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Trang
Mc lc
Chng 1
M hnh bi ton ti u
Bi tp chng 1 .........................................................................................................................20
Chng 2. Tp phng n ca bi ton ti u ....................................................................22
1. MT S K HIU V NH NGHA ......................................................................................22
2. PHNG N C S CHP NHN C .........................................................................23
2.1 nh ngha ............................................................................................................................ 23
2.2 S tn ti phng n c s chp nhn c ........................................................................ 24
2.3 Tiu chun ti u.................................................................................................................. 24
4. C IM CA TP PHNG N ......................................................................................27
5. PHNG PHP HNH HC ..................................................................................................28
5.1 Ni dung phng php ......................................................................................................... 28
5.2 V d .................................................................................................................................... 29
Bi tp chng 2 ........................................................................................................................... 32
3. CC NH L I NGU ........................................................................................................65
4. THUT TON N HNH I NGU...................................................................................69
Chng 5. Bi ton vn ti ......................................................................................................73
1. PHT BIU BI TON, S TN TI CA NGHIM TI U .............................................73
1.1 Pht biu bi ton ................................................................................................................. 73
1.2 S tn ti nghim ti u........................................................................................................ 74
a b
i1
j1
a b
i1
......................................................... 84
j1
......................................................... 84
6. MT S V D ........................................................................................................................85
Chng 6. Gii bi ton ti u trn my tnh
1. GII BI TON TI U .........................................................................................................86
2. GII BI TON VN TI ........................................................................................................89
Trang
Chng 1
M hnh bi ton ti u
1. PHN LP BI TON
1.1. Nghin cu ban u
* Biu din bi ton:
Input: Thng tin u vo
Output: Kt qu u ra
1.2. Phn lp bi ton.
Ti sao phi phn lp bi ton?
liu sc mnh !
Li ch ca vic phn lp ?
Bi ton cha
c li gii
Cc Bi
ton
Bi ton khng
gii c
Bi ton c
li gii
Bi ton gii
c
Bi ton d
gii
Bi ton kh
gii
Bi ton c li gii:
Bi ton c th gii c
(Unary Hard).
P NP.
C A.
cng kh.
Trang
(i=1,2,...,m) v (j=1,2,..., n)
b l nhu cu ti thiu v loi dinh dng i
i
Trang
i2 2
.........................................................
Lng dinh dng i thu c t thc n n l : a x
in n
i2 2
in n
(i=1m)
Nguyn liu
d tr
I
II
III
18
30
25
A
2
5
1
B
3
4
6
10
2x 3y 18
5x 4y 30
x 6y 25
x 0, y 0
2.2.2.2 M hnh ca 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 :
a l lng nguyn liu loi i dng sn xut 1 sn phm loi j (i=1,2,...,m) v
ij
(j=1,2,..., n)
b l s lng nguyn liu loi i hin c
i
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 x 0 l s lng sn phm th j s sn xut (j=1,2,...,n)
j
i1 1
in n
Trang
11
i2 2
in n
a x +a x +...+a x b
i1 1
i2 2
in n
(i=1,2,...,m)
2.2.3 Bi ton vn ti
2.2.3.1 V d
C mt loi hng cn c vn chuyn t hai kho (trm pht) P1 v P2 ti ba ni tiu th
(trm thu) l T 1, T2, T3. Bng di y cho bit s lng hnh cn vn chuyn ii mi kho
v s lng hng cn nhn mi ni tiu th v cc ph vn chuyn mt n v hnh t
mi kho ti ni tiu th tng ng.
Trm pht
P1
P2
Lng thu
Trm thu
T1
5
2
35
T2
2
1
25
T3
3
1
45
Lng pht
30
75
Trang
12
30
x11 x12 x13
x 21 x 22 x 23 75
x 21
35
x11
x12
x 22
25
xij 0, i 1, 2 v j=1, 2, 3
s d
i
i1
j1
c x
j1
i j ij
z
i1
c x
j1
ij
ij
Trang
13
II
Mu ct
III
IV
T1 di 1.8 mt
400
T2 di 1.4 mt
400
T3 di 1.0 mt
1300
Loi on cn
S on cn c
2x2 x5 400
x2 2x3 3x 4 1300
Tng s thp tha l: f 0.2x1 0.8x 4 0.6x5 (mt).
Bi ton trn c pht biu nh sau:
Tm cc bin s x1,x2,x3 ,x 4 ,x5 sao cho:
x 3 x 5 400
2x1
2x 2
x 5 400
x 2 2x 3 3x 4 1300
x j 0 j 1..5
Trang
14
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.
Cc rng buc ca bi ton (cc rng buc cng bc)
(II)
Ngi ta thng trnh by bi ton quy hoch tuyn tnh di dng ma trn nh sau:
Trang
15
Ngi ta gi:
A l ma trn h s cc rng buc.
T
16
a x
j1
ij
bi aij x j bi
j1
n
aij x j bi
n
j1
aij x j bi n
j1
a x b
ij j
i
j1
Trang
17
n
aij x j xni bi
aij x j bi j1
j1
x ni 0
n
aij x j xni bi
aij x j bi j1
j1
x ni 0
bin khng m:
x j x j x j vi x j 0, x j 0
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.
Chuyn i bi ton min v bi ton max nh sau:
max f x : x D
Tng ng vi bi ton:
min f x : x D
Ngha l li gii ca bi ton ny cng l li gii ca bi ton kia v ngc li.
f x min f x f x max f x
x X
x X
Trong x l phng n ti u.
Trang
18
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 :
Ta c:
Hay
Trang
19
Bi tp chng 1
1. Mt x nghip c th s dng ti a 510 gi my cn, 360 gi my tin v 150 gi my
mi ch ti ba loi sn phm A, B v C. ch to mt n v sn phm A cn 9 gi
my cn, 5 gi my tin, 3 gi my mi; mt n v sn phm B cn 3 gi my cn, 4 gi
my tin; mt n v sn phm C cn 5 gi my cn, 3 gi my tin, 2 gi my mi. Mi
sn phm A tr gi 48 nghn ng, mi sn phm B tr gi 16 nghn ng v mi sn phm
C tr gi 27 nghn ng. Vn t ra l x nghip cn ch to bao nhiu n v sn phm
mi loi tng s gi tr sn phm x nghip thu c l ln nht vi iu kin khng
dng qu s gi hin c ca mi loi my.
bin th:
Trong 1 kg T1 c 3 n v dinh dng D1, 1 n v dinh dng D2
Trong 1 kg T2 c 4 n v dinh dng D1, 2 n v dinh dng D2
Trong 1 kg T3 c 2 n v dinh dng D1, 3 n v dinh dng D2
Cho bit gi mua 1 kg T1 l 15 nghn ng, 1 kg T2 l 12 nghn ng, 1 kg T3 l 10 nghn
ng v mi ba n cho gia sc cn ti thiu 160 n v dinh dng D1 v 140 n v dinh
dng D2. Vn l tm s lng kg T1,T2 ,T3 cn mua chi ph mua thc n cho mt
ba ca gia xc l t nht.
a) Lp m hnh bi ton ti u tuyn tnh cho vn trn
b) a bi ton ti u tuyn tnh thu c v dng chnh tc
3. Mt nh my cn thp c th sn xut 2 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 ti u cho
vn trn.
4. Mt xng lm ca st c nhng thanh thp di 12 mt, cn ct thnh 8 on di 4 mt, 5
on di 5 mt v 3 on di 7 mt. C 5 mu ct nh sau:
Mu 2: 1 on 4 mt v 1 on 5 mt, tha 3 mt
Mu 3: 1 on 4 mt v 1 on 7 mt, tha 1 mt
Mu 4: 2 on 5 mt, tha 2 mt
Trang
20
Trang
21
Chng 2
Tp phng n ca bi ton ti u
1. MT S K HIU V NH NGHA
Bi ton ti u dng chnh tc:
n
c, x c j x j max / min
j 1
Ax b
x0
Chng ta thng hay s dng cch vit di dng ma trn - vect ca bi ton.
K hiu:
c l vect h s hm mc tiu
b l vect iu kin
Ax = b gi l h rng buc c bn
x 0 gi l rng buc du (day rng buc trc tip) ca bi ton ti u chnh tc.
A x
j1
D x : Ax = b, x 0
f x c ' x*, x D
c gi l phng n ti u, cn gi tr f* cx * - gi tr ti u ca bi ton.
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22
B A j1,A j2 ,...,A jm ca n.
x j 0, j JN J/ JB
Khi :
Cc bin x j , j J B c gi l cc bin c s (cc bin c gi tr khc 0)
Cc bin x j , j J N - cc bin phi c s (cc bin c gi tr bng 0)
Cch xc nh cc bin c s
1. Chn mt c s B ca ma trn A
2. t xN 0 .
3. Xc nh xB t h phng trnh B.xB b
V d: Xt bi ton ti u tuyn tnh sau:
x3
x6
3
3x 2 x 3
x7 6
x j 0; j 1..7
Xt c s
B A 4 ,A 5, A 6 ,A 7 E4 . Phng n c s tng ng vi n l
23
max/min c x : Ax = b, x 0
2.2 S tn ti phng n c s chp nhn c
im x i nu:
x i xi 1x1 2 x 2 ... n xn
i1
x x1 1 x2
0 1
Nu 0 1 th x c gi l t hp li tht s.
n
- on thng: Tp hp tt c cc t t hp li ca 2 im bt k x1,x 2 R c gi l on
thng ni x1 v x 2 .
K hiu:
x1x2 x x1 1 x 2, 0,1
24
x x1 1 x2
0 1
x1
x2
Nu x l t hp li ca cc im x j j 1..m v mi im x j li l t hp li ca cc
x + (1-)y S x, y, [0,1]
a) Tp li
b) Tp khng li
X
iI
Xi vi Xi X cng li.
nh l 3.3: Nu S l mt tp hp li th S cha mi t hp li ca mt h im bt k
trong S.
3.3 im cc bin ca mt tp hp li
n
x1,x2 S v 0 1 ch xy ra vi x0 x1 x2 .
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25
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, y 2,..., y p p m . 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.
3.4.2. Siu phng - Na khng gian
A=[a ]
ij
m.n
l ma trn cp m*n
Ai x bi
Ai x bi
V d: Trong R2 mt na khng gian c xc nh bi phng trnh:
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26
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.
4. C IM CA TP PHNG N
nh l 4.1: Tp hp cc phng n ca mt bi ton ti u 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 4.2: Tp hp cc phng n ti u ca mt quy hoch tuyn tnh l mt tp li.
Xt bi ton ti u chnh tc:
ton.
T
27
x l t hp li thc s ca x1,x 2
th x1,x 2 cng l phng n ti u ca quy hoch tuyn tnh.
nh l 4.5. Nu bi ton ti u 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 bi ton ti u chnh tc sau:
4x1 2x 2 x 3 5
x1 3x 2 1
x ,x ,x 0
1 2 3
Vi h A1 A2 ta tnh c
1
13
x1
, , 0
10
3
Vi h A1 A3 ta tnh c
x 2 1, 0, 1
Vi h A A ta tnh c
1 13
x3 0, ,
3 3
Cc rng buc:
a x a x b
i1 1 i2 2 i
D a j1x1 a j2 x 2 b j
xi ,x j ,.. 0
Trang
28
Nhn xt:
Tp phng n ca bi ton ti u nm trong gc phn t th nht x1Ox 2
Mi bt phng trnh ai1 x1 ai 2 x2 bi , a j1 x1 a j 2 x2 b j u c xc nh thng qua
cc phng trnh ng thng tng ng l ai1 x1 ai 2 x2 bi v a j1 x1 a j 2 x2 b j vi
min xc nh nm v mt pha ca ng thng ng vi bt ng thc.
Tp phng n l mt a gic li hoc mt a gic tri ra v tn (a gic khng
ng).
Qu tch cc im x1 , x2 ti hm mc tiu f nhn gi tr xc nh c1 x1 c2 x2 z
ng thng ny vung gc vi vc t c c1 , c2 gi l ng mc. Vi mi gi tr
z thay i ta c h cc ng mc song song.
Khi ta di chuyn ng mc theo mt phng thc no s dn n s thay i
gi tr ca hm mc tiu.
Thut ton
Bc 3:
V ng mc c1 x1 c2 x2 z vi mt gi tr z c nh (gi tr z ty )
Xc nh hng tng hoc gim ca ng mc (da trn phng php
xc nh min du trong mt phng)
Chn x ' x1 ', x2 ' , tnh gi tr c1 x1 ' c2 x2 ' z ' .
So snh z, z:
Nu z < z hng di chuyn lm tng gi tr hm mc tiu
Nu z > z hng di chuyn lm gim gi tr hm mc tiu
Trang
29
f x 3x1 2x 2 max
x1 x 2 4
x 2x 14
1
2
5x1 2x 2 30
x1,x 2 0
A,B,C,D,O l cc im cc bin. Gi tr hm mc tiu ti l:
Gii:
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, x2 5
V d 2:
21x1 24 x2 max
3x1 x2 33
x x 13
D= 1 2
5 x1 8 x2 80
x1 , x2 0
3x1 x2 33
Chn x1 = 0 x2 = 33
im (0, 33)
Chn x2 = 0 x1 = 11
im (11, 0)
x1 x2 13
Chn x1 = 0 x2 = 13
im (0, 13)
Chn x2 = 0 x1 = 13
im (13, 0)
Trang
30
5x1 8x2 80
Chn x1 = 0 x2 = 10
im (0, 10)
Chn x2 = 0 x1 = 16
im (16, 0)
* V ng mc vi gi tr chn z = 168
21x1 24 x2 168
Chn x1 = 0 x2 = 7
im (0, 7)
Chn x2 = 0 x1 = 8
im (8, 0)
Phng n ti u: x* = (8, 5)
x1 8, x2 5
Kim tra bng i s nh sau:
5 x1 8 x2 80
x1 x2 13
3x2 15 x2 5, x1 8
Trang
31
V d 3
f x 2x1 x2 min
1
2
3
4
5
x1 2x 2 2
2x1 3x 2 6
4x1 5x 2 20
x 0
1
x 2 0
Hy gii bi ton bng phng php th.
Kt qu:
45 8
x* x1,x 2 , ,
11 11
f*
82
11
Bi tp chng 2
Gii nhng bi ton ti u sau y bng phng php hnh hc:
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32
Chng 3
a din li D c mt s hu hn nh.
) tnh c lng:
k z jk c j ck
jJ
k J th x l phng n ti u ca bi ton ti u.
2. THUT TON N HNH DNG BNG
Khng lm gim tnh tng qut, ta xt bi ton ti u dng chnh tc
n
c, x c j x j max
j 1
Ax b
x0
Trong : A l ma trn c kch thc m x n, b l vct c kch thc m x 1.
Thut ton ca phng php n hnh c thc hin nh sau:
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33
Ak z jk A j
j J
b. i vi mi k J , tnh cc c lng:
k z jk c j ck
jJ
Bc 3:
a. Nu k J k 0 x l phng n ti u. Dng thut ton
b. Ngc li, sang bc 4
Bc 4:
a. Nu k J k 0, z jk 0, j J bi ton ti khng c nghim ti u (z khng b
chn trn).
Dng thut ton.
b. i vi mi k J sao cho k 0 , tn ti j J : z jk 0 chn:
s min k | k 0
a vc t As vo c s.
Xc nh:
xj
x
| z js 0 r
zrs
zrs
s min
a vc t A r ra khi c s.
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34
ng
2. k 0, k J
3. x ti u
Sai
Sai
4.
s min k | k 0, k J
k 0,
ng
z jk 0, j J
Khng c phng n ti u
xj
| z js 0
zrs
s min
In kt qu
10. Dng
Bin i bng
Cj
d tnh ton, ngi ta thc hin th tc n hnh theo bng sau gi l bng n hnh:
Cj
Cr
Ck
Cs
C1 C2
Cm
C s
Phng n
A1
A2
Ar
Am
Ak
As
C1
A1
x1
z1k
z1s
C2
A2
x2
z2k
z2s
Cj
xj
z jk
z js
xr
zrk
Ar
Cr
zrs
Cm
Am
xm
zmk
zms
Trang
35
s min k | k 0
Ri chn trong s cc dng ct ct s nhng s dng dng r m t s;
xj
x
| z js 0 r
zrs
zrs
s min
Ct s gi l ct xoay . Vc t A s c a vo c s.
Dng r gi l dng xoay. Vc t Ar c a ra khi c s.
Phn t zrs 0 l giao ca ct xoay v dng xoay gi l phn t trc.
Cc phn t z js , j s gi l phn t xoay.
Ta thu c bng n hnh mi t bng n hnh c bng cch thay cr , Ar trong dng
xoay bng cs , As . Sau thc hin php bin i di y:
1. Chia mi phn t dng xoay cho phn t trc (c s 1 v tr trc), kt qu thu
c l dng chnh.
2. Ly mi dng khc tr i tch ca dng chnh nhn vi phn t xoay tng ng
(c s 0 mi v tr ca ct xoay).
3. Dng mi = Dng c tng ng Dng chnh x phn t xoay
Lu rng sau php xoay th v tr s ta thu c s 0 v lc ny A s tr thnh vc t
nh v c s, ngha l ta lm mt i s m nh nht dng cui cng ca bng c.
Ton th php bin i trn gi l php xoay quanh trc zrs . Sau khi thc hin php xoay
ta c mt phng n mi v mt c s mi. Nu cha t yu cu ngha l cn k 0 th ta
li tip tc qu trnh.
2.2 V d
V d 1: Gii bi ton ti u dng chun tc bng phng php hnh hc & phng php
n hnh.
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36
f x x1 4x2 max
2x1 3x 2 22
x x 10
1
2
x2 6
x1,x 2 0
a. Gii bng phng php hnh hc
+ Gii phng trnh:
22
1
7 ; x2 0 x1 11
7
3
x1 x2 10 . Cho x1 0 x2 10 ; x2 0 x1 10
x2 6
x1 4x 2 4 . Cho x1 0 x2 1 ; x2 6 x1 4
x3 0, x 4 0, x5 0
Trang
37
f x x1 4x 2 0x 3 0x 4 0x 5 max
22
2x1 3x 2 x 3
x x
x4
10
1
2
x2
x5 6
x j 0; j 1..5
x1 = x2 = 0 l cc bin phi c s
x3 22, x 4 10, x5 6 l cc bin c s
1
0
0
A 3 0 ;A 4 1 ;A 5 0
0
0
1
Vi cc vect c s l:
Lp bng n hnh:
Cj
C s
Phng n
A1
A2
A3
A4
A5
A3
22
A4
10
s= 2
A5
r =5
f=0
-1
-4
Cj
C s
Phng n
A1
A2
A3
A4
A5
A3
-3
A4
-1
s= 1
A2
r =3
f=0
-1
Cj
C s
Phng n
A1
A2
A3
A4
A5
A1
1/2
-3/2
A4
-1/2
A2
f=0
1/2
5/2
38
21x1 24 x2 max
3x1 x2 33
x x 13
D= 1 2
5 x1 8 x2 80
x1 , x2 0
21x1 24 x2 0 x3 0 x4 0 x5 max
33
3x1 x2 x3
x x
x4
13
1 2
D=
x5 80
5 x1 8 x2
x j 0, j 1..5
Ta c phng n cc bin xut pht:
vi A3 0 ; A4 1 ; A5 0 l cc vc t c s
0
0
1
24
A1
A2
A3
A4
A5
33
A4
13
s= 2
A5
80
r =5
f=0
-21
-24
Cj
C s
Phng n
A3
0
0
Tnh:
Tnh:
k z jk c j ck
jJ
Trang
39
s min k | k 0
Tm:
xj
x
| z js 0 r
zrs
zrs
s min
Ta c s = 2, r = 5.
Chia dng xoay cho phn t trc
21
24
A1
A2
A3
A4
A5
33
A4
13
s= 2
A5
10
5/8
1/8
r =5
f=0
-21
-24
Cj
C s
Phng n
A3
0
0
Thay A5 bng A2. Cc dng khc thc hin bin i quay quanh phn t trc chnh.
21
24
A1
A2
A3
A4
A5
23
19/8
-1/8
A4
3/8
-1/8
A2
10
5/8
1/8
f=240
-6
Cj
C s
Phng n
A3
0
24
Ct phng n bin i:
33 33 10*1 = 23;
13 13 10*1 = 3;
Ct A1:
3 3 5/8 * 1 = 19/8;
1 1 5/8 * 1 = 3/8
Ct A2:
1 1 1* 1 = 0;
1 1 1* 1 = 0
Ct A3:
1 1 0* 0 =1
0 0 0* 0 = 0
Ct A4:
..
21
24
A1
A2
A3
A4
A5
33
A4
13
s= 2
A5
80
r =5
f=0
-21
21
-24
24
0
0
0
0
0
0
Cj
C s
Phng n
A3
0
0
Cj
C s
Phng n
Trang
40
A1
A2
A3
A4
A5
A3
23
19/8
-1/8
A4
3/8
-1/8
24
A2
10
5/8
1/8
f=240
-6
Phng n
21
24
A1
A2
A3
A4
A5
Cj
C s
A3
23
19/8
-1/8
A4
3/8
-1/8
24
A2
10
5/8
1/8
f=240
-6
Phng n
21
24
A1
A2
A3
A4
A5
Cj
C s
A3
-19/3
2/3
21
A1
8/3
-1/3
S=2
24
A2
-5/3
1/3
R=4
f=288
16
- 4x1 3 x2 6
x 3 x 15
2
D= 1
x1 4 x2 4
x1 , x2 0
i.
- 4x1 3x2 6 .
Cho x1 0 x2 2 ;
x 2 0 x1
x1 3x2 15 .
Cho x1 0 x2 5 ;
x2 0 x1 15
x1 4 x2 4 .
Cho x1 0 x2 1;
x2 0 x1 4
Trang
41
x2 0 x1 2
18x1 6 x2 0 x3 0 x 4 0 x5 max
6
- 4x1 3 x2 x3
x 3x
x4 15
2
1
D=
x 4 x2
x5 4
1
x j 0; j 1..5
Lp bng n hnh:
18
A1
A2
A3
A4
A5
-4
A4
15
-1
s= 1
A5
-4
r =5
f=0
-18
-6
Cj
C s
Phng n
A3
0
0
Trang
42
18
A1
A2
A3
A4
A5
-4
-13
A4
19
-1
A1
-4
f=0
-78
Cj
C s
Phng n
A3
0
18
nn trong qu trnh thc hin thut ton khng c c s no b lp li. Mt khc, ma trn
A ch c mt s hu hn c s (s c s ca A khng vt qu Cmn ), v th, sau mt s hu
hn bc lp ta s xy dng c phng n c s chp nhn c xko ,ko , m ti
tiu chun ti u c thc hin. nh l c chng minh.
Trang
43
Trong chng minh nh l 3.1 ta phi s dng gi thit v tnh khng thoi ha ca bi
ton ti u tuyn tnh. Trong trng hp bi ton l thoi ha, tnh hu hn ca thut ton
khng c bo m na, v rt c th xy ra mt hin tng ng ngi l hin tng xoay
vng, m ta s m t trong mc di y.
3.2 Hin tng xoay vng
Trong m t ca thut ton n hnh ta ch n hai im quan trng cn c lm
chnh xc thm trc khi thc hin thut ton :
1) V vic chn ct xoay: Trong trng hp c nhiu ct c c lng dng
cn chn ct no lm ct xoay ?
2) V vic chn dng xoay: Trong trng hp gi tr
0 = minxi /xij0 : xij0 >0, i JB
t nhiu ch s khc nhau cn chn dng no lm dng xoay ?
Thut ton n hnh s hon ton xc nh nu nh chng ta xc nh 2 qui tc ni trn.
C th ngh nhiu qui tc chn dng xoay, ct xoay khc nhau. Trc ht ta ni v cch
chn ct xoay. C th s dng mt trong nhng qui tc sau :
i) Tt nhanh nht : j0 = max j0 : j0 >0. Khi chuyn sang phng n c
s chp nhn c tip theo gi tr hm mc tiu s gim i 0 j0.
ii) Chn theo nguyn tc gim nhiu nht : Chn ct xoay l ct A j0 ng vi gi
tr 0j0 ln nht.
iii) Chn theo nguyn tc ch s nh nht : Trong s cc ct c c lng dng
chn ct c tr s nh nht lm ct xoay.
iv) Chn theo nguyn tc ngu nhin: Chn ct xoay mt cch ngu nhin trong
s cc ct c c lng dng.
chn dng xoay c th s dng mt trong nhng qui tc sau :
i) Chn ch s nh nht : Trong s cc dng c th chn lm dng xoay hy chn
dng c ch s nh nht.
ii) Chn theo phng php cc tiu t vng (s trnh by mc tip theo).
iii) Chn theo nguyn tc ngu nhin: Chn dng xoay mt cch ngu nhin
trong s cc dng c th chn lm dng xoay.
Thng thng, dng xoay c chn theo qui tc i) v gii cc bi ton c va v
nh ngi ta s dng qui tc chn ct xoay i), cn i vi cc bi ton c ln c th s
dng qui tc iii).
Trang
44
R rng mi qui tc chn dng xoay, ct xoay s i hi mt khi lng tnh ton khc
nhau thc hin chng. Mt khc, cc cch chn dng xoay, ct xoay khc nhau cng dn
n nhng thut ton c hiu qu khc nhau. Chng hn theo thc nghim tnh ton th cch
chn ct xoay theo qui tc ii) thng i hi thi gian tnh ton nhiu hn khong t 3 n 5
ln so vi cch chn ct xoay theo qui tc i).
Trong trng hp bi ton l khng thoi ha vic chn dng xoay, ct xoay khng nh
hng n tnh hu hn ca thut ton n hnh. Tuy nhin, nu bi ton l thai ha th c
kh nng mt bc lp no thut ton s lm vic vi phng n c s chp nhn
c thoi ha v khi chn dng xoay c th s gp tnh hung 0 = 0 v trong trng hp
ny khi chuyn sang phng n c s chp nhn c tip theo gi tr hm mc tiu s
khng thay i. Hn th na, tnh hung ni trn c th lp li mt s ln v ti t hn sau
mt s ln lp nh vy thut ton s quay tr v vi mt c s m trc xt qua. Khi
chu trnh ny s lp i lp li v hn ln nu nh cc qui tc chn dng xoay v ct xoay
l c nh. Hin tng va m t c gi l hin tng xoay vng.
V d: Xt bi ton ti u tuyn tnh sau
4x1
x1
+ x2
+ x3
min,
1
x4 - 2x5 - x6 + 12x7
3
= 0,
1
1
2
x4 - x5 - x6 + x7
2
6
3
= 0,
- x5 + x6 - 9x7
= 2,
xj 0, j =1, 2, 3, . . ., 7.
Thut ton n hnh bt u t phng n c s chp nhn c x' =(0, 0, 2, 0, 0, 0, 0)
vi c s tng ng l B = A1, A2, A3, trong s dng qui tc chn dng xoay theo i) v
chn ct xoay theo i), sau 6 php bin i n hnh s quay v lm vic vi c s xut pht.
3.3 Cc bin php chng xoay vng
Hin nay c rt nhiu bin php chng xoay vng, trong mc ny ta trnh by hai bin
php quan trng nht. Trc ht cn lu rng hin tng xoay vng ch c th xy ra trong
thut ton n hnh vi nhng qui tc chn dng xoay, ct xoay nht nh. V vy mt trong
nhng hng ci tin thut ton n hnh nhm khc phc xoay vng l tm nhng qui tc
chn dng xoay, ct xoay sao cho trong qu trnh thc hin thut ton khng c c s no b
lp li. Phng n t vng v phng n Bland l hai phng php nh vy.
Trang
45
Qui tc cc tiu t vng chn dng xoay. Ch rng trong thut ton n hnh dng xoay
cn chn l dng m ti t gi tr.
0 = minxi /xij0 : xij0 >0, i JB
Trong trng hp c nhiu ch s dng i cng t cc tiu trong biu thc trn ta chn
dng xoay l dng i0 m ti
zi/xi 0j0 = lex - min z j / xi0j0 : xi0j0 > 0
(1.1)
Trang
46
zrs
z i = zi cn nu zis 0 th z i = zi -
1
zis r
1 r
z >l 0
z = zis zi
zrs
zrs
zis
zis r
zis r
z = zi +
z
zrs
zrs
>l 0.
Vy zi lun l t vng dng sau mi php bin i n hnh. Vc t z0 sau php bin
i n hnh s tr thnh
z 0 = zo -
z0 s r
z0 s r
z = z0 +
z ,
zrs
zrs
Trang
47
(1.2)
(1.3)
(1.4)
Trang
48
Trang
49
Trang
50
4.2 V d.
Gii bi ton ti u tuyn tnh sau y bng thut ton n hnh hai pha
min,
f(x) = 2x1 + x2 + x3
= 5
x1 + x 2 + x 3 + x 4 + x 5
x + x + 2x + 2x + 2x
= 8
2
3
4
5
1
= 2
x1 + x 2
x3 + x 4 + x5 = 3
x j 0, j = 1, 2, . . ., 5
min,
x6 + x7 + x8 + x9
x1 + x2 + x3 + x4 + x5 + x6
x1 + x2 + 2x3 + 2x4 + 2x5
= 5,
+ x7
x1 + x2
= 8,
+ x8
x3
x4 + x5
= 2,
+ x9 = 3,
xj 0, j = 1, 2, . . ., 9.
Phng n c s chp nhn c ca bi ton ph l
(x, xu) = (0, 0, 0, 0, 0, 5, 8, 2, 3)
vi c s tng ng l B = E4 - ma trn n v cp 4.
C s gm ton cc bin gi, ta bt u pha th nht ca thut ton n hnh hai pha.
Cc kt qu tnh ton ca pha th nht c ghi vo bng 1.1 sau:
Bng 1.1: Bng n hnh pha 1
Cj
C
s
Phng
n
0
A1
0
A2
0
A3
0
A4
0
A5
1
A6
1
A7
1
A8
1
A9
1
1
A6
A7
5
8
1
1
1
1
1
2
1
2
1
2
1
0
0
1
0
0
0
0
1
1
A8
A9
2
3
1
0
1
0
0
1*
0
1
0
1
0
0
0
0
1
0
0
1
f = 18
4*
= (Zj-C j)
1
1
A6
A7
2
2
1*
1
1
1
0
0
0
0
0
0
1
0
0
1
0
0
-1
-2
1
0
A8
A3
2
3
1
0
1
0
0
1
0
1
0
1
0
0
0
0
1
0
0
1
R=3
S=9
R=1
S=6
Trang
51
f=6
3*
A1
-4
A2
A3
A4
A5
A6
A7
A8
A9
Cj
C
s
Phng
n
0
1
1
0
A1
A7
A8
A3
2
0
0
3
1
0
0
0
1
0
0
0
0
1
1
1
0
1
1
1
0
1
1
1
1
-1
-1
0
0
1
0
0
0
0
1
0
-1
-1
1
1
f=0
-3
-1
Pha th nht ca thut ton c kt thc tnh hung iii). Xa b khi bng n hnh
cc dng ng vi bin gi x7, x8 v cc ct ng vi cc bin ny ta tip tc thc hin pha th
hai ca thut ton. Cc kt qu tnh ton trong pha th hai c tip tc trong bng 2
Bng 1.2: Bng n hnh pha 2
Cj
C
s
2
A1
1
A3
= (Zj-C j)
1
A2
1
A3
1
0
A2
A4
Phng
n
2
3
f=7
2
3
f=5
2
3
f=2
2
A1
1
0
0
1
0
-1
1
0
-1
1
A2
1*
0
1*
1
0
0
1
0
0
1
A3
0
1
0
0
1
0
0
1
-1
0
A4
0
1
1
0
1*
1*
0
1
0
0
A5
0
1
1
0
1
1
0
1
0
R=2
S=1
R=4
S=3
Phng n ti u : x* = ( 0, 2, 0, 3, 0 ). Gi tr ti u f * = 2
5. THUT TON N HNH HAI PHA CI BIN
5.1 M t thut ton
Thut ton n hnh 2 pha ci bin thc cht l thut ton n hnh 2 pha nhng nhm
gim s ct ca ma trn tnh ton ban u, cng nh gim khi lng tnh ton, thay v
chn cc bin c s ban u ton l nhng bin gi, ta s chn ra trong nhng bin ph no
l vec-t n v lm mt bin c s, v nh vy s gim s bin gi, thm ch c th s
khng c bin gi.
Cho v d rng buc
(1)
(2)
Trang
52
8
x1 - x 2 + 2x 3
2x + 2x - x
= 4
1
2
3
- x1 + x 2 + x 3 1
x j 0, j = 1..3
8
x1 - x 2 + 2x 3 + x 4
2x + 2x - x
= 4
1
2
3
x5 = 1
- x1 + x 2 + x 3
x j 0, j = 1..5
Ma trn cu h s rng buc:
A1 A 2
1
1
2
2
1
1
A3 A4
2 1
1 0
1 0
A5
0
8
x1 - x 2 + 2x 3 + x 4
2x + 2x - x
x6
= 4
1
2
3
x5
x7 = 1
- x 1 + x 2 + x 3
x j 0, j = 1..7
Hm mc tiu ca bi ton tr thnh:
Trang
53
C
s
Phng
n
A4
1
1
0
A1
0
A2
0
A3
0
A4
0
A5
1
A6
1
A7
-1
R=2
A6
-1
S=7
A7
-1
1*
-1
F=5
3*
-1
9
2
1
0
4*
-1
0
0
1
3
-3
1
1
0
0
-1
0
0
-1
2
-1
0
1
0
F=2
9
1
2
3
2
F=0
4*
0
1
0
0
0
0
1
0
0
0
1
0
-3
3
3
4
1
4
0
2
-1
1
2
1
2
0
0
0
1
4
1
4
-1
-3
1
1
2
1
2
-1
= (Zj-C j)
0
1
0
A4
A6
A2
0
0
A4
A1
A2
0
0
R=1
S=6
Pha th nht ca thut ton c kt thc tnh hung ii). Xa b khi bng n hnh
cc ct ng vi bin gi x5, x6 v tip tc thc hin pha th hai ca thut ton. Cc kt qu
tnh ton trong pha th hai c tip tc trong bng n hnh pha 2
Bng 1.4: Bng n hnh pha 2
C
s
0
A4
-2
A1
1
A2
= (Zj-C j)
-1
A3
-2
A1
1
A2
= (Zj-C j)
cj
Phng
n
9
1/2
3/2
3
11/4
3/4
-2
A1
0
1
0
0
0
1
0
0
1
A2
0
0
1
0
0
0
1
0
-1
A3
3*
-3/4
1/4
11/4*
1
0
0
0
0
A4
1
0
0
0
1/3
1/4
-1/12
-11/12
0
A5
-1
1/2
-1/2
R=3
S=4
-3/2
-1/3
1/4
-5/12
-7/2
Trang
54
a x
ij
bi , i 1..m
j=1
x j 0, j 1..n
Ta a vo m bin gi to khc vi bin ph:
xn1,xn2 ,...,xnm 0
V mt s M > 0 rt ln, ln hn bt k s no cn so snh vi n. Ta chuyn bi ton (P)
v bi ton (M) sau y:
x j 0; j 1..m n
Nu k > 0 k >0
Nu k < 0 k <0
k k k M
Dng 1: ghi k
55
k 0,
o Nu k <0
k 0,
v k bt ky
k 0
k2 v k1, k2 ty
k1 k2 k1
k1 k2 v k1 k2
Ch 2: Khi mt bin gi to x n k b y ra khi c s (tr nn bng 0) th t v
sau n khng th quay li c s khng th tr li dng c na. D A n k s khng
quay li c ta khng cn tnh g bin na xo ct i.
Ch 3: Nu gp rng buc
a x
ij
a x
j1
ij
yi xni bi
2x1 x 2 x 3 x 4 max
x1 x 2 2x 3 x 4 2
2x x 3x x 6
2
3
4
1
x x x x
7
2
3
4
1
x j 0, j 1..4
Gii
a vo 3 bin gi to khng m x5 , x6 , x7 , ta c bi ton tng ng sau:
2x1 x 2 x 3 x 4 Mx 5 Mx 6 Mx 7 max
x1 x 2 2x 3 x 4 x 5
2x x 3x x
x6
2
3
4
1
x x x x
x7
2
3
4
1
x j 0, j 1..7
2
6
7
x 0, 0, 0, 0, 2, 6, 7
Trang
56
Vi cc bin c s l:
x5 2, x6 6, x7 7
Trang
57
1 1 1M 2 4M
2
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
-1
-1
A6
-3
A7
7
k
-2
-1
-4
-1
-1
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
-1
-7
Cj
C s
Phng n
-M
-M
A5
-M
Cj
C s
Phng n
A1
-M
A6
-1
3
-M
A7
5
k
-1
-3
-1
-5
-5
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
Cj
C s
Phng n
2
1
A1
8/3
-1/3
A2
2/3
-M
A7
11/3
k
- 7/3
11/3
-2
-11/3
-1
-1
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
Cj
C s
Phng n
2
1
A1
A2
-1
A3
1
k
f=8
Trang
58
3x1 x 2 3x 3 x 4 min
2
x1 2x 2 x 3 x 4
2x 6x 3x 3x 9
2
3
4
1
x x x x
6
2
3
4
1
x j 0, j 1..4
Gii
a bi ton trn v bi ton max tng ng:
3x1 x 2 3x 3 x 4 max
2
x1 2x 2 x 3 x 4
2x 6x 3x 3x 9
2
3
4
1
x x x x
6
2
3
4
1
x j 0, j 1..4
3x1 x 2 3x 3 x 4 Mx 5 Mx 6 Mx 7 max
x1 2x 2 x 3 x 4 x 5
2x 6x 3x 3x
x6
2
3
4
1
x x x x
x7
2
3
4
1
x j 0, j 1..7
2
9
6
x 0, 0, 0, 0, 2, 9, 6
Vi cc bin c s l:
x5 2, x6 9, x7 6
1
0
0
Cc vect c s xut pht l: A 5 0 ;A 6 1 ;A 7 0
0
0
1
59
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
-1
A6
-6
A7
-1
-1
-3
-4
-3
-3
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
Cj
C s
Phng n
-M
A5
-M
-M
Cj
C s
Phng n
A1
-1
A6
-10
A7
-3
-2
13
-7
-M
-M
Cj
C s
Phng n
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
A1
6/5
A3
-2
1/5
A7
-12/5
-1
12/5
-3
-M
Cj
C s
Phng n
-1
-3
-M
-M
-M
A1
A2
A3
A4
A5
A6
A7
A1
6/5
A3
-23/5
A2
-12/5
94/5
-3
-1
fmax 3 * 3 3 * 5 1* 2 8
fmin 8
Trang
60
Chng 4
Ax b
x0
A'y c
y0
Ax = b
x0
A'y c
Trang
61
Bi ton i ngu
Bi ton gc
Hm mc tiu
Max Min
Bin i ngu
Mi rng buc Mt bin i ngu
Cho ph i ngu v gii hn rng buc
Chi ph i ngu Gii hn rng buc
Ma trn rng buc
Ma trn rng buc Ma trn chuyn v
Chiu ca rng buc v du ca bin
Rng buc trong bi ton max Bin i ngu trong bi ton min
c du
c du (tri chiu)
Rng buc trong bi ton max Bin i ngu trong bi ton min
c du =
c du ty
Rng buc trong bi ton max Bin i ngu trong bi ton min
c du
c du (tri chiu)
Bin ca bi ton max Rng buc i ngu ca bi ton min
c du (cng chiu)
c du 0
Bin ca bi ton max Rng buc i ngu ca bi ton min
c du ty
c du =
Bin ca bi ton max
Rng buc i ngu ca bi ton min
c du 0 (cng chiu)
c du 0
Xt cc rng buc dng ma trn ca mt bi ton quy hoch tuyn tnh tng qut nh sau :
K hiu:
A iT l dng th I (i=1..m)
A j l ct th j (j=1..n)
Khi , mi lin h gia hai bi ton i ngu c th c trnh by nh sau:
Trang
62
Cch nh:
-
Bi ton gc min, rng buc chung cng du, rng buc bin tri du
Bi ton gc max, rng buc chung tri du, rng buc bin cng du
2.2 V d
V d 1. Bi ton gc (P)
f x x1 2x 2 3x 4 min
x1 3x 2 4x 3 x 4 7
x 2 2x 3 6x 4 1
5x1 7x 2 x 3 8x 4 2
x1 0; x 2 0,x 3 ,x 4 ty
Vit di dng ma trn ta c:
x2
0
1
2
6
1
.
5 7 1 8 x 3 2
x
4
x1 0; x 2 0,x 3 ,x 4 ty
Cc bin i nh sau:
x1 0
y1 0
y2 0
y 3 ty
y1 5y 3 1
x2 0
3y1 y 2 7y3 2
x 3 ty
4y1 2y 2 y 3 0
x 4 ty
y1 6y 2 8y3 3
x1 3x 2 4x 3 x 4 7
x 2 2x 3 6x 4 1
5x1 7x 2 x 3 8x 4 2
63
f * y 7y1 y 2 2y 3 max
y3 1
y1
3y y 7y 2
1
2
3
4y1 2y 2 y 3 0
y 6y 8y 3
2
3
1
y1 0;y 2 0, y 3 ty
V d 2. Bi ton gc (P)
2 0 1 . x 2 4
1 4 7 x 2
3
x1 0; x 2 0,x3 ty
3 0 4 . y 2 1
5 1 7 y 2
y1 0; y 2 0,y3 ty
Trang
64
x j 0, j 1..3
y1 + 20y2
Loi A2:
3y1 + 30y2
Loi A3:
2y1 + 24y2
3y
30y
2 12
1
y i 0, i 1,2
3. CC NH L I NGU
Ta thy, bi ton i ngu P* cng l bi ton ti u tuyn tnh. Do gii (P*) c 3 cch.
Cch 1: Dng phng php n hnh gii trc tip (P*)
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65
Cch 2: Gii bi ton (P) bng thut ton n hnh i ngu. Ta c phng n ti u
ca bi ton gc (P), ng thi c lun phng n ti u ca bi ton i ngu (P*) bng
cch gii h phng trnh tuyn tnh.
Cch 3: Gii bi ton i ngu (P*) bng phng php n hnh. T phng n ti u
ca (P*) ta suy ra phng n ti u x* ca bi ton gc (P)
Vn t ra l t phng n ti u x* ca (P) lm th no suy ra c phng n ti
u y* ca (P*). Vn trn c gii quyt thng qua cc nh l i ngu.
Xt cp bi ton i ngu:
(P): f(x) c,x min
(P*):
xX
Vi
f(x) = c, x
f*(y) = b, y
H qu 3.1:
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66
Ch : rng buc lng rng buc cht; rng buc cht rng buc cht.
V d 1.
f x 2x1 2x 2 x 3 4x 4 max
x1
5 1 1 6 50
x2
3
0
1
2
16
4 0 3 1 x 3 23
x
4
x j 0, j 1..4
a. Dng phng php n hnh gii bi ton (P)
b. Vit bi ton i ngu (P*), tm phng n ti u ca (P*).
Gii:
a) Phng php n hnh ta c phng n ti u ca (P) l x* = (0, 14, 6, 5), fmax 54
b) Bi ton i ngu (P*) l:
Trang
67
5 3
1
0
1 1
2
6
4
2
y1
0 2
y
3 2 1
y
1 3 4
y 2 0,y 3 0,y1 ty
Ta c:
x 2 14 0
2
y1
x 3 6 0 y1 y 2 3y 3 1
6y 2y y 4
x4 5 0
2
3
1
Gii h trn ta c:
23
6
23 6
,y 3 . Vy y* (2,
, ) . Kim tra y* l phng
5
5
5 5
23 6
y* (2,
, ) vo 3 rng buc cn li y 2 0,y 3 0 ,
5 5
y1 2,y 2
n ti u ca (P*): Th
*
f min =54 y* l
5y1 3y 2 4y3 2 thy tha mn y* l phng n ca (P*). M f max
f x 6x1 2x 2 5x 3 max
V d 2.
2 3
1 0
1 2
x j 0;
1 x1 10
2 x 2 8
5
x 3 19
j 1..4
2 1 1 y1 10
3 0 2 y2 8
1 2 5 y 19
3
y i 0; i 1..3
Ta c:
4 2.0 5.2 14 19
y3 0
x1 4 0
2y1 y 2 y 3 6
y 2y 5y 5
x3 2 0
2
3
1
Trang
68
7 4
Gii h trn ta c y* , ,0 . Kim tra ta c y* l phng n ca (P*) nn l phng
3 3
n ti u ca (P*) v fmax 34 .
4. THUT TON N HNH I NGU
Thc cht ca phng php n hnh i ngu chnh l p dng phng php n hnh
gii bi ton i ngu vi phng n xut pht l phng n cc bin ca bi ton i
ngu. Kt qu cui cng ta s thu c l phng n ti u ca bi ton gc.
Khng mt tnh tng qut, ta xt cp bi ton ti u i ngu sau:
(P): <c, x> min
A'y c
Ax = b
x0
A j ,y 0 c j, j J . V mt khc:
A k ,y 0 c j, k J . Trong
J m v h A j j J gi l c s i ngu.
Gii h phng trnh:
x j .A j b
j J
x 0, k J
k
k 0, k J
Bc 2: Kim tra tiu chun ti u cho gi phng n x:
a. Nu x j 0, j J th x l phng n ti u ca bi ton (P). Thut ton dng.
b. Nu x j 0, j J th sang bc 3
Bc 3:
a. Nu x j 0 v z jk 0, k J Hm mc tiu cu bi ton i ngu (P*) khng b
chn trn bi ton (P) khng c phng n chp nhn c. Thut ton dng.
b. i vi mi x j 0, j J tn ti k J sao cho:
z jk 0
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69
- Chn xr min
jJ
| xj 0
- Xc nh:
a vect
A r ra khi c s J.
min
| z rk 0 a vect A s vo c s.
zrs
z rs
Ta c c s mi J' J \ r s
Thc hin php bin i c s vi z rs l phn t trc, ta thu c phng n mi x vi
c s i ngu J' J \ r s quay li bc 1.
Thut ton n hnh c din t theo s khi nh hnh v sau:
Xc nh x, J, k
ng
2. x j 0, j J
3. x ti u
Sai
Sai
xr min x j | x j 0, j J
jJ
k
z rs
4.
x j 0,
z jk 0, j J
min
| z rk 0
zrs
Bin i bng
ng
Khng c phng n ti u
In kt qu
10. Dng
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70
V d 1
f(x)= x1 x1
x1
+x4 +x5
x2
-x6
+x4
=2
+x6
= 12
=9
xj 0 , j=1, 2, 36
Gii
Bi ton i ngu:
y2
-1
y3
y1 + y2 + 2y3 - 2
+ 4y3
y1
-y1 + y2 + 3y3 -3
Ta d thy mt phng n cc bin: y1 1, y2 1, y3 1
Vi c s A1,A 2 ,A 4 , v rng:
A1,y
A 2 ,y
A 4 ,y
tm gi phng n ta gii h
x1
1
0, 1, 0 1 1 ;
1
1
1, 1, 2 1 2
1
x .A
j J
1
1, 0, 0 1 1;
1
b , Tc l:
x1 2
x4 2
15
x 2 x 4 12 x 2
2
2x 4 9
9
x 4 2
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71
Cn tm cc s z jk t h:
j J
z jk .A j A k , k J, k 3, 5, 6
A 3 0, 0, 1 , A 5 1, 0, 4 , A 6 1, 1, 1
t
-1
-2
-3
A1
A2
A3
A4
A5
A6
-5/2
-1/2
-5/2
R=1
A2
15/2
-1/2
-2
-1/2
S=6
A4
9/2
1/2
3/2
-19
-1
-5
-2
C
s
Gi
phng n
A1
-1
-2
-3
A6
-2/5
1/5
2/5
-1
A2
-1/5
-2/5
-9/5
-2
A4
3/5
1/5
7/5
-17
-4/5
-3/5
-21/5
Ta kt thc v x j 0, j J .
Vy phng n ti u ca bi ton cho l x*=(0,8,0,9,0,1); f(x*)= -17.
5. Vn phng n cc bin v c s xut pht
p dng thut ton n hnh i ngu, trc tin ta phi xc nh c mt phng
n cc bin xut pht cho n.
-
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72
Chng 5
Bi ton vn ti
A i l im pht i, i 1..m
B j l im thu j, j 1..n
Hng c th tr t mt im pht bt k (i) n mt im thu bt k (j).
K hiu:
Bi ton t ra l: Xc nh nhng i lng x ij cho mi con ng (i, j) sao cho tng chi
ph chuyn tr l nh nht vi gi thit l:
i1
j1
ai b j
i1
j1
cx
n
x
j1
ij
x
i1
ij
ij ij
min
1.1
ai ,
i 1..m
1.2
b j,
j 1..n
1.3
Trang
73
ai, b j 0,
i1
j1
ai b j
1.4
H rng buc (1.2), (1.3) c m+n phng trnh, m*n n, tuy nhin do (1.4) nn bt k
phng trnh no trong m + n phng trnh cng l h ca cc phng trnh cn li v c th
b i.
Bi ton vn ti r rng l bi ton ti u dng chnh tc. V th ta c th gii n bng cc
thut ton ca bi ton ti u ha chnh tc, tuy nhin vic lm s dn n nhng chi ph
tnh ton khng cn thit. Do tnh cht c th ca bi ton chng ta s s dng mt cu trc
c bit c th hn so vi bng n hnh gii. a vo cc k hiu sau:
0
...
0
A
1
0
...
1
0
...
0
0
1
...
0
...
...
...
...
...
...
...
...
1
0
...
0
0
0
...
1
0
1
...
0
1
0
0
0
0
1
...
0
0
1
0
0
...
...
...
...
...
...
...
...
0
1
...
0
0
0
0
1
......
......
......
......
......
......
......
......
0
0
...
1
1
0
...
0
0
0
...
1
0
1
...
0
0
0
...
1
0
0
...
0
0
...
1
0
0
...
B a1,a2,...,am,b1,b2,...,bn
Ta c th a bi ton vn ti v dng ma trn:
f X CX min
AX=B
X 0
Rank A = m + n - 1
1.2 S tn ti nghim ti u
nh l 5.1: iu kin cn v bi ton vn ti c phng n ti u l tng tt c cc
lng pht phi bng tng tt c cc lng thu, ngha l:
m
i1
j1
ai b j
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74
b1
a1
c11
ai
c i1
am
bj
x ij
c ij
c n1
bn
*
*
*
o
o
o
+
o
+
+
Trang
75
Gi G l tp hp cc s dng:
G i, j | xij>0 , G m n 1
Mt phng n X ca bi ton vn ti cho c gi l khng thoi ha nu:
G m n 1, ngc li thoi ha nu G m n 1.
nh l 5.2: H thng vect ct ca bi ton vn ti l c lp tuyn tnh khi v ch khi cc
tng ng vi cc vect ca h thng khng to thnh chu trnh.
H qu: Vect X l phng n cc bin khi v ch khi tp cc s dng tng ng
khng lp thnh chu trnh.
nh l 5.3: Gi s X l mt phng n ca bi ton vn ti v tp cc s dng G lp
thnh chu trnh th th bao gi cng c th iu chnh c X chuyn sang mt phng n
mi X khng xu hn m tp G khng lp thnh chu trnh.
3. CC PHNG PHP TM PHNG N XUT PHT
3.1 Phng php gc Ty Bc
Lp bng vn ti T, qu trnh xy dng phng n xut pht theo phng php gc TyBc c tin hnh nh sau:
+ Bt u t gc trn bn tri ca bng T tc l (1,1) (n nm v tr gc Ty bc
ca bng), tin hnh phn phi lng hng cn chuyn vo ny.
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76
bj
30
ai
60
30
50
46
25
20
4
7
40
70
12
30
9
16
41
25
bj
30
ai
50
60
30
41
25
20
4
70
46
12
45
9
40
7
25
1
2
Gi tr hm mc tiu thu c l: f(X) = 4*30 + 7*20 + 1*25 + 6*45 + 9*1+ 2*40 = 644.
3.2.2 Phng php cc tiu cc ph theo ct
Qu trnh phn phi c thc hin ging nh phng php gc ty bc, ch khc l
c chn phn phi khng phi l gc ty bc m l c cc ph nh nht trong
ct u tin ca bng.
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77
bj
30
ai
60
30
50
46
25
19
12
46
70
7
24
41
41
bj
30
ai
50
60
30
19
4
70
41
46
25
1
7
12
45
7
25
41
8
Gi tr hm mc tiu thu c l: f(X) = 1*25 + 2*41 + 4*30 + 6*45 + 7*19+ 1*12 = 652.
3.3 Phng php Fghen
Phng php ny cho phng n cc bin kh tt theo ngha kh gn vi phng n ti
u v gi tr hm mc tiu v ch cn sau mt s t bc lp ca thut ton th v l c th
tm c phng n ti u.
Gi s C c ij
m*n
78
bj
30
ai
50
60
30
46
25
19
4
1
7
12
46
7
24
70
5
41
41
8
Lp bng
bj
30
60
46
25
Hiu s
50
12
70
41
Hiu s
ai
bj
30
19
46
25
Hiu s
50
12
70
ai
Trang
79
Hiu s
Phn lng hng ti a cho c cc ph nh nht trn ct 3 l min {46, 70} = 46 vi chi
ph min {6, 12} = 6. Loi b ct 3.
bj
30
19
25
Hiu s
50
12
24
Hiu s
ai
Phn lng hng ti a cho c cc ph nh nht trn ct 4 l min {24, 25} = 24 vi chi
ph min {1, 7} = 1. Loi b dng 2.
bj
30
19
Hiu s
50
12
Hiu s
ai
Phn lng hng ti a cho c cc ph nh nht trn ct 2 l min {19, 50} = 19 vi chi
ph 7. Loi b ct 2.
bj
30
Hiu s
31
12
Hiu s
ai
Phn lng hng ti a cho c cc ph nh nht trn ct 4 l min {30, 30} = 30 vi chi
ph 4. Loi b dng 1, ct 1
bj
30
Hiu s
30
12
ai
Trang
80
Hiu s
c ij ' c ij
1 m
1n
c
c iq
pj n
m p1
q1
i, j T
2) u i v j cij
nu xij 0
u i v j cij
vi
xij 0
Trang
81
v
xc nh m + n n u i (i=1..n) v j (j=1..m), nh vy s c mt u i hoc mt
vj
c xc nh ty v m + n -1 n cn li s xc nh duy nht t m + n -1
phng trnh. Qui tc:
u tin cho ui0 = 0 ( i0 thng l dng u tin hoc l dng cha mt
s dng).
Sau xc nh cc v j cij ui cho ct ct dng i0 mt s s dng.
Tip xc nh ui cij v j cho dng i ct ct phn r mt s s dng.
Vi qui tc xc nh tt c cc dng v ct thuc G
Bc 3: Tnh cc c lng
Vi mi i, j G ta xc nh cc c lng ij sau y:
ij ui v j cij
Nu ij 0, i, j th phng n c l phng n ti u.
Nu ij 0 vi t nht mt (i,j) th phng n c cha ti u, ta c th iu
chnh h gi tr hm mc tiu.
Bc 4: iu chnh phng n
Gi s vi phm tiu chun ti u l (i*, j*) tc l i*j* 0 (nu c nhiu vi
phm ta chn ng vi Max { ij 0 } vi hy vng hm mc tiu gim nhanh
nht).
i*, j * G by gi ta thm (i*, j*) vo tp G, khi c thy gm m + n s
dng. (i*, j*) s lp vi cc ca G mt chu trnh K duy nht.
Chia K thnh 2 phn K (tp cc chn) v K (tp cc l). Coi (i*, j*) l
chn, tc l i*, j * K .
Bc 5: Chuyn sang phng n mi
xij , nu i, j K
xij , nu i,j K
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82
G' G \ is , js
i*, j *
trnh. Quay li bc 2.
Ta xc nh h thng th v mi ng vi mi phng n X v G. Tip tc qu trnh trn
n khi no xy ra tnh hung ij 0, i, j th nhn c phng n ti u.
Nu bi ton khng thoi ha th sau mt s hu hn bc bin i s c li gii.
Ch : Nu s s dng N < m + n -1 th thm vo (m+n-1) N vi xij 0 sao cho
khng to thnh chu trnh.
S khi
1
Tm X
Tnh u i ,v j
False
3. ij 0, i, j
True
i* j* max ij | ij 0
Tm X
4. Xopt
bj
180
220
230
270
250
10
15
350
20
19
14
300
18
ai
Trang
83
i1
j1
ai b j
i1
j1
c x
ij ij
x
i1
ij
b j , j 1..n 1
ij
ai , i 1..m
n 1
x
j 1
a b
i
i1
j1
ai b j
j1
i1
c x
ij ij
m 1
x
i1
ij
b j , j 1..n
ij
ai , i 1..m 1
x
j 1
a b
i
Trang
84
6. MT S V D
V d 7: Gii bi ton vn ti vi cc s liu cho trong bng sau:
bj
ai
250
340
300
185
195
200
310
12
14
16
6
17
13
14
7
5
7
13
8
ai
10
15
25
11
28
8
7
10
9
0
2
9
20
5
10
8
15
bj
ai
15
25
45
20
20
30
15
5
2
5
1
4
3
3
6
4
4
7
8
F= 1*5+4*10+2*20+7*5+3*15+4*30=285
V d 10: Gii bi ton vn ti vi cc s liu cho trong bng sau:
bj
ai
10
25
15
15
20
10
2
6
1
1
0
4
2
4
8
3
2
2
bj
ai
40
20
35
25
40
20
10
4
6
5
3
2
3
7
3
8
8
4
6
F=340
Trang
85
Chng 6
1. GII BI TON TI U
Xt bi ton ti u:
Hng cui cng l cc gi tr ban u ca cc bin cc cng thc ca Excel hot ng,
c th ly gi tr ca tt c cc bin bng 1.
Xt bi ton:
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86
chn loi rng buc (>= = <= interger, binary), hp vn bn Constraint chn gi tr
rng buc (c th l s hay gi tr trong cc ).
Sau khi nhp xong cc rng buc, nhy vo nt Options, hin hp thoi Solver Options,
nh du kim vo mc Assume Linear Model (khng nh m hnh ca ta l tuyn tnh).
Trang
87
V d 2:
Bc 1: Nhp d liu
Bc 3: Gii bi ton
Vo Tools chn Solver nhp d liu ta c
Trang
88
2. GII BI TON VN TI
Bi ton vn ti c dng:
i1
j1
cx
n
x
j1
ij
x
i1
ij
ij ij
min
1.1
ai ,
i 1..m
1.2
b j,
j 1..n
1.3
ai, b j 0,
i1
j1
ai b j
1.4
Trang
89
4 12 5 9
Khi A2:D4 l ma trn chi ph vn chuyn, khi A7:D9 l phng n vn chuyn (gi tr
ban u cho tt c bng 1), khi F7:F9 l kh nng ca 3 im pht, khi A11:D11 l nhu cu
ca 4 im thu, khi E7:E9 l lng hng pht t mi im pht i theo phng n X chn,
khi A10:D10 l lng hng nhn c ti mi im thu j theo phng n X. Gi s rng
tng lng hng c trong cc kho bng tng nhu cu ca cc ni thiu th.
Qu trnh dng Solver gii bi ton vn ti trn theo cc bc:
Bc 1. Nhp chi ph vn chuyn vo cc A2:D4, nhp kh nng ca cc im pht
vo F7:F9, nhu cu cc im thu A11:D11, phng n ban u A7:D9.
Tnh gi tr hm mc tiu trong F3 theo cng thc = Sumproduct (A2:D4, A7:D9), hm
ny tnh tng cc tch ca tng cp phn t trong hai khi . Tnh lng hng pht ca im
pht 1 ti E7 theo cng thc =SUM(A7:D7), tng t tnh c cc E8:E9. Tnh lng
hng nhn c ca im thu 1 ti A10 theo cng thc = SUM(A7:A9), tng t tnh c
cc B10:D10.
Bc 2. Dng lnh Tools/ Solver vi cc la chn hm mc tiu v cc rng buc:
Bc 3. Trong hp thoi Solver Options phi chn Assume Linear Model. Cui cng ta
nhn c gi tr ti u hm mc tiu bng 1420, phng n vn chuyn ti u: x[1,2]= 80,
x[2,3]= 35, x[2,4]= 65, x[3,1]= 50, x[3,3]= 60 trong bng tnh kt qu:
Trang
90
20 12 10 12
35 25 0 45
x = 0 15 45 0
0 0 35 50
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91