Quy Hoach Tuyen Tinh

CNG MN HC
CNG MN HC MN : QUY HOCH TUYN TNH M MN HC : TH 431 S N V HC TRNH : 2 HC K : 5 MC CH YU CU Sau khi hc xong mn quy hoch tuyn tnh sinh vin phi bit cch xy dng m hnh ton cho bi ton thc t n gin, p dng thnh tho gii thut n hnh gii lp bi ton quy hoch tuyn tnh v lp trnh c trn my tnh. KIN THC NN CN THIT Mc yu cu STT 1 Ni dung kin thc nn Tin hc i cng KIN THC TON CN THIT STT Ni dung kin thc Hiu Khi nim 1 i s tuyn tnh Mc yu cu Vn dng Cng thc/ nh l x Chng minh Cng thc/ nh l x Vn dng Phng php Tin quyt Vn dng khi nim/ m hnh x Vn dng k nng/ phng php x
TM TT NI DUNG MN HC Mn hc c m u bng vic gii thiu vi vn thc t dn n m hnh quy hoch tuyn tnh. Trng tm ca mn hc l phn trnh by gii thut n hnh cc mc s dng khc nhau. L thuyt i ngu c trnh by mt cch n gin. Phn ng ca quy hoch tuyn tnh c trnh by sau cng thy s ng dng rng ri ca quy hoch tuyn tnh
CNG MN HC
CNG CHI TIT CC CHNG CHNG I : L THUYT C BN V QUY HOCH TUYN TNH I- GII THIU BI TON QUY HOCH TUYN TNH 1- Bi ton vn u t 2- Bi ton lp k hoch sn xut 3- Bi ton vn ti II- NH NGHA V NHNG KT QU C BN 1- Quy hoch tuyn tnh tng qut 2- Quy hoch tuyn tnh dng chnh tc 3- Phng n 4- a din li cc phng n kh thi - Phng php hnh hc III- MT V D M U IV- DU HIU TI U 1- Ma trn c s - Phng n c s - Suy bin 2- Du hiu ti u CHNG II : GII THUT N HNH I- GII THUT N HNH C BN 1- C s l thuyt 2- nh l v s hi t 3- Gii thut n hnh c bn 4- Ch trong trng hp suy bin II- GII THUT N HNH CI TIN 1- Mt cch tnh ma trn nghch o 2- Quy hoch tuyn tnh dng chun 3- Gii thut n hnh ci tin 4- Php tnh trn dng - Bng n hnh III- PHNG PHP BIN GI CI BIN 1- Bi ton ci bin 2- Phng php hai pha 3- Phng php M v cng ln
CHNG III : BI TON I NGU
CNG MN HC
I- KHI NIM V I NGU 1- i ngu ca quy hoch tuyn tnh dng chnh tc 2- nh ngha i ngu trong trng hp quy hoch tng qut 3- Cc nh l v s i ngu II- GII THUT I NGU
CHNG IV : NG DNG QUY HOCH TUYN TNH I- M U II- BI TON TR CHI 1- Tr chi c nghim n nh 2- Tr chi khng c nghim n nh III- BI TON VN TI 1- M u 2- Cc khi nim c bn 3- Bi ton vn ti cn bng thu pht 4- Cc bi ton c a v bi ton vn ti IV- BI TON DNG TRN MNG 1- M u 2- Pht biu bi ton dng trn mng V- QUY HOCH NGUYN 1- M u 2- Bi ton quy hoch nguyn trong thc t
TI LIU THAM KHO [ Ban - 1998] Ph Mnh Ban Quy Hoch Tuyn Tnh
CNG MN HC
Nh xut bn Gio Dc ( ti bn ln 2) [ Hn - xxxx] ng Hn Quy Hoch Tuyn Tnh i hc Kinh t TP H Ch Minh ( lu hnh ni b ) [ Khnh-Nng - 2000] Phan Quc Khnh Trn Hu Nng Quy Hoch Tuyn Tnh Nh xut bn Gio Dc
L THUYT C BN V QUY HOCH TUYN TNH
CHNG I L THUYT C BN V QUY HOCH TUYN TNH

Chng ny trnh by cch xy dng m hnh quy hoch tuyn tnh ca nhng bi ton dng n gin. y l nhng kin thc quan trng xy dng m hnh cho nhng bi ton phc tp hn trong thc t sau ny. Cc khi nim v li uc trnh by lm c s cho phng php hnh hc gii quy hoch tuyn tnh. Mt v d m u c trnh by mt cch trc quan lm r khi nim v phng n ti u ca quy hoch tuyn tnh. Ni dung chi tit ca chng bao gm : I- GII THIU BI TON QUY HOCH TUYN TNH 1- Bi ton vn u t 2- Bi ton lp k hoch sn xut 3- Bi ton vn ti II- QUY HOCH TUYN TNH TNG QUT V CHNH TC 1- Quy hoch tuyn tnh tng qut 2- Quy hoch tuyn tnh dng chnh tc 3- Phng n III- C IM CA TP HP CC PHNG N 1- Khi nim li v tnh cht 2- c im ca tp cc phng n 3- Phng php hnh hc IV- MT V D M U V- DU HIU TI U 1- Ma trn c s - Phng n c s - Suy bin 2- Du hiu ti u
CHNG I L THUYT C BN V QUY HOCH TUYN TNH
I- GII THIU BI TON QUY HOCH TUYN TNH

C th tm nh ngha quy hoch tuyn tnh l lnh vc ton hc nghin cu cc bi ton ti u m hm mc tiu (vn c quan tm) v cc rng buc (iu kin ca bi ton) u l hm v cc phng trnh hoc bt phng trnh tuyn tnh. y ch l mt nh ngha m h, bi ton quy hoch tuyn tnh s c xc nh r rng hn thng qua cc v d . Cc bc nghin cu v ng dng mt bi ton quy hoch tuyn tnh in hnh l nh sau : a- Xc nh vn cn gii quyt, thu thp d liu. b- Lp m hnh ton hc. c- Xy dng cc thut ton gii bi ton m hnh ho bng ngn ng thun li cho vic lp trnh cho my tnh. d- Tnh ton th v iu chnh m hnh nu cn. e- p dng gii cc bi ton thc t.
1- Bi ton vn u t
Ngi ta cn c mt lng (ti thiu) cht dinh dng i=1,2,..,m do cc thc n j=1,2,...,n cung cp. Gi s : aij l s lng cht dinh dng loi i c trong 1 n v thc n loi j (i=1,2,...,m) v (j=1,2,..., n) bi l nhu cu ti thiu v loi dinh dng i cj l gi mua mt n v thc n loi j Vn t ra l phi mua cc loi thc n nh th no tng chi ph b ra t nht m vn p ng c yu cu v dinh dng. Vn c gii quyt theo m hnh sau y : Gi xj 0 (j= 1,2,...,n) l s lng thc n th j cn mua . Tng chi ph cho vic mua thc n l :
z=
c x
j j =1
= c 1 x 1 + c 2 x 2 + ...... + c n x n
V chi ph b ra mua thc n phi l thp nht nn yu cu cn c tha mn l :

min z =
n
c x
j j =1
= c1 x1 + c 2 x 2 + ...... + c n x n
Lng dinh dng i thu c t thc n 1 l : ai1x1 Lng dinh dng i thu c t thc n 2 l : ai2x2 ......................................................... Lng dinh dng i thu c t thc n n l : ainxn
(i=1m)
Vy lng dinh dng th i thu c t cc loi thc n l : ai1x1+ai2x2+...+ainxn nn ta c rng buc sau : ai1x1+ai2x2+...+ainxn bi (i=1m) Khi theo yu cu ca bi ton ta c m hnh ton sau y :
min z =
n
(i=1m)
V lng dinh dng th i thu c phi tha yu cu bi v dinh dng loi
c x
j j =1
= c1 x1 + c 2 x 2 + ...... + c n x n
a11 x 1 + a12 x 2 + ... + a1n x n b1 a 21 x 1 + a 22 x 2 + ... + a 2n x n b 2 .......................................... a m1 x 1 + a m2 x 2 + ... + a mn x n b m x j 0 (j = 1,2,..., n)
2- Bi ton lp k hoch sn xut

T m loi nguyn liu hin c ngi ta mun sn xut n loi sn phm Gi s : aij l lng nguyn liu loi i dng sn xut 1 sn phm loi j (i=1,2,...,m) v (j=1,2,..., n) bi l s lng nguyn liu loi i hin c cj l li nhun thu c t vic bn mt n v sn phm loi j
Vn t ra l phi sn xut mi loi sn phm l bao nhiu sao cho tng li nhun thu c t vic bn cc sn phm ln nht trong iu kin nguyn liu hin c. Gi xj 0 l s lng sn phm th j s sn xut (j=1,2,...,n) Tng li nhun thu c t vic bn cc sn phm l :
z=
n
c x
j j=1
= c 1 x 1 + c 2 x 2 + ...... + c n x n
V yu cu li nhun thu c cao nht nn ta cn c :

max z =
c x
j j =1
= c1 x1 + c 2 x 2 + ...... + c n x n
Lng nguyn liu th i=1m dng sn xut sn phm th 1 l ai1x1 Lng nguyn liu th i=1m dng sn xut sn phm th 2 l ai2x2 ............................................... Lng nguyn liu th i=1m dng sn xut sn phm th n l ainxn Vy lng nguyn liu th i dng sn xut l cc sn phm l ai1x1+ai2x2+...+ainxn V lng nguyn liu th i=1m dng sn xut cc loi sn phm khng th vt qu lng c cung cp l bi nn : ai1x1+ai2x2+...+ainxn bi (i=1,2,...,m) Vy theo yu cu ca bi ton ta c m hnh sau y :
n
max z =
c x
j j =1
= c1 x1 + c 2 x 2 + ...... + c n x n
a11 x 1 + a12 x 2 + ... + a1n x n b1 a 21 x 1 + a 22 x 2 + ... + a 2n x n b 2 .......................................... a m1 x 1 + a m2 x 2 + ... + a mn x n b m x j 0 (j = 1,2,..., n)
3- Bi ton vn ti
Ngi ta cn vn chuyn hng ho t m kho n n ca hng bn l. Lng hng ho kho i l si (i=1,2,...,m) v nhu cu hng ho ca ca hng j l dj
(j=1,2,...,n). Cc vn chuyn mt n v hng ho t kho i n ca hng j l cij 0 ng. Gi s rng tng hng ho c cc kho v tng nhu cu hng ho cc ca hng l bng nhau, tc l :
m n
si =
i =1
d
j =1
Bi ton t ra l lp k hoch vn chuyn tin cc l nh nht, vi iu kin l mi ca hng u nhn hng v mi kho u trao ht hng. Gi xij 0 l lng hng ho phi vn chuyn t kho i n ca hng j. Cc vn chuyn chuyn hng ho i n tt c cc kho j l :
n
c
j =1
ij
x ij
Cc vn chuyn tt c hng ho n tt c kho s l :

z=
c
i=1 j =1
ij
x ij
Theo yu cu ca bi ton ta c m hnh ton sau y :

m n
min z =
c
i=1 j=1
ij
x ij
m (j = 1,2,..., n) x ij = d j i=1 x 0 (i = 1,2,..., m) (j = 1,1,..., n) ij
II- QUY HOCH TUYN TNH TNG QUT V CHNH TC

1- Quy hoch tuyn tnh tng qut
Tng qut nhng bi ton quy hoch tuyn tnh c th trn, mt bi ton quy hoch tuyn tnh l mt m hnh ton tm cc tiu (min) hoc cc i (max) ca hm mc tiu tuyn tnh vi cc rng buc l bt ng thc v ng thc tuyn tnh. Dng tng qut ca mt bi ton quy hoch tuyn tnh l :
min/ max z = n a ij x j j=1 n a ij x j j=1 n a ij x j j=1 x j 0 x j 0 x ty j = bi bi bi
c x
j =1 j
(I)
(i I1 ) (i I 2 ) (i I 3 ) (II)
( j J1 ) (j J 2 ) (j J 3 )
(III)
Trong :
(I) Hm mc tiu
L mt t hp tuyn tnh ca cc bin s, biu th mt i lng no m ta cn phi quan tm ca bi ton.
(II) Cc rng buc ca bi ton

L cc phng trnh hoc bt phng trnh tuyn tnh n bin s, sinh ra t iu kin ca bi ton.
(III) Cc cc hn ch v du ca cc bin s
Ngi ta cng thng trnh by bi ton quy hoch tuyn tnh di dng ma trn nh sau :
a11 a12 ... a1n a 21 a 22 ... a 2n A = [a ij ] = ...................... a a m2 ... a mn m1 x 1 x 2 x= ... x n c 1 c 2 c= ... c n b1 b 2 b= ... b m
Gi ai (i=1m) l dng th i ca ma trn A, ta c :
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min/max z( x ) = c T x a i x = b i a i x b i a x b i i x j 0 x 0 j x j ty (i I1 ) (i I 2 ) (i I 3 )
(I) (II)
( j J1 ) (j J 2 ) (j J 3 )
(III)
Ngi ta gi : - A l ma trn h s cc rng buc. - c l vect chi ph (cT l chuyn v ca c) - b l vect gii hn cc rng buc.
2- Quy hoch tuyn tnh dng chnh tc

Bi ton quy hoch tuyn tnh chnh tc l bi ton quy hoch tuyn tnh m trong cc rng buc ch c du = v cc bin s u khng m.
n
min/max z =
c x
j j =1
(I) (II) (III)
n (i = 1,2,..., m) a ij x j = b i j=1 (j = 1,2,..., n) x j 0
( m n )
min/max Ax = b x 0
z( x ) = c T x
(I) (II) (III)

rang(A)=m
Ngi ta c th bin i bi ton quy hoch tuyn tnh dng tng qut thnh bi ton quy hoch tuyn tnh dng chnh tc nh cc quy tc sau y : - Nu gp rng buc i c dng th ngi ta cng thm vo v tri ca rng buc mt bin ph xn+i 0 c du = .
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- Nu gp rng buc i c dng th ngi ta tr vo v tri ca rng buc mt bin ph xn+i 0 c du = . Cc bin ph ch l nhng i lng gip ta bin cc rng buc dng bt ng thc thnh ng thc, n phi khng nh hng g n hm mc tiu nn khng xut hin trong hm mc tiu. - Nu bin xj 0 th ta t xj = -xj vi xj 0 ri thay vo bi ton. - Nu bin xj l tu th ta t x j = x j x j vi x j , x j u 0 ri thay vo bi ton. - Trong trng hp trong s cc rng buc c dng m v phi ca dng l gi tr m th i du c hai v c v phi l mt gi tr khng m. Da vo cc php bin i trn m ngi ta c th ni rng bi ton quy hoch tuyn tnh chnh tc l bi ton quy hoch tuyn tnh m trong cc rng buc ch c du = , v phi v cc bin s u khng m. V d : Bin i bi ton quy hoch tuyn tnh sau y v dng chnh tc :
min z( x ) = 2x 1 x 2 + 2 x 3 + x 4 2 x 5 x 1 2 x 2 + x 3 + 2 x 4 + x 5 7 x 2 + 2 x 3 + x 4 1 2 x + x + 3x 10 4 5 3 x + x 2 x + x = 20 2 3 4 1 x 1 , x 5 0 x 4 0 x , x ty 3 2
Bng cc thay th :
x 4 = x 4 x 2 = x x 2 2 x 3 = x x 3 3
ta c :
(x 4 0) (x , x 0) 2 2 (x , x 0) 3 3
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min z( x ) = 2 x 1 ( x x ) + 2( x x ) x 4 2 x 5 2 2 3 3 x 1 2( x x ) + ( x x ) 2 x 4 + x 5 + x 6 = 7 2 2 3 3 ( x 2 x ) + 2( x x ) + x 4 x 7 = 1 2 3 3 x ) x 4 + 3x 5 x 8 = 10 3 2( x 3 x + ( x x ) 2( x x ) x = 20 2 2 3 3 4 1 x 1 , x 5 , x 6 , x 7 , x 8 , x , x , x , x , x 4 0 2 2 3 3
hay :
min z( x ) = 2 x 1 ( x x ) + 2( x x ) x 4 2 x 5 2 2 3 3 x 1 2( x x ) + ( x x ) 2 x 4 + x 5 + x 6 = 7 2 2 3 3 ( x x ) 2( x x ) x 4 + x 7 = 1 2 2 3 3 2( x x ) x 4 + 3x 5 x 8 = 10 3 3 x + ( x x ) 2( x x ) x = 20 2 2 3 3 4 1 x 1 , x 5 , x 6 , x 7 , x 8 , x , x , x , x , x 4 0 2 2 3 3
3- Phng n
Xt bi ton quy hoch tuyn tnh chnh tc :
min/max Ax = b x 0
b.
z( x ) = c T x
(P)
x=[x1 x2 ... xn] T l mt phng n ca (P) khi v ch khi Ax = x=[x1 x2 ... xn] T l mt phng n kh thi ca (P) khi v ch khi Ax = b v x 0 . Mt phng n ti u ca (P) l mt phng n kh thi ca (P) m gi tr ca hm mc tiu tng ng t min/max.
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III- C IM CA TP HP CC PHNG N
1- Khi nim li v cc tnh cht
a- T hp li
- Cho m im xi trong khng gian Rn . im x c gi l t hp li ca cc im xi nu :
m
x = i x i = 1 x 1 + 2 x 2 + ... + m x m
i =1
1 , 2 ,...., n 0
1 + 2 + .... + n = 1
x=x1+(1-)x2 (01)
- Khi x l t hp li ca hai im x1, x2 ngi ta thng vit : Nu 0<<1 th x c gi l t hp li tht s. - on thng Tp hp tt c cc t t hp li ca 2 im bt k A, B Rn c gi l on thng ni A v B . K hiu :
AB= {x = A + (1-)B vi [0,1] }

nh l T hp l c tnh cht bc cu.
b- Tp hp li
Tp con S ca Rn c gi l tp hp li khi S cha ton b on thng ni hai imbt k ca S.
x + (1-)y S x,y,[0,1]
Tp hp rng v tp hp ch c mt phn t c xem l tp hp li. nh l Giao ca mt s bt k cc tp hp li l mt tp hp li. nh l Nu S l mt tp hp li th S cha mi t hp li ca mt h im bt k trong S.
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c- im cc bin ca mt tp hp li
im x trong tp li S Rn c gi l im cc bin nu khng th biu din c x di dng t hp li tht s ca hai im phn bit ca S.
d- a din li v tp li a din
a din li Tp hp S tt c cc t hp ca cc im x1, x2,....,xm cho trc c gi l a din li sinh ra bi cc im .
a din li l mt tp hp li. Trong a din li ngi ta c th loi b dn cc im l t hp ca cc im cn li. Khi ngi ta thu c mt h cc im, gi s l y1, y2,...,yp (pm) . Cc im ny chnh l cc im cc bin ca a din li, chng sinh ra a din li . S im cc bin ca a din li l hu hn. Siu phng - Na khng gian A=[aij]m.n l ma trn cp m.n Ai (i=1,2,...,m) l hng th i ca A Siu phng trong Rn l tp cc im x=[x1,x2,.....,xn]T tha Ai x = bi Na khng gian trong Rn l tp cc im x=[x1,x2,.....,xn]T tha Ai x bi Siu phng v na khng gian u l cc tp hp li. Tp li a din Giao ca mt s hu hn cc na khng gian trong Rn c gi l tp li a din.
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Tp li a din l mt tp hp li. Nu tp li a din khng rng v gii ni th l mt a din li
2- c im ca tp hp cc phng n
nh l Tp hp cc phng n ca mt quy hoch tuyn tnh l mt tp li a din. Nu tp hp li a din ny khng rng v gii ni th l mt a din li, s im cc bin ca n l hu hn. nh l Tp hp cc phng n ti u ca mt quy hoch tuyn tnh l mt tp li. Xt quy hoch tuyn tnh chnh tc min/max z( x ) = c T x
(I) (II) (III)
Ax = b x 0
Gi s A=[aij]m.n c cp m.n, m n, rang(A)=m . Gi Aj (j=1,2,...,n) ct th j ca ma trn A, quy hoch tuyn tnh chnh tc trn c th vit :
min/ max z(x) = c 1 x 1 + c 2 x 2 + ... + c n x n x 1 A 1 + x 2 A 2 + ... + x n A n = b x 0

Gi S={x=[x1,x2,...,xn]T 0 / x1A1+ x2A2+...+ xnAn=b} l tp cc phng n ca bi ton.
0 0 x 0 = x 1 , x 0 ,..., x n 2
] S l mt phng n khc 0.
T
nh l iu kin cn v x0 l phng n cc bin ( im cc bin ca S) l cc ct Aj ng vi x 0 >0 l c lp tuyn tnh. j H qu S phng n cc bin ca mt quy hoch tuyn tnh chnh tc l hu hn. S thnh phn > 0 ca mt phng n cc bin ti a l bng m. Khi s thnh phn > 0 ca mt phng n cc bin bng ng m th phng n c gi l mt phng n c s.
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nh l Nu tp cc phng n ca mt quy hoch tuyn tnh chnh tc khng rng th quy hoch tuyn tnh c t nht mt phng n cc bin. B Nu
x l mt phng n ti u ca quy hoch tuyn tnh.
x1, x2 l cc phng n ca quy hoch tuyn tnh.

x l t hp li thc s ca x1, x2
th x1, x2 cng l phng n ti u ca quy hoch tuyn tnh. nh l Nu quy hoch tuyn tnh chnh tc c phng n ti u th th s c t nht mt phng n cc bin l phng n ti u. V d : xt quy hoch tuyn tnh chnh tc
max z(x) = 2x 1 + 3x 2 4 x 1 + 2 x 2 + x 3 = 5 x 1 + 3x 2 = 1 x1 , x 2 , x 3 0
T
13 Vi h A1 A2 ta tnh c x 1 = 3
1 0 10
T
Vi h A1 A3 ta tnh c x 2 = [1 0 1]
1 13 Vi h A2 A3 ta tnh c x 3 = 0 3 3
: z(x2)=2.1+3.0=2 z(x3)=2.0+3.1/3=1
V cc thnh phn ca phng n cc bin l > 0 nn ta chi xt x2 v x3 . Khi
Vy x 2 = [1 0 1] l mt phng n ti u.
T
nh l iu kin cn v mt quy hoch tuyn tnh c phng n ti u l tp cc phng n khng rng v hm mc tiu b chn.
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nh l Nu tp cc phng n ca mt quy hoch tuyn tnh khng rng v l mt a din li th quy hoch tuyn tnh s c t nht mt phng n cc bin l phng n ti u.
3- Phng php hnh hc

T nhng kt qu trn ngi ta c cch gii mt quy hoch tuyn tnh hai bin bng phng php hnh hc thng qua v d sau : V d : xt quy hoch tuyn tnh
max z( x ) = 3x 1 + 2 x 2 x 1 x 2 4 x 1 + 2 x 2 14 5 x 1 + 2 x 2 30 x1 , x 2 0
x2 C B D
x1
A,B,C,D,O l cc im cc bin. Gi tr hm mc tiu ti l : z(A)=3.6+2.0=18 z(B)=3.4+2.5=22 z(C)=3.2+2.6=18 z(D)=3.0+2.8=8 z(O)=3.0+2.0=0 Phng n ti u ca bi ton t c ti B : x1=4 v x2=5
IV- MT V D M U
Xt bi ton quy hoch tuyn tnh :
18
min z(x) = - 5x 1 4 x 2 3x 3 2 x 1 + 3x 2 + x 3 5 4 x 1 + x 2 + 2x 3 11 3x + 4 x + 2 x 8 2 3 1 x1 , x 2 , x 3 0
a bi ton v dng chnh tc bng cch a vo cc bin ph w1, w2, w3 0 ( lm cho cc rng buc bt ng thc thnh ng thc ) . Ta c :
min z(x) = - 5x 1 4 x 2 3x 3 2 x 1 + 3x 2 + x 3 + w 1 = 5 4 x 1 + x 2 + 2 x 3 + w 2 = 11 3x + 4 x + 2 x + w = 8 2 3 3 1 x 1 , x 2 , x 3 , w1 , w 2 , w 3 0
Thc hin vic chuyn v ta c bi ton ban u nh sau :
min z(x) = - 5x 1 4 x 2 3x 3 w 1 = 5 2 x 1 3 x 2 x 3 w 2 = 11 4 x 1 x 2 2x 3 w = 8 3 x 4 x 2 x 1 2 3 3 x1 , x 2 , x 3 , w1 , w 2 , w 3 0
Mt phng n kh thi xut pht ( cha l phng n ti u ) ca bi ton l : x1 = x2 = x3 = 0 w1=5 w2=11 w3 = 8 Gi tr tng ng ca hm mc tiu l z(x) = 0 Ngi ta s ci tin phng n xut pht ny c mt phng n mi tt hn, n lm cho gi tr ca hm mc tiu gim xung. Ngi ta lm nh sau : V h s ca x1 trong hm mc tiu l m v c gi tr tuyt i ln nht nn nu tng x1 t bng 0 ln mt gi tr dng ( cng ln cng tt ) v ng thi vn gi x2 v x3 bng 0 th gi tr ca hm ca hm mc tiu s gim xung. Khi cc bin v tri ca bi ton (I) s b thay i theo nhng phi tho 0 . S thay i ca chng khng nh hng n s thay i ca hm mc tiu. Thc hin tng trn ta c :
w 1 = 5 2 x 1 0 w 2 = 11 4 x 1 0 w = 8 3 x 0 1 3 x2 = x3 = 0
(I)
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5 x 1 2 11 Suy ra : x 1 4 8 x 1 3
Ngi ta chn x 1 = nh sau :
x1
5 2
(dng 1 c chn)
5 nn nhn c mt phng n tt hn c xc nh 2
x 2 = x 3 = w1 = 0 x1 = 5 2 w2 = 1 w3 = 1 2 25 2
Gi tr tng ng ca hm mc tiu l z( x ) =
Bc tip theo l bin i bi ton (I) thnh mt bi ton tng ng bng cch t dng 1 ( dng c chn ) tnh x1 theo cc bin cn li v th gi tr nhn c vo cc dng cn li, ta c :
min z(x) = 25 5 7 1 + w1 + x 2 x 3 2 2 2 2 5 1 3 1 x 1 = 2 2 w 1 2 x 2 2 x 3 (II) w 2 = 1 + 2 w 1 + 5 x 2 1 3 1 1 w 3 = + w 1 + x 2 x 3 2 2 2 2 x1 , x 2 , x 3 , w1 , w 2 , w 3 0
Thc hin tng t nh trn, ngi ta tng x3 t bng 0 ln mt gi tr dng cho php v ng thi vn gi x2 v w1 bng 0 th gi tr ca hm ca hm mc tiu s gim xung. Khi cc bin v tri ca bi ton (II) s b thay i theo nhng phi tho 0 . Ta c :
5 1 x 1 = 2 2 x 3 0 w 2 = 1 0 1 1 w 3 = x 3 0 2 2
nh sau :
x 3 5 x 3 1
x 3 1 ( dng 3 c chn )
Khi ngi ta chn x3=1 nn thu c mt phng n tt hn c xc nh
20
x 2 = w1 = w 3 = 0 x1 = 2 x3 = 1 w2 = 1
Gi tr tng ng ca hm mc tiu l z(x)=-13 Bc tip theo l bin i bi ton (II) thnh mt bi ton tng ng bng cch t dng 3 ( dng c chn ) tnh x3 theo cc bin cn li v th gi tr nhn c vo cc dng cn li, ta c :
min z(x) = -13 + w 1 + 3x 2 + w 3 x 1 = 2 - 2w 1 2 x 2 + w 3 w 2 = 1 + 2w 1 + 5x 2 x = 1 + 3w + x 2w 1 2 3 3 x1 , x 2 , x 3 , w1 , w 2 , w 3 0

n y v khng c h s no ca hm mc tiu l m nn khng th lm gim gi tr ca hm mc tiu theo cch nh trn na. Phng n thu c bc sau cng chnh l phng n ti u ca bi ton. i vi bi ton max, thay cho vic lm tng bin c h s m trong hm mc tiu ngi ta lm tng bin c h s dng cho n khi cc h s trong hm mc tiu hon ton m. (III)
V- DU HIU TI U
1- Ma trn c s - Phng n c s - Suy bin
Xt bi ton quy hoch tuyn tnh chnh tc
min/max Ax = b x 0
z( x ) = c T x
(P)
a- Ma trn c s
Ngi ta gi c s ca bi ton quy hoch tuyn tnh chnh tc (P) l mi ma trn B khng suy bin (c ma trn nghch o) mxm trch ra t m ct ca ma trn rng buc A. Cc ct cn li c gi l ma trn ngoi c s, k hiu l N .
b- Phng n c s - Phng n c s kh thi

B l mt c s ca bi ton (P). Khi , bng cch hon v cc ct ca A ngi ta c th lun lun t A di dng :
21
A=[B N] Do , ngi ta cng phn hoch x v c nh sau : xT = [ xB xN ] c T = [ cB c N ] Mt phng n x ca bi ton (P) tho :
Ax = b
Phng n c s
[B
x B N ] = b Bx B + Nx N = b x N
Ngi ta gi mt phng n c s tng ng vi c s B l mt phng n c bit, nhn c bng cch cho : xN = 0 Khi xB c xc nh mt cch duy nht bng cch gii h phng trnh tuyn tnh bng phng php Cramer : BxB = b xB = B-1b Phng n c s kh thi Mt phng n c s l phng n c s kh thi nu : xB = B-1b 0 C s tng ng vi mt phng n kh thi c gi l c s kh thi . V d : xt bi ton quy hoch tuyn tnh dng chnh tc :
min/ max z( x ) = x1 x 2 + x 3 x 4 + x 5 + x 6 2 x1 + 2 x 4 + x 5 = 20 3x1 + 4 x 2 4 x 4 + x 6 = 10 x1 + 2 x 2 + x 3 + 3x 4 = 28 xj 0 (j = 1,2,...,6)
Ma trn rng buc l

x1 2 A = - 3 1 x2 0 4 2 x3 0 0 1 x4 2 -4 3 x5 1 0 0 x6 0 1 0
C th chn ba ct bt k v kim chng xem c th l c s khng. Mt c s c chn v sp xp li l
22
x5 x6
1 0 0
x3
x4
x1
x2 0 4 2
0 1 0
0 2 2 0 -4 -3 1 3 1
Cc ct x5 x6 x3 to thnh mt ma trn c s . Cc bin tng ng c gi l cc bin (trong) c s . Cc ct x1 x2 x4 to thnh mt ma trn ngoi c s. Cc bin tng ng c gi l cc bin ngoi c s. Mt phng n c s kh thi ca bi ton l : x1 0 x2 0 x3 28 x4 0 x5 20 x6 10
c- Suy bin
Mt phng n c s kh thi c gi l suy bin nu xB = B-1b 0 c nhng thnh phn bng 0. S suy bin l mt hin tng thng xy ra trong mt s bi ton nh bi ton vn ti, dng d liu, ng i ngn nht....... y l hin tng kh phc tp (c nhiu cch gii quyt s c xt sau). V vy trong nhng phn tip theo ta gi s rng phng n c s kh thi l khng suy bin, tc l xB = B-1b > 0 ( dng thc s ) .
2- Du hiu ti u
Theo trn, khi mt bi ton quy hoch tuyn tnh c phng n ti u th tn ti mt c s kh thi (ti u) B* , tc l phng n c s x* tng ng vi B* l phng n ti u. Vn by gi l xc nh mt th tc tm B*. Chng ta s thy rng th tc c suy ra mt cch trc tip t vic chng minh du hiu ti u sau y.
nh l 4 (du hiu ti u)
min/max z( x ) = c T x Ax = b x 0
iu kin cn v mt phng n c s kh thi x c dng :
x B = B 1b 0 x= x N = 0
23
ca bi ton l phng n ti u l :
T T c N = c N c B B 1N 0 T T c N = c N c B B 1N 0 T T
i vi bi ton max i vi bi ton min
Vi : A=[ B | N ] cT= [ cB | cN ] Ngi ta thng gi : cN l chi ph ngoi c s cB l chi ph c s

c N l chi ph trt gim
T c B B 1N l lng gia gim chi ph
T
Chng minh (cho bi ton max)
iu kin
Gi s x* l mt phng n c s kh thi vi ma trn c s B v tho
T T c N = c N c B B 1N 0 T
th cn chng minh x* l phng n ti u, ngha l chng minh rng vi mi phng n bt k ca bi ton ta lun c : z(x) z(x*) Xt mt phng n kh thi x bt k , x tho :
Ax = b x0
x B [B N] = b x N x B 0 x N 0
B l ma trn c s ca phng n c s kh thi x* B c ma trn nghch o l B-1

Bx B + Nx N = b x B 0 xN 0 B -1Bx B + B -1Nx N = B -1b x B 0 xN 0 (B -1B = I)
24
x B + B -1Nx N = B -1 .b x B 0 xN 0 x B = B -1b - B -1Nx N x B 0 xN 0
Tnh gi tr hm mc tiu i vi phng n x ta c : z(x) = cTx

T = cB
T x T T cN B = cB xB + cN xN x N
T T = c B B 1 b B 1Nx N + c N x N
T T T = c B B 1b c B B 1Nx N + c N x N T T T = c B B 1b + (c N - c B B 1N)x N
(1)
V x* l phng n c s kh thi tng ng vi ma trn c s B nn

* x B = B 1 b 0 * x N = 0
Tnh gi tr hm mc tiu i vi phng n c bn x* ta c : z(x*) = cTx*

T = cB
x * T T * T * cN B = cB xB + cN xN * x N
T * T = c B x B = c B B 1b
* ( v x N = 0 )
(2)
T (1) v (2) ta c : z(x) z(x*) Vy x* l phng n ti u.

T v c N c B B 1N 0
iu kin cn
* x B = B 1 b 0 l phng n ti u vi ma trn c s B, cn Gi s x* = x * = 0 N
T T chng minh rng : c N = c N c B B 1N 0 .
( c N l vect c n-m thnh phn) Ta s chng minh iu ny bng phn chng.
25
Gi s rng tn ti mt thnh phn cs ca c N m cs > 0. Da vo cs ngi ta xy dng mt vect x nh sau :

* x = x B B 1Nx N x= B x N = I s 0
Trong >0 v Is l mt vect c (n-m) thnh phn bng 0, tr thnh phn th s bng 1 . Vy
x N = I s 0 x= * 1 1 1 x B = x B B NI s = B b B NI s
Do B-1b 0 nn ngi ta c th chn >0 nh xB > 0 Vy x c chn nh trn s tho : x0 (3) Ta kim chng x tha rng buc ca bi ton bng cch tnh : Ax
(*)
x = [B N] B = Bx B + Nx N x N
( = B( B
* = B x B B 1NI s + NI s
b B 1NI s + NI s
= BB 1b BB 1NI s + NI s = b NI s + NI s =b (4) T (3) v (4) cho thy x l mt phng n kh thi ca bi ton By gi ta ch ra mu thun bng so snh gi tr hm mc tiu ti x v x* . Ta c : z(x) = cTx
T = cB
T x T T cN B = cB xB + cN xN x N
T * T = c B x B B 1Nx N + c N x N T * T T = c B x B c B B 1Nx N + c N x N T * T * T T = c B x B + c N x N c B B 1Nx N + c N x N T * (v c N x N = 0)
T = cB
x * T T T c N B + c N c B B 1N x N * xN
T T = c T x * + c N c B B 1N I s
26
= c T x * + c N I s = c T x * + c N I s = z(x*) + c s > z(x*) ( v c s > 0 )
Vy x* khng phi l phng n ti u nn mu thun vi gi thit . Ch Qua vic chng minh nh l du hiu ti u ta thy rng t mt phng n c s kh thi cha ti u c th tm c cc phng n kh thi cng lc cng tt hn nh lp li nhiu ln cng thc (*). Vn c t l i lng c chn nh th no nhanh chng nhn c phng n ti u. B Xt bi ton quy hoch tuyn tnh chnh tc max z( x ) = c T x
Ax = b x 0
vi B l mt c s kh thi no v x0 l phng n c s tng ng, tc l
x 0 = B 1b 0 x0 = B 0 x N = 0
T T Xt c N = c N c B B 1N . T
T z(x 0 ) = c B B 1b
Nu tn ti mt bin ngoi c s xs sao cho c s >0 vi c s l thnh phn th s ca c N th : a- Hoc l ngi ta c th lm tng mt cch v hn gi tr ca xs m khng i ra khi tp hp cc phng n kh thi, v trong trng hp ny phng n ti u ca bi ton khng gii ni. b- Hoc l ngi ta c th xc nh mt c s kh thi khc l B c phng n c s kh thi x tng ng vi n l tt hn , tc l : z(x0) < z( x ) Chng minh Trong qu trnh chng minh nh l du hiu ti u ta c phng n mi c xc nh nh sau :

x N = I s 0 x= 1 1 1 * x B = x B B NI s = B b B NI s
27
K hiu :
N = B 1N N s l ct s ca N
b = B 1 b
x = b Ns Nh vy ta c : x = B x N = I s
Hai trng hp c th xy ra nh sau : a- Trng hp N s 0 Trong trng hp ny xs c th nhn mt gi tr ln tu m vn m bo xB
0, ngha l x lun lun tho 0 . Khi nh bit gi tr hm mc tiu tng ng

l z(x)
T = cB
x T B T T cN = cB xB + cN xN x N
T T = c B B 1 b B 1 N I s + c N I s T T T = c B B 1 b c B B 1 N I s + c N I s T T = z( x 0 ) + c N c B B 1 N I s
= z( x 0 ) + c N I s = z(x0) + c s vi c s c th ln v hn th gi tr ca hm mc tiu l khng gii ni. b- Trng hp tn ti i=1m sao cho N is > 0 ( N is > 0 l thnh phn th i ca N s ) Trong trng hp ny gi tr ca >0 m xs c th nhn khng th tng v hn v phi m bo xB>0. Gi nh sau :
bi = min , Nis > Nis (i = 1 m)
tr ln nht ca m xs c th nhn c xc nh
br 0 = Nrs
Phng n c s kh thi mi c cc thnh phn nh sau :

x B = b Ns x= x N = I s
28
v gi tr hm mc tiu tng ng l :
z( x) = z( x 0 ) + c s > z( x 0 )
Ghi ch : Trong trng hp bi ton khng suy bin, nu c xc nh mt cch duy nht th phng n mi x c ng m thnh phn khc 0. Tht vy : - Bin xs ang bng 0 trong phng n x0 tr thnh dng tht s v
xs =
- Bin xr ang dng tht s by gi nhn gi tr :
x r = b r Nrs = b r
br Nrs
Nrs = b r b r = 0
Vy phng n mi x l mt phng n c s. N tng ng vi c s B c suy ra t B bng cch thay th ct r bng ct s. Ngi ta ni rng hai c s B v B l k nhau, chung tng ng vi nhng im cc bin k nhau trong tp hp li S cc phng n kh thi ca bi ton.
CU HI CHNG 1
1- Trnh by cc bc nghin cu mt quy hoch tuyn tnh. 2- nh ngha quy hoch tuyn tnh chnh tc. 3- Trnh by khi nim v phng n ca mt quy hoch tuyn tnh. 4- Trnh by c s l thuyt ca phng php hnh hc gii mt quy hoch tuyn tnh hai bin.
29
BI TP CHNG 1
1- Mt nh my cn thp c th sn xut hai loi sn phm : thp tm v thp cun. Nu ch sn xut mt loi sn phm th nh my ch c th sn xut 200 tn thp tm hoc 140 tn thp cun trong mt gi . Li nhun thu c khi bn mt tn thp tm l 25USD, mt tn thp cun l 30USD. Nh my lm vic 40 gi trong mt tun v th trng tiu th ti a l 6000 tn thp tm v 4000 tn thp cun . Vn t ra l nh my cn sn xut mi loi sn phm l bao nhiu trong mt tun t li nhun cao nht. Hy trnh by bi ton quy hoch tuyn tnh cho vn trn.
2- C 3 ngi cng phi i mt qung ng di 10km m ch c mt chic xe p mt ch ngi. Tc i b ca ngi th nht l 4km/h, ngi th hai l 2km/h, ngi th ba l 2km/h. Tc i xe p ca ngi th nht l 16km/h, ngi th hai l 12km/h, ngi th ba l 12km/h. Vn t ra l lm sao thi gian ngi cui cng n ch l ngn nht. Hy trnh by bi ton quy hoch tuyn tnh cho vn trn.
3- Mt nh my sn xut ba loi tht : b, ln v cu vi lng sn xut mi ngy l 480 tn tht b, 400 tn tht ln, 230 tn tht cu. Mi loi u c th bn c dng ti hoc nu chn. Tng lng cc loi tht c th nu chn bn l 420 tn trong
30
gi v 250 tn ngoi gi. Li nhun thu c t vic bn mt tn mi loi tht c cho trong bng sau y : B Ln Cu Ti 8 4 4 Nu chn trong gi 14 12 13 Nu chn ngoi gi 11 7 9
Hy trnh by bi ton quy hoch tuyn tnh nh my sn xut t li nhun cao nht.
4- Mt xng mc lm bn v gh. Mt cng nhn lm xong mt ci bn phi mt 2 gi, mt ci gh phi mt 30 pht. Khch hng thng mua nhiu nht l 4 gh km theo 1 bn do t l sn xut gia gh v bn nhiu nht l 4:1. Gi bn mt ci bn l 135USD, mt ci gh l 50USD. Hy trnh by bi ton quy hoch tuyn tnh xng mc sn xut t doanh thu cao nht, bit rng xng c 4 cng nhn u lm vic 8 gi mi ngy.
5- Mt nh my sn xut hai kiu m. Thi gian lm ra mt ci m kiu th nht nhiu gp 2 ln thi gian lm ra mt ci kiu th hai. Nu sn xut ton kiu m th hai th nh my lm c 500 ci mi ngy. Hng ngy, th trng tiu th nhiu nht l 150 ci m kiu th nht v 200 ci kiu th hai. Tin li khi bn mt ci m kiu th nht l 8USD, mt ci m th hai l 5USD. Hy trnh by bi ton quy hoch tuyn tnh nh my sn xut t li nhun cao nht.
6- Trong hai tun mt con g mi c 12 trng hoc p c 4 trng n ra g con. Sau 8 tun th bn tt c g con v trng vi gi 0,6USD mt g v 0,1USD mt trng. Hy trnh by bi ton quy hoch tuyn tnh b tr 100 g mi trng hoc p trng sao cho doanh thu l nhiu nht.
7- Gii nhng bi ton quy hoch tuyn tnh sau y bng phng php hnh hc :
31
max z = x 1 x 2
a)-
3x 1 + x 2 3 x 1 + 2 x 2 4 x 1 x 2 1 x 1 5 x 2 5
min w = x 1 + x 2
b)-
x 1 2 x 2 6 x 1 2 x 2 4 x 1 + x 2 1 x , x 0 1 2
max z = 5x 1 + 6 x 2
min w = -2x 1 x 2
d)-
c)-
x 1 2 x 2 2 2 x 1 + 3 x 2 2 x , x tuy 1 2
x 1 + 2 x 2 6 x 1 x 2 3 x 1 , x 2 0
max z = 3x 1 + 2 x 2
e)-
max z = 3x 1 4 x 2
2x 1 + x 2 2 3x 1 + 4 x 2 1 x 1 , x 2 0
min/ max z(x) = 4 x 1 + 3x 2 2x 1 3x 2 12 2x 1 + 3x 2 24 3x 1 x 2 14 x + 4 x 9 2 1 2x 1 + x 2 4 x1 , x 2 0
f)-
x 1 x 2 4 2x 1 + x 2 14 x 2 6 x 6 1 x 1 , x 2 0
g)-
32
GII THUT N HNH
CHNG II
GII THUT N HNH Chng ny trnh by mt cch chi tit ni dung ca gii thut n hnh. Sau phn c s l thuyt ca gii thut l cc v d tng ng. Cc v d c trnh by ng theo cc bc ca gii thut. Kin thc trong chng ny cn thit cho vic lp trnh gii quy hoch tuyn tnh trn my tnh. Ni dung chi tit ca chng bao gm : I- GII THUT N HNH C BN 1- C s xy dng gii thut n hnh c bn 2- nh l v s hi t 3- Gii thut n hnh c bn 4- Ch trong trng hp suy bin II- GII THUT N HNH CI TIN 1- Mt cch tnh ma trn nghch o 2- Quy hoch tuyn tnh dng chun 3- Gii thut n hnh ci tin 4- Php tnh trn dng - Bng n hnh III- PHNG PHP BIN GI CI BIN 1- Bi ton ci bin a- Ci bin bi ton quy hoch tuyn tnh b- Quan h gia bi ton xut pht v bi ton ci bin 2- Phng php hai pha 3- Phng php M v cng ln IV- QUY HOCH TUYN TNH SUY BIN 1- Cc v d v quy hoch tuyn tnh suy bin 2- X l quy hoch tuyn tnh suy bin
34
GII THUT N HNH
CHNG II: GII THUT N HNH

I- GII THUT N HNH C BN
Chng ny trnh by mt phng php gii bi ton quy hoch tuyn tnh l phng php n hnh. Phng php n hnh c George Bernard Dantzig a ra nm 1947 cng lc vi vic ng khai sinh ra quy hoch tuyn tnh. y l mt phng php thc s c hiu qu gii nhng bi ton quy hoch tuyn tnh c ln trong thc t. Vi cch nhn hin i tng ca phng php n hnh rt n gin. C nhiu cch tip cn phng php n hnh, chng ny trnh by mt trong cc cch .
1- C s xy dng gii thut n hnh c bn

Xt bi ton quy hoch tuyn tnh chnh tc :
max z(x) = c T x Ax = b x 0
Gi s rng B0 l mt c s kh thi xut pht ca bi ton ( khng nht thit l m ct u tin ca ma trn A ) . Thut ton n hnh c bn c xy dng da trn cc bc sau : abcGn B = B0 v l=0 ( s ln lp ) l = l+1 Vi c s hin thi B tnh :
x B = B 1b x= : phng n c s kh thi tng ng x N = 0

b = B 1 b
T T c N = c N c N B 1N : du hiu ti u T
d-
T T Nu c N = c N c B B 1N 0 th gii thut dng v bi ton c
phng n ti u l x . Ngc li, nu tn ti s sao cho c s > 0 ( c s l thnh phn th s ca c N ) th sang bc e
35
GII THUT N HNH
e-
Tnh : A s = B 1 A s
( As l ct th s ca A )
Nu A s 0 th gii thut dng v phng n ti u khng gii ni. Ngc li, nu tn ti a is A s m a is > 0 th tnh :
bi br , a is > 0 = x s = min a is a rs
( i = 1 m)
a is l cc thnh phn ca A s .
x s l thnh phn th s ca phng n mi x .
Gi xt l bin tng ng vi ct th r ca c s B. Khi bin xs s
nhn gi tr x s > 0 ( vo c s ), bin xt s nhn gi tr x t = 0 ( ra khi c s ). Nh vy phng n mi x tng ng vi c s mi B ( thay i c s ) c xc nh nh sau :

B =B{t}-{s}
gGn B = B v quay v b .
V mt hnh hc, gii thut ny c hiu nh l mt qu trnh duyt qua cc im cc bin ca a din li S cc phng n kh thi ca bi ton. V mt i s, gii thut ny c hiu nh l mt qu trnh xc nh mt chui cc ma trn c s k B0 B1 B2 ......... m cc phng n c s tng ng x0 x1 x2........ l ngy cng tt hn, tc l : z(x0) < z(x1) < z(x2) ............. Ch : Nu c s ban u B0 chnh l m ct u tin ca ma trn A th trong gii thut trn t chnh l r .
2- nh l v s hi t
Vi gi thit bi ton khng suy bin, gii thut n hnh trn y s hi t v phng n ti u sau mt s hu hn ln lp. Bng s thng k ngi thy rng ni chung gii thut n hnh s hi t vi s ln lp t nht phi l t m n 3m ( m l s rng buc ) .
36
GII THUT N HNH
3- Gii thut n hnh c bn

min/max z( x ) = c T x Ax = b x 0
Gi s rng sau khi hon v cc ct trong A ta chn c ma trn c s B tho s phn hoch sau y : A =[B N]
c T = [c B x T = [x B
cN ] xN ]
Gii thut n hnh c bn c thc hin nh sau : a- Tnh ma trn nghch o B-1 b- Tnh cc tham s : . Phng n c s kh thi tt hn
x B = B 1b = b x= x = 0 N
T . Gi tr hm mc tiu z( x) = cB x B
. Ma trn N = B-1N c- Xt du hiu ti u :

T T T T c N = c N c B B 1N = c N c B N T __
__
- Nu c N 0 th kt thc gii thut vi phng n ti u l :

x B = B 1b = b x= x = 0 N
v gi tr hm mc tiu l :
T z( x) = cB x B
- Nu tn ti c s c N m c s > 0 th sang bc d. d- Xc nh ch s ca phn t pivot trong ma trn N

. Xc nh ch s ct s ca pivot
c s = max
{c
> 0 cN
37
GII THUT N HNH
Nu Nis 0 th gii thut dng, bi ton khng c phng n ti u. Ngc li th tip tc. . Xc nh ch s dng r ca pivot
bi br min , Nis > 0 = Nis Nrs

__
(i = 1,2,..., m)
Phn t Nrs trong ma trn N c gi l phn t pivot Trong trng hp bi ton min
c- Xt du hiu ti u :
T T T T c N = c N c B B 1N = c N c B N T __
- Nu
c N 0 th kt thc gii thut vi phng n ti u l :

x B = B 1b = b x= x = 0 N
v gi tr hm mc tiu l :
T z( x) = cB x B
- Nu tn ti c s c N m c s < 0 th sang bc d. d- Xc nh ch s ca phn t pivot trong ma trn N
. Xc nh ch s ct s ca pivot
c s = max | c k |
ck < 0 cN
Nu Nis 0 th gii thut dng, bi ton khng c phng n ti u. Ngc li th tip tc. . Xc nh ch s dng r ca pivot
bi br min , Nis > 0 = Nis Nrs

__
(i = 1,2,..., m)
Phn t Nrs trong ma trn N c gi l phn t pivot e- Thc hin cc hon v : . Ct th s trong ma trn N vi ct th r trong ma trn B
T T . Phn t th s trong c N vi phn t th r trong c B T T . Bin xs trong xN vi bin xr trong x B
f- Quay v (a)
38
GII THUT N HNH
V d : Tm phng n ti u cho bi ton quy hoch tuyn tnh chnh tc sau y bng gii thut n hnh c bn
max z( x ) = 2 x1 + x 2 x1 x 2 + x 3 = 3 x1 + 2 x 2 + x 4 = 6 x 1 + 2 x 2 + x 5 = 2 x j 0 (j = 1,2,3,4,5)
Ta c :
1 1 | 1 A=1 2 | 0 1 2 | 0 N x T = [x1 x2 | x3
T xN
0 1 0 B x4
T xB
0 0 1 x5 ]
3 b = 6 2
cT = [ 2
1
T cN
| 0
0
T cB
Ln lp1 a- Tnh ma trn nghch o B-1
1 0 0 B 1 = B = 0 1 0 0 0 1
b- Tnh cc tham s . Phng n c s kh thi tt hn :
x 3 1 0 0 3 3 x B = x 4 = B 1b = 0 1 0 6 = 6 = b x5 0 0 1 2 2 x= x1 0 xN = = x 2 0
. Gi tr hm mc tiu :
39
GII THUT N HNH
3 z( x) = c x B = [0 0 0] 6 = 0 2
T B
. Tnh ma trn :
1 0 0 1 1 1 1 N = B N = 0 1 0 1 2= 1 2 0 0 1 1 2 1 2
__
c- Xt du hiu ti u :
1 1 c = c c N = [2 1] [0 0 0] 1 2 = [2 1 ] 1 2
T N T N T B __
Chuyn sang bc d d- Xc nh ch s ca pivot . Xc nh ch s ct pivot s :
c s = max c k > 0 c N = max { 2 , 1 } = 2 = c 1

Vy s=1
1 Ma trn ct s=1 trong ma trn N l N1 = 1 1
__
. Xc nh ch s dng pivot r :
bi b1 b 2 b1 3 6 min = min , = min , = 3 = N11 1 1 Nis N11 N21

Vy r = 1 e- Hon v . Ct th s=1 trong ma trn N v ct th r=1 trong ma trn B
T T . Phn t th s=1 trong c N vi phn t th r=1 trong c B T T . Bin th s=1 trong x N vi bin th r=1 trong x B
1 1 | 1 0 0 1 1 | 1 0 0 A=1 2 | 0 1 0 A = 0 2 | 1 1 0 1 2 | 0 0 1 0 2 | 1 0 1
c T = [2 1 | 0 0 0] c T = [0 1 | 2 0 0]
x T = [x 1 x2 | x3 x4 x 5 ] x T = [x 3 x 2 | x1 x4 x5 ]
40
GII THUT N HNH
f- Quay v bc a Ln lp 2 a. Tnh ma trn nghch o B-1
1 0 0 B = 1 1 0 1 0 1
1 0 0 = 1 1 0 1 0 1
x1 1 0 0 3 3 x B = x 4 = B 1b = 1 1 0 6 = 3 = b x5 1 0 1 2 5 x= x 3 0 xN = = x 2 0
. Gi tr hm mc tiu :
3 z( x ) = c x B = [2 0 0] 3 = 6 5
T B
. Tnh ma trn :
1 0 0 1 1 1 1 N = B N = - 1 1 0 0 2 = -1 3 1 0 1 0 2 1 1
__
c- Xt du hiu ti u :
1 1 c = c c N = [0 1] [2 0 0] - 1 3 = [ 2 3] 1 1
T N T N T B __
Chuyn sang bc d d- Xc nh ch s ca pivot . Xc nh ch s ct pivot s :
c s = max c k > 0 c N = max { 3 } = 3 = c 2

Vy s=2
__
41
GII THUT N HNH
- 1 Ma trn ct s=2 trong ma trn N l N2 = 3 1
. Xc nh ch s dng pivot r :
b2 b3 bi b2 3 5 min = min , = min , = 1 = N22 3 1 N22 N23 Nis

Vy r = 2 e- Hon v . Ct th s=2 trong ma trn N v ct th r=2 trong ma trn B
T T . Phn t th s=2 trong c N vi phn t th r=2 trong c B T T . Bin th s=2 trong x N vi bin th r=2 trong x B
1 1 | 1 0 0 1 0 | 1 1 0 0 2 | 1 1 0 A = 0 1 | 1 A= 2 0 0 2 | 1 0 1 0 0 | 1 2 1
c T = [0 1 | 2 0 0] c T = [0 0 | 2 1 0]
x T = [x 3
f- Quay v bc a Ln lp 3 a. Tnh ma trn nghch o B-1
x 2 | x1
x4
x 5 ] x T = [x 3
x 4 | x1
x2
x5 ]
1 - 1 0 B=1 2 0 1 2 1
B 1
1 2 0 3 3 1 1 = 0 3 3 4 -1 1 3 3
42
GII THUT N HNH
1 2 0 3 3 x1 3 4 1 1 x B = x 2 = B 1b = 0 6 = 1 = b 3 3 x5 2 4 x= 4 -1 1 3 3 x 0 x = 3 = N 0 x 4
. Gi tr hm mc tiu :
4 z( x ) = c x B = [2 1 0] 1 = 9 4
T B
. Tnh ma trn :
1 2 0 3 3 1 __ 1 1 N = B 1N = 0 0 3 3 0 4 1 1 3 3
c- Xt du hiu ti u :
1 2 3 3 0 1 1 1 = 3 3 0 4 - 1 3 3
1 2 3 3 __ T T T 1 1 = [ 1 - 1] < 0 : dng c N = c N c B N = [0 0] [2 1 0] 3 3 4 - 1 3 3
Vy phng n ti u s l :
x1 4 x B = x 2 = 1 x 5 4 x 3 0 x N = x = 0 4
Gi tr hm mc tiu l z(x) = 9 vi x1 = 4 v x2 = 1
43
GII THUT N HNH
4- Ch trong trng hp suy bin

Trong trng hp bi ton suy bin, ngha l b r = 0 , ta c : xs =
br a rs
=0
cho nn gi tr ca hm mc tiu khng thay i khi thay i c s, v :

z( x ) = z( x ) + c s x s = z( x )

Vy th, c th sau mt s ln thay i c s li quay tr v c s gp v lp nh vy mt cch v hn. Ngi ta c nhiu cch khc phc hin tng ny bng cch xo trn mt cht cc d liu ca bi ton, s dng th tc t vng, quy tc chn pivot trnh b kh.
II- GII THUT N HNH CI TIN

1- Mt cch tnh ma trn nghch o
Trong gii thut n hnh c bn hai ma trn k B v B ch khc nhau mt ct v vy c th tnh ma trn nghch o B mt cch d dng t B-1 . lm iu ch cn nhn (bn tri) B-1 vi mt ma trn i c s c xc nh nh sau :
1 0 = .. 0 .. 0 0 .. 1 .. .. .. 0 .. .. .. 0 .. a1s a rs a 2s a rs .. 1 a rs .. a ms a rs .. 0 .. 0 .. .. dng r .. 0 .. .. .. 1
1
ct r
Khi :
^ 1
= B 1
Ta thy rng ma trn i c s c thit lp ging nh mt ma trn n v mxm, trong ct r c cc thnh phn c xc nh nh sau :
44
GII THUT N HNH
a is ars
: i vi thnh phn i r. : i vi thnh phn r .
1 a rs
Khi m ma trn c s xut pht l ma trn n v, sau mt s bc i c s B0 B1 B2 ....... Bq tng ng vi cc ma trn i c s 0 1 2 ....q-1 ngi ta c cch tnh ma trn nghch o nh sau :
[B ]
q 1
= 0 .1 ....... q1
2- Quy hoch tuyn tnh dng chun

Quy hoch tuyn tnh dng chun l quy hoch tuyn tnh chnh tc m trong c th rt ra mt ma trn c s l ma trn n v. Quy hoch tuyn tnh chun c dng :
min/ max z( x ) = c T x
[I N] x = b x 0
3- Gii thut n hnh ci tin

T nhng kt qu trn ngi ta xy dng gii thut n hnh ci tin i vi bi ton qui hoch tuyn tnh (max) dng chun nh sau : a- Khi to
A0 = A b0 = b
b- Thc hin bc lp vi k = 0,1,2, ... . Xc nh phng n c s kh thi :
x B = bk k x = x = 0 Nk
k
. Tnh gi tr hm mc tiu :
T T z( x k ) = c B k x B k = c Bk b k
. Xt du hiu ti u :
T c k = c T c Bk A k T
- Nu c k 0 th gii thut dng v :
45
GII THUT N HNH
x B = bk k l phng n ti u xk = x = 0 Nk
T T z( x k ) = c B k x B k = c Bk b k l gi tr hm mc tiu
- Ngc li th sang bc (c) c- Cp nht cc gi tr mi : .Tnh pivot .Tnh ma trn chuyn c s k .Tnh A k +1 = k A k .Tnh b k +1 = k b k .Tng s ln lp k=k+1. Quay v bc b V d Gii bi ton quy hoch tuyn tnh sau y bng phng php n hnh ci tin :
max z(x) = 2x 1 + x 2
x 1 x 2 + x 3 = 3 x 1 + 2x 2 + x 4 = 6 x 1 + 2x 2 + x 5 = 2
xj 0
Bc khi to
(j = 1,2,3,4,5)
1 1 | 1 0 0 A0 = A = 1 2 | 0 1 0 1 2 | 0 0 1 N0 B0
3 b 0 = 6 2
c T = [2 1 | 0 0 0]
T c N0 T c B0
Bc lp k=0
x 3 3 x B 0 = x 4 = b 0 = 6 0 x = x 5 2 x N0 = 0
46
GII THUT N HNH
3 z( x ) = c b 0 = [0 0 0] 6 = 0 2
0 T B0
1 -1 1 0 0 c = c c A 0 = [2 1 0 0 0] [0 0 0] 1 2 0 1 0 = [2 1 0 0 0] 1 2 0 0 1
T 0 T T B0
1 1 1
0
3 6 suy ra pivot : a11 = 1 2
1 0 0 = 1 1 0 1 0 1 1 0 0 1 - 1 1 0 0 1 - 1 1 0 0 A1 = A 0 = 1 1 0 1 2 0 1 0 = 0 3 - 1 1 0 1 0 1 1 2 0 0 1 0 1 1 0 1
0
1 0 0 3 3 b1 = b 0 = 1 1 0 6 = 3 1 0 1 2 5
0
Bc lp k=1
x 1 3 x B1 = x 4 = b1 = 3 1 x = x 5 5 x N1 = 0
3 z( x ) = c b1 = [2 0 0] 3 = 6 5
1 T B1
1 - 1 1 0 0 T c = c T c B1 A 1 = [2 1 0 0 0 ] [2 0 0 ] 0 3 - 1 1 0 0 1 1 0 1
T 1
= [ 0 3 -2 0 0 ]
47
GII THUT N HNH
- 1 3 3 3 suy ra pivot : a 22 = 3 1 5
1 0 1 3 1 1 = 0 0 3 1 0 3 1 1 0 1 3 1 - 1 1 0 0 1 1 A 2 = A1 = 0 0 0 3 - 1 1 0 = 3 1 0 1 1 0 1 0 1 3 1 0 1 3 3 4 1 b 2 = 1 b1 = 0 0 3 = 1 3 1 5 4 0 1 3
Bc lp k=2
x 1 4 x B 2 = x 2 = b 2 = 1 2 x = x 5 4 x N2 = 0
2 1 1 0 3 3 0 1 - 1 1 3 3 0 0 4 - 1 3 3
0 0 1
4 z( x ) = c b 2 = [2 1 0] 1 = 9 4
2 T B2
T c 2 = c T c B 2 A 2 = [2 1 0 0 0 ] [2 1 0 ] T
2 1 1 0 3 3 0 1 - 1 1 3 3 0 0 4 - 1 3 3
0 0 1
= [ 0 0 -1 -1 0 ] : tho du hiu ti u.
48
GII THUT N HNH
Vy kt qu ca bi ton l :
4 1 . Phng n ti u x = x2 = 0 0 4
. Gi tr hm mc tiu z(x) = 9
4- Php tnh trn dng - Bng n hnh

Cc bc thc hin gii thut n hnh ci tin c trnh by ln lt trong cc bng, gi l bng n hnh. Trong thc hnh, cp nht nhng gi tr mi ta c th lm nh sau :
. Tm pivot. . Chia dng cha pivot cho pivot. . Kh cc phn t trn ct cha pivot. . Tnh du hiu ti u. . Tnh gi tr hm mc tiu .
c B0
0 0 0
cT
iB 0
3 4 5
x1
x2
1 1 -1 2 2
-1 2 2 1 1
x3 1 0 0 0
0
x4
0 1 0 0 0
x5 0 0 1 0
0
b0 3 6 2 z(x0)
c0
c B1
2 0 0
cT
iB1
1 4 5
x1
x2
1 0 0 2 0
-1 3 1 1 3
x3 1 -1 1 0
-2
x4
0 1 0 0 0
x5 0 0 1 0
0
b1 3 3 5 z(x1)
c1
49
GII THUT N HNH
c B2
2
iB 2
1
x1
x2
x3
2 3 1 3 4 3 0
x4
x5
0
b2
0
cT
T
0
2 0
0
1 0
1 3 1 3 1 3 0
0
1 0 0
1
4 z(x2) 9
c2
-1
-1
III- PHNG PHP BIN GI CI BIN

1- Bi ton ci bin
a- Ci bin bi ton quy hoch tuyn tnh
Ngi ta c th bin i mt bi ton quy hoch tuyn tnh chnh tc thnh dng chun bng cch cng mt cch ph hp vo v tri ca rng buc i mt bin gi xn+i 0 lm xut hin ma trn n v. V cc bin gi ci bin c nh hng n hm mc tiu nn cng s c s ci bin hm mc tiu. Vy, ngi ta c th bin i bi ton quy hoch tuyn tnh tng qut, gi l bi ton xut pht, thnh bi ton dng chun, gi l bi ton ci bin (m rng) V d : Bin i bi ton quy hoch tuyn tnh sau y thnh dng chun
max z( x ) = 2x 1 + x 2 + x 3 x 4 x 1 + 5 x 2 + 5 x 4 = 25 4 x 2 x 3 + 6 x 4 = 18 3x 2 + 8 x 4 = 28 xj 0 ( j = 1,2,3,4)
Bi ton xut pht c cc bin, ma trn rng buc v chi ph :

x T = [x 1 x2 x3 0 -1 0 1 x4] 5 6 8 - 1] 1 5 A = 0 - 4 0 3 c T = [2 1
50
GII THUT N HNH
Bng cch thm bin gi x5, x6 ln lt vo rng buc 2 v 3 . Ta c bi ton ci bin :

max z( x ) = 2 x 1 + x 2 + x 3 x 4 M( x 5 + x 6 ) x 1 + 5 x 2 + 5 x 4 = 25 4 x 2 x 3 + 6 x 4 + x 5 = 18 3x + 8 x + x = 28 4 6 2 xj 0 ( j = 1,2,3,4 ,5,6)
z ( x ) l hm mc tiu ci bin s c gii thch trong phn tip theo.
Cc bin, ma trn rng buc cc h s v chi ph ca bi ton ci bin l

x T = [x 1 x2 x3 0 -1 0 1 x4 5 6 8 -1 x5 0 1 x6] 1 5 A = 0 - 4 0 3 c T = [2 1 0 0 0 1
-M -M]
b- Quan h gia bi ton xut pht v bi ton ci bin

Ngi ta kim chng rng : - Nu x T = [x 1 x 2 ... x n ] l phng n (ti u) ca bi ton xut pht th
x = [x 1 x 2 ... x n 0 0 ... 0] l phng n (ti u) ca bi ton ci bin tng
T
ng. Vy nu bi ton ci bin khng c phng n ti u th bi ton xut pht cng s khng c phng n ti u. - Nu x = [x 1 x 2 ... x n 0 0 ... 0] l phng n ti u ca bi ton ci bin th x T = [x 1 x 2 ... x n ] l phng n ti u ca bi ton xut pht - Nu bi ton ci bin c mt phng n ti u m trong c t nht mt bin gi c gi tr dng th bi ton xut pht khng c phng n ti u. - Nu bi ton ci bin (dng chun) c phng n ti u th cng s phng n c s ti u. V d 1- Xt bi ton :
T
51
GII THUT N HNH
min z( x ) = x 1 + 2x 2 + x 4 5x 5 3x 3 9x 4 = 0 x 2 7x 3 5x 4 2x 5 = 5 1 2 4 1 2 x 1 x 2 + x 3 + x 4 + x 5 = 3 3 3 3 3 xj 0
khng c phng n ti u . 2- Xt bi ton :
(j = 1,2,3,4, 5)
Bi ton ci bin khng c phng n ti u nn bi ton xut pht cng
min z(x) = 16x 1 + 7x 2 + 9x 3 1 1 2 x 1 x 2 + x 3 = 3 3 3 5x + 5x = 7 1 2 x j 0 (j = 1,2,3)

Phng n ti u ca bi ton ci bin :
[x 1 [x 1
3- Xt bi ton :
x2
x3
x 4 ] = 0
7 5
22 0 15
Phng n ti u ca bi ton xut pht :
x2
7 x 3 ] = 0 5
22 15
min z(x) = 2x 1 + 4x 2 2x 3 x 1 2x 2 + x 3 = 27 2x 1 + x 2 + 2x 3 = 50 x x x 18 2 3 1 x j (j = 1,2,3)
Phng n ti u ca bi ton ci bin :
[x 1
x2
x3
x4
x5
x 6 ] = [0 0 25 43 2 0]
Bi ton xut pht khng c phng n ti u . Hai phng php bin gi ci bin thng dng l phng php hai pha v phng php M v cng ln .
52
GII THUT N HNH
2- Phng php hai pha

Pha 1 Tm phng n ti u cho bi ton ci bin vi hm mc tiu ci bin l : min (tng tt c bin gi ci bin) Pha 2 Tm phng n ti u cho bi ton xut pht vi phng n c s kh thi xut pht l phng n ti u tm c pha 1. pha 2 ny cc bin gi ci bin b loi ra khi ma trn cc h s rng buc, v vect chi ph c cp nht li, do du hiu ti u cng c cp nht li y l phng php thun li cho vic lp trnh ng dng gii thut n hnh ci tin. V d : Xt bi ton quy hoch tuyn tnh
max z( x ) = 3x 1 + 4 x 2 + x 3 8 x 1 + 2 x 2 + 2 x 3 3 7 x 1 + 2 x 2 + 3x 3 3 xj 0 (j = 1,2,3)
a bi ton v dng chnh tc bng cch thm bin ph x4 , x5 ta c
max z( x ) = 3x 1 + 4 x 2 + x 3 8 x 1 + 2 x 2 + 2 x 3 + x 4 = 3 7 x 1 + 2 x 2 + 3x 3 x 5 = 3 xj 0 (j = 1,2,3,4,5)
Ma trn cc h s rng buc l :
1 2 2 1 0 A= khng cha ma trn n v 1 2 3 0 1

p dng phng php n hnh ci bin hai pha nh sau : Pha 1
53
GII THUT N HNH
Thm bin gi (ci bin ) x6 0 vo rng buc th hai c ma trn n v . Khi bi ton ci bin c dng :
min w( x ) = x 6 8 x 1 + 2 x 2 + 2 x 3 + x 4 = 3 7 x 1 + 2 x 2 + 3x 3 x 5 + x 6 = 3 xj 0 (j = 1,2,3,4,5,6)
C ma trn cc rng buc l :
1 2 2 1 0 0 A= c cha ma trn n v 1 2 3 0 1 1
Gii bi ton ci bin bng gii thut n hnh ci tin Khi to
1 2 2 1 0 0 A0 = 1 2 3 0 1 1 8 b0 = 3 7 3
c T = [0 0 0 0 0 1]
Bc lp k=0
c B0
0
iB0
4
x1 1
x2 2
x3 2
x4 1
x5 0
x6 0
b0
-1
cT
0 -1
0 -2
0 -3
0 0
0 1
1 0
8 3 7 3 w(x0)
c0
Bc lp k= 1
7 3
b1 10 9 7 9 w(x1)
c B1
0
iB1
4
x1
x2
x3
x4
x5
x6
2 2 2 1 0 1 3 3 3 3 1 1 1 2 0 3 1 0 3 3 3 3 T c 0 0 0 0 0 1 T 1 0 0 0 0 0 c1 Ta c phng n ti u . Xong pha 1 . Chuyn sang pha 2.
Pha 2
54
GII THUT N HNH
Loi b bin gi ci bin x6 0 Khi to
2 1 2 3 3 0 1 3 A0 = 1 2 1 1 0 3 3 3 10 b0 = 9 7 9
c T = [ 3 4 1 0 0]
Bc lp k=0
c B0
0
iB 0
4
x1
1 3 1 3 3 8 3
x2
2 3 2 3 4 10 3
x3
x4
x5
2 3 1 3 0 1 3
cT
1 0
0 0
c0
Bc lp k=1
b0 10 9 7 9 z(x0) 7 9
c B1
0
iB1
4
x1 0
1 2 3
x2 0
x3 -1
3 2 1
x4 1
x5 1
1 2 0
cT
4 0
0 0
c1
Bc lp k=2
-5
b1 1 3 7 6 z(x1) 14 3
c B2
0 4 cT
iB 2
5 2
x1 0
1 2 3
x2 0 1 4 0
x3 -1 1 1 -3
x4 1
1 2 0
x5 1 0 0 0
c2
Bc lp k=3
-2
b2 1 3 4 3 z(x2) 16 3
c B3
iB 3
x1
x2
x3
x4
x5
b3
55
GII THUT N HNH
-1
cT
T 3
3 0
4 -2
1 -5
0 -2
0 0
1 3 8 3 z(x3) 8
Kt qu ca bi ton cho :
. Phng n ti u
x 1 x 2 x 3 x 4 x 5
8 3 =0 =0
=0 = 1 3
. Gi tr hm mc tiu z(x)=z(x3)= 8
3- Phng php M v cng ln

Phng php M v cng ln ( M l s v cng ln ) tng t nh phng php hai pha, ngoi tr pha 1 hm mc tiu ci bin c dng sau y cho bi ton max/min max [z(x) - M*( tng cc bin gi ci bin) ] min [z(x) + M*( tng cc bin gi ci bin) ] Bng phng php ny, trong qu trnh ti u, cc bin gi ci bin s c loi dn ra khi ma trn c s : tt c u bng 0. Nu trong qu trnh tm phng n ti u m khng loi b c cc bin gi ci bin ra khi c s th bi ton v nghim. So vi phng php hai pha th phng php ny trnh c vic phi cp nht li d liu cho bi ton gc nhng khng tin li bng trong lp trnh ng dng.
V d : Xt bi ton tng t nh trn
56
GII THUT N HNH
max z( x ) = 3x 1 + 4 x 2 + x 3 8 x 1 + 2 x 2 + 2 x 3 + x 4 = 3 x + 2 x + 3x x = 7 2 3 5 1 3 x j 0 (j = 1,2,3,4,5)
Thm bin gi ci bin x6 0 vo rng buc th hai ng thi ci bin hm mc tiu theo nh trn ta c :
max w( x ) = 3x 1 + 4 x 2 + x 3 Mx 6 8 x 1 + 2 x 2 + 2 x 3 + x 4 = 3 x + 2 x + 3x x + x = 7 2 3 5 6 1 3 x j 0 (j = 1,2,3,4,5,6)
Tm phng n ti u cho bi ton ci bin ny bng phng php n hnh ci tin Khi to
1 2 2 1 0 0 A0 = 1 2 3 0 1 1
Bc lp k=0
8 b0 = 3 7 3
x2
c T = [3 4 1 0 0 M]
c B0
0 -M cT
iB 0
4 6
x1
x3
2 3 1
x4
x5
0 -1 0 -M
x6
0 1 -M 0
1 1 3 3+M
2 2 4
1 0 0 0
c0
4+2M 1+3M
b0 8 3 7 3 w(x0) 7M 3 b1 10 9 7 9 w(x1) 7 9
Bc lp k= 1
c B1
0 1 cT
i B1
4 3
x1
x2
x3
0 1 1
x4
x5
2 3 1 3 0 1 3
x6
2 3 1 3 -M 5 M 3
c1
1 3 1 3 3 8 3
2 3 2 3 4 10 3
1 0 0
57
GII THUT N HNH
Do x6 = 0 (v ngoi c s) nn b loi ra khi bng v ta tip tc tm phng n ti u cho bi ton gc cho c phng n c s kh thi c khi to nh sau :
c B0 iB 1
x1
1 3 1 3 3 8 3
x2
2 3 2 3 4 10 3
x3
0 1 1
x4
1 0 0
x5
2 3 1 3 0 1 3
0 1 cT
4 3
c0
b0 10 9 7 9 z(x0) 7 9
Cc bc tip theo c thc hin ging nh phng php hai pha.
IV- QUY HOCH TUYN TNH SUY BIN

Khi thc hin thut ton n hnh trng hp bt thng c th xy ra l khi xc nh bin ra th tn ti t s
bi = 0 , tc l tn ti bi=0, hay khng c t s no a ik
dng tht s. Ngi ta xem y l trng hp suy bin. Khi mt bng n hnh ri vo tnh trng suy bin th c th gy kh khn m cng c th khng khi ta tip tc thc hin thut ton n hnh.
1- Cc v d v quy hoch tuyn tnh suy bin

V d 1 : xt quy hoch tuyn tnh :
min z(x) = 7 + x 1 x 2 x 1 2x 2 2 3 x 1 6 2 x 0 1 x1 , x 2 0
a bi ton v dng chun :

min z(x) = 7 + x 1 x 2 x 1 2 x 2 + x 3 = 2 3 x 1 + x 4 = 6 2 x + x = 0 1 5 x1 , x 2 0
vi ma trn h s l :
58
GII THUT N HNH
x1 1 -3 -2
x2 -2 0 0
x3 1 0 0
x4 0 1 0
x5 0 0 1
b 2 6 0
c cha ma trn n v. p dng thut ton n hnh ci tin ta c : cB 0 0 0 iB 3 4 5

cT
x1 1 -3 -2 1 1
x2 -2 0 0 -1 -1
x3 1 0 0 0 0
x4 0 1 0 0 0
x5 0 0 1 0 0
b 2 6 0 w=7
y l trng hp suy bin, bin vo l x2, n c tng ln n mc vn tha nhng iu kin v du ca cc bin trong c s x3, x3, x5 . l :
x 3 = 2 + 2 x 2 0 x 4 = 6 + 0 x 2 0 x = 0 + 0 x 0 2 3
2 x 2 2 x 2 0 x 0 2
Nh vy x2 c th ln ty nn hm mc tiu khng b gii ni. Vy bi ton khng c phng n ti u. Trng hp ny bng n hnh khng c t s no dng tht s xc nh bin ra. V d 2 : xt quy hoch tuyn tnh :
min z(x) = 7 + x 1 x 2 x 1 + 2x 2 2 3 x 1 6 2 x 0 1 x1 , x 2 0

min z(x) = 7 + x 1 x 2 x 1 + 2 x 2 + x 3 = 2 3 x 1 + x 4 = 6 2 x + x = 0 1 5 x1 , x 2 0
vi ma trn h s l :
59
GII THUT N HNH
x1 1 -3 -2
x2 2 0 0
x3 1 0 0
x4 0 1 0
x5 0 0 1
b 2 6 0
c cha ma trn n v. p dng thut ton n hnh ci tin ta c : cB 0 0 0

cT
iB 3 4 5
c
cB -1
x1 1 -3 -2 1 1 x1 1 2 -3 -2 1 3 2
x2 2 0 0 -1 -1 x2
x3 1 0 0 0 0 x3 1 2 0 0 0 1 2
x4 0 1 0 0 0 x4
x5 0 0 1 0 0 x5
b 2 6 0 w=7 b
iB 2
0 1 0 0
0 0 1 0
1 6 0
0 0
cT
4 5
0 0 -1
w=6
y l bng n hnh ti u. V d 3 : xt quy hoch tuyn tnh :

min w(x) = -3 + 1 3 x 1 2x 2 + x 3 2 2
1 1 x1 + x 3 1 2 2 x 1 + x 2 x 3 0 x1 , x 2 , x 3 0

min w(x) = -3 + 1 3 x 1 2x 2 + x 3 2 2
1 1 x1 + x 3 + x 4 = 1 2 2 x 1 + x 2 x 3 + x 5 = 0 x1 , x 2 , x 3 , x 4 , x 5 0
vi ma trn h s :
60
GII THUT N HNH
x1 1 2 -1
x2
x3 1 2 1
x4
x5
1 0
0 1
1 0
c cha ma trn n v . p dng gii thut n hnh ci tin : cB 0 iB 4 x1 1 2 -1 1 2 1 2 x3 x4 1 1 0 2 1 0 1 3 0 -2 2 3 0 -2 2 x2 vo , x5 ra x2 x5 b
0 1
1 0
0
cT
w=-3 0
cB 0
iB 4
-2
cT
x1 1 2 -1 1 2 3 2
x2 0
1 -2 0
x3 1 2 -1 3 2 1 2
x4
x5
1 0 0 0 0 2
1 0 w=-3
x1 vo , x4 ra cB 1 2 -2
cT
iB
x1
x2
x3
x4
x5
1 2
1 0 1 2 0
0 1 -2 0
1 0 3 2 1
2 2 0 3
0 1 0 2
2 2 w=-6
y l bng n hnh ti u
V d 4 : xt quy hoch tuyn tnh
61
GII THUT N HNH
min z(x) = 10 x 1 + 57 x 2 + 9 x 3 + 24 x 4 0,5 x 1 5,5 x 2 2,5 x 3 + 9 x 4 0 0,5 x 1 1,5 x 2 0,5 x 3 + x 4 0 x 1 1 x1 , x 2 , x 3 , x 4 0
a bi ton v dng chun

min w(x) = 10 x 1 + 57 x 2 + 9 x 3 + 24 x 4 0,5 x 1 5,5 x 2 2,5 x 3 + 9 x 4 + x 5 = 0 0,5 x 1 1,5 x 2 0,5 x 3 + x 4 + x 6 = 0 x + x = 1 7 1 x1 , x 2 , x 3 , x 4 , x 5 , x 6 , x 7 0
vi ma trn h s x1 0,5 0,5 1 x2 -5,5 -1,5 0 x3 -2,5 -0,5 0 x4 9 1 0 x5 1 0 0 x6 0 1 0 x7 0 0 1 b 0 0 1
c cha ma trn n v . p dng phng php n hnh ci tin cB 0 0 0

cT
iB 5 6 7
x1 0,5 0,5 1 -10 -10
x2 -5,5 -1,5 0 57 57 x2 -11 4 11 57 -53 x2 0 1 0 57 0
x3 -2,5 -0,5 0 9 9
x4 9 1 0 24
x5 1 0 0 0 0 x5 2 -1 -2 0 20 x5 -0,75 -0,25 0,75 0 6,75
x6 0 1 0 0 0 x6 0 1 0 0 10 x6 2,75 0,25 -2,75 0 13,25
x7 0 0 1 0 0 x7 0 0 1 0 0 x7 0 0 1 0 0
b 0 0 1 w=0 b 0 0 1 w=0
c
cB -10 0 0
iB 1 6 7
cT
x1 1 0 0 -10 0
24 x1 vo , x5 ra x3 x4 -5 18 2 -8 5 -18 9 24 -41 204 x2 vo , x6 ra x3 x4 -4 0,5 0,5 -2 -0,5 4 9 24 -14,5 98 x3 vo , x1 ra x3 x4
c
cB -10 57 0
iB 1 2 7
cT
x1 1 0 0 -10 0
b 0 0 1 w=0
c
cB
iB
x1
x2
x5
x6
x7
62
GII THUT N HNH
9 57 0
cT
3 2 7
2 -1 1 -10 29
0 1 0 57 0 x2 4 0,5 0 57 9 x2 8 -1,5 0 57 93 x2 -5,5 -1,5 0 57 57
1 0 0 9 0
-8 2 0 24
-1,5 0,5 0 0 -15 x5 0,5 0,25 0 0 -10,5 x5 1 0 0 0 0 x5 1 0 0 0 0
5,5 -2,5 0 0 93 x6 -4,5 -1,25 0 0 70,5 x6 -9 1 0 0 -24 x6 0 1 0 0 0
0 0 1 0 0 x7 0 0 1 0 0 x7 0 0 1 0 0 x7 0 0 1 0 0
0 0 1 w=0 b 0 0 1 w=0 b 0 0 1 w=0 b 0 0 1 w=0
c
cB 9 24 0
iB 3 4 7
cT
x1 -2 -0,5 1 -10 20
-18 x4 vo , x2 ra x3 x4 1 0 0 1 0 0 9 24 0 x5 vo , x3 ra x3 x4 2 0 -0,5 1 0 0 9 24 21 0 x6 vo , x4 ra x3 x4 -2,5 9 -0,5 1 0 0 9 24 9 24 0
c
cB 0 24 0
iB 5 4 7
cT
x1 -4 0,5 1 -10 -22
c
cB 0 0 0
iB 5 6 7
cT
x1 0,5 0,5 1 -10 -10
Bng n hnh hin thi ging vi bng n hnh xut pht : y l hin tng xoay vng .
2- X l trng hp suy bin

Theo cc v d trn, trong trng hp quy hoch tuyn tnh suy bin th sau mt s ln lp c th phng n nhn c vn nh c m khng c s thay i no, c th phng n nhn c tt hn, c th phng n nhn c l mt phng n nhn trc ri v t c xoay vng mi. Do nu khng c bin php phng nga th thut ton n hnh s c th ko di v tn. Khi thc hin thut ton n hnh th hin tng suy bin xy ra khi c s tnh c kh ln nhau lm cho tn ti b i no bng 0. Trong trng hp ny c th c
nhiu bin tha iu kin ca bin ra. Gp trng hp ny cn phi la chn bin ra sao cho trnh c hin tng xoay vng.
63
GII THUT N HNH
Ngi ta thng dng phng php nhiu lon, phng php t vng trnh s tnh c kh ln nhau ny. Trong thc tin tnh ton ngi ta ra mt quy tc x l kh n gin, gi l quy tc Bland, khi dng gii thut n hnh gii cc quy hoch tuyn tnh suy bin, l : Vi xk l bin vo , bin ra xr c chn l bin c ch s nh nht tha iu kin chn bin ra :
bi min , a ik > 0 (i = 1,2,..., m) a ik

V d : Xt quy hoch tuyn tnh suy bin :
min w(x) = 4 x 4 +2 x 5 x 6 + 16 x 7 3
1 x 1 + 3 x 4 2 x 5 x 6 + 12 x 7 = 0 1 1 2 x 2 + x 4 x 5 x 6 + x 7 = 0 2 6 3 x 3 + x 5 + x 6 9 x 7 = 2 x1 , x 2 , x 3 , x 4 , x 5 , x 6 , x 7 0
p dng quy tc Bland ta thy :
cB 0 0
iB 1 2
x1 1 0
x2 0 1
x3 0 0
0 cT
0 0 0
0 0 0
1 0 0
x4 1 3 1 2 0 4 3 4 3
x5 -2
x6 -1
1 6 1
x7 12
2 3 -9
-1
0 2 w=0
1 2 2
-1 -1
16 16
Bin ra c th l x1 hay x2 . Chn x1 cB 4 3 iB 4 x1 3 x2 0 x3 0 x4 1 x5 -6 x6 -3 x7 36

b
64
GII THUT N HNH
0 0 cT
2 3
3 2 0
1 0 0 0
0 1 0 0
0 0 4 3 0
2 1 2 -6
4 3 1
34 3 -9
0 2 w=0
0 4
-1 -5
16 64
Bin ra l x2 cB 4 3 2 iB 4 5 x1 3 2 3 4 3 4 x2 3
1 2 1 2
x3 0
x4 1
x5 0
x6 1
2 3 1 3
x7 2
17 3 10 3
0
4 3
cT
0
1 2
0 3
0 0
2 0
-1 -1
16 w=0 30
Bin ra c th l x4 hay x5 . Chn x4 cB -1 2 0 cT iB 6 5 3 x1 3 2 1 4 5 4 0 -2 Bin ra l x5 x2 3

3 2 3 2
x3 0 0 1 0 0
x4 1
2 3 1 3 4 3 1
x5 0 1 0 2 0
x6 1 0 0 -1 0
x7 2 -7 -4 16 32
0 0 2 w=0
0 6
cB -1 0
iB 6 1
x1 0 1
x2 -6 6
x3 0 0
x4 -3 8 3
x5 6 4
x6 1 0
x7 -40 -28
b 0
65
GII THUT N HNH
0 cT
0 0 0
6 0 -6
1 0 0
3 4 3 13 3
-5 2 81
0 -1 0
31 16
2 w=
-24
Bin ra l x3 cB -1 0 iB 6 1 x1 0 1 x2 54 31 18 31 6 31 x3 40 31 28 31 1 31 x4 27 31 4 93 3 31 4 3 187 93 x5 14 31 16 31 5 31 x6 1 x7 0
b 80 31 56 31 2 31
16
cT
0 0
0
42 31
0
24 31
2
128 31
-1 0
16 w= 0
48 31
n y khng cn hin tng suy bin. Bin vo l x7
66
GII THUT N HNH
CU HI CHNG 2
1- Trnh by c s l thuyt ca thut ton n hnh c bn. 2- nh ngha quy hoch tuyn chun. 3- Trnh by cc bc lp bng n hnh theo php ton trn dng . 4- Ci bin mt quy hoch tuyn tnh tng qut nh th no ? . Cch gii quy hoch tuyn tnh ci bin v quy hoch tuyn tnh gc.
67
GII THUT N HNH
BI TP CHNG 2
1- Tm phng n ti u ca bi ton sau y bng phng php n hnh c bn
max z = 3x 1 + 2 x 2 - x 1 + x 2 4 x 1 + 2 x 2 14 5x 1 + 2 x 2 30 x 1 , x 2 0 min w = x 1 + 2x 3 + x 5 x 1 + x 2 + x 3 + x 4 + x 5 = 5 x 2 + x 3 + x 4 x 5 = 2 x 3 x 4 + x 5 = 1 x 1 , x 2 , x 3 , x 4 , x 5 0
min z = -2x 1 2 x 2 2x 1 + x 2 4 2x 1 + 3x 2 3 4x 1 + x 2 5 x 1 + 5 x 2 1 x 1 , x 2 0
a)-
b)-
c)-
2- Tm phng n ti u ca bi ton sau bng phng php n hnh ci tin a) max z = 5x1 + 3x2 2x1 + 2x2 80 x1 30 x1, x2 0 b) max z = x1 + 2x2 2x1 + 3x2 7 x1 - x2 1 x1 0, x2 0 c) max z = 5x1 + 3x2 + x3 2x1 + 3x2 - x3 4 3x1 - x2 + 2x3 2 x1 + x2 + 3x3 5 x1 0, x2 0, x3 0 3- Tm phng n ti u ca cc bi ton sau bng phng php bin gi ci bin. a) max z = 3x1 - x2 2x1 + x2 100
68
GII THUT N HNH
x1 10 x2 0 b) min w = 3x1 + x2 x1 + x2 3 2x1 5 x1, x2 0 c) max z = 3x1 + x2 - 3x3 x1 + 2x2 - x3 = 2 -10x2 + 5x3 = 5 -3x2 + 2 x3 = 4 xi 0, i = 13
max z = 2x 1 + 6 x 2
min w = -x 1 3x 2 x 1 + x 2 3 x 1 + x 2 1 x 1 + 2x 2 4 x 1 , x 2 0 min w = 2x 1 + x 2 x 1 + x 2 1 x 1 2 x 2 2 x 2 1 x 1 , x 2 0
d)-
x 1 x 2 x 3 2 2 x 1 x 2 + x 3 1 x 1 , x 2 , x 3 0
e)-
max z = x 1 + 3x 2 x 1 x 2 3 x 1 + x 2 1 x 1 + 2 x 2 2 x 1 , x 2 0
f)-
g)-
69
BI TON I NGU
CHNG III BI TON I NGU

Chng ny trnh by trnh by khi nim i ngu, cc quy tc i ngu v gii thut i ngu. y l cc kin thc c gi tr trong ng dng v nh c th gii mt quy hoch tuyn tnh t quy hoch tuyn tnh i ngu ca n. Ni dung chi tit ca chng ny bao gm : I- KHI NIM V I NGU 1- i ngu ca quy hoch tuyn tnh dng chnh tc 2- nh ngha i ngu trong trng hp tng qut 3- Cc nh l v s i ngu a- nh l 1 ( i ngu yu ) b- nh l 2 c- nh l 3 d- nh l 4 ( s i ngu) e- nh l 5 (tnh b sung ) II- GII THUT I NGU
70
BI TON I NGU
CHNG III BI TON I NGU

I- KHI NIM V I NGU
i ngu l mt khi nim c bn ca vic gii bi ton quy hoch tuyn tnh v l thuyt i ngu dn n mt kt qu c tm quan trng v mt l thuyt v c mt thc hnh.
1- i ngu ca quy hoch tuyn tnh dng chnh tc

Xt mt bi ton quy hoch tuyn tnh dng chnh tc
min z(x) = c T x Ax = b x 0
Gi s rng x* l phng n ti u cn tm ca bi ton v x0 l mt phng n ca bi ton th mt cn trn ca gi tr mc tiu ti u c xc nh v : cTx* cTx0 Tuy cha tm c phng n ti u x* nhng nu bit thm c mt cn di ca gi tr mc tiu ti u th ta gii hn c phn no gi tr mc tiu ti u. Ngi ta c lng cn di ny theo cch nh sau : Vi mi vect xT = [x1 x2 ... xn] 0 thuc Rn cha tho rng buc ca bi ton, tc l b Ax 0 ngi ta ni lng bi ton trn thnh bi ton ni lng : min L(x,y) = cTx + yT(b - Ax) x0 yT = [ y1 y2 ... ym] tu Rm Gi g(y) l gi tr mc tiu ti u ca bi ton ni lng, ta c : g(y) = min { cTx + yT(b - Ax) } (x 0)
71
BI TON I NGU
cTx + yT(b - Ax) Trong trng hp x l phng n ca bi ton ban u, tc l : b - Ax = 0 th g(y) cTx Vy g(y) l mt cn di ca gi tr mc tiu bt k nn cng l cn di ca gi tr mc tiu ti u. Mt cch t nhin l ngi ta quan tm n bi ton tm cn di ln nht, l : max g(y) y tu Rm Bi ton ny c gi l bi ton i ngu ca bi ton ban u. Trong phn sau ngi ta s chng minh gi tr mc tiu ti u ca bi ton i ngu bng vi gi tr mc tiu ti u ca bi ton gc ban u. Ngi ta a bi ton i ngu v dng d s dng bng cch tnh nh sau : g(y) = min { cTx+yT(b - Ax) } = min { cTx + yTb - yTAx } = min { yTb + (cT - yTA)x } = yTb + min { (cT - yTA)x } Ta thy :
0 khi c T y T A 0 min (c y A) x = ( x 0) khng xc inh khi c T y T A < 0
T T
(x 0) (x 0) (x 0) (x 0)
Vy ta nhn c : g(y) = yTb vi cT - yTA 0 Suy ra bi tan i ngu c dng : max g(y) = y Tb y T A c T y R m ty Hay l :
72
BI TON I NGU
max g(y) = b T y A T y c y R m ty
2- nh ngha i ngu trong trng hp quy hoch tng qut

Trong trng hp quy hoch tuyn tnh tng qut, nhng quy tc sau y c p dng xy dng bi ton i ngu : - Hm mc tiu i ngu : . max min - Bin i ngu : . Mi rng buc mt bin i ngu - Chi ph i ngu v gii hn rng buc : . Chi ph i ngu gii hn rng buc - Ma trn rng buc i ngu : . Ma trn chuyn v - Chiu ca rng buc v du ca bin : . Rng buc trong bi ton max c du th bin i ngu trong bi ton min c du 0 ( tri chiu ) . Rng buc trong bi ton max c du = th bin i ngu trong bi ton min c du ty . . Rng buc trong bi ton max c du th bin i ngu trong bi ton min c du 0 ( tri chiu ) . Bin ca bi ton max c du 0 th rng buc i ngu trong bi ton min c du ( cng chiu ) . Bin ca bi ton max c du ty th rng buc i ngu trong bi ton min c du = . . Bin ca bi ton max c du 0 th rng buc trong bi ton i ngu min c du ( cng chiu ) Xt cc rng buc dng ma trn ca mt bi ton quy hoch tuyn tnh tng qut nh sau :
73
BI TON I NGU
a11 ... T a i ai1 ... a m1
a12 ... ai2 ... a m2
... a1j ... ... ... aij ... ... ... amj Aj
... a1n ... ... ... ain ... ... ... a mn
x1 x b1 2 = ... ... bi x j ... ... b m x n
K hiu :
aiT l dng th i
Aj l ct th j
(i=1,2,...,m) (j=1,2,...,n)
Khi , mi lin h gia hai bi ton i ngu c th c trnh by nh sau : z(x) = cTx min aiT x = b i w(y) = yTb max yi t do yi 0 yi 0 y Aj cj yTAj cj yTAj = cj
T
Rng buc / Du Cng chiu
aiT x b i a x bi xj 0 xj 0 xj t do
V d
T i
Tri chiu
a- Hai bi ton sau y l i ngu :
max z(x) = 30x 1 + 10 x 2 2x 1 + x 2 4 2x 1 + 2x 2 6 x1 , x 2 0

(P)
min w(y) = 4y 1 + 6 y 2 2y 1 + 2 y 2 30 y 1 + 2y 2 10 y1 , y 2 0
b- Hai bi ton sau y l i ngu : (D)
74
BI TON I NGU
min w(x) = x 1 x 2 + x 3 + 2 x 4 x 1 + 2 x 2 x 3 + 5x 4 6 2x 1 3x 2 + 3x 3 4 x 4 7 3x 1 2 x 2 + 5 x 3 = 9 7x + x 2 x 5 3 4 1 x 1 , x 2 0, x 3 tuy y , x 4 0
(D)
max z(y) = 6y 1 + 7 y 2 + 9 y 3 + 5y 4 y 1 + 2 y 2 + 3y 3 + 7 y 4 1 2y 1 3y 2 2 y 3 1 (P) - y 1 + 3y 2 + 5y 3 + y 4 = 1 5y 4 y 2y 2 2 4 1 y 1 0, y 2 0, y 3 tuy y, y 4 0

i vi cp bi ton i ngu (P) v (D) ch xy ra mt trong ba trng hp sau : - C hai bi ton u khng c phng n ti u . - C hai bi ton u c phng n, lc chng u c phng n ti u v gi tr hm mc tiu i vi hai phng n ti u l bng nhau. - Mt trong hai bi ton khng c phng n, cn bi ton kia th c phng n, khi bi ton c phng n khng c phng n ti u.
3- Cc nh l v s i ngu
a- nh l 1 ( i ngu yu )
Xt hai bi ton i ngu :
max z(x) = c T x (P) Ax = b x 0
min w(y) = b T y (D) A T y c y ty
Nu x l phng n ca bi ton (P)

y l phng n ca bi ton (D)
th z( x ) w ( y ) ngha l gi tr hm mc tiu ca bi ton max khng vt qu gi tr hm mc tiu ca bi ton i ngu min trn cc phng n bt k ca mi bi ton . Chng minh
75
BI TON I NGU
x l phng n ca (P) nn : A x = b
y A x = y b = b T y = w( y )
y l phng n ca (D) nn : A T y c
y A cT y A x c T x = z( x )
T
Vy z( x ) w ( y ) nh l ny c pht biu v chng minh cho hai bi ton i ngu trong trng hp tng qut .
b- nh l 2
x l phng n kh thi ca bi ton (P)
y l phng n kh thi ca bi ton (D)

Nu z( x ) = w ( y ) th x , y ln lt l phng n ti u tng ng ca (P v
(D). Chng minh - Nu x khng l phng n ti u ca bi ton (P) th tn ti mt phng n x sao cho :
z( x ) < z( x )
w ( y ) < z( x ) : iu ny mu thun vi nh l 1.
- Nu y khng l phng n ti u ca bi ton (D) th tn ti mt phng n y sao cho :

w(y) < w(y)
w ( y ) < z( x ) : iu ny mu thun vi nh l 1.
Vy x v y ln lt l phng n ti u ca (P) v (D).
76
BI TON I NGU
c- nh l 3
Nu x* l phng n ti u ca bi ton (P) i vi c s B th phng n ti u y* ca bi ton (D) c tnh bi cng thc :
(y *)T
Chng minh
T = c B B 1
Do x* l phng n ti u ca (P) vi c s B nn tho du hiu ti u

T c T c B .B 1 A 0
T c B .B 1 A c T
(y *)T A c T
y* l mt phng n ca (D)
* x B = B 1b x = x * = 0 N *
Mt khc x* c tnh bi cng thc :
v gi tr mc tiu ti u ca (P) l :
T * z(x*) = cTx* = c B x B
Ta c :
T T w( y * ) = b T y* = b T (c B B 1 ) T = (c B B 1 )b T T * T * = c B (B -1b) = c B x B = c B x B = z( x * )
Theo nh l 2 th y* l phng n ti u ca (D). nh l ny cho php tm phng n ti u ca bi ton quy hoch tuyn tnh i ngu t bi ton gc. Trong :
T - c B c xc nh trong bng n hnh ti u ca (P).
- B-1 gm m ct tng ng vi m ct ca ma trn c s ban u ly t bng n hnh ti u ca bi ton gc.
77
BI TON I NGU
d- nh l 4 ( s i ngu)
Xt hai bi ton i ngu
- Nu (P) v (D) u c phng n kh thi th chng c phng n ti u v gi tr ca hm mc tiu tng ng l bng nhau. - Nu mt trong hai bi ton c phng n ti u khng gii ni th bi ton cn li khng c phng n kh thi. Chng minh - y l kt qu ca nh l 3 . - Gi s rng phng n ti u ca (D) khng gii ni, tc l tn ti mt phng n kh thi y ca (D) sao cho w(y)= bTy nh tu . iu ny cng c ngha l : vi mi M>0 ln tu lun tm c mt phng n kh thi y ca (D) sao cho :
bT y M
Nu (P) c phng n kh thi l x th theo nh l 1 ta c :
z(x) = c T x w(y) = b T y < M

iu ny dn n mu thun
e- nh l 5 (tnh b sung )
Xt hai bi ton i ngu
x , y l phng n kh thi tng ng ca (P) v (D).

iu kin cn v x , y cng l phng n ti u l :
x (A T y c T ) = 0
T
Chng minh - Do x l phng n kh thi ca (P) nn :
78
BI TON I NGU
Ax = b
- Theo kt qu (*) : . Nu x , y l phng n ti u ca (P) v (D) th theo nh l 4
(A x ) T = b T x A T = bT x A T y = bT y x A T y x c = bT y - cT x x ( A T y c) = b T y - c T x
T T T T T
( x T c = c T x) (*)
cT x = bT y cT x bT y = 0 x ( A T y c) = 0
. Nu x ( A T y c) = 0 b T y c T x = 0 b T y = c T x Theo nh l 2 th x , y l phng n ti u .
T
II- GII THUT I NGU

max z(x) = c T x
(P) Ax = b x 0 v (D)
min w(y) = b T y A T y c y tuy y
Chng ta s xt xem gii thut n hnh c bn bit trong chng trc c p dng nh th no i vi bi ton i ngu. Gi s rng B l mt c s ca bi ton (P) tho :
T y = c B B 1 v N T y c N
Nu B cng l mt c s kh thi ca bi ton gc, tc l
x = B 1b = b 0 x= B , th (theo nh l i ngu) y, x ln lt l phng n ti x N = 0

x u ca bi ton i ngu v bi ton gc. Nu khng th x = B khng l phng x N
n ca bi ton gc v x B = b = B 1b khng th 0. tin vic trnh by ta xt (m=3 , n=5) :
79
BI TON I NGU
max z(x) = c 1 x 1 + c 2 x 2 + c 3 x 3 + c 4 x 4 + c 5 x 5
(P)
a11 x 1 + a12 x 2 + a13 x 3 + a14 x 4 + a15 x 5 = b1 a 21 x 1 + a 22 x 2 + a 23 x 3 + a 24 x 4 + a 25 x 5 = b 2 a x + a x + a x + a x + a x = b 32 2 33 3 34 4 35 5 3 31 1 x1 , x 2 , x 3 , x 4 , x 5 0
Cc d liu ca (P) uc trnh by trong bng sau : x1 c1 a11 a21 a31 v bi ton i ngu
min w(y) = b1 y 1 + b 2 y 2 + b 3 y 3 a11 y 1 a12 y 1 a13 y 1 a14 y 1 a15 y 1 + a 21 y 2 + a 31 y 3 c 1 + a 22 y 2 + a 32 y 3 c 2 + a 23 y 2 + a 33 y 3 c 3 + a 24 y 2 + a 34 y 4 c 4 + a 25 y 2 + a 35 y 3 c 5
x2 c2 a12 a22 a32
x3 c3 a13 a23 a33
x4 c4 a14 a24 a34
x5 c5 a15 a25 a35 b1 b2 b3
(D)
y 1 , y 2 , y 3 tuy y
Ngi ta a (D) v dng chnh tc bng cch thm cc bin ph y4 y5, y6, y7, y8 0. Chng khng nh hng n hm mc tiu.
min w(y) = b1 y 1 + b 2 y 2 + b 3 y 3 + 0.y 4 + 0.y 5 + 0.y 6 + 0.y 7 + 0.y 8 a11 y 1 a12 y 1 a13 y 1 a14 y 1 a15 y 1 + a 21 y 2 + a 31 y 3 y 4 = c 1 + a 22 y 2 + a 32 y 3 y 5 = c 2 + a 23 y 2 + a 33 y 3 y 6 = c 3 + a 24 y 2 + a 34 y 4 y 7 = c 4 + a 25 y 2 + a 35 y 3 y 8 = c 5
y 1 , y 2 , y 3 tuy y - y 4 , y 5 , y 6 , y 7 , y 8 0
Cc d liu ca (D) c trnh by trong bng sau :
80
BI TON I NGU
y1 b1 a11 a12 a13 a14 a15
y2 b2 a21 a22 a23 a24 a25
y3 b3 a31 a32 a33 a34 a35
y4 0 -1 0 0 0 0
y5 0 0 -1 0 0 0
y6 0 0 0 -1 0 0
y7 0 0 0 0 -1 0
y8 0 0 0 0 0 -1 c1 c2 c3 c4 c5
Gi s rng m ct u tin ca A l mt c s B ca (P) th hai bng trn c trnh by rt gn nh sau :

T xB T cB T xN T cN
N Bng (P)
yT bT BT NT
y4....y8 0 -Im 0 0 -In-m Bng (D) cB cN
a bi ton i ngu v dng chun ngi ta nhn (bn tri) bng (D) vi bng sau y :
(B ) ( B N)
1
1 T T
0 -In-m
Khi ngi ta c bng kt qu c dng :
81
BI TON I NGU
m yT 0 m n-m Im 0
m y4y5y6
b = B 1 b
n-m y7y8 0 0
()
B 1
T
= B 1N
In-m
cN
(c B ) = (c c
T B T N
1 T
T B
B 1N
Bng ny cho ta mt quy hoch tuyn tnh dng chun vi ma trn n v (c s) tng ng vi cc ct y1 y2 y3 y7 y8 . p dng gii thut n hnh c bn vo kt qu ny cho ta quy tc i c s nh sau : Tnh : b = B 1b 0 a- Nu b 0 th gii thut kt thc, khi :
T y = c B B 1 l phng n ti u ca bi ton i ngu .
x B b x = = l phng n ti u ca bi ton gc . x N 0
b- Nu tn ti r sao cho b r b , b r < 0 th xy ra mt trong hai trng hp sau : - Nu trong dng r ca N c thnh phn < 0 th ngi ta tnh :
cs Nrs cj = min Nrj j : Nij < 0
Nh vy : i vi bi ton i ngu th bin yr i vo c s v bin ys ra khi c s, trong khi i vi bi ton gc th bin xs i vo c s v bin xr ra khi c s. - Nu mi thnh phn trong dng r ca
n bi ton gc khng c phng n. V d : Xt bi ton
N u > 0 th phng n
ti u ca bi ton i ngu l khng gii ni, iu ny (theo nh l i ngu) dn
82
BI TON I NGU
min w(x) = x 1 x 3 x 1 2 x 2 + x 3 = 1 x 1 + 3x 2 + x 4 = 2 x j 0 (j = 1,2,3,4)

Bi ton i ngu ca (D) l :
max z(y) = y 1 + 2 y 2 y 1 + y 2 1 2 y 1 + 3 y 2 0 y 1 1 y 0 2
(D)
(P)
y1, y2 l ty Ta c th chn bi ton (D) hoc (P) gii tm phng n ti u bng phng php n hnh, t suy ra phng n ti u ca bi ton cn li theo kt qu trn. Trong v d ny ta chn bi ton (D) gii v c cha sn ma trn n v. Gii bi ton (D) bng phng php n hnh ci tin ta c :
c B0 iB 0
-1 0
cT
3 4
x1 1
1 1 2
x2 -2
3 0 -2
x3 1
0 -1 0
x4 0
1 0 0
b0 1
2 w(x0) -1
c0
c B1
i B1
x1
5 3 1 3 1 8 3
x2
0 1 0 0
x3
1 0 -1 0
x4
2 3 1 3 0 2 3
-1 0
cT
3 2
c1
b1 7 3 2 3 w(x1) 7 3
Gii thut dng v tho du hiu ti u ca bi ton min. Phng n ti u ca bi ton (D) l :
2 7 x3 = x 1 = 0 x 2 = 3 3 w ( x ) = w ( x 1 ) = 7 3 x4 = 0
83
BI TON I NGU
Suy ra phng n ti u ca (P) l :

2 T 1 3 2 T 1 y = [y 1 y 2 ] = c B B = [ 1 0 ] = 1 1 3 0 3 1 7 z( y ) = b T y = [1 2] 2 = 3 3
84
BI TON I NGU
CU HI CHNG 3
1- Bn hiu nh th no v khi nim i ngu ? 2- Quy hoch tuyn tnh i ngu ca mt quy hoach tuyn tnh chnh tc c dng nh th no ? 3- Bn hy nu ra cc quy tc i ngu. Cho v d . 4- Gi tr hm mc tiu ca hai quy hoch tuyn tnh i ngu th nh th no ? . Chng minh
85
BI TON I NGU
BI TP CHNG 3
1- Xt bi ton quy hoch tuyn tnh max z = 7x1 + 5x2 2x1 + 3x2 19 (P) 2x1 + x2 13 3x2 15 3x1 18 x1 , x2 0 a- Tm bi ton i ngu (D) t bi ton (P) b- Tm phng n ti u cho bi ton (P) c- T bng n hnh ti u ca (P). Hy tm phng n ti u cho bi ton (D) 2- Xt bi ton quy hoch tuyn tnh min w= x1 + x2 x1 - 2x3 + x4 = 2 (D) x2 - x3 + 2x4 = 1 x3 - x4 + x5 = 5 xi 0, i = 15 a- Tm bi ton i ngu ca bi ton (D) b- Tm phng n ti u ca bi ton (D) c- T bng n hnh ti u ca bi ton (D). Hy tm phng n ti u cho bi ton i ngu cu a. 3- Xt bi ton quy hoch tuyn tnh min w = -2x1 - x4 x1 + x2 + 5x3 = 20 (D) x2 + 2x4 5 x1 + x2 - x3 8 xi ty (i=1 4) Tm bi ton i ngu (P) ca bi ton (D). T bi ton (P) hy ch ra rng (P) khng tn ti phng n ti u do (D) cng tn ti phng n ti u. 4- Cho bi ton quy hoch tuyn tnh
86
BI TON I NGU
max z = 2x 1 + 4 x 2 + x 3 + x 4 x 1 + 3x 2 + x 4 1 5 x 2 2 x 4 3 4 x 2 + 4 x 3 + x 4 3 x j 0 (j = 1 4)
(D)
1- Tm bi ton i ngu ca bi ton cho. 2- Gii bi ton cho ri suy ra kt qu ca bi ton i ngu. 5- Cho bi ton quy hoch tuyn tnh
max z = 27x 1 + 50 x 2 + 18 x 3 x 1 + 2 x 2 + x 3 2 2 x 1 + x 2 2 x 3 4 x 1 + 2 x 2 4 x 3 2 x 1 , x 2 tu , x 3 0
(D)
a- Tm bi ton i ngu ca bi ton cho. b- Gii bi ton i ngu ri suy ra kt qu ca bi ton cho.
87
NG DNG QUY HOCH TUYN TNH
CHNG IV NG DNG QUY HOCH TUYN TNH

Chng ny trnh by cc bi ton thy kh nng ng dng rng ri ca quy hoch tuyn tnh. Bi ton tr chi c trnh by mt cch chi tit, cc by ton cn li ch trnh by m hnh. Vic gii cc bi ton ny c nghin cu thm trong cc mn tip theo. Ni dung chi tit ca chng ny bao gm : I- M U II- BI TON TR CHI 1- Tr chi c nghim n nh 2- Tr chi khng c nghim n nh III- BI TON VN TI 1- M u 2- Cc khi nim c bn 3- Bi ton vn ti cn bng thu pht 4- Cc bi ton c a v bi ton vn ti IV- BI TON DNG TRN MNG 1- M u 2- Pht biu bi ton dng trn mng V- QUY HOCH NGUYN 1- M u 2- Bi ton quy hoch nguyn trong thc t
CHNG IV
88
NG DNG QUY HOCH TUYN TNH Trong chng ny, chng ta s tm hiu s lc mt s khi nim v phng php c bn trong l thuyt tr v mt s bi ton thc t m ngi ta s a v bi ton quy hoch tuyn tnh gii .
I- M U
Trong thc t hay gp tnh hung l phi chn mt quyt nh (bp bnh) do phi i mt vi mt i th thng minh v c quyn li i lp vi ta : v d trong cc tr chi tranh chp, trong qun s, trong vn ng tranh c.... Nghin cu vic chn quyt nh trong nhng trng hp i khng ny c tn gi l l thuyt tr chi. y ngi chn quyt nh v i th u c gi l ngi chi. Mi ngi chi c mt tp hp cc hnh ng la chn c gi l chin lc. Chng ta xt mt trng hp n gin l tr chi hai ngi : phn thng s l ci c ca mt ngi v chnh l ci mt ca ngi kia. Gii mt tr chi ngha l tm chin lc tt nht cho mi ngi chi. Hai ngi chi thng c k hiu l A v B, chin lc tng ng ca mi ngi c k hiu l : A : i (i=1m) B : j (j=1n) Gii thng ng vi chin lc (i,j) ca hai ngi c k hiu l aij v c vit thnh mt bng nh sau :
B A 1 2 ... m V d :
1 a11 a21 ... am1
2 a12 a22 ... am2
... ... ... ... ...
n a1n a2n ... amn
89
1 2 -1
0 2 -1
-2 1 0
1 0 3
A 2
3 i vi A :
- Nu A i nc 1 (dng 1) th A s : . Thng 1 im nu B i nc 1 . Thng 0 im nu B i nc 2 . Thng -2 im nu B i nc 3 . Thng 1 im nu B i nc 4 Nhng trng hp cn li l tng t . i vi B : - Nu B i nc 2 (ct 2) th B s : . Thua 0 im nu A i nc 1 . Thua 2 im nu A i nc 2 . Thua -1 im nu A i nc 3 Nhng trng hp cn li l tng t . Nghim ti u ca tr chi, c khi gi tt l nghim, l b chin lc (i*,j*) c tnh cht l nu mt ngi ly chin lc khc cn ngi kia vn gi nguyn th phn thng cho ngi i khc s b thit hi. Gii tr chi c ngha l tm nghim ti u. (thng) (ho) (thua) (thng)
II- BI TON TR CHI

1- Tr chi c nghim n nh
Hai nh chnh tr A v B vn ng tranh c 1 gh ngh vin trong 2 ngy cui quan trng nht hai thnh ph P v Q. Mi ngi phi t k hoch vn ng m khng bit c k hoch ca i phng. Cc c vn a ra 3 chin lc : - mi thnh ph mt ngy - c 2 ngy thnh ph P - c 2 ngy thnh ph Q v nh gi kt qu vn ng tng ng nh sau :
90
B
1 1 1 0 2 0 1 4 5 -1
A 2
3
D liu l tng s phiu, tnh theo n v l ngn, m A s dnh c t B hay ngc li . y l mt trng hp n gin m ngi ta c th gii c bng khi nim chin lc b tri hn nh sau : - i vi A th chin lc 3 b tri hn bi chin lc 1 v 2 v n mang n cho A s im thng t, nn d B c chn chin lc no th A cng vn chn chin luc 1 hoc 2 m b chin lc 3 . Ta c :
1
1 1 1 0 2 0 1
2
4 5 -1
A 2
3
- i vi B th chin lc 3 b tri hn bi chin lc 1 v 2 v n mang n cho B s im thua nhiu nn B b chin lc 3. Ta c :
1
1 1 1 0 2 0 1
2
4 5 -1
A 2
3
- i vi A th chin lc 2 b tri hn bi chin lc 1 v vy A b chin lc 2. Ta c :
91
1 1 0
2 0 1
4 5 -1
A 2
3
- i vi B th chin lc 2 b tri hn bi chin lc 1 v vy B b chin lc 2. Ta c :
1
1 1 1 0 2 0 1
2
4 5 -1
A 2
3
Cui cng th b chin lc (1,1) l nghim ti u ca tr chi vi kt qu l ngi A thu thm c 1 (ngn) phiu t ngi B. Trong nhiu trng hp, khi dng chin lc b tri hn ch mi gim c c ca bi ton m cha gii quyt xong vn t ra. Chin lc MaxiMin v MiniMax Xt v d tng t nh v d trn nhng bng kt qu vn ng c cc c vn nh gi nh sau :
1
1 -3 1 5 -2 0 -2
2
6 2 -4
A 2
3
y l trng hp ngi chn quyt nh ngh l i phng thng minh v c chn quyt nh chng li mnh nn h lun ngh n chin lt n chc , l MaxiMin(A) v MiniMax(B) nh sau : a- MaxiMin(A) A lun xem B l i th thng minh. Khi A i nc i0 (dng i0) th B s chn nc i j0 (ct j0) sao cho A thng im t nht . Ngha l B i vo :
ai0 j0 = Min ai0 j
j
{ }
92
Trong tnh hung A s chn nc i sao cho A thng nhiu im nht. Chin thut ca A l i vo :
i
gA = ai A j A = MaxiMin (A) = max min { aij }

j
A i nc 1 th B s i nc 1 A i nc 2 th B s i nc 2 A i nc 3 th B s i nc 3
: a11=-3 : a22=0 : a33=-4
1
1 -3 1 5 -2 0 -2
2
6 2 -4
A 2
3
Vy MaxiMin(A) = a22 = 0 b- MiniMax(B) B lun xem A l i th thng minh. Khi B i nc j0 (ct j0) th A s chn nc i i0 (dng i0) sao cho B thua im nhiu nht . Ngha l A i vo
ai0 j0 = max aij0
i
{ }
Trong tnh hung B s chn nc i sao cho B thua t im nht. Chin thut ca B l i vo :
j
gB = aiB jB = MiniMax (B) = min max {aij }

i
}
B
1
1 -3 1 5 -2 0 -2
2
6 2 -4
A 2
3
B i nc 1 th A s i nc 3 B i nc 2 th A s i nc 2 B i nc 3 th B s i nc 1
: a31=5 : a22=0 : a13=6
Vy MiniMax(B) = a22= 0 Ln ny ta thy rng : MaxiMin(A) = MiniMax(B) = a22= 0
93
B chin lc (2,2) c gi tr l 0 l nghim ti u ca tr chi v nu ngi no i lch v ngi kia i ng th ngi i ng thu li nhiu hn gi tr ca tr chi. Nghim ti u trong trng hp ny cn c gi l nghim n nh.
2- Tr chi khng c nghim khng n nh

Xt v d tng t nh trn vi bng kt qu c cc chuyn gia nh gi nh sau :
1
1 0 -2 4 3
2
2 -3 -4
A 2 5
3 2
Khi A v B dng chin lc MaxiMin v MiniMax ca mnh th cho kt qu nh sau : MaxiMin(A) = a12 = -2 MiniMax(B) = a13 = 2 V MaxiMin(A) v MiniMax(B) l khc nhau nn tr chi khng c nghim n nh. Ta xem iu g c th xy ra ? - A tnh rng nu B thc hin ng chin lc ca mnh l chn ct 3 th A s chn chin lc 1 thng 2 t B (thay v thng -2)
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
- Lc ny B s suy tnh v thy rng phi chn chin lc 2 thua -2 t A (thay v thua 2).
94
B
1 0 5 2 -2 4 3 2 -3 -4
A 2
3
- n lt A cng thng minh tnh lin c 2 nc, bit c B s chn chin lc 2 nn A s dng chin lc 2 thng 4 t B .
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
- Nhng B cng tnh c iu ny nn s quay li chn chin lc 3 thua 3 t A .
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
- Cng nh B , A cng s tnh c iu ny nn s quay li chn chin lc 1 thng 2 t B.
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
Nh vy ta xoay ng mt vng, v nu c lp lun nh vy th ta s xoay vng mi. Nhng b chin lc nhn c trong khi xoay vng l nhng nghim khng nh. Chin lc hn hp
95
c c li gii ca tr chi khng c nghim n nh ngi ta a ra khi nim chin lc hn hp. Mi ngi chi khng chn mt chin lc thun ty nh trc y m chn mt phn b xc sut s dng tt c cc chin lc. Xt tr chi gia A v B c ma trn im dng c dng tng qut :
1
1
a11 a 21 a 12 a 22
2
... ... ... ...
...
a 1n a 2n
A 2 ...
m Gi s rng :
... a m1
... a m2
... a mn
MaxiMin (A) = ai A j A = gA MiniMax (B) = aiB jB = gB aiA jA aiB jB

Gi : . pi > 0 (i=1 m ) l tn sut nc i th i ca A vi p1 + p2 + ... + pm = 1 . qj > 0 (j=1 n ) l tn sut nc i th j ca B vi q1 + q2 + ... + qn = 1
q1 1
p1 1
a11 a 21 a 12 a 22
q2 2
... ... ... ...
... ...
a 1n a 2n
qn n B
A p2 2 ... ...
pm m
... a m1
... a m2
... a mn
Vn t ra l :
96
-Tm tn sut pi > 0 ca nc i th i (i =1 m) ca A sao cho i vi mi nc i th j ca B s im thng trung bnh ca A khng nh thua gA : p1a1j + p2a2j + ..... + pmamj Cng c ngha l tm pi sao cho : p1a1j + p2a2j + ..... + pmamj g1 gA (j = 1 n) g1 max (j = 1 n)
- Tm tn sut qj > 0 ca nc i th j (j =1 n) ca B sao cho i vi mi nc i th i ca A s im thua trung bnh ca B khng ln hn gB : q1ai1 + q2ai2 + .... + qnain (i = 1 m) Cng c ngha l tm cc qj sao cho : q1ai1 + q2ai2 + ..... + qnain g2 gB g2 min Khi hai bi ton quy hoch tuyn tnh thu c l : (i = 1 m)
1 max g1 min g1 p + p + ... + p = 1 2 m 1 p1a1 j + p2a2 j + ... + pmamj g1 pi > 0 (i = 1 n)

1 min g 2 max g2 q + q + ... + q = 1 2 n 1 q1 a i1 + q 2 a i2 + ... + q n a in g 2 q j > 0 (j = 1 m)
(j = 1 n)
(i = 1 m)
Chia cc rng buc ca bi ton th nht cho g1>0 v t :
xi =
pi g1
(i = 1 m)
Chia cc rng buc ca bi ton th hai cho g2>0 v t :
97
yj =
qj g2
(j = 1 n)
Khi hai bi ton quy hoch tuyn tnh trn tr thnh :
1 min g = x 1 + x 2 + ... + x m 1 (D) a1 j x 1 + a 2 j x 2 + ... + a mj x m 1 x i > 0 (i = 1 m)
(j = 1 n)
1 max g = y 1 + y 2 + ... + y 3 2 (P) a i1 y 1 + a i2 y 2 + ... + a in y n 1 y > 0 (j = 1 m) j
(i = 1 m)
y l hai bi ton i ngu . Chn mt trong hai gii V d : Xt tr chi gia A v B c bng im nh sau :
1
1 2 3 -1 1 3 2 -2 4
2
1 2 -3
Theo chin thut ca A v ca B ta c : MaxiMin(A) = a11 MiniMax(B) = a23 Tng ng lot cc ca bng im ln 4 ta c :
1 A
1 2 3 3 5 7 6 2 8
2
5 6 1
98
Gi pi 0 l tn sut nc i th i ca A (i=1 3) p1 + p2 + p3 = 1 qj 0 l tn sut nc i th j ca B (j=1 3) q1 + q2 + q3 =1 Thc hin tng t nh trn ta c hai bi ton i ngu nh sau :
q1 A
p1 p2 p3 3 5 7 6 2 8
q2
5 6 1
q3
(D)
1 min w = g = x 1 + x 2 + x 3 1 3x 1 + 5 x 2 + 7 x 3 1 6x 1 + 2x 2 + 8x 3 1 5x 1 + 6 x 2 + x 3 1 x1 > 0 , x 2 > 0 , x 3 > 0
(P)
1 max z = g = y1 + y 2 + y 3 2 3y1 + 6 y 2 + 5 y 3 1 5y1 + 2 y 2 + 6 y 3 1 7 y1 + 8y 2 + y 3 1 y1 > 0 , y 2 > 0 , y 3 > 0
Ta chn bi ton (P) gii. a bi ton (P) v dng chun :

1 max z = g = y 1 + y 2 + y 3 + 0.y 4 + 0.y 5 + 0.y 6 2 3y 1 + 6y 2 + 5y 3 + y 4 = 1 5y 1 + 2y 2 + 6y 3 + y 5 = 1 7y 1 + 8y 2 + y 3 + y 6 = 1 y 1 > 0 , y 2 > 0 , y 3 > 0, y 4 > 0 , y 5 > 0 , y 6 > 0
(P)
Dng gii thut n hnh ci tin :
c B0
iB 0
y1
y2
y3
y4
y5
y6
b0
99
0 0 0
cT
T
4 5 6
3 5 7 1 1
6 2 8 1 1
5 6 1 1 1
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
1 1 1
z0
0
c0
c B1
0
iB1
4
y1
y2
y3
32 7 37 7
y4
y5
0 1
y6
3 7 5 7
b1
18 7
1 0
4 7
26 7
2 7
1
cT
8 7
1 7
1 7
1 7
z1
1 0
1
1 7
1
6 7
0
1 7
c1
1 7
c B2
0 1 1
cT
iB 2
4 3 1
y1
y2
y3
0 1 0 1 0
y4
y5
32 37
y6
7 37 5 37
b2
0 0 1 1 0
214 37 26 37
1 0 0 0 0
12 37 2 37 5 37
z2
7 37 1 37
46 37
6 37
1
17 37
y2
0
6 37
0
1 37
c2
7 37
c B3
1 1 1
cT
iB3
2 3 1
y1
y3
0 1 0 1
y4
y5
16 107
y6
7 214 12 107
b3
0 0 1 1
1 0 0 1
37 214 13 107 23 107
6 107 10 107 7 107
9 107 17 107
13 107
z3
100

T
c3
17 214
10 107
9 214
23 107
Phng n ti u ca bi ton (P) l :
1 g 2 y 1 y 2 y 3
= = = =
23 107 q1 7 = g 2 107 q2 6 = g2 107 q3 10 = g 2 107
g 2 q1 suy ra q 2 q 3
= = = =
107 23 7 23 6 23 10 23
Phng n ti u ca bi ton i ngu (D) c tnh bng cng thc sau :
x T = [x 1
x2
T x 3 ] = c B B 1
37 214 13 = [ 1 1 1] 107 23 107
16 107 9 107 17 107
7 214 12 107 13 107
17 = 214
10 107
9 214
17 214 10 23 1 = = b T x = [1 1 1] w= g1 107 107 9 214

Ta c :
101
1 23 w = g = 107 1 x 1 = p1 = 17 g1 214 p 10 x2 = 2 = g1 107 x 3 = p 3 = 9 g1 214
g1 p1 suy ra p 2 p 3
= = = =
107 23 17 46 10 23 9 46
III- BI TON VN TI
1- M u
Bi ton vn ti l bi ton quan trng nht trong cc bi ton quy hoch tuyn tnh. Ngi ta tng kt rng 85% cc bi ton quy hoch tuyn tnh gp trong ng dng l bi ton vn ti hoc m rng ca n. Thut ng bi ton vn ti thng c hiu l bi ton vn chuyn sao cho cc ph nh nht.
2- Cc khi nim c bn
Bi ton vn ti c m t nh l mt bi ton v dng d liu gm tp hp cc nt N c chia thnh hai phn ri nhau : cc nt ngun S v cc nt ch D, tc l :
N = S D S D =
v mi cung (i,j) trong tp cc cung A u c gc trong S v c ngn trong D.
S:Cc nt ngun
D:Cc nt ch
Cc nt thuc S c gi l cc nt ngun (cung), cc nt thuc D c gi l cc nt ch (cu). Mt cch tng qut, bi ton vn ti trnh by c bng th. bi ton vn ti i khi cn c thm gi thit na l mi nt ngun u c cung ni vi mi nt ch. y ta ch cp n bi ton vn ti c thm gi thit ny v s gi tt l bi ton vn ti.
102
i vi bi ton vn ti ngi ta thng k hiu si S l ngun pht nt i(i=1m) dj D l nhu cu thu ca nt j (j=1n) Trong trng hp cc ngun pht khng chuyn ht sang cc nt cu v nhu cu th bi ton vn ti c gi l bi ton vn ti m. C th a mt bi ton vn ti m v mt bi ton vn ti (ng) bng cch thm vo mt nt cu gi th (n+1) vi nhu cu c xc nh nh sau :
dn+1 =
si dj
i=1 j=1
3- Bi ton vn ti cn bng thu pht

a- Thit lp bi ton
C m ni A1, A2,....,Am cung cp mt loi hng vi khi lng tng ng l a1, a2,....,am. Hng c cung cp cho n ni B1, B2,...., Bn vi khi lng tiu th tng ng l b1, b2,....,bn. Cc ph chuyn ch mt n v hng t im pht Ai n im thu Bj l cij . Hy lp k hoch vn chuyn t mi im pht n mi im thu bao nhiu hng : - Cc im pht u pht ht hng - Cc im thu u nhn hng - Tng cc ph phi tr l t nht Gi xij l lng hng chuyn t im pht Ai n im thu Bj , xij 0 . V tng lng hng pht i t mi im pht Ai n mi im thu Bj bng lng hng pht t Ai nn :
x i1 + x i2 + .... + x in = a i (i = 1,2,..., m)
V tng lng hng thu c ti mi im thu Bj t mi im pht Ai bng lng hng cn thu ti Bj nn :
x 1 j + x 2 j + .... + x mj = b ji (j = 1,2,..., n)
tng cc ph l t nht cn phi c :
min z(x) =
c
i j
ij
x ij
Vi cc phn tch trn ta c m hnh ca bi ton nh sau :
103
min z(x) =
c
i=1 j=1
ij
x ij
(1)
n x ij = ai (i = 1,2,..., m) j=1 m x = b (j = 1,2,..., n) j ij i=1 x ij 0

Phng n - Phng n ti u
(2)
(3)
Mt ma trn X=[xij]m.n tha (2) v (3) c gi l phng n, tha thm (1) c gi l phng n ti u.
b- Dng bng ca bi ton vn ti

C th gii bi ton vn ti theo cch ca quy hoch tuyn tnh. Tuy nhin do tnh cht c bit ca bi ton vn ti nn ngi ta ngh ra mt thut ton hiu qu hn. Trc tin ngi ta trnh by bi ton vn ti di dng bng nh sau :
b1 Thu Cc Pht a1 c11 x11 a2 .... ai .... am cm1 xm1 ci1 xi1 .... c21 x21 ....
b2
....
bj
....
bn
c12 x12 c22 x22 .... ci2 xi2 .... cm2 xm2
.... .... .... .... .... .... .... .... .... ....
c1j x1j c2j x2j .... cij xij .... cmj xmj
.... .... .... .... .... .... .... .... .... ....
c1n x1n c2n x2n cin xin .... cmn xmn
Trong bng mi hng m t mt im pht, mi ct m t mt im thu, mi m t mt tuyn ng i t mt im pht ti mt im thu. Dy chuyn - Chu trnh Mt dy cc ca bng m hai lin tip nm trong cng mt hng hoc mt ct, ba lin tip khng cng nm trn mt hng hoc mt ct c gi l mt dy chuyn. Ta thy rng hai lin nhau trong mt dy chuyn c ch s hng hoc ch s ct bng nhau
104
x x
x x
Dy chuyn : (1,2) (1,3) (2,3) (2,4) (4,4) (4,1) Mt dy chuyn khp kn, u tin v cui cng bng nhau, c gi l mt chu trnh.Ta thy rng s trong mt chu trnh l mt s chn. x x x x x
Chu trnh : (1,1) (1,3) (2,3) (2,4) (4,4) (4,1) (1,1) chn - loi Gi s ma trn X=[xij]m.n (i=1,2,...,m) (j=1,2,...,n) l mt phng n ca bi ton vn ti. Nhng trong bng tng ng vi xij >0 c gi l chn, nhng cn li c gi l loi. Phng n c bn Mt phng n m cc chn khng to thnh mt chu trnh c gi l phng n c bn. Mt phng n c m+n-1 chn c gi l khng suy bin, c t hn m+n-1 chn c gi l suy bin. Trong trng hp suy bin ngi ta chn b sung vo phng n c bn mt s loi c lng hng bng 0 phng n c bn tr thnh khng suy bin
c- Gii bi ton vn ti
Xt bi ton vn ti c s lng pht, s lng thu v ma trn cc ph dng bng nh sau :
50 40 70
80 5 3 7
20 4 2 9
60 1 6 11
105
LP PHNG N C BN BAN U Phng n c bn ban u c xc nh bng cch u tin phn phi nhiu nht vo c cc ph nh nht (r,s) ( gi l chn). Khi : nu im pht r pht ht hng th xa hng r ca bng v s lng cn thu ti im s ch cn l bs-ar ; nu im thu s nhn hng th xa ct s ca bng v s lng pht cn li ti im pht r l ar-bs Bng mi thu c c kch thc gim i. Tip tc phn phi nh trn cho n khi ht hng. Cc chn trong qu trnh phn phi, s khng cha chu trnh, l mt phng n c bn. Nu phng n c bn suy bin, cha m+n-1 , th b sung thm mt s " chn 0 " p dng vo bi ton ang xt : 1- Phn vo (1,3) 50 . Hng (1) b xa . Ct (3) cn thu 60-50=10 80 0 5 40 3 70 7 4 2 9 20 10 1 50 6 11
2- Phn vo (2,2) 20 . Ct (2) b xa . Hng (2) cn pht 40-20=20 80 0 5 20 3 70 7 4 2 9 0 20 10 1 50 6 11
3- Phn vo (2,1) 20 . Hng (2) b xa . Ct (1) cn thu 80-20=60 10 4 1 50 0 5 0 3 20 2 20 6 70 7 9 11 4- Phn vo (3,1) 60 . Ct (1) b xa . Hng (3) cn pht 70-60=10 0 0 5 0 3 10 7 20 60 4 2 9 0 20 10 1 50 6 11 60 0
106
5- Phn vo (3,3) 10. Ht hng. 0 0 5 0 3 0 7 20 60 4 2 9 0 20 0 1 50 6 11 10
c 5 c chn, chng to thnh mt phng n c bn khng suy bin v s bng vi m+n-1=3+3-1. THUT TON "QUY 0 CC PH CC CHN" nh l Nu cng vo hng i v ct j ca ma trn cc ph C=[cij] mt s ty ri v sj th bi ton vn ti mi vi ma trn cc ph mi C'=[c'ij=cij+ri+sj] th phng n ti u ca bi ton ny cng l phng n ti u ca bi ton kia v ngc li. Thut ton "Quy 0 cc ph cc chn" gm ba giai on. Giai on 1 : Quy 0 cc ph cc chn Sau khi xc nh c phng n c bn c m+n-1 chn, ngi ta cng vo mi hng i v mi ct j ca ma trn cc ph C=[cij] mt s ri v sj sao cho ma trn cc ph mi C' ti cc chn tha c'ij=cij+ri+sj=0. Tip tc v d trn ta thy : 5 3 20 7 60 s1=-3 4 2 20 9 s2=-2 1 50 6 11 10 s3=-7 r1=6 r2=0 r3=-4
Cc gi tr cng vo phi tha h phng trnh :

1 + r1 + s 3 = 0 3 + r2 + s 1 = 0 2 + r2 + s 2 = 0 7 + r + s = 0 3 1 11 + r3 + s 3 = 0
Chn r2=0 , gii h ta c kt qu trn Ma trn cc ph mi thu c l : 8 8 0 50
107
0 0
20 60
0 3
20
-1 0 10
Giai on 2 : Kim tra tnh ti u Sau khi quy 0 cc ph cc chn nu : cc loi u c cc ph 0 th phng n ang xt l ti u, ngc li th chuyn sang giai on 3 Trong v d ny ta chuyn sang giai on 3. Giai on 3 : Xy dng phng n mi tt hn 1- Tm a vo. a vo l loi (i*,j*) c cc ph nh nht v tr thnh chn Trong v d ny l (2,3). 2- Tm chu trnh iu chnh. Chu trnh iu chnh c tm bng cch b sung (i*,j*) vo m+n-1 chn ban u, khi s xut hin mt chu trnh duy nht, gi l chu trnh iu chnh V. Trong v d ny chu trnh iu chnh l : V : (2,3) (3,3) (3,1) (2,1) (2,3) 3- Phn chn l cho chu trnh iu chnh. nh s th t cc trong chu trnh iu chnh V bt u t (i*,j*). Khi chu trnh iu chnh V c phn thnh hai lp : VC : cc c s th t chn. VL : cc c s th t l. 4- Tm a ra v lng iu chnh. Trong s cc c th t chn chn (r,s) c phn phi t hng nht lm a ra, tr thnh loi. Lng hng xrs a ra gi l lng iu chnh. Trong v d ny a ra l (3,3), lng iu chnh l 10. 5- Lp phng n mi. Phng n mi c c bng cch thm hoc bt lng iu chnh trn chu trnh iu chnh nh sau : c th t chn b bt i lng iu chnh. c th t l c cng thm lng iu chnh. ngoi chu trnh iu chnh khng thay i
108
Trong v d ny ta thy nhng trong chu trnh iu chnh c s thay i nh sau : (2,3) c thm 10 tr thnh 10 (3,3) b bt 10 tr thnh 0 (3,1) c thm 10 tr thnh 70 (2,1) b bt 10 nn tr thnh 10 Khi phng n mi l : 8 0 0 Quay v giai on 1. Giai on 1 : Quy 0 cc ph chn 8 8 0 10 0 20 0 70 3 s1=0 s2=0 Ma trn cc ph mi l : 7 0 0 7 0 3 0 50 0 10 1 0 50 -1 10 0 s3=1 r1=-1 r2=0 r3=0 8 0 3 0 50 -1 10 0
10 70
20
10 70
20
Giai on 2 : Kim tra tnh ti u y l phng n ti u 80 50 40 70 Vi cc ph l : 1.50+3.10+2.20+6.10+7.70=670 Khi s dng phng n ban u 80 50 40 70 th cc ph l : 5 3 20 7 60 20 4 2 20 9 60 1 50 6 11 10 5 3 10 7 70 20 4 2 20 9 60 1 50 6 10 11
109
1.50+3.20+2.20+7.60+11.10=680
4- Cc bi ton c a v bi ton vn ti
C nhiu bi ton thc t c tnh cht khng phi l vn ti nhng c m hnh ton hc l bi ton vn ti. Mt s bi ton nh vy l : a- Bi ton b nhim Gi s tp hp S gm m ngi v tp hp D gm n cng vic (chc v). Cc ph ca vic b nhim ngi iS vo vic jD l cij (i=1m , j=1n). Bi ton t ra l tm cch chia mi ngi ng mt vic sao cho cc ph b nhim l nh nht. Ngi ta t bin (bin trn dng) nh sau :
1 x ij = 0
nung-i i nhn vic j nutr-ng hp khc
th bi ton tr thnh :
min
c
iS jD
ij
x ij
V mi ngi nhn ng 1 vic nn :
x
jD
ij
=1
(i S)
V mi vic ch giao cho mt ngi nn :
x
iS
ij
=1
(j D)
y l bi ton vn ti nhng c thm yu cu l cc bin xij ch ly gi tr 0 hoc 1. Bi ton b nhim cng c khi c gi l bi ton chn (Choice Problem). Nhiu bi ton thc t a dng c m hnh ton hc l bi ton b nhim, chng hn nh bi ton phn b ho lc vo mc tiu cn tiu dit. b- Bi ton vn ti vi cung t hn cu Xt mt bi ton mt bi ton vn ti vi S l tp hp m nt cung v D l tp hp n nt cu m tng ngun cung nh hn tng nhu cu, tc l
si
i=1
d
j=1
Trong trng hp ny tt nhin khng th p ng nhu cu dj cho mi nt j=1n cho nn rng buc c dng bt ng thc thay v l ng thc. Vy :
x
i=1
ij
dj
(j = 1 n)
110
Ngi ta thng a bi ton ny v bi ton vn ti (ng) theo mt trong hai trng hp sau y : 1.Trng hp th nht l c tnh n s thit hi bng tin khi thiu mt n v hng ho nt cu j l rj (j=1n) Lc ny ngi ta a thm vo mt nt cung gi (m+1) vi ngun cung l
s m+1 =
d s
j=1 j i=1
v cc ph tng ng l c(m+1) j = rj (j=1n)
Khi ta nhn c mt bi ton vn ti (ng)
min
m +1 n
c
i=1 j =1
ij
x ij
m+1 x ij = d j (j = 1 n) i=1 n (i = 1 m) x ij = s i j =1 x 0 (i = 1 m + 1, j = 1 n) ij
2.Trng hp th hai l khng tnh n s thit hi do thiu hng nt cu Lc ny ta cng a v bi ton vn ti (ng) nh trn, nhng v khng tnh n s thit hi nn mc tiu s l
min
Ghi ch :
c
i=1 j =1
ij
x ij
Vi bi ton vn ti m, ngun chuyn khng ht sang cc nhu cu, ngi ta c th tnh thm cc ph lu kho mi ngun cho mi n v hng l ci (ng) bng cch thm vo nt cu gi (n+1) th hm mc tiu tr thnh
(n+1)
(i=1m) . Hon ton tng t nh trn, khi a bi ton ny v bi ton vn ti
min c ij x ij
j=1 i=1
n +1 m
Nh vy ta ch cn xt bi ton vn ti (ng)
111
min c ij x ij
j =1 i=1
n +1 m
n (i = 1 m) x ij = s i j=1 m (j = 1 n) x ij = d j i=1 x ij 0 (i = 1 m, j = 1 n)
c- Bi ton vn ti c ng cm y l bi ton vn ti nhng khng phi mi ngun u c cung ni vi mi ch. ngha l c ng cm. Cch a v bi ton vn ti l dng phng php Mln, tc l phng php pht nh sau : Gi E l tp cc cung khng cm, tc l cc cung (i,j), iS, jD v bi ton c thm iu kin xij=0 vi (i,j)E ta a bi ton c cc yu cu
min c ij x ij
j =1 i=1 n +1 m
n (i = 1 m) x ij = s i j=1 m x =d (j = 1 n) j ij i=1 x 0 (i = 1 m, j = 1 n) ij x ij = 0 khi (i, j) E
(*)
v bi ton vn ti bng cch t cc vn chuyn mi nh sau :

c ij c ij = M nu (i, j) E nu(i, j) E
y M l mt s rt ln, c coi l s ln hn mi s gp phi khi tnh ton. Xt bi ton vi cc ph mi nh trn nh sau :
112
min c ij x ij
j =1 i=1
n +1 m
n (i = 1 m) x ij = s i j=1 (**) m (j = 1 n) x ij = d j i=1 x ij 0 (i = 1 m, j = 1 n)

th ta c : nh l : Gi s x * = [x * ]m.n l phng n vn chuyn ti u ca (**) th khi : ij 1. Nu x * = 0 (i, j) E th x * l phng n vn chuyn ti u ca ij bi ton vn ti c ng cm (*) 2. Nu tn ti x kl E m x kl > 0 th bi ton vn ti c ng cm (**) khng c nhim chp nhn c. d- Bi ton vn ti km ch bin trung gian Gi s rng trong m hnh vn ti c mt s im ngun, tc l im sn xut, cho ra mt s sn phm cn phi ch bin trc khi n im cu. Gi s c =1k im ch bin vi kh nng ch bin l a n v sn phm tng ng. Gi cc ph vn chuyn mt n v bn sn phm t i n l c v chuyn mt n v sn phm i t n j l c . Bi ton t ra l lp k hoch vn chuyn tt c cc sn phm qua i ch bin n tt c cc im cu sao cho cc ph nh nht. Gi xij l lng sn phm t i qua ri qua j, ta cn tm x=[ xij]mkn sao cho :
min
(c
i=1 =1 j =1
+ c j ) x ij (i = 1 m) (j = 1 n) ( = 1 k )
k n x i j =1 j=1 m k x i j i=1 =1 m n x i j i=1 j=1 x 0 i j
= si = dj = a
(i = 1 m, = 1 k , j = 1 n)
113
IV- BI TON DNG TRN MNG

1- M u
Nhiu bi ton quy hoch tuyn tnh c th quy v bi ton lm cc tiu ph tn vn chuyn hng trong mt mng (gm cc nt v cc cung ng) sao cho m bo c cc nhu cu mt s nt sau khi bit ngun cung cp ti mt s nt khc. Cc bi ton nh vy c gi l cc bi ton dng trn mng hay bi ton chuyn vn (TransShipment Problem). y l lp bi ton quan trng nht v hay gp nht trong quy hoch tuyn tnh. Lp ny bao gm cc bi ton quen thuc trong thc t nh : - Bi ton vn ti - Bi ton mng in - Bi ton mng giao thng - Bi ton qun l - Bi ton phn b vt t - Bi ton b nhim - Bi ton k hoch ti chnh - Bi ton ng ngn nht - Bi ton dng ln nht - ................. V l mt bi ton quy hoch tuyn tnh nn cc bi ton dng trn mng c th gii c bng bt k thut ton no gii c bi ton quy hoch tuyn tnh, chng hn bng thut ton n hnh nh bit . Tuy nhin, nu tn dng nhng cu trc c bit ca cc bi ton dng trn mng s lm cho phng php n hnh n gin hn v c thc hin nhanh hn.
2- Pht biu bi ton dng trn mng

Mng l mt th c hng k hiu G=(N,A), N l tp cc nt, A l tp cc cung, cng mt s thng tin v s lng b sung nh sau : . bi (iN) biu th ngun t ngoi vo nt i, gi tt l ngun . uij biu th ti nng ca cung (i,j)A . cij biu th cc ph cho mt n v ca dng trn cung (i,j)A
114
. xij biu th lng vn chuyn ca dng trn cung (i,j)A Gi tr tuyt i |bi| c gi l nhu cu ca nt i. Nu bi>0 th nt i c gi l im ngun, nu bi<0 th nt i c gi l im ht. Mt cch hon ton t nhin ngi ta t hai iu kin sau y : a- Tng lng trn dng vo nt i bt k phi bng tng lng trn dng ra khi nt i (lut bo ton dng). Nh vy :
bi +
Trong :
jI(i)
ji
jQ(i)
ij
(i N)
(1)
I(i)= {nt j / cung (j,i)A} : nhng nt c cung ni n nt i O(i)= {nt j / cung (i,j)A} : nhng nt c cung ni t nt i n n b- Dng trn cung l khng m v khng vt qu ti nng ca cung. Nh vy :
0 x ij uij
(i, j) A
(2)
Mi vect x c cc thnh phn xij , (i,j)A, c gi l mt dng. Dng x tho iu kin (1) v (2) c gi l dng chp nhn c. Ly tng ca (1) theo cc nt i ta c :
b
iN
=0
(3)
iu ny c ngha l tng dng t bn ngoi vo mng phi bng tng dng t mng ra ngoi. Nu iu ny iu ny khng tho th bi ton l khng chp nhn c. Mc tiu ca bi ton l lm cc tiu cc ph dng trn mng, tc l :
min
(i, j)A
ij
x ij
(4)
trong cc tiu ly trn mi dng chp nhn c. Nh vy ta nhn c mt bi ton quy hoch tuyn tnh nh sau :
115
min
(i, j)A
ij
x ij
b i + x ji = jI(i) 0 x ij uij
jO(i)
ij
(i N) (i, j) A
V- QUY HOCH NGUYN

1- M u
Quy hoch nguyn (Integer Programming) , vit tt l IP, l bi ton quy hoch m trong tt c hoc mt phn cc bin b rng buc ch ly gi tr nguyn. Trng hp th nht c gi l quy hoch nguyn hon ton (Pure Integer Programming PIP), trng hp th hai c gi l quy hoch nguyn b phn (Mixed Integer Programming MIP). Tuy vy thut ng quy hoch nguyn c dng chung cho c hai trng hp. Mng cc bi ton c v n gin nht m cng l quan trng nht trong lp cc bi ton quy hoch nguyn l cc bi ton chn cc quyt nh (chn/khng chn). Chng hn nh bi ton b nhim, bin quyt nh vic b nhim nhn gi tr nh sau :
1 nu ng-i i nhn cng vic j x ij = 0 nu ng-i i khng nhn cng vic j
V cc bin quyt nh thng ch nhn mt trong hai gi tr nn bi ton ny cn c gi l bi ton quy hoch nguyn nh phn (Binary Integer Programming) . Mt tng t nhin gii bi ton quy hoch nguyn l c gii nh mt bi ton quy hoch tuyn tnh tng qut tm b qua rng buc bin phi nguyn. Khi tm c phng n ti u th s lm trn n c phng n ti u nguyn gn ng. Phng php ny c th p dng trong thc t nhng phi ch n hai nguy c sau y : - Mt l phng n ti u c lm trn khng chp nhn c i vi bi ton quy hoch nguyn. - Hai l phng n ti u c lm trn chp nhn c nhng c th gi tr mc tiu tng ng l rt xa vi mc tiu ti u ca bi ton quy hoch tuyn tnh nguyn.
116
2- Bi ton quy hoch nguyn trong thc t

a- Bi ton bal
Mt nh thm him mang theo mt bal ch cha c mt trng lng khng qu b. C n loi vt dng phi mang theo. Mi vt loi vt i c trng lng l ai v gi tr s dng l ci. Hi ng ta phi chn la cc vt mang theo nh th no c gi tr s dng l ln nht ? Gi xi (i=1n) l s lng vt loi i m ng ta mang theo th m hnh ton ca bi ton bal ny l quy hoch nguyn nh sau :
max z =
c x
i=1 i
n ai x i b i=1 x 0 v nguy n (i = 1 n) i
V mt ton hc th nu hm mc tiu l min z hoc rng buc l ng thc th bi ton cng gi l bi ton bal. Bi ton bal c dng c bit v n gin v ch c mt rng buc ngoi rng buc du v tnh nguyn. Ngi ta nghin cu c nhiu cch gii ring cho bi ton v a bi ton quy hoch nguyn v bi ton bal gii.
b- Bi ton sn xut c l ph c nh
Gi s mt nh my c k hoch s sn xut n sn phm. Chi ph sn xut sn phm j=1n gm l ph c nh kj , khng ph thuc vo s lng sn phm j, v cc ph cj i vi mi n v sn phm j. Gi xj 0 l lng sn phm j=1n s sn xut th chi ph sn xut sn phm j s l :
k j + c j x j c j (x j ) = 0
mc tiu sn xut vi chi ph cc tiu s l :
nu x j > 0 nux j = 0
min z =
c (x )
j =1 j j
Trong trng hp ny hm mc tiu z l hm phi tuyn vi cc i s l xj (j=1n) mc d cc rng buc thc t nh nguyn liu, th trung,.... u l tuyn
117
tnh nn bi ton rt kh gii. Ngi ta c th a bi ton ny v bi ton quy hoch tuyn tnh nguyn b phn bng cch a vo cc bin ph nh phn nh sau :
1 yj = 0
nu x j > 0 nux j = 0
(1)
biu th yj (j=1n) l bin nh phn c lp, khng ph thuc vo xj nh trong (1) ngi ta a vo mt rng buc tuyn tnh nh sau : xj Myj (j=1n) y M>0 v rt ln rng buc xj l tha. Khi hm mc tiu v rng buc trn tr thnh :
min z =
(k y
j =1 j
+ c jx j )
(2)
0 x j My j 0 y j = 1
Tht vy :
- Nu xj > 0 th yj khng th bng 0 nn yj =1 - Nu xj = 0 th yj = 0 hoc yj=1 Nhng v kj>0 ( nu kj= 0 th khng cn a vo bin ph yj) v hm mc tiu l min z nn thut ton tm phng n ti u lun ly yj=0 v phng n vi xj=0 v yj=1 khng th l ti u. Khi vit cc rng buc tuyn tnh khc vo ta c bi ton quy hoch tuyn tnh nguyn b phn.
118
CU HI CHNG 4
1- Trnh by chin lc b tri hn. 2- Trnh by chin lc MaxiMin v MiniMax. 3- Xy dng quy hoch tuyn tnh trong trng hp khng c nghim n nh. 4- Trnh by cc giai on gii bi ton vn ti.
119
BI TP CHNG 4
1- Tm phng n ti u cho bi ton l thuyt tr chi c ma trn im c cho nh sau : 2 -1 -2 3 5 -5 -2 4 0 -1 -2 3
2- Gii bi ton vn ti c ma trn cc ph 100 80 20 60 2 5 6 70 1 3 2 40 4 2 1 30 3 6 5
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CNG MN HC

CHNG III : BI TON I NGU

L THUYT C BN V QUY HOCH TUYN TNH

CHNG I L THUYT C BN V QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

CHNG I L THUYT C BN V QUY HOCH TUYN TNH

I- GII THIU BI TON QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

V chi ph b ra mua thc n phi l thp nht nn yu cu cn c tha mn l :

V lng dinh dng th i thu c phi tha yu cu bi v dinh dng loi

a11 x 1 + a12 x 2 + ... + a1n x n b1 a 21 x 1 + a 22 x 2 + ... + a 2n x n b 2 .......................................... a m1 x 1 + a m2 x 2 + ... + a mn x n b m x j 0 (j = 1,2,..., n)

2- Bi ton lp k hoch sn xut

L THUYT C BN V QUY HOCH TUYN TNH

V yu cu li nhun thu c cao nht nn ta cn c :

a11 x 1 + a12 x 2 + ... + a1n x n b1 a 21 x 1 + a 22 x 2 + ... + a 2n x n b 2 .......................................... a m1 x 1 + a m2 x 2 + ... + a mn x n b m x j 0 (j = 1,2,..., n)

L THUYT C BN V QUY HOCH TUYN TNH

Cc vn chuyn tt c hng ho n tt c kho s l :

Theo yu cu ca bi ton ta c m hnh ton sau y :

m (j = 1,2,..., n) x ij = d j i=1 x 0 (i = 1,2,..., m) (j = 1,1,..., n) ij

II- QUY HOCH TUYN TNH TNG QUT V CHNH TC

L THUYT C BN V QUY HOCH TUYN TNH

min/ max z = n a ij x j j=1 n a ij x j j=1 n a ij x j j=1 x j 0 x j 0 x ty j = bi bi bi

(II) Cc rng buc ca bi ton

Gi ai (i=1m) l dng th i ca ma trn A, ta c :

L THUYT C BN V QUY HOCH TUYN TNH

2- Quy hoch tuyn tnh dng chnh tc

(I) (II) (III)

n (i = 1,2,..., m) a ij x j = b i j=1 (j = 1,2,..., n) x j 0

(I) (II) (III)

L THUYT C BN V QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

AB= {x = A + (1-)B vi [0,1] }

Tp hp rng v tp hp ch c mt phn t c xem l tp hp li. nh l Giao ca mt s bt k cc tp hp li l mt tp hp li. nh l Nu S l mt tp hp li th S cha mi t hp li ca mt h im bt k trong S.

L THUYT C BN V QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

Tp li a din l mt tp hp li. Nu tp li a din khng rng v gii ni th l mt a din li

(I) (II) (III)

min/ max z(x) = c 1 x 1 + c 2 x 2 + ... + c n x n x 1 A 1 + x 2 A 2 + ... + x n A n = b x 0

L THUYT C BN V QUY HOCH TUYN TNH

x1, x2 l cc phng n ca quy hoch tuyn tnh.

V cc thnh phn ca phng n cc bin l > 0 nn ta chi xt x2 v x3 . Khi

L THUYT C BN V QUY HOCH TUYN TNH

3- Phng php hnh hc

L THUYT C BN V QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

Khi ngi ta chn x3=1 nn thu c mt phng n tt hn c xc nh

L THUYT C BN V QUY HOCH TUYN TNH

min z(x) = -13 + w 1 + 3x 2 + w 3 x 1 = 2 - 2w 1 2 x 2 + w 3 w 2 = 1 + 2w 1 + 5x 2 x = 1 + 3w + x 2w 1 2 3 3 x1 , x 2 , x 3 , w1 , w 2 , w 3 0

b- Phng n c s - Phng n c s kh thi

L THUYT C BN V QUY HOCH TUYN TNH

Ma trn rng buc l

C th chn ba ct bt k v kim chng xem c th l c s khng. Mt c s c chn v sp xp li l

L THUYT C BN V QUY HOCH TUYN TNH

L THUYT C BN V QUY HOCH TUYN TNH

i vi bi ton max i vi bi ton min

Vi : A=[ B | N ] cT= [ cB | cN ] Ngi ta thng gi : cN l chi ph ngoi c s cB l chi ph c s

Chng minh (cho bi ton max)

B l ma trn c s ca phng n c s kh thi x* B c ma trn nghch o l B-1

L THUYT C BN V QUY HOCH TUYN TNH

x B + B -1Nx N = B -1 .b x B 0 xN 0 x B = B -1b - B -1Nx N x B 0 xN 0

Tnh gi tr hm mc tiu i vi phng n x ta c : z(x) = cTx

V x* l phng n c s kh thi tng ng vi ma trn c s B nn

Tnh gi tr hm mc tiu i vi phng n c bn x* ta c : z(x*) = cTx*

Tnh gi tr hm mc tiu i vi phng n c bn x* ta c : z(x) = cTx

T (1) v (2) ta c : z(x) z(x) Vy x l phng n ti u.

= c T x * + c N I s = c T x * + c N I s = z(x) + c s > z(x) ( v c s > 0 )