

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Linear Programming

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B CNG THNG

TRNG I HC CNG NGHIP TP. HCM

TP. HCM Ngy 4 thng 10 nm 2011

1 Gii thiu quy hoch tuyn tnh

1.1 Mt s v d dn n bi ton quy hoch tuyn tnh . . .

1.2 Cc dng ca bi ton quy hoch tuyn tnh . . . . . . . .

1.2.1 Bi ton quy hoch tuyn tnh dng tng qut . .

1.2.2 Bi ton quy hoch tuyn tnh dng chun . . . .

1.2.3 Bi ton quy hoch tuyn tnh dng chnh tc . .

1.3 Quan h dng chun v chnh tc . . . . . . . . . . . . . .

1.3.1 i chiu bt ng thc ca cc rng buc . . . . .

1.3.2 Bin khng rng buc . . . . . . . . . . . . . . . . .

1.3.3 Quan h dng chun, chnh tc . . . . . . . . . . .

1.4 Dng ma trn ca bi ton quy hoch . . . . . . . . . . .

1.5 Phng n chp nhn c . . . . . . . . . . . . . . . . . .

1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh . . .

1.6.1 Phng php th . . . . . . . . . . . . . . . . . .

1.6.2 Tnh cht ca tp phng n chp nhn c . . .

1.8 Phng n c bn chp nhn c . . . . . . . . . . . . .

1.8.2 Thnh lp phng n cc bin . . . . . . . . . . . .

1.8.3 Phng n cc bin v phng n ti u . . . . . .

2 Phng php n hnh

2.1.3 Chn bin vo c s . . . . . . . . . . . . . . . . . .

2.1.4 Chn bin ra khi c s . . . . . . . . . . . . . . . .

2.1.5 Lp bng n hnh mi . . . . . . . . . . . . . . . .

2.2 Thut ton n hnh cho bi ton min . . . . . . . . . . .

2.3 Bi ton chnh tc khng c sn ma trn n v . . . . . .

3.1 V d dn n bi ton i ngu . . . . . . . . . . . . . . .

3.1.2 Bi ton i ngu ca bi ton min . . . . . . . . .

4.1 Bi ton vn ti cn bng thu pht . . . . . . . . . . . . .

4.2 Phng n cc bin ca bi ton vn ti . . . . . . . . . .

4.3 Cc phng php thnh lp phng n cc bin . . . . .

4.3.1 Phng php cc ph thp nht . . . . . . . . . .

4.3.2 Phng php gc Ty - Bc

4.3.3 Phng php Vogel (Fogel) . . . . . . . . . . . . . .

4.4 Thut ton th v gii bi ton vn ti . . . . . . . . . . .

4.4.1 Thut ton quy khng cc ph chn . . . . . . .

4.4.2 Xy dng phng n cc bin mi

4.5 Mt s trng hp c bit ca bi ton vn ti . . . . . .

4.5.1 Bi ton vn ti khng cn bng thu pht . . . . .

Ti liu tham kho

Gii thiu quy hoch tuyn tnh

1.1 Mt s v d dn n bi ton quy hoch tuyn tnh

V d 1.3 (Bi ton vn ti). Mt nh sn xut c 2 nh my: Mt nh

Gii thiu quy hoch tuyn tnh

Vnh Phc-Q1 : 100

1.2 Cc dng ca bi ton quy hoch tuyn tnh

1.2 Cc dng ca bi ton quy hoch tuyn tnh

a11 x1 C a12x2 C C a1nxn  ./.D/ b1

Hm tuyn tnh (1.1) gi l hm mc tiu. H bt phng trnh tuyn

1.2.2 Bi ton quy hoch tuyn tnh dng chun

a11x1 C a12x2 C C a1nxn  b1

Gii thiu quy hoch tuyn tnh

1.2.3 Bi ton quy hoch tuyn tnh dng chnh tc

a11x1 C a12 x2 C C a1nxn D b1

c. z D 3x1 C 2x2 C 3x3

1.2 Cc dng ca bi ton quy hoch tuyn tnh

d. z D 2x1 C 5x2 C x3 C x4 C 4x5 ! min

Do , khng mt tnh tng qut trong phn l thuyt ta ch pht biu

Gii thiu quy hoch tuyn tnh

1.3 Quan h dng chun v chnh tc

1.3 Quan h dng chun v chnh tc

1.3.2 Bin khng rng buc

a11 x1 C a12x2 C C a1nxn ./.D/ b1

a11x1 C a12x2 C C a1nxn b1

a11 x1 C a12x2 C C a1nxn b1

Theo , nu D 0 chng ta c x2 , v nu D 1 chng ta c x1. Nhng

/x2 ; 0 < < 1, trn on ni hai im x1 v x2 ;

2 /x2I : : : I .r C r

i > 0: Cho nn z 2 S; hay