You are on page 1of 160

Bi ging ang c chnh sa

Quy hoch

Bi ging

tuyn tnh
Nguyn c Phng

TP. HCM, Ngy 3 thng 10 nm 2012

Mc lc
Mc lc
1 Gii thiu quy hoch tuyn tnh
1.1 Mt s v d . . . . . . . . . . . . . . . . . . . . . . .
1.2 Cc dng bi ton quy hoch tuyn tnh . . . . . . .
1.2.1 Dng tng qut . . . . . . . . . . . . . . . . .
1.2.2 Dng chun . . . . . . . . . . . . . . . . . . .
1.2.3 Dng chnh tc . . . . . . . . . . . . . . . . .
1.3 Quan h dng chun v chnh tc . . . . . . . . . . .
1.3.1 i chiu bt ng thc ca cc rng buc . .
1.3.2 Bin khng rng buc . . . . . . . . . . . . . .
1.3.3 Quan h dng chun, chnh tc . . . . . . . .
1.4 Dng ma trn ca bi ton quy hoch . . . . . . . .
1.5 Phng n chp nhn c . . . . . . . . . . . . . . .
1.6 ngha hnh hc . . . . . . . . . . . . . . . . . . . .
1.6.1 Phng php th . . . . . . . . . . . . . . .
1.6.2 Tnh cht ca tp phng n chp nhn c
1.7 im cc bin . . . . . . . . . . . . . . . . . . . . . .
1.8 Phng n c bn chp nhn c . . . . . . . . . .
1.8.1 Nghim c bn ca Ax D b . . . . . . . . . .
1.8.2 Thnh lp phng n cc bin . . . . . . . . .
1.8.3 Phng n cc bin v phng n ti u . . .
1.9 Bi tp chng 1 . . . . . . . . . . . . . . . . . . . . .

i
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

1
1
5
5
6
6
9
9
10
11
15
16
18
18
21
25
26
27
30
34
36

2 Phng php n hnh


2.1 Phng php n hnh cho bi ton dng chun . . . . .
2.1.1 Phng n cc bin ban u . . . . . . . . . . . . .
2.1.2 Du hiu ti u . . . . . . . . . . . . . . . . . . . .

37
37
40
42

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

Mc lc

Trang ii

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


2.1.4 Chn bin ra khi c s . . . . . . . . . .
2.1.5 Lp bng n hnh mi . . . . . . . . . .
2.2 Thut ton n hnh cho bi ton min . . . . .
2.3 Bi ton chnh tc khng c sn ma trn n v
2.4 Bi tp chng 2 . . . . . . . . . . . . . . . . . .
3 L thuyt i ngu
3.1 V d dn n bi ton i ngu . . . . . . . . .
3.1.1 Bi ton i ngu ca bi ton max . .
3.1.2 Bi ton i ngu ca bi ton min . . .
3.2 Cc nh l v i ngu . . . . . . . . . . . . . .
3.3 Phng n ti u ca bi ton gc v i ngu
3.3.1 Bit phng n ti u bi ton gc . . .
3.3.2 C bng n hnh ca phng n ti u
3.4 Bi tp chng 3 . . . . . . . . . . . . . . . . . .

.
.
.
.
.
.
.
.
.
.
.
.
.
.

4 Bi ton vn ti
4.1 Bi ton vn ti cn bng thu pht . . . . . . . .
4.2 Phng n cc bin . . . . . . . . . . . . . . . . .
4.3 Thnh lp phng n cc bin . . . . . . . . . . .
4.3.1 Phng php cc ph thp nht . . . . .
4.3.2 Phng php gc Ty - Bc . . . . . . . .
4.3.3 Phng php Vogel (Fogel) . . . . . . . . .
4.4 Thut ton th v gii bi ton vn ti . . . . . .
4.4.1 Thut ton quy khng cc ph chn . .
4.4.2 Xy dng phng n cc bin mi . . . .
4.5 Mt s trng hp c bit . . . . . . . . . . . . .
4.5.1 Bi ton vn ti khng cn bng thu pht
4.5.2 Bi ton vn ti c cm . . . . . . . . . .
4.6 Bi ton vn ti cc i cc ph . . . . . . . . .
4.7 Bi tp chng 4 . . . . . . . . . . . . . . . . . . .
A thi mu
A.1 hc k III nm 2010-2011 . .
A.2 hc k I nm 2011-2012 . . .
A.3 thi hc k II nm 2011-2012
A.4 hc k III nm 2011-2012 . .

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.

45
46
48
58
60
66

.
.
.
.
.
.
.
.

71
71
75
79
82
90
90
96
101

.
.
.
.
.
.
.
.
.
.
.
.
.
.

105
105
108
111
111
113
115
117
118
122
128
128
130
132
132

.
.
.
.

136
136
138
139
140

Trang iii
B Bi gii mu
B.1 Bi gii hc k III nm hc 2010-2011
B.2 Bi gii hc k I nm hc 2011-2012 .
B.3 Bi gii hc k II nm hc 2011-2012 .
B.4 Bi gii hc k III nm hc 2011-2012
Ti liu tham kho

Mc lc

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

.
.
.
.

141
141
145
150
153
155

Chng 1
Gii thiu quy hoch tuyn
tnh
Mc lc chng 1
1.1 Mt s v d . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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

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

1.4 Dng ma trn ca bi ton quy hoch . . . . . . . . . . . 15


1.5 Phng n chp nhn c . . . . . . . . . . . . . . . . . 16
1.6 ngha hnh hc . . . . . . . . . . . . . . . . . . . . . . . . 18
1.7 im cc bin . . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.8 Phng n c bn chp nhn c . . . . . . . . . . . . . 26
1.9 Bi tp chng 1 . . . . . . . . . . . . . . . . . . . . . . . . 36

1.1

Mt s v d dn n bi ton quy hoch


tuyn tnh

V d 1.1 (Bi ton lp k hoch sn xut). Mt tri ca cc khc g


thnh cc tm vn. C hai loi vn: vn thnh phm v vn s dng
trong xy dng. Gi s, i vi:

1.1 Mt s v d

Trang 2

 Vn thnh phm cn 2 gi ca v 5 gi bo 10m vn.


 Vn xy dng cn 3 gi ca v 3 gi bo 10m vn.
My ca lm vic ti a 8 gi trong ngy, v my bo lm vic ti a 15
gi trong ngy. Nu li nhun ca 10m vn thnh phm l 120 (ngn
ng), v li nhun ca 10m vn xy dng l 100 (ngn ng). Trong
ngy, tri ca phi ca bao nhiu vn mi loi li nhun ln nht?
Gii. Gi x1 ; x2  0 l lng vn thnh phm v vn s dng trong xy
dng.

Loi

Thi gian

Thnh phm - x1

Xy dng - x2

2
5
120

3
3
100

Ca
Bo
Li nhun

8
 15

Tng li nhun
z D 120x1 C 100x2 ! max
Khi x1 ; x2 tha iu kin thi gian lm vic my ca
2x1 C 3x2  8
iu kin v thi gian lm vic my bo
5x1 C 3x2  15
Tm li cn tm x1 ; x2 sao cho
z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2  8
5x1 C 3x2  15
x1  0; x2  0

V d 1.2 (Bi ton khu phn n). Chuyn gia dinh dng nh thnh
lp mt thc n gm 2 loi thc phm chnh A v B. C mt (trm
gram):

Trang 3

Chng 1. Gii thiu quy hoch tuyn tnh

 Thc phm A cha 2 n v cht bo, 1 n v carbohydrate v 4


n v protein.
 Thc phm B cha 3 n v cht bo, 3 n v carbohydrate v 3
n v protein.
Nu mt (trm gram) thc phm A gi 20 (ngn ng) v mt (trm
gram) thc phm B gi 25 (ngn ng). Nh dinh dng mun thc n
phi cung cp t nht 18 n v cht bo, 12 n v carbohydrate v 24
n v protein. Bao nhiu (trm gram) thc phm mi loi c gi nh
nht nhng vn cung cp dinh dng?
Gii. Gi x1 ; x2 ln lt l lng thc phm A v B.

Loi
Thnh phn

Cht bo
Carbohydrate
Protein
Gi mua

TP A - x1

TP B - x2

2
1
4
20

3
3
3
25

Tng s tin mua x1 ; x2 thc phm A v B l


z D 20x1 C 25x2 ! min
Lng thc phm phi m bo nhu cu cht bo
2x1 C 3x2  18
nhu cu Carbohydrate
x1 C 3x2  12
nhu cu Protein
4x1 C 3x2  24


TP: Thc phm

 18
 12
 24

1.1 Mt s v d

Trang 4

Vy ta cn tm x1 ; x2 sao cho
z D 20x1 C 25x2 ! min
Vi cc rng buc
8
< 2x1 C 3x2  18
x1 C 3x2  12
:
4x1 C 3x2  24
x1  0; x2  0

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


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

Trm thu

Trm pht

Vnh Phc-Q1 : 100


Bnh Dng-Q2 :140

H Ni
W1 :100
5
8

TP. HCM
W2 :60
7
7

Cn Th
W3 :80
9
10

Gii. Gi xij l lng hng vn chuyn t trm pht th i I i D 1; 2 n


trm thu th j I j D 1; 2; 3: Tng chi ph vn chuyn
z D x11 C x12 C    C x23 ! min
Trm pht th pht ht hng v trm thu th nhn hng:
Trm pht 1 pht ht hng
Trm pht 2 pht ht hng
Trm thu 1 thu hng
Trm thu 2 thu hng
Trm thu 3 thu hng

x11 C x12 C x13 D 100


x21 C x22 C x23 D 140
x11 C x21 D 100
x12 C x22 D 60
x13 C x23 D 80

Trang 5

Chng 1. Gii thiu quy hoch tuyn tnh

Vy ta cn tm xij sao cho


z D x11 C x12 C    C x23 ! min
Vi cc rng buc
8

x11 C x12 C x13 D 100

<x21 C x22 C x23 D 140


x11 C x21 D 100

x12 C x22 D 60

:x C x D 80
13
23
xij  0

1.2

i D 1; 2I j D 1; 2; 3

Cc dng bi ton quy hoch tuyn tnh

1.2.1 Dng tng qut


T cc v d mc 1.1, bi ton quy hoch tuyn tnh tng qut c
pht biu nh sau:
z D c1 x1 C c2 x2 C    C cn xn ! max .hay min/
Vi cc rng buc
8

a11 x1 C a12 x2 C    C a1n xn  ./.D/ b1

< a21 x1 C a22 x2 C    C a2n xn  ./.D/ b2


::
::
::
::

:
:
:
:

: a x C a x C    C a x  ./.D/ b
m1 1
m2 2
mn n
m

(1.1)

(1.2)

 Hm tuyn tnh (1.1) gi l hm mc tiu.

 H bt phng trnh, bt phng trnh tuyn tnh (1.2) gi l cc


rng buc. V tri ca cc rng buc l cc hm tuyn tnh vi
x1 ; x2 ; : : : ; xn l cc bin s.

1.2 Cc dng bi ton quy hoch tuyn tnh

Trang 6

1.2.2 Dng chun


Chng ta ni bi ton quy hoch tuyn tnh c dng chun nu n c
dng nh sau:
z D c1 x1 C c2 x2 C    C cnxn ! max; .hay min/
Vi cc rng buc
8

a11 x1 C a12 x2 C    C a1n xn  b1

< a21 x1 C a22 x2 C    C a2n xn  b2


::
::
::
::

:
:
:
:

: a x C a x C  C a x  b
m1 1
m2 2
mn n
m
xj  0; j D 1; 2; : : : ; n

(1.3)

(1.4)
(1.5)

1.2.3 Dng chnh tc


Chng ta ni bi ton quy hoch tuyn tnh c dng chnh tc nu n
c dng nh sau:
z D c1 x1 C c2 x2 C    C cn xn ! max; .hay min/
Vi cc rng buc
8

a11 x1 C a12 x2 C    C a1n xn D b1

< a21 x1 C a22 x2 C    C a2n xn D b2


::
::
::
::

:
:
:
:

: a x C a x C  C a x D b
m1 1
m2 2
mn n
m
xj  0; j D 1; 2; : : : ; n

(1.6)

(1.7)
(1.8)

V d 1.4. Nhn dng cc bi ton quy hoch tuyn tnh sau:


a. z D 3x1 C 2x2 ! min
Vi cc rng buc

2x1 C x2  4
3x1
2x2  6
x1  0; x2  0
C dng chun.
Mt s sch c nh ngha khc v dng chun v dng chnh tc. Cc bn cn c
k nh ngha khi tham kho cc ti liu khc.

Trang 7

Chng 1. Gii thiu quy hoch tuyn tnh

b. z D 2x1 C 3x2 C 4x3 ! max


Vi cc rng buc
8
3x3 
4
< 3x1 C 2x2
2x1 C 3x2 C 2x3 
6
:
3x1
x2 C 2x3 
8
x1  0; x2  0; x3  0
C dng tng qut .
c. z D 3x1 C 2x2 C 3x3 2x4 ! max
Vi cc rng buc
8
4x4 D
< 2x1 C 6x2 C 2x3
3x1 C 2x2
5x3 C x4 D
:
6x1 C 7x2 C 2x3 C 5x4 
x1  0; x2  0; x3  0; x4  0
C dng tng qut.
d. z D 2x1 C 5x2 C x3 C x4 C 4x5 ! min
Vi cc rng buc

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

3x1 C 2x2  6
2x1 C 9x2  8
x1  0
C dng tng qut.
f. z D 2x1 C 3x2 ! min
Vi cc rng buc
8
x3 D 4
< 2x1 C x2
3x1 C 2x2 C x3 D 8
:
x1
x2
D 6
x1  0; x2  0

7
8
4

2x5 D 4
D 7

C th d dng chuyn sang dng chnh tc bng cch nhn hai v rng buc th
3 vi 1

1.2 Cc dng bi ton quy hoch tuyn tnh

Trang 8

C dng tng qut


Ch . Bi ton tm gi tr nh nht ca hm mc tiu c th vit thnh
bi ton tm gi tr ln nht ca hm mc tiu v ngc li. iu ny
cc bn s thy qua quan h:

z ! max

z D ax C b
b

x0

zD

max

n
X

ax

cj xj D

j D1

tng ng
max z D

z ! min
b

min @

n
X

j D1

min. z/

cj xj A

(1.9)

(1.10)

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


bi ton tm gi tr ln nht hm mc tiu .max z/. Bi ton tm gi
tr nh nht hm mc tiu .min z/ th c th s dng (1.10) chuyn
sang bi ton tm gi tr ln nht ca hm mc tiu .
V d 1.5. Chuyn cc bi ton quy hoch tuyn tnh tm max hm
mc tiu thnh tm min hm mc tiu hay ngc li
a. z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
3x3 
< 3x1 C 2x2
2x1 C 3x2 C 2x3 
:
3x1
x2 C 2x3 
x1  0; x2  0; x3  0

4
6
8

Trang 9

Chng 1. Gii thiu quy hoch tuyn tnh

b. z D 3x1 C 2x2 ! min


Vi cc rng buc

2x1 C x2  4
3x1
2x2  6
x1  0; x2  0
Gii.
a. Bi ton trong cu a tng ng vi
z D 2x1 3x2 4x3 ! min
Vi cc rng buc
8
3x3 
< 3x1 C 2x2
2x1 C 3x2 C 2x3 
:
3x1
x2 C 2x3 

4
6
8

x1  0; x2  0; x3  0

b. Bi ton trong cu b tng ng vi


z D 3x1 2x2 ! max
Vi cc rng buc

2x1 C x2  4
3x1
2x2  6
x1  0; x2  0

1.3

Quan h dng chun v chnh tc

1.3.1 i chiu bt ng thc ca cc rng buc


Nu ta nhn hai v ca bt phng trnh
k1 x1 C k2 x2 C    C kn xn  b
vi 1 ta c bt phng trnh
k1 x1

k2 x2



kn xn 

1.3 Quan h dng chun v chnh tc

Trang 10

V d 1.6. Chuyn bi ton quy hoch tuyn tnh sau sang dng chun:
z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
3x3 
< 3x1 C 2x2
2x1 C 3x2 C 2x3 
:
3x1
x2 C 2x3 

4
6
8

x1  0; x2  0; x3  0

Gii. Ta nhn rng buc th ba


3x1

x2 C 2x3 

vi 1; ta c bi ton quy hoch dng chun tng ng:


z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
3x3  4
< 3x1 C 2x2
2x1 C 3x2 C 2x3  6
:
13x1 C x2
2x3  8
x1  0; x2  0; x3  0

1.3.2 Bin khng rng buc


Ta bit, mt s bt k chnh l hiu ca hai s khng m. Gi s xj
khng c rng buc khng m, chng ta c th thay xj bng hai bin
xjC  0 v xj  0 sao cho
xj D xjC

xj

Vi cch ny chng ta c th chuyn bi ton khng c rng buc khng


m thnh bi ton c rng buc khng m
y du C;
xj l s b tr.

trong xjC ; xj khng th hin s ln, s b m ch l xjC l s tr v

Trang 11

Chng 1. Gii thiu quy hoch tuyn tnh

V d 1.7. Chuyn bi ton quy hoch tuyn tnh sau sang dng chun
z D 2x1 C 5x2 ! max
Vi cc rng buc

3x1 C 2x2  6
2x1 C 9x2  8
x1  0

Gii. Bin x2 khng c rng buc khng m. t x2 D x2C x2 ; .x2C ; x2 


0/ bi ton quy hoch tr thnh:
z D 2x1 C 5x2C 5x2 ! max
Vi cc rng buc

3x1 C 2x2C
2x2  6
C
2x1 C 9x2
9x2  8
x1  0; x2C  0; x2  0

Nhn xt. Mi bi ton quy hoch tuyn tnh u c th chuyn i


thnh dng chun bng cc cch nh trn.

1.3.3 Bin i bi ton quy hoch dng chun thnh


dng chnh tc
Xt rng buc thc i trong bi ton quy hoch tuyn tnh dng chun
ai1 x1 C ai2 x2 C    C ai n xn  bi

(1.11)

Chng ta c th chuyn rng buc (1.11) dng bt phng trnh thnh


phng trnh bng cch thm vo bin ph xnCi  0
ai1 x1 C ai2 x2 C    C ai n xn C xnCi D bi

(1.12)

1.3 Quan h dng chun v chnh tc

Trang 12

Bi ton quy hoch tuyn tnh dng chun chuyn thnh dng chnh
tc c dng nh sau:
z D c1 x1 C c2 x2 C    C cn xn ! max
Vi cc rng buc
8

a11 x1 C    C a1n xn C xnC1


D b1

< a21 x1 C    C a2n xn


C xnC2
D b2
::
::
::

:
:
:

: a x C  C a x
C
x
D
b
m1 1
mn n
nCm
m
x1  0; : : : ; xn  0; xnC1  0; : : : ; xnCm  0

V d 1.8. Chuyn bi ton quy hoch tuyn tnh sau sang dng chnh
tc
z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2  8
5x1 C 3x2  15
x1  0; x2  0

Gii. Ta thm hai bin ph x3  0 v x4  0 vo rng buc th nht v


th hai th c bi ton quy hoch dng chnh tc nh sau:
z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2 C x3
D 8
5x1 C 3x2
C x4 D 15
xj  0;

j D 1; : : : ; 4

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

2x1 C x2  4
3x1
2x2  6

Trang 13

Chng 1. Gii thiu quy hoch tuyn tnh

x1  0; x2  0
Gii. Ta thm vo hai n ph x3 v x4 . Bi ton c dng chnh tc
z D 3x1 C 2x2 ! min
Vi cc rng buc

2x1 C x2 C x3
D 4
3x1
2x2
C x4 D 6
xj  0;

j D 1; : : : ; 4

b. z D 2x1 C 3x2 C 4x3 ! max


Vi cc rng buc
8
3x3 
< 3x1 C 2x2
2x1 C 3x2 C 2x3 
:
3x1
x2 C 2x3 

4
6
8

x1  0; x2  0; x3  0

Gii. Cng hai n ph x4 ; x5 vo rng buc 1 v 2, ring rng buc


th 3 tr n ph x6 : Bi ton c dng chnh tc
z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
3x3 C x4
< 3x1 C 2x2
2x1 C 3x2 C 2x3
C x5
:
3x1
x2 C 2x3
xj  0;

j D 1; : : : ; 6

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

2x4 ! max

Vi cc rng buc
8
4x4 D 7
< 2x1 C 6x2 C 2x3
3x1 C 2x2
5x3 C x4 D 8
:
6x1 C 7x2 C 2x3 C 5x4  4
x1  0; x2  0; x3  0; x4  0

x6

D
D
D

4
6
8

1.3 Quan h dng chun v chnh tc

Trang 14

Gii. Thm n ph x5 vo rng buc th 3


z D 3x1 C 2x2 C 3x3
Vi cc rng buc
8
< 2x1 C 6x2 C
3x1 C 2x2
:
6x1 C 7x2 C
xj  0;

2x4 ! max
2x3
4x4
D 7
5x3 C x4
D 8
2x3 C 5x4 C x5 D 4

j D 1; : : : ; 5

d. z D 2x1 C 5x2 ! max


Vi cc rng buc

3x1 C 2x2  6
2x1 C 9x2  8
x1  0
Gii. Bin x2 khng c rng buc khng m. Thay x2 D x2C
bi ton quy hoch tr thnh:
z D 2x1 C 5x2C 5x2 ! max
Vi cc rng buc

3x1 C 2x2C
2x2  6
C
2x1 C 9x2
9x2  8
x1  0; x2C  0; x2  0

Thm hai n ph x3 ; x4
z D 2x1 C 5x2C 5x2 ! max
Vi cc rng buc

3x1 C 2x2C
2x2 C x3
D 6
C
2x1 C 9x2
9x2
C x4 D 8
x1  0; x2C  0; x2  0; x3  0; x4  0

e. z D 2x1 C 3x2 ! min


Vi cc rng buc

x2

Trang 15

Chng 1. Gii thiu quy hoch tuyn tnh

8
x3 D 4
< 2x1 C x2
3x1 C 2x2 C x3 D 8
:
x1
x2
D 6

x1  0; x3  0

Gii. Bin x2 khng c rng buc khng m. Thay x2 D x2C


bi ton tng ng vi

x2

z D 2x1 C 3x2C 3x2 ! min


Vi cc rng buc
8
x2
x3 D 4
< 2x1 C x2C
C
3x C 2x2
2x2 C x3 D 8
: 1
C
x1
x2
x2
D 6
x1  0; x3  0; x2C  0; x2  0

1.4

Dng ma trn ca bi ton quy hoch

Xt bi ton quy hoch dng chun:


z D c1 x1 C c2 x2 C    C cn xn ! max
Vi cc rng buc
8

a11 x1 C a12 x2 C    C a1n xn  b1

< a21 x1 C a22 x2 C    C a2n xn  b2


::
::
::
::

:
:
:
:

: a x C a x C  C a x  b
m1 1
m2 2
mn n
m
xj  0; j D 1; 2; : : : ; n

t
0

B
B
ADB
@

a11
a21
::
:
am1

a12    a1n
a22    a2n
::
::
:
:
am2    amn

C
C
C;
A

B
B
xDB
@

x1
x2
::
:
xn

C
C
C;
A

B
B
bDB
@

b1
b2
::
:
bm

C
C
C;
A

B
B
cDB
@

c1
c2
::
:
cn

1
C
C
C
A

1.5 Phng n chp nhn c

Trang 16

Chng ta c th vit bi ton quy hoch trn thnh dng ma trn: Tm


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

2x1 C 3x2  8
5x1 C 3x2  15
x1  0; x2  0

Gii. t


2 3
;
AD
5 3

 
x
xD 1 ;
x2



120
;
cD
100

8
bD
15

Bi ton by gi l tm x sao cho


z D cT x ! max
Vi cc rng buc
Ax  b
x0

1.5

Phng n chp nhn c

nh ngha 1.1 (Phng n chp nhn c). Vct x 2 Rn tha tt c


cc rng buc ca bi ton quy hoch tuyn tnh c gi l phng n
chp nhn c.

Trang 17

Chng 1. Gii thiu quy hoch tuyn tnh

V d 1.11. Cho bi ton quy hoch tuyn tnh:


z D 120x1 C 100x2 ! max
Vi cc rng buc

2x1 C 3x2  8
5x1 C 3x2  15
x1  0; x2  0

v cc phng n:
 
1
;
x1 D
2

x2 D

2
1

x3 D

1
3

Phng n no l phng n chp nhn c?


Gii. Rng buc c vit li
   

8
x1
2 3

15
x2
5 3
Ta xt ln lt cc phng n xi  0; i D 1; : : : ; 4:
 Vi phng n x1


2 3
5 3

     
8
8
1

D
15
11
2

Vy x1 l phng n chp nhn c.


 Vi phng n x2


2 3
5 3

     
8
7
2

D
15
13
1

Vy x2 l phng n chp nhn c.


 Vi phng n x3


2 3
5 3

     
1
11
8
D

3
15
14

Vy x3 khng l phng n chp nhn c.

x4 D

2
2

1.6 ngha hnh hc

Trang 18

 Vi phng n x4
     

8
10
2
2 3

D
15
16
2
5 3
Vy x4 khng l phng n chp nhn c.
nh ngha 1.2 (Phng n ti u). Phng n chp nhn c lm
cho hm mc tiu c gi tr ln nht (nu l bi ton max) hay nh nht
(nu l bi ton min) th c gi l phng n ti u.

1.6

ngha hnh hc ca bi ton quy hoch


tuyn tnh

Trong phn ny ta xt n phng php gii bi ton quy hoch tuyn


tnh bng hnh hc. Phng php hnh hc ch gii bi ton quy hoch
tuyn tnh hai hoc ba bin. Tuy nhin, ngha ca phng php ny
cho ta tng xy dng thut ton c th gii c bi ton nhiu
bin hn s c trnh by trong chng 2.

1.6.1 Phng php th gii bi ton quy hoch


tuyn tnh
V d 1.12. Gii bi ton quy hoch tuyn tnh
z D 4x C 3y ! max
Vi cc rng buc

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

Gii. Tp cc phng n chp nhn c nh hnh 1.1b. Hm mc tiu


c vit li
y D 4=3x C z=3 (d)
trong (d) l mt ng thng song song vi y D
tung ti z=3:

4=3x v ct trc

Trang 19

Chng 1. Gii thiu quy hoch tuyn tnh

5x
C

D
3y

15

B
2

C
y
D
4

C
x

Hnh a

Hnh b

Hnh 1.1: Tp phng n chp nhn c v d 1.12


Ta nhn thy z ! max khi v ch khi z=3 ! max : Nh hnh 1.2a,
tng gi tr z=3 ta tnh tin ng (d) theo phng ca ng thng
y D 4=3x sao cho ng (d) vn cn ct tp chp nhn c OABC.
y

y
z=3
A
b

A
B

2
b

2
z=3
(d)

0
yD

4=3x

Hnh a

z=3
(d)

0
yD

4=3x

Hnh b

Hnh 1.2: Biu din hm mc tiu v d 1.12


z=3 ! max khi v ch khi (d) i qua B(3/2;5/2). Vy phng n ti
u x D 3=2; y D 5=2 v gi tr hm mc tiu l z D 27=2:

1.6 ngha hnh hc

Trang 20

V d 1.13. Gii bi ton quy hoch tuyn tnh


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

3x C 2y  6
x C 2y  2
x  0; y  0

Gii. Tp cc phng n chp nhn c nh hnh 1.3b. Tp cc phng


n chp nhn c ca bi ton quy hoch tuyn tnh ny l tp khng
b chn.
y
5

y
3x C 2y D 6

1
x
2
4
x C 2y D 2
Hnh a

Hnh b

Hnh 1.3: Tp cc phng n chp nhn c v d 1.13


Hm mc tiu c vit li
y D 2=5x C z=5 (d)
th ca (d) l ng thng song song vi ng
yD

2=5x

v ct trc tung ti z=5:


Ta nhn thy z ! max khi v ch khi z=5 ! max : Nh hnh 1.2,
tng gi tr z=3 ta tnh tin ng (d) theo phng ca ng thng
y D 2=5x sao cho ng (d) vn cn ct tp chp nhn c.

Trang 21

Chng 1. Gii thiu quy hoch tuyn tnh

3
b

z=5
(d)
yD

4
2=

5x

Hnh 1.4: Biu din hm mc tiu v d 1.13


z=5 ! C1 khi ta tnh tin (d) hng ln theo phng ca y D
2=5x: Vy bi ton khng c phng n ti u

1.6.2 Tnh cht ca tp phng n chp nhn c


nh ngha 1.3 (on thng). on thng ni hai im x1 v x2 c
nh ngha
fx 2 Rn jx D x1 C .1

/x2 ;

0    1g

(1.13)

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


Nhng im thuc on thng vi 0 <  < 1 c gi l cc im
trong ca on, v x1 v x2 c gi l im bin ca on thng.
x1
b

x D x1 C .1

/x2

x2

Hnh 1.5: x1 ; x2 l hai im bin, x l im trong


nh l 1.4. Cho x1 v x2 l hai phng n chp nhn c ca bi
ton quy hoch tuyn tnh. im x D x1 C .1 /x2 ; 0    1, trn
on ni hai im x1 v x2 : Khi
i. x cng l phng n chp nhn c.

1.6 ngha hnh hc

Trang 22

ii. Nu cc gi tr hm mc tiu cT x1 D cT x2 th cT x D cT x1 D
cT x2 :
iii. Nu cc gi tr hm mc tiu cT x1 < cT x2 th cT x < cT x2 :
Chng minh. Gi s bi ton quy hoch tuyn tnh c rng buc
aT x  b: V x1 v x2 l hai phng n chp nhn c cho nn aT x1 
b v aT x2  b:
i. Vi x D x1 C .1
chng ta c

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


aT x D aT .x1 C .1

/x2 /

D a x1 C .1 /aT x2
 b C .1 /b < b
T

Do x tha rng buc cho nn x cng l phng n chp nhn c. Vy,


cc im trn on ni hai phng n chp nhn c l cc phng n
chp nhn c.
ii. Theo i), x l phng n chp nhn c.
cT x D cT .x1 C .1
D c x1 C .1
T

/x2 /
/cT x2

D cT x2 D cT x1
Vy cc phng n chp nhn c cng thuc mt on thng th cng
gi tr hm mc tiu.
iii. Vi x D x1 C .1 /x2 ; 0 <  < 1, trn on ni hai im x1 v x2 ;
chng ta c
cT x D cT .x1 C .1

/x2 /

D c x1 C .1

/cT x2

< cT x2 C .1

/cT x2 D cT x2

T nh l ny, xt tp cc phng n chp nhn c l on thng


ni bi hai im x1 ; x2 th mt im bin c gi tr hm mc tiu ln
nht v im bin cn li c gi tr hm mc tiu nh nht.

Trang 23

Chng 1. Gii thiu quy hoch tuyn tnh

V d 1.14. Xem li bi ton quy hoch tuyn tnh nh v d 1.12 trang


18.
z D 4x C 3y ! max
Vi cc rng buc

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

y
A

y
A

4
x1
x

z=3

x1 B
x
b

x2 C

Hnh a

x2 C

Hnh b
Hnh 1.6:

a. Ta thy xT1 D .1=2I 2/; xT2 D .2I 1=2/ l phng n chp nhn c v
im x thuc on ni hai im x1 ; x2 : im x nh bi
x D x1 C .1

/ x2 ;

D

2
3

cng l phng n chp nhn c, xem hnh 1.6a.


b. Cho hai phng n chp nhn c xT1 D .1=2I 7=3/ v xT2 D .2I 1=3/
c cng gi tr hm mc tiu l .z=3 D 3/ ; th phng n x thuc on
ni hai im x1 x2 : im x nh bi
x D x1 C .1

/ x2 ;

D

2
3

cng cng gi tr hm mc tiu l .z=3 D 3/ ; xem hnh 1.6b.

1.6 ngha hnh hc

Trang 24

nh ngha 1.5 (Tp li). Tp S 2 Rn c gi l tp li nu vi hai


im phn bit bt k x1 v x2 thuc S th on ni hai im x1 v x2
cng nm trong tp S:
V d 1.15. Cc tp con ca R2 trong hnh 1.7 l cc tp li. Cc tp
con ca R2 trong hnh 1.8 khng phi l tp li.
C
D
b

x1

x1

b
b

x2

A
b

x2

x2
b

B
y

(a)

(b)

y
b

x2

(c)

x1

x1

x2
b

x1
x
(d)

x1

x2

x
(e)

(f)

Hnh 1.7: Cc tp li

x2

x1
(a)

x2
b

x1

(b)

x2
b

x1

(c)

Hnh 1.8: Cc tp khng phi tp li


nh l 1.6. Tp tt c cc phng n chp nhn c S D fxjAx D
b; x  0g ca bi ton quy hoch tuyn tnh dng chnh tc l mt tp
li.

Trang 25

Chng 1. Gii thiu quy hoch tuyn tnh

Chng minh. Gi x1 ; x2 2 S l hai phng n chp nhn c, theo


nh l 1.4(i) th
x D x1 C .1 /x2
cng l phng chp nhn c. Do x 2 S; hay S l tp li

1.7

im cc bin

nh ngha 1.7 (T hp li). im x 2 Rn l t hp li ca r im


x1 ; x1 ; : : : ; xr trong Rn nu tn ti 1 ; 2 ; : : : ; r  0; 1 C 2 C    C r D 1
sao cho x D 1 x1 C 2 x2 C    C r xr :
nh l 1.8. Tp cha tt cc t hp li ca hu hn cc im trong Rn
l mt tp li.
Chng minh. Gi S l tp cha tt c cc t hp li ca r im
x1 ; x1 ; : : : ; xr trong Rn : Ly x; y 2 S
r
X

x D  1 x1 C  2 x2 C    C  r xr ;

i D 1;

i > 0

iD0

r
X

y D  1 x1 C  2 x2 C    C  r xr ;

i D 1;

i > 0

iD0

im thuc on ni hai im x; y c dng


z D x C .1 /y

0
0
0
D .1 C 1 1 /x1 I .2 C 2
Ta thy

r
P

iD1

i C i

i D 1;

2 /x2 I : : : I .r C r


0

i C i

r /xr

i > 0: Cho nn z 2 S; hay


0

S l tp li.
nh ngha 1.9 (im cc bin ca tp li). im x ca tp li S c
gi l im cc bin ca S nu x khng l t hp li ca hai im ca S
khc x:

1.8 Phng n c bn chp nhn c

Trang 26
C

D
E

0
Hnh 1.9:
V d 1.16. Tp li nh hnh 1.9, cc im A; B; C; D v E l im cc
bin.
Nhn xt. T nh ngha im cc bin, ta thy im x 2 S l im
cc bin nu
x D x1 C .1

/x2 ;

x1 ; x2 2 S;

>0

th x1 D x2 D x:
nh ngha 1.10 (Phng n cc bin). im cc bin ca tp cc
phng n chp nhn c cn gi l phng n cc bin.

1.8

Phng n c bn chp nhn c

Trong phn ny ta s kt hp tng ca phng php hnh hc v


phng n cc bin c trnh by trong phn 1.6 v 1.7 gii bi
ton quy hoch tuyn tnh bng cng c i s. Ta s thy vai tr quan
trng ca phng n cc bin trong vic tm phng n ti u ca hm
mc tiu thng qua nh l 1.18.
Do im cc bin rt kh xc nh bng phng php hnh hc khi
bi ton quy hoch c t ba bin tr ln. Cho nn phn ny s trnh
by phng php i s tm phng n cc bin. Cc khi nim c
trnh by trong phn ny l nghim c bn, phng n c bn,
phng n c bn chp nhn c, phng n cc bin. c

Trang 27

Chng 1. Gii thiu quy hoch tuyn tnh

th nh ngha phng n c bn, trc ht ta xt bi ton quy hoch


tuyn tnh dng chnh tc
z D cT x ! max
Vi cc rng buc
Ax D b
x0

(1.14)
(1.15)
(1.16)

Trong A l ma trn cp m  n; c 2 Rn ; v b 2 Rm : t cc ct ca ma
trn A l A1 ; A2 ; : : : ; An: Rng buc (1.15) c vit thnh
x1 A1 C x2 A2 C    C xn An D b

(1.17)

Ta c hai gi s v ma trn A W
 Th nht l m  n:
 Th hai l ma trn A c m dng c lp tuyn tnh. Ngha l hng
ca A l m; khi trong n ct ca A s c m ct c lp tuyn tnh.
Hai gi s ny ng cho bi ton quy hoch tuyn tnh dng chnh tc
c bin i t bi ton quy hoch tuyn tnh dng chun.

1.8.1 Nghim c bn ca Ax D b
Nghim c bn ca Ax D b c xy dng nh sau:
(1) Chn tp T gm m ct c lp tuyn tnh ca A (Chn c s cho
Rm ).
(2) n

m bin tng ng vi cc ct cn li cho bng khng.

(3) Phng trnh Ax D b c vit li


x1 A1 C x2 A2 C    C xn An D b

(1.18)

Trong Ai l ct th i ca A: t i1 ; i2 ; : : : ; im l ch s cc bin
khng cho bng bng khng. H phng trnh (1.18) c vit gn
xi1 Ai1 C xi2 Ai2 C    C xim Aim D b
h ny c m phng trnh, m n c duy nht mt nghim.

S c nhiu nht Cnm tp T

(1.19)

1.8 Phng n c bn chp nhn c

Trang 28

(4) Nghim ca h ny kt hp vi n m thnh phn ta cho bng


khng trn c gi l nghim c bn ca Ax D b:
V d 1.17. Cho h phng trnh tuyn tnh bn n nh sau

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
Tm tt c nghim c bn.
Gii. Ln lt xt cc trng hp:
Trng hp 1. Chn T D fA1 I A2 g nh thc

1 1
::

D 2
jA1 :A2 j D
5 3
Cho x3 D x4 D 0; ta c h phng trnh

x1 C x2 D 4
5x1 C 3x2 D 15

H ny c nghim x1 D 3=2I x2 D 5=2: Vy xT1 D .3=2I 5=2I 0I 0/ l


mt nghim c bn.
Trng hp 2. Chn T D fA1 I A3 g nh thc

1 1
::
D 5 0 (T c lp tuyn tnh)
jA1 :A3 j D
5 0
Cho x2 D x4 D 0; ta c h phng trnh

x1 C x3 D 4
5x1
D 15

H ny c nghim x1 D 3I x3 D 1: Vy xT2 D .3I 0I 1I 0/ l mt


nghim c bn.
Trng hp 3. Chn T D fA1 I A4 g nh thc

1 0
::
D 1 0 (T c lp tuyn tnh)

jA1 :A4 j D
5 1

Trang 29

Chng 1. Gii thiu quy hoch tuyn tnh

Cho x2 D x3 D 0; ta c h phng trnh



x1
D 4
5x1 C x4 D 15

H ny c nghim x1 D 4I x4 D
nghim c bn.

5: Vy xT3 D .4I 0I 0I 5/ l mt

Trng hp 4. Chn T D fA2 I A3 g nh thc

1 1
::
D 3 0 (T c lp tuyn tnh)
jA2 :A3 j D
3 0
Cho x1 D x4 D 0; ta c h phng trnh

x2 C x3 D 4
3x2
D 15

H ny c nghim x2 D 5I x3 D
nghim c bn.

1: Vy xT4 D .0I 5I 1I 0/ l mt

Trng hp 5. Chn T D fA2 I A4 g nh thc

1 0
::
D 3 0 (T c lp tuyn tnh)
jA2 :A4 j D
3 1
Cho x1 D x3 D 0; ta c h phng trnh

x2
D 4
3x2 C x4 D 15

H ny c nghim x2 D 4I x4 D 3: Vy xT5 D .0I 4I 0I 3/ l mt


nghim c bn.
Trng hp 6. Chn T D fA3 I A4 g nh thc

1 0
::
D 1 0 (T c lp tuyn tnh)

jA3 :A4 j D
0 1
Cho x1 D x2 D 0; ta c h phng trnh

x3
D 4
x4 D 15

H ny c nghim x3 D 4I x4 D 15: Vy xT6 D .0I 0I 4I 15/ l mt


nghim c bn.

1.8 Phng n c bn chp nhn c

Trang 30

Trong mt nghim c bn bt k, n m bin c gi tr cho bng khng


c gi l bin khng c bn, v m bin gii c gi l bin c
bn.
Nghim c bn l nghim ca h phng trnh Ax D b nn n khng
cn phi tha iu kin x  0; v do nghim c bn khng nht thit
phi l phng n chp nhn c ca bi ton quy hoch tuyn tnh.
(1.14), (1.15) v (1.16).
nh ngha 1.11 (Phng n c bn chp nhn c). Xt bi ton
quy hoch tuyn tnh dng chnh tc c tp cc rng buc S D fxjAx D
b; x  0g, nghim c bn ca Ax D b tha iu kin x  0 c l
phng n c bn chp nhn c.
V d 1.18. Tm tt c cc phng n c bn chp nhn c ca
z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj  0;

j D 1; : : : ; 4

Gii. Theo v d 1.17, ta c nghm c bn ca Ax D b v phng n c


bn chp nhn c cho nh bng bn di:
Nghim c bn
xT1 D .3=2I 5=2I 0I 0/
xT2 D .3I 0I 1I 0/
xT3 D .4I 0I 0I 5/
xT4 D .0I 5I 1I 0/
xT5 D .0I 4I 0I 3/
xT6 D .0I 0I 4I 15/

Phng n c bn cn
xT1 D .3=2I 5=2I 0I 0/
xT2 D .3I 0I 1I 0/
xT5 D .0I 4I 0I 3/
xT6 D .0I 0I 4I 15/

1.8.2 Thnh lp phng n cc bin


Tp m ct fAi1 ; : : : ; Aim g c lp tuyn tnh ca A lp thnh mt c s
ca Rm : Gi S D fxjAx D b; x  0g l tp li cc phng n chp nhn
c ca (1.14), (1.15) v (1.16).

Trang 31

Chng 1. Gii thiu quy hoch tuyn tnh

nh l 1.12. Gi s m ct ca A; c k hiu Ai1 ; Ai2 ; : : : ; Aim l c


lp tuyn tnh v
xi1 Ai1 C xi2 Ai2 C    C xim Aim D b

(1.20)

trong xik  0; 8k D 1; 2; : : : ; m: Khi im


x D .xi1 ; xi2 ; : : : ; xim ; 0; 0; : : : ; 0/
l phng n cc bin (im cc bin ca S).
Chng minh. D dng ta c x l phng n chp nhn c ca bi
ton quy hoch tuyn tnh (1.14), (1.15) v (1.16).
Gi s x khng l im cc bin ca S: Khi x l im trong ca
mt on thuc S: Ngha l c hai im phn bit u; v 2 S khc x v s
; 0 <  < 1 sao cho
x D u C .1 /v
(1.21)
Trong
u D .ui1 ; ui2 ; : : : ; uim ; uimC1 ; : : : ; ui n /  0
v
v D .vi1 ; vi2 ; : : : ; vim ; vimC1 ; : : : ; vi n/  0
T (1.21) chng ta c
0
D uik C .1
xik D uik C .1

/vik ;
/vik ;

mC1k n
1km

(1.22)

Bi v uik ; vik v ; 1  l cc s dng cho nn uik D 0 v vik D 0 vi


i D m C 1; : : : ; n: u l phng n chp nhn c nn
ui1 Ai1 C ui2 Ai2 C    C ui n Ai n D b

(1.23)

Ly (1.20) tr cho (1.23) ta c


.xi1

ui1 /Ai1 C .xi2

ui2 /Ai2 C    C .xi n

ui n /Ai n D b

Bi v Ai1 ; Ai2 ; : : : ; Aim c lp tuyn tnh nn


xik D vik ;

81  k  m

hay x D u; suy ra gi s x u l sai. Vy x l im cc bin ca S:


Nhn xt. Chng minh x D .x1 I : : : I xn / l phng n cc bin:

1.8 Phng n c bn chp nhn c

Trang 32

 Kim x l phng n chp nhn c.


 t T D fAj jxj > 0g; trong Aj l cc vct ct ca A:
 Nu c T c lp tuyn tnh th x l phng n cc bin.
V d 1.19. Chng minh xT D .1; 2; 3; 0/ l phng n cc bin ca bi
ton
z D 4x1 C 3x2 C 7x3 C 8x4
Vi cc rng buc
8
< 3x1 C 3x2 C 4x3
7x1
x2 C x3
:
2x1
x2 C 5x3
xj  0;

! min
C 5x4 D 21
C 6x4 D 8
C 2x4 D 15

j D 1; : : : ; 4

Gii. xT D .1; 2; 3; 0/ l phng n chp nhn c


 V x1 I x2 ; x3 > 0 nn ta xt T D fA1 I A2 I A3 g:
 Lp nh thc

:: ::
jA1 :A2 :A3 j D 7
2

nn xT l phng n cc bin.

3 4
1 1 0
1 5

nh ngha 1.13. Phng n cc bin ca bi ton quy hoch tuyn


tnh dng chnh tc c gi l khng suy bin nu s thnh phn
dng ca n l m: Nu s thnh phn dng t hn m th gi l phng
n cc bin suy bin.
nh l 1.14. Nu x D .x1 ; x2 ; : : : ; xn / l phng n cc bin ca tp cc
phng n S D fxjAx D b; x  0g th cc ct ca A tng ng xj > 0
c lp tuyn tnh.
Chng minh. Gi Ai1 ; Ai2 ; : : : ; Aik l k ct ca A ng vi xil > 0:
Phng trnh (1.17), Ax D b c vit li:
xi1 Ai1 C xi2 Ai2 C    C xik Aik D b

(1.24)

Trang 33

Chng 1. Gii thiu quy hoch tuyn tnh

Ta cn chng minh rng Ai1 ; Ai2 ; : : : ; Aik l c lp tuyn tnh. Ta chng


minh bng phn chng, gi s chng khng c lp tuyn tnh. Ngha
l tn ti c D .c1 ; c2 ; : : : ; ck / 0 sao cho
c1 Ai1 C c2 Ai2 C    C ck Aik D 0

(1.25)

Nhn (1.25) vi hng s d > 0, u tin cng kt qu vi (1.24) ta c


phng trnh (1.26), sau tr kt qu vi (1.24) ta c phng trnh
(1.27).
.xi1 C dc1 /Ai1 C .xi2 C dc2 /Ai2 C    C .xik C dcik /Aik D b
.xi1 dc1 /Ai1 C .xi2 dc2 /Ai2 C    C .xik dcik /Aik D b

(1.26)
(1.27)

By gi ta chn hai im trong Rn ,


v D .0; 0; : : : ; 0; xi1 C dc1 ; xi2 C dc2 ; : : : ; xik C dck /
v
w D .0; 0; : : : ; 0; xi1

dc1 ; xi2

dc2 ; : : : ; xik

dck /

Bi v d l hng s dng bt k, ta chn nh sau:


0 < d < min
j

xij
;
jcj j

cj 0

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


dng. Mc khc, t (1.26) v (1.27) ta cng c v; w l phng n chp
nhn c. Nhng ta li c
1
1
x D v C w;
2
2
tri vi gi thit ban u x l im cc bin. Vy gi s k ct cui ca
A khng c lp tuyn tnh l sai.
H qu 1.15. S phng n cc bin ca tp phng n chp nhn
c S D fxjAx D b; x  0g l hu hn.
Chng minh. Bi v s h c m vct ct c lp tuyn tnh l hu hn,
nn theo nh l 1.14 th s phng n cc bin ca S l hu hn.
H qu 1.16. S thnh phn dng ca mt phng n cc bin ti a
l m:

1.8 Phng n c bn chp nhn c

Trang 34

Chng minh. Theo nh l 1.14, cc ct ca A tng ng vi cc thnh


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

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj  0;

j D 1; : : : ; 4

Gii. T nh l 1.17 ta thy phng n c bn chp nhn c chnh


l phng n cc bin. Theo v d 1.18 ta c kt qu
Phng n c bn cn
xT1 D .3=2I 5=2I 0I 0/
xT2 D .3I 0I 1I 0/
x3 khng phi
x4 khng phi
xT5 D .0I 4I 0I 3/
xT6 D .0I 0I 4I 15/

Phng n cc bin
xT1 D .3=2I 5=2I 0I 0/
xT2 D .3I 0I 1I 0/
xT5 D .0I 4I 0I 3/
xT6 D .0I 0I 4I 15/

1.8.3 Quan h gia phng n cc bin v phng


n ti u
nh l 1.18. Nu bi ton quy hoch tuyn tnh dng chnh tc c
phng n ti u th s c mt phng n cc bin l phng n ti u.
Nhn xt. Nh nh l 1.18, nu ta chng minh c bi ton quy
hoch tuyn tnh dng chnh tc c phng n ti u, th n s c

Trang 35

Chng 1. Gii thiu quy hoch tuyn tnh

phng n cc bin l phng n ti u. Trn y chng ta c th


tm c tt c cc phng n cc bin (v s phng n cc bin l hu
hn theo h qu). Do trong s cc phng n cc bin va ch ra, ln
lt th tng phng n ta c phng n ti u.
Rng buc ca bi ton quy hoch tuyn tnh dng chnh tc Ax D b
l mt h m phng trnh tuyn tnh n n. nh l 1.12 v 1.14 cho ta
mi quan h gia im cc bin ca tp cc phng n chp nhn c
S D fxjAx D b; x  0g v s c lp tuyn tnh cc ct ca A:
nh l 1.19. iu kin cn v bi ton quy hoch tuyn tnh
dng chnh tc c phng n ti u l tp cc phng n khng rng
v hm mc tiu b chn trn (nu l bi ton max) hoc b chn di
(nu l bi ton min).
V d 1.21. Gii bi ton quy hoch tuyn tnh
z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj  0;

j D 1; : : : ; 4

Gii. Theo v d 1.20 bi ton quy hoch ny c cc phng n cc bin


Nghim c bn
x1 D .3=2I 5=2I 0I 0/
x2 D .3I 0I 1I 0/
x3 D .4I 0I 0I 5/
x4 D .0I 5I 1I 0/
x5 D .0I 4I 0I 3/
x6 D .0I 0I 4I 15/

Phng n cc bin
x1 D .3=2I 5=2I 0I 0/
x2 D .3I 0I 1I 0/

Gi tr hm mc tiu
z D 27=2
z D 12

x5 D .0I 4I 0I 3/
x6 D .0I 0I 4I 15/

z D 12
zD0

Vy phng n ti u x2 D .3I 0I 1I 0/ v gi tr hm mc tiu z D


27=2:

1.9 Bi tp chng 1

1.9

Trang 36

Bi tp chng 1

Bi tp 1.1. Bng phng php hnh hc gii bi ton quy hoch tuyn
tnh
z D 4x1 C 3x2 ! min
Vi cc rng buc
8
< x1 C x2  6
2x1 C 3x2  6
:
x1
x2  2
x1 ; x2  0

p n: Phng n ti u xT D .4I 2/ gi tr hm mc tiu z D


Bi tp 1.2. Cho bi ton quy hoch tuyn tnh:
z D 2x1 C 6x2 C 4x3 2x4 C 3x5 ! max
Vi cc rng buc
8
D 52
< x1 C 2x2 C 4x3
4x2 C 2x3 C x4
D 60
:
x1 C 3x2
C x5 D 36
xj  0;

j D 1; : : : ; 5

Chng minh xT D .0I 34=3I 22=3I 0I 2/ l phng n cc bin.


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

x1 C x2
D 6
2x2 C x3 D 8

xj  0; j D 1; 2; 3
a. Tm tt c cc phng n cc bin.
b. Tm phng n ti u.
p n:

a. Phng n cc bin xT1 D .2I 4I 0/ I xT2 D .6I 0I 8/


b. Phng n ti u xT D .2I 4I 0/

10:

Chng 2
Phng php n hnh
Mc lc chng 2
2.1 Phng php n hnh cho bi ton dng chun . . . . 37
2.2 Thut ton n hnh cho bi ton min . . . . . . . . . . . 58
2.3 Bi ton chnh tc khng c sn ma trn n v . . . . 60
2.4 Bi tp chng 2 . . . . . . . . . . . . . . . . . . . . . . . . 66

2.1

Phng php n hnh cho bi ton quy


hoch dng chun

Xt bi ton quy hoch tuyn tnh dng chun


z D c1 x1 C c2 x2 C    C cn xn ! max
Vi cc rng buc
8

a11 x1 C a12 x2 C    C a1n xn  b1

< a21 x1 C a22 x2 C    C a2n xn  b2


::
::
::
::

:
:
:
:

: a x C a x C  C a x  b
m1 1
m2 2
mn n
m
xj  0; j D 1; 2; : : : ; n

(2.1)

(2.2)
(2.3)

2.1 Phng php n hnh cho bi ton dng chun


ta t

B
B
ADB
@

1
a12    a1n
a22    a2n C
C
::
:: C ;
:
: A
am1 am2    amn
1
0
0
b1
B
B b2 C
C
B
B
b D B :: C ; c D B
@
@ : A
bm
a11
a21
::
:

B
B
xDB
@
c1
c2
::
:

cn

Bi ton c dng ma trn

x1
x2
::
:
xn

Trang 38

1
C
C
C
A

C
C
C
A

z D cT x ! max
Vi cc rng buc

(2.4)

Ax  b
x0

(2.5)
(2.6)

Trong phn ny ta gi s b  0; phn 2.3 s trnh by bi ton cho


trng hp b khng khng m.
By gi ta s bin i bi ton sang dng chnh tc bng cch thm
m n ph.
z D c1 x1 C c2 x2 C    C cn xn ! max
Vi cc rng buc
8

a11 x1 C    C a1n xn CxnC1


D b1

< a21 x1 C    C a2n xn


CxnC2
D b2
::
::
::

:
:
:

: a x C  C a x
CxnCm D bm
m1 1
mn n
x1  0; : : : ; xn  0; xnC1  0; : : : ; xnCm  0

Ta vit bi ton di dng ma trn


z D cT x ! max
Vi cc rng buc

(2.7)

Trang 39

Chng 2. Phng php n hnh


0

AxDb
x0
trong A l ma trn m  .m C n/ c dng
0
a11 a12    a1n 1
B a21 a22    a2n 0
0
B
A D B ::
::
::
::
@ :
:
:
:
am1 am2    amn 0

(2.8)
(2.9)

0 
1 
::
:

0
0
::
:

0  1

1
C
C
C
A

Gi S D fA x D b; x  0g l tp li cc phng n chp nhn c ca


bi ton quy hoch tuyn tnh (2.7), (2.8), (2.9). Theo 1.8 chng 1 th
phng n c bn chp nhn c ca bi ton quy hoch tuyn tnh l
0
im cc bin ca S
0

nh ngha 2.1 (Cc bin lin k). Hai phng n cc bin khc nhau
0
trong S c gi l lin k nu chng ch khc nhau v tr mt cp bin
c bn.
V d 2.1. Xem li v d 1.21 trang 35, cc phng n cc bin
.3=2I 5=2I 0I 0/ ; .3I 0I 1I 0/ ; .0I 4I 0I 3/ ; .0I 0I 4I 15/ :
Hai phng n cc bin .3=2I 5=2I 0I 0/ v .3I 0I 1I 0/ l lin k bi v bin
c bn ca phng n cc bin th nht l x1 ; x2 v bin c bn ca
phng cc bin th hai l x1 ; x3 : Hai phng n cc bin .3I 0I 1I 0/; .0I 4I 0I 3/
khng lin k.
Nm 1947, nh ton hc George Bernard Danzig a ra phng
php n hnh, l phng php bt u xt t mt phng n cc bin
ban u (phng n c bn chp nhn c) ln lt xt n cc phng
n cc bin lin k sao cho lm tng gi tr hm mc tiu. Qu trnh
tin hnh n lc thu c phng n ti u hoc gi tr hm mc tiu
khng hu hn. Phng php n hnh c bn bc:
(1) Thnh lp mt phng n cc bin
(2) Xt xem phng n cc bin hin hnh l phng n ti u
hay cha. Nu phng n cc bin ny l phng n ti u th kt
thc. Ngc li sang bc (3)

2.1 Phng php n hnh cho bi ton dng chun

Trang 40

(3) Tm phng n cc bin lin k sao cho gi tr hm mc tiu ln


hn hoc bng gi tr hm mc tiu ca phng n cc bin trc
.
(4) Quay v bc (2).
minh ha phng php n hnh ta xt bi ton dng chun.
z D 4x1 C 3x2 ! max
Vi cc rng buc

x1 C x2  4
5x1 C 3x2  15
xj  0; j D 1; 2

(2.10)
(2.11)
(2.12)

Trc ht ta chuyn sang dng chnh tc:


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

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj  0; j D 1; : : : ; 4

2.1.1 Phng n cc bin ban u


bt u phng php n hnh, ta phi tm mt phng n cc bin
chp nhn c. Vi gi s bT D .4I 5/  0 ta tm phng n cc bin
rt d dng, ch vic cho x1 D x2 D 0. Ta tm c:
x3 D 4;

x4 D 15

Phng n cc bin ban u l:


.x1 I x2 I x3 I x4 / D .0I 0I 4I 15/
thun tin cho vic lp bng n hnh, ta vit hm mc tiu (2.10)
nh sau
4x1 3x2 C z D 0
(2.13)
y ta xem z l cng mt bin, mc khc x1 D x2 D 0 nn gi tr hm
mc tiu by gi z D 0: Bng n hnh cho nh bng 2.1

Trang 41

Chng 2. Phng php n hnh

x3
x4

x1
1
5
-4

x2
1
3
-3

x3
x4
1
0
0
1
0
0
Bng 2.1:

z
0
0
1

4
15
0

Gii thch. Cc dng trong bng n hnh:


i. Dng u tin lit k tn bin x1 ; x2 ; x3 ; x4 v z tng ng cho
tng ct.
ii. Dng hai v ba l cc h s ca hai rng buc (2.11).
iii. Dng cui lit k h s cj ca hm mc tiu (2.10).
iv. Ct u tin bn tri cho bit bin x3 ; x4 l bin c bn ca dng
mt v hai.
v. Phn t dng cui, ct cui l gi tr hm mc tiu.
Nhn xt. Trong bng n hnh, bin c bn ca phng n cc bin
hin thi c cc tnh cht:
i. Bin c bn ch xut hin trong mt rng buc v bin c bn
ny c h s l C1:
ii. Gi tr bin c bn ca phng n cc bin hin thi nm cng
dng ct cui .b  0/ :
iii. Bin c bn khng c mt hm mc tiu (h s ca bin c
bn hm mc tiu , cj D 0).

xnC1
xnC2
::
:

x1
a11
a21
::
:

x2
a12
a22
::
:





xn
a1n
a2n
::
:

xnC1
1
0
::
:

xnC2
0
1
::
:





xnCm
0
0
::
:

z
0
0
::
:

b1
b2
::
:

am1 am2    amn


0
0

1
0 bm
c1
c2   
cn
0
0

0
1 0
Bng 2.2: Bng n hnh ca phng n cc bin ban
u

xnCm

2.1 Phng php n hnh cho bi ton dng chun

Trang 42

n y bi ton quy hoch c chuyn sang bng n hnh. Bng


n hnh th hin tt c thng tin ca cc rng buc, hm mc tiu,
phng n cc bin v gi tr ca hm mc tiu tng ng. Bng n
hnh tng qut ca bi ton quy hoch (2.7), (2.8), (2.9) cho nh bng
2.9.

2.1.2 Du hiu ti u
Tip tc, ta s tm hiu du hiu xc nh phng n cc bin trong
bng c lm hm mc tiu ti u cha.
Trong v d ny, ta thy c th tng gi tr ca
z D 4x1 C 3x2 C 0x3 C 0x4

khng c bn

c bn

bng cch tng gi tr ca bin khng c bn (hin ti x1 D x2 D 0).


Tng qut, mt hm mc tiu ta c th vit
X
X
zD
cj xj C
0  xj
(2.14)
khng c bn

c bn

By gi gi tr ca z c th c tng ln bng cch tng gi tr ca


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

Trang 43

Chng 2. Phng php n hnh

Nhn xt.  Nu trong bng n hnh:




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

 C cj < 0 th phng n cc bin hin thi khng l phng n


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

x1
2x2
D 5
x2 C x3 D 7
xj  0;

j D 1; 2; 3

a. Chng minh xT D .5I 0I 7/ l phng n cc bin.


b. Xt xem xT c l phng n cc bin ti u ca bi ton hay
khng.
Gii.
a. xT D .5I 0I 7/ l phng n chp nhn c. Xt
T D fA1 I A3 g
nh thc

1 0
::
D10
jA1 :A3 j D
0 1

Nn xT l phng n cc bin.
b. Phng n xT D .5I 0I 7/ cho ta bit x1 I x3 l hai bin c bn. dng
du hiu ti u, trc ht ta kh x1 ; x3 khi hm mc tiu. lm iu
ny ta bin i z WD z c1  (dng 1) c3  (dng 2)


Du hiu ti u ch dng khi bi ton dng chnh tc tha:


 b  0:
 Mi bin c bn ca phng n cc bin ch c trong mt rng buc.
 Hm mc tiu khng cha bin c bn.

2.1 Phng php n hnh cho bi ton dng chun

Trang 44

: -7 26 -9 =
z
7 (dng 1) : 7 -14 0 =
35
9 (dng 3) : 0
-9 9 =
63
tng : 0
3 0 = z C 98
Hm mc tiu vit li z D 3x2 98 ! max : Theo du hiu ti u,
do 9 c2 D 3 < 0 nn phng n cc bin hin thi khng l phng
n ti u.
V d 2.3. Cho bi ton quy hoch tuyn tnh
z D 5x1 x2 19x3 16x4 ! max
Vi cc rng buc
8
x1 C x2 C 2x3
3x4 D 5
<
2x1
x2 C x3 C 5x4 D 2
:
3x1 C 4x2 C 7x3
8x4 D 9
xj  0;

j D 1; : : : ; 4

Chng minh xT D .25=13I 64=13I 0I 8=13/ l phng n cc bin, ti u


ca bi ton cho.
Gii. Ta cn chng minh hai iu:
Chng minh xT l phng n cc bin
Xt T D fA1 I A2 I A4 g: nh thc

:: ::
jA1 :A2 :A3 j D 2
3

1
1
4

3
5 0
8

T c lp tuyn tnh, cho nn xT l phng n cc bin.


Chng minh xT l phng n ti u:
V x1 I x2 I x4 l cc bin c bn nn ta phi bin i cc rng buc sao
cho bin c bn ch xut hin trong 1 rng buc:
8
C x3
D
< x1
x2 C x3
D
:
C x3 C x4 D

Trang 45

Chng 2. Phng php n hnh

vic ny c ngha l ta i gii tm x1 I x2 I x4 theo cc bin cn li. H cc


rng buc tng ng
8
C 7=13x3
D 25=13
< x1
x2 C 46=13x3
D 64=13
(2.15)
:
9=13x3 C x4 D 8=13
Bi ton quy hoch tng ng vi

z D 5x1 x2 19x3 16x4 ! max


Vi cc rng buc
8
7=13x3
D 25=13
< x1
x2 C 46=13x3
D 64=13
:
9=13x3 C x4 D 8=13
xj  0;

j D 1; : : : ; 4

Hm mc tiu by gi :
z D5x1 x2 19x3 16x4
 


64 46
7
25
x3
x3
D5
13 13
13 13


8
9
19x3 16
x3
13 13
67 92
x3 ! max
D
13 13
Theo du hiu ti u 8
phng n ti u.

cj  0 nn phng n cc bin hin thi l

2.1.3 Chn bin vo c s


Gi s bng n hnh by gi c cj < 0 th lc ny gi tr hm mc
tiu cha ti u. Do cn c s iu chnh gi tr ca cc bin. Trong
v d:
z D 4x1 C 3x2 C 0x3 C 0x4

khng c bn

c bn

Bin i sao cho hm mc tiu khng cha bin c bn x1 ; x2 ; x4 :

2.1 Phng php n hnh cho bi ton dng chun

Trang 46

Ta thy nu x1 tng 1 n v th z tng 4 n v, trong khi x2 tng 1 n


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


min cj I cj < 0 D cv

Ct cha bin vo c s c gi l ct xoay

x3
x4

#
x1
1
5
-4

x2
x3
1
1
3
0
-3
0
Bng 2.4:

x4
0
1
0

z
0
0
1

4
15
0

2.1.4 Chn bin ra khi c s


Gii (2.11) cho x3 ; x4 ta c
(
x3 D 4 x1 x2
x4 D 15 5x1 3x2
Ta tng gi tr ca x1 v gi nguyn gi tr ca x2 D 0
(
x3 D 4 x1
x4 D 15 5x1

(2.16)

T (2.16) cho thy, khi tng gi tr ca x1 th x3 ; x4 gim. Vy vn l


x tng n gi tr no? Nh li rng x3 ; x4  0 do ta tng gi tr x1
sao cho:
(
x3 D 4 x1  0
(2.17)
x4 D 15 5x1  0
Gii (2.17) ta c

(
x1  4=1
x1  15=5 D 3

Trang 47

Chng 2. Phng php n hnh

Ta thy rng, ta ch c th tng gi tr ca x1 n minf4I 3g D 3. Phng


n cc bin by gi l
x1 D 3;

x2 D 0;

x3 D 1;

x4 D 0

Phng n ny l phng n lin k vi phng n trc. Phng n


cc bin by gi c x1 I x3 l bin c bn v x2 I x4 l bin khng c bn.
Bin x4 D 15 trong phng n trc l bin c bn, trong phng n
mi th x4 D 0 l bin khng c bn, ta gi x4 l bin ra khi c s,
xem bng 2.5.

x3
x4

#
x1
1
5
-4

x2
x3
1
1
3
0
-3
0
Bng 2.5:

x4
0
1
0

z
0
0
1

4
15
0

Dng cha x4 ca bng n hnh gi l dng xoay, phn t nm


trn dng xoay v ct xoay gi l phn t trc. Trong v d ca ta
phn t trc l (5).

x3
x4

#
x1
1
(5)
-4

x2
x3
1
1
3
0
-3
0
Bng 2.6:

x4
0
1
0

z
0
0
1

4
15
0

Nhn xt. Gi s xv l bin vo c s. Nu




bi
br
min
I aiv > 0 D
aiv
arv
th bin xr l bin ra khi c s .
Nu khng xc nh c bin ra th bi ton quy hoch tuyn tnh khng c
phng n ti u

2.1 Phng php n hnh cho bi ton dng chun

Trang 48

2.1.5 Lp bng n hnh mi


n y, ta xc nh c bin mi vo c s v bin ra khi c s,
lc ny:
 Bin c bn l x1 ; x3
 Bin khng c bn l x2 ; x4
x1

x2

x3

x4

x3
x1
Bng 2.7:
V x1 l bin c bn mi trong dng hai ca rng buc nn:
 H s ca x1 trong rng buc th hai l 1. Ta chia hai v ca
rng buc th hai cho phn t trc (l 5).
1
3
x1 C x2 C x4 D 3
5
5

(2.18)

 Bin x1 khng c mt trong rng buc th nht v hm


3
1
mc tiu. c iu ny, ta thay x1 D 3
x2
x4 trong 2.18
5
5
vo rng buc th nht
3

3
x2
5

1
x4 C x2 C x4 D 4
5

(2.19)

1
x4 D 1
5

(2.20)

tng ng
2
x2 C x3
5
v hm mc tiu
3
4
x2 C x4 C z D 12
5
5
Ta c bng n hnh mi nh bng 2.8.

(2.21)

Trang 49

Chng 2. Phng php n hnh

x1
0
1
0

x3
x1

x2
x3
2/5
1
3/5
0
-3/5
0
Bng 2.8:

x4
-1/5
1/5
4/5

z
0
0
1

1
3
12

Nhn xt. Tm tt thut ton n hnh:

xnC1
::
:

x1
a11
::
:



::
:

xr
::
:

ar1
::
:


::
:

xnCm

am1
c1




#
xv
a1v
::
:



::
:

xn
a1n
::
:

.arv /    arn
::
::
::
:
:
:
amv    amn
cv   
cn
Bng 2.9:

xnC1
1
::
:



::
:

xnCm
0
::
:

z
0
::
:

b1
::
:

0
::
:


::
:

0
::
:

0
::
:

br
::
:

0
0




1
0

0
1

bm
0


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


bi
br
min
I aiv > 0 D
aiv
arv
th bin xr l bin ra khi c s. Ngc li, nu khng tm c
bin ra khi c s th bi ton khng c phng n ti u.
Bc 3: Lp bng n hnh mi. Ta xc nh bin xv l bin
vo v xr l bin ra khi c s. Ta lp bng n hnh mi
 Xc nh phn t trc arv :

y chnh l php kh Gauss - Jordan

2.1 Phng php n hnh cho bi ton dng chun

Trang 50

 Chia dng cha phn t trc cho phn t trc.


 Cc phn t dng i ct j khc ca bng c tnh

aij aiv

=arv D aij arv arj aiv =arv

aij D

arj arv

V d 2.4. Gii li chi tit bi ton

z D 4x1 C 3x2 ! max


Vi cc rng buc

x1 C x2 C x3
D 4
5x1 C 3x2
C x4 D 15
xj  0;

j D 1; : : : ; 4

c minh ha trong v d trn bng thut ton n hnh.


Gii. Bng n hnh phng n xut pht xT D .0I 0I 4I 15/
#
x1
1
(5)
-4

x3
x4
 Do 9

x2
1
3
-3

x3
1
0
0

x4
0
1
0

4
15
0

4/1
15/5

c1 < 0 nn phng n hin thi cha ti u.

 Bin x1 l bin vo (do

c1 D

4 m nht).

 Bin x4 l bin ra v min f4=1I 15=5g D 15=5:


 Phn t trc l (5).
Lp bng n hnh ca phng n mi.
x1
x3
x1

x2
?
3/5

x3

x4

1/5

(2.22)

Trang 51

Chng 2. Phng php n hnh

 Trc ht chia dng cha phn t trc cho phn t trc


 Cc v tr cn li tnh bng cng thc (2.22). C th phn t
(?) c tnh nh sau:
1

(5)

: (5) D .1  5

1  3/=5 D 2=5

vy ta c
x1
x3
x1

x2
2/5
3/5

x3

x4

1/5

Tnh tng t cho cc s v tr cn li, ta c bng n hnh mi

x3
x1

x1
0
1
0

#
x2
(2/5)
3/5
-3/5

x3
1
0
0

x4
-1/5
1/5
4/5

1
3
12

Do 9 c2 D 3=5 < 0 nn phng n cc bin hin thi khng l


phng n ti u.

x2
x1

x1
0
1
0

x2
1
0
0

x3
5/2
-3/2
3/2

x4
-1/2
1/2
1/2

5/2
3/2
27/2

n y ta thy 8 cj  0 nn phng n cc bin hin thi xT D


.3=2I 5=2I 0I 0/ l phng n ti u. Gi tr hm mc tiu z D 27=2:
Nhn xt. Trong cc bng n hnh, ct cha z khng thay i qua cc
bc lp. Do , n gin ta s khng ghi ct z trong bng n hnh.

2.1 Phng php n hnh cho bi ton dng chun

Trang 52

V d 2.5. Gii bi ton quy hoch tuyn tnh


z D 2x1 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3  15
< x1
3x1 C 2x2
2x3  20
:
4x1
C x3  10
xj  0;

j D 1; 2; 3

Gii. Chuyn bi ton sang dng chnh tc:


z D 2x1 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3 C x4
D 15
< x1
3x1 C 2x2
2x3
C x5
D 20
:
4x1
C x3
C x6 D 10
xj  0;

j D 1; : : : ; 6

Bng n hnh ca phng n xut pht

x4
x5
x6

#
x1
1
3
(4)
-2

x2
-5
2
0
1

x3
1
-2
1
-1

x4
1
0
0
0

x5
0
1
0
0

x6
0
0
1
0

15
20
10
0

Do 9 c2 D 2 < 0 nn phng n cc bin hin thi khng l


phng n ti u. Ta lp bng mi:

x4
x5
x1

x1
0
0
1
0

x2
-5
2
0
1

#
x3
3/4
-11/4
(1/4)
-1/2

x4
1
0
0
0

x5
0
1
0
0

x6
-1/4
-3/4
1/4
1/2

25/2
25/2
5/2
5

Trang 53

Chng 2. Phng php n hnh

Do 9 c3 D 1=2 < 0 nn phng n cc bin hin thi khng l


phng n ti u. Ta lp bng n hnh ca phng n mi. y khi
chn bin ra ta ch tm min ca hai t s:
min f.25=2/=.3=4/I .5=2/=.1=4/g D .5=2/=.1=4/
nn x1 l bin ra.

x4
x5
x3

x1
-3
11
4
2

x2
-5
2
0
1

x3
0
0
1
0

x4
1
0
0
0

x5
0
1
0
0

x6
-1
2
1
1

5
40
10
10

n y ci  0 nn phng n cc bin hin thi xT D .0I 0I 10I 5I 40I 0/


l phng n ti u. Gi tr hm mc tiu z D 10:
V d 2.6. Gii bi ton quy hoch tuyn tnh
z D 2x1 C 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3 D 6
< x1
2x1 C 2x2
 7
:
x1 C 2x2
 5
xj  0;

j D 1; 2; 3

Gii. Chuyn bi ton sang dng chnh tc


z D 2x1 C 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3
D 6
< x1
2x1 C 2x2
C x4
D 7
:
x1 C 2x2
C x5 D 5
xj  0;

j D 1; : : : ; 5

Hm mc tiu vit li
z D x1 C 8x2 C 6

2.1 Phng php n hnh cho bi ton dng chun

Trang 54

Phng n cc bin xut pht xT D .0I 0I 6I 7I 5/: Bng n hnh ca


phng n cc bin ny:

x3
x4
x5

x1
1
2
-1
-1

#
x2
-5
2
(2)
-8

x3
1
0
0
0

x4
0
1
0
0

x5
0
0
1
0

6
7
5
6

9 c2 D 8 < 0 nn phng n cc bin hin thi khng l phng


n ti u. Bng n hnh cho phng n mi

x3
x4
x2

#
x1
-3/2
(3)
-1/2
-5

x2
0
0
1
0

x3
1
0
0
0

x4
0
1
0
0

x5
5/2
-1
1/2
4

37/2
2
5/2
26

9 c1 D 5 < 0 nn phng n cc bin hin thi khng l phng


n ti u. Bng n hnh cho phng n mi

x3
x1
x2

x1
0
1
0
0

x2
0
0
1
0

x3
1
0
0
0

x4
1/2
1/3
1/6
5/3

x5
2
-1/3
1/3
7/3

39/2
2/3
17/6
88/3

8 cj  0 nn phng n cc bin hin thi xT D .2=3I 17=6I 39=2I 0I 0/


l phng n ti u. Gi tr hm mc tiu z D 88=3:

Trang 55

Chng 2. Phng php n hnh

V d 2.7. Gii bi ton quy hoch tuyn tnh


z D 2x1 x2 C x3 C x4 ! max
Vi cc rng buc
8
x4
D 2
< x1 C x2 C 2x3
2x2
7x3 C 3x4 C x5
D 3
:
3x3 C 2x4
C x6 D 7
xj  0;

j D 1; : : : ; 6

Gii. Phng n ban u c x1 I x5 I x6 l bin c bn. Bng n hnh:

x1
x5
x6

x1
1
0
0
0

x2
1
-2
0
-1

#
x3
(2)
-7
-3
-5

x4
-1
3
2
1

x5
0
1
0
0

x6
0
0
1
0

2
3
7
-4

x2
1/2
3/2
3/2
3/2

x3
1
0
0
0

#
x4
-1/2
-1/2
(1/2)
-3/2

x5
0
1
0
0

x6
0
0
1
0

1
10
10
1

x2
2
3
3
6

x3
1
0
0
0

x4
0
0
1
0

x5
0
1
0
0

x6
1
1
2
3

11
20
20
31

Bin x3 vo thay cho x1

x3
x5
x6

x1
1/2
7/2
3/2
5/2

Bin x4 vo thay x6

x3
x5
x4

x1
2
5
3
7

8 cj  0 nn phng n xT D .0I 0I 11I 20I 10I 0/ l phng n ti


u. Gi tr hm mc tiu z D 31:

2.1 Phng php n hnh cho bi ton dng chun

Trang 56

V d 2.8. Cho bi ton quy hoch tuyn tnh


z D 2x2 C 3x3 C 4x4 x5 ! max
Vi cc rng buc
8
x3 C x4
2x5 D
< x1 C 2x2
x1 C x2 C x3 C x4 C 3x5 D
:
2x1
x2
x3 C 3x4 C x5 D
xj  0;

2
6
2

j D 1; : : : ; 5

a. Chng minh xT D .0I 1I 2I 0I 1/ l phng n cc bin khng ti u.


b. Xy dng phng n cc bin mi tt hn phng n trn.
Gii.
a. Phng n cc bin xT D .0I 1I 2I 0I 1/ c x2 I x3 I x5 l bin c bn. t:

2


1
2

: :
1
3 0
T D A2 ::A3 ::A5 ) jT j D 1
1
1 1

Vy x l phng n cc bin. Bi ton trn tng ng vi

z D 65=12x1 C 34=3x4 C 7 ! max


Vi cc rng buc
8
C 1=3x4
D 1
< 1=12x1 C x2
5=3x1
C x3
7=3x4
D 2
:
1=4x1
C
x4 C x5 D 1
xj  0;

j D 1; : : : ; 5

Do 9 cj < 0 nn phng n cc bin x khng l phng n ti u.


b. Bng n hnh ca phng n xT D .0I 1I 2I 0I 1/

x2
x3
x5

x1
-1/12
-5/3
1/4
-65/12

x2
1
0
0
0

x3
0
1
0
0

#
x4
1/3
-7/3
(1)
-34/3

x5
0
0
1
0

b
1
2
1
7

Trang 57

Chng 2. Phng php n hnh

Bng n hnh ca phng n mi

x2
x3
x4

x1
-1/6
-13/12
1/4
-31/12

x2
1
0
0
0

x3
0
1
0
0

x4
0
0
1
0

x5
-1/3
7/3
1
34/3

b
2/3
13/3
1
55/3

Phng n mi .0I 2=3I 13=3I 1I 0/ c gi tr hm mc tiu tt hn


phng n cu a.
V d 2.9. Gii bi ton quy hoch tuyn tnh dng chnh tc
z D x1 C 2x2 2x3 C x4 x5 C 2x6 ! min
Vi cc rng buc
8
x2
5x3 C x4
D 5
< 2x1
x1
2x2 C 2x3
C x5
D 4
:
4x1 C x2 C x3
C x6 D 2
xj  0;

j D 1; : : : ; 6

Gii. Chuyn bi ton min sang bi ton max; hm mc tiu tr thnh:


z D x1

2x2 C 2x3

x4 C x5

2x6 ! max

Bin x4 I x5 I x6 l bin c bn ca phng n xut pht. Kh x4 I x5 I x6


trong hm mc tiu ta c:
zD

6x1 C x2

3x3 ! max

Bng n hnh:

x4
x5
x6

x1
2
1
-4
6

#
x2
-1
-2
(1)
-1

x3
-5
2
1
3

x4
1
0
0
0

x5
0
1
0
0

x6
0
0
1
0

5
4
2
-5

2.2 Thut ton n hnh cho bi ton min

x4
x5
x2

x1
-2
-7
-4
2

x2
0
0
1
0

x3
-4
4
1
4

x4
1
0
0
0

Trang 58

x5
0
1
0
0

x6
1
2
1
1

7
8
2
-3

8 cj  0 nn phng n xT D .0I 0I 2I 0I 7I 8I 0/ l phng n ti u.


Gi tr hm mc tiu z D 3 ! max hay z D 3 ! min

2.2

Thut ton n hnh cho bi ton min

Thut ton n hnh cho bi ton tm gi tr nh nht ca hm mc


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


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

 C cj > 0 th phng n cc bin hin thi cha l phng n


ti u.

Trang 59

Chng 2. Phng php n hnh

V d 2.10. Gii bi ton quy hoch tuyn tnh


z D x1 C x2 3x3 ! min
Vi cc rng buc
8
x2 C x3  1
< 2x1
4x1 C 2x2
x3  2
:
3x1
C x3  5
xj  0;

j D 1; 2; 3

Gii. Chuyn sang dng chnh tc


z D x1 C x2 3x3 ! min
Vi cc rng buc
8
x2 C x3 C x4
D 1
< 2x1
4x1 C 2x2
x3
C x5
D 2
:
3x1
C x3
C x6 D 5
xj  0;

j D 1; : : : ; 6

Bng n hnh

x4
x5
x6

x3
x5
x6

x1
2
-4
3
-1

x2
-1
2
0
-2

#
x3
(1)
-1
1
3

x4
1
0
0
0

x5
0
1
0
0

x6
0
0
1
0

1
2
5
0

x1
2
-2
1
-7

#
x2
-1
(1)
1
1

x3
1
0
0
0

x4
1
1
-1
-3

x5
0
1
0
0

x6
0
0
1
0

1
3
4
-3

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

x3
x2
x6

x1
0
-2
3
-5

x2
0
1
0
0

x3
1
0
0
0

x4
2
1
-2
-4

x5
1
1
-1
-1

Trang 60

x6
0
0
1
0

4
3
1
-6

8 cj  0 nn phng n xT D .0I 3I 4I 0I 0I 1/ l phng n ti u.


Gi tr hm mc tiu z D 6:

2.3

Bi ton chnh tc khng c sn ma trn


n v

Gi s cn gii bi ton quy hoch tuyn tnh dng chnh tc


z D cT x ! max
Vi cc rng buc
Ax D b
x  0

(2.23)

Trong A khng c ma trn n v, b  0 . Chng hn cn gii bi


ton sau:
V d 2.11. Gii bi ton quy hoch tuyn tnh
z D 3x1 C 4x2 C 5x3 6x4 ! max
Vi cc rng buc
8
< x1 C x2 C x3 C 13x4 D 14
2x1 C x2
C 14x4 D 11
:
C 3x2 C x3 C 14x4 D 16
xj  0;

j D 1; : : : ; 4

Gii. Do ma trn cc h s A khng c ma trn n v nn cha xc


nh c phng n cc bin ban u. V tp cc phng n l h
phng trnh tuyn tnh nn ta c th bin i c ba vecto n v
0
1
0
1
1 1 1 13 14
1 1
1
13
14
d2 D d2
1
@2 1 0 14 11A d2 Dd2 2d!
@0
1
2
12
17A
!
0 3 1 14 16
0 3
1
14
16

Trang 61

Chng 2. Phng php n hnh

0
0
1
1 0
1
1 1 1 13 14
2
@0 1 2
@0 1 2 12 17A d1 Dd1 d!
d3 Dd3 3d2
0 0
5
0 3 1 14 16
0
0
1
1
1 0
1
1
3
d1 Dd1 Cd3
@
@0 1 2
A
12 17
! 0
d2 Dd2 2d3
0
0 0 1 22=5 7

1
3
17 A
35

1
12
22

d3 D 1=5d3

1
0 0 27=5 4
1 0 16=5 3A
0 1 22=5 7

Bi ton lc ny l

z D 123=5x4 C 35 ! max
Vi cc rng buc
8
C 27=5x4 D 4
< x1
x2
C 16=5x4 D 3
:
x3 C 22=5x4 D 7
xj  0;

j D 1; : : : ; 4

Vi bi ton ny ta c bng n hnh nh sau


x1
x2
x3

x1
1
0
0
0

x2
0
1
0
0

x3
0
0
1
0

x4
27/5
16/5
22/5
123/5

4
3
7
35

Phng n ti u x D .4I 3I 7I 0/; gi tr ti u z D 35


Nhng c th trong qu trnh bin i sau khi c cc vecto n
v m phng n khng tha iu kin khng m th cch lm trn rt
kh gp mt phng n cc bin ban u.
V d 2.12. Gii bi ton quy hoch tuyn tnh
z D 2x1 x2 2x3 ! max
Vi cc rng buc

x1 C x2
x3 D
x1 C 2x2 C x3 D
xj  0;

j D 1; 2; 3

1
2

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

Trang 62

V ma trn cc h s A khng c ma trn n v nn cha xc nh c


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






1 0
3
4
1 1
1
1
1 1
1
1
!
!
0 1 2
3
0 1 2
3
1 2 1
2

Bi ton lc ny l

z D 6x3 11 ! max
Vi cc rng buc

x1
3x3 D
x2 C 2x3 D
xj  0;

4
3

j D 1; 2; 3

n y ta gp kh khn trong vic tm phng n cc bin. Ta dng


phng php sau y gi l phng php nh thu gii cho trng
hp ny.
Xt bi ton quy hoch tuyn tnh dng chnh tc:
z D c1 x1 C    C cn xn ! max
Vi cc rng buc
8

a11 x1 C    C a1n xn D b1

< a21 x1 C    C a2n xn D b2


::
::
::
::

:
:
:
:

: a x C  C a x D b
m1 1
mn n
m

(2.24)

xj  0; j D 1; : : : ; xn

Thm cc n y1 ; : : : ; ym  0 m ta gi l n gi vo m rng buc khi


bi ton c dng
z D c1 x1 C    C cn xn My1    Mym ! max
(2.25)
Vi cc rng buc
8

a11 x1 C    C a1n xn C y1
D b1

< a21 x1 C    C a2n xn


C y2
D b2
::
::
::
::

:
:
:
:

: a x C  C a x
C ym D bm
m1 1
mn n
xj  0; j D 1; : : : ; nI yi  0; i D 1; : : : ; m

Trang 63

Chng 2. Phng php n hnh

Trong M l s dng rt ln, ln hn bt k s no m ta cn so


snh.
nh l 2.6. Bi ton (2.24) c phng n ti u x D .x1 ; : : : ; xn / khi v
ch khi bi ton (2.25) c phng n ti u
y D .x1 ; : : : ; xn ; 0; : : : ; 0/:
Ch . Khi gii bi ton (2.25) bng phng php n hnh th cc h
s hm mc tiu c cha tham s M: V M ln nn khi so snh cc gi
tr c tham s M ta c quy c nh sau
aM C b > 0 ,

a>0
a D 0; b > 0

a<0
a D 0; b < 0

a>c
aM C b > cM C d ,
a D c; b > d
aM C b < 0 ,

V d 2.13. Gii li bi ton quy hoch tuyn tnh v d 2.12


z D 2x1 x2 2x3 ! max
Vi cc rng buc

x1 C x2
x3 D
x1 C 2x2 C x3 D
xj  0;

1
2

j D 1; 2; 3

Gii. Ta nhn hai v rng buc th nht vi 1


z D 2x1 x2 2x3 ! max
Vi cc rng buc

x1
x2 C x3 D 1
x1 C 2x2 C x3 D 2
xj  0;

j D 1; 2; 3

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

Trang 64

Thm vo rng buc th nht, th hai hai bin gi. Bi ton tr thnh
z D 2x1 x2 2x3 My1 My2 ! max
Vi cc rng buc

x1
x2 C x3 C y1
D 1
x1 C 2x2 C x3
C y2 D 2
y1 ; y2  0; xj  0;

j D 1; 2; 3

Bin c bn ca phng n xut pht l y1 ; y2 : Bi ton tng ng


vi
z D 2x1 C .M 1/x2 C 2.M 1/x3 3M ! max
Vi cc rng buc

x1
x2 C x3 C y1
D 1
x1 C 2x2 C x3
C y2 D 2
y1 ; y2  0; xj  0;

j D 1; 2; 3

y1
y2

x1
-1
1
-2

x2
-1
2
-(M-1)

#
x3
(1)
1
-2(M-1)

x3
y2

x1
-1
2
-2M

#
x2
-1
(3)
-3(M-1)

x3
1
0
0

y1
1
-1
2(M-1)

x3
1
0
0

y1
2/3
-1/3
M-1

x3
x2

#
x1
-1/3
(2/3)
-2

x2
0
1
0

y1
1
0
0

y2
0
1
0

1
2
-3M

y2
0
1
0

1
1
-M-2

y2
1/3
1/3
M-1

4/3
1/3
-3

1
2

1/3

1/2

Trang 65

Chng 2. Phng php n hnh

x3
x1

x1
0
1
0

x2
1/2
3/2
3

x3
1
0
0

y1
1/2
-1/2
M-2

y2
1/2
1/2
M

3/2
1/2
-2

Mi cj  0 nn phng n hin thi


xT D .1=2I 0I 3=2I 0I 0/
l phng n ti u. Gi tr hm mc tiu z D

2:

V d 2.14. Gii bi ton quy hoch tuyn tnh


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

2x1 C 3x2  6
x1 C 2x2  4
x1 ; x2  0

Gii.

Mi
u.

x3
y1

x1
2
1
-(2+M)

x2
y1

x1
2/3
-1/3
(4+M)/3

#
x2
(3)
2
-(5+2M)

x2
1
0
0

x3
1
0
0

x3
1/3
2/3
(5+2M)/3

x4
0
-1
M

x4
0
-1
M

y1
0
1
0

y1
0
1
0

6
4
-4M

2
2

2
0
10

cj  0 nn phng n hin thi .0I 2I 0I 0I 0/ l phng n ti

2.4 Bi tp chng 2

2.4

Trang 66

Bi tp chng 2

Bi tp 2.1. Gii cc bi ton quy hoch tuyn tnh:


a. z D x1 2x2 C 2x3 ! min
Vi cc rng buc

x1 C x2
C 4x4 D 6
2x2 C x3 C 5x4 D 8
xj  0; j D 1; : : : ; 4
p n. Phng n ti u xT D .2I 4I 0I 0/ ; gi tr hm mc tiu
zD 6
b. z D 2x1 C 3x2 C x3 ! max
Vi cc rng buc
8
5x2 C x3  6
< x1
2x1 C 2x2
2x3  7
:
x1 C 2x2 C x3  5
xj  0; j D 1; 2; 3
p n. Phng n ti u xT D .125=12I 17=6I 39=4/ ; gi tr hm
mc tiu z D 469=12:
c. z D 2x1 C x2 C x3 C 3x4 ! max
Vi cc rng buc

x1 C 2x2 C x3
D 16
x2 C 4x3 C 2x4  8
xj  0; j D 1; : : : ; 4
p n. Phng n ti u xT D .16I 0I 0I 4/ ; gi tr hm mc tiu
z D 44:
d. z D 15x1 C 19x2 ! min
Vi cc rng buc
8
< 3x1 C x2  3
x1 C x2  2
:
3x1 C 4x2  7
x1 ; x2  0

Trang 67

Chng 2. Phng php n hnh

p n. Phng n ti u xT D .1I 1I 1/ ; gi tr hm mc tiu


z D 34:
Bi tp 2.2. Cho bi ton quy hoch tuyn tnh:
z D 4x1 5x2 7x3 ! max
Vi cc rng buc

3x1 C x2 C x3 D 6
x1 C 2x2 C 3x3 D 14
xj  0;

j D 1; 2; 3

a. Chng minh x D .0I 4I 2/ l phng n cc bin, nhng khng


phi l phng n ti u.
b. Hy xy dng mt phng n cc bin mi tt hn phng n cc
bin cu a.
T

Bi tp 2.3. Cho bi ton quy hoch tuyn tnh:


z D x1 C 2x2 2x3 ! max
Vi cc rng buc

x1 C x2
C 4x4 D 6
2x2 C x3 C 5x4 D 8
xj  0;

j D 1; : : : ; 4

a. Chng minh xT D .0I 2=3I 0I 4=3/ l phng n cc bin, nhng


khng phi l phng n ti u.
b. Hy xy dng mt phng n cc bin mi tt hn phng n cc
bin cu a.
Bi tp 2.4. Cho bi ton quy hoch tuyn tnh:
z D 4x1 3x2 C 7x3 C 8x4
Vi cc rng buc
8
< 2x1 C 3x2 C 4x3
8x1
x2 C x3
:
2x1
x2 C 5x3
xj  0;

! min
C 5x4 D 20
C 6x4 D 9
C 2x4 D 15

j D 1; : : : ; 4

Chng minh xT D .1I 2I 3I 0/ l phng n cc bin, ti u ca bi ton.

2.4 Bi tp chng 2

Trang 68

Bi tp 2.5. Cho bi ton quy hoch tuyn tnh:


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

2x1 C x2 C x3 D 4
3x1 C 2x2 C 3x3 D 7
xj  0;

j D 1; 2; 3

a. Chng minh xT D .1I 2I 0/ l phng n cc bin ca bi ton.


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

Trang 69

Chng 2. Phng php n hnh

Bi tp 2.8. Mt cng ty sn xut hai loi thc phm A, B. Nguyn


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

NL
SP

II

III

A
B
C

1
1
2

1
2
3

3
2
1

X nghip mun lp k hoch sn xut thu c tng s li nhiu


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

2.4 Bi tp chng 2

Trang 70

Bi tp 2.10. Mt X nghip chn nui cn mua mt loi thc n tng


hp T1, T2, T3 cho gia sc vi t l cht dinh dng nh sau:
 1 kg T1 cha 4 n v dinh dng D1, 2 n v dinh dng D2, v
1 n v dinh dng D3.
 1 kg T2 cha 1 n v dinh dng D1, 7 n v dinh dng D2, v
3 n v dinh dng D3
 1 kg T3 cha 3 n v dinh dng D1, 1 n v dinh dng D2, v
4 n v dinh dng D3.
Mi ba n, gia sc cn ti thiu 20 n v D1, 25 n v D2 v 30 n
v D3. Hi X nghip phi mua bao nhiu kg T1, T2, T3 mi loi cho
mt ba n bo m tt v cht dinh dng v tng s tin mua l
nh nht? Bit rng 1 kg T1 c gi l 10 ngn ng, 1 kg T2 c gi l
12 ngn ng, 1 kg T3 c gi l 14 ngn ng.
p n. Phng n ti u xT D .5=18I 49=18I 97=18/ ; gi tr hm mc
tiu z D 998=9

Chng 3
L thuyt i ngu
Mc lc chng 3
3.1 V d dn n bi ton i ngu . . . . . . . . . . . . . . 71
3.2 Cc nh l v i ngu . . . . . . . . . . . . . . . . . . . . 82
3.3 Phng n ti u ca bi ton gc v i ngu . . . . . 90
3.4 Bi tp chng 3 . . . . . . . . . . . . . . . . . . . . . . . . 101

3.1

V d dn n bi ton i ngu

V d 3.1. C m loi nguyn liu d tr dng sn xut ra n loi sn


phm. lm ra mt sn phm j cn aij nguyn liu i cho nh bng
sau:
PP
PP
PP

NL

1
2
::
:

x1
PP
P 1
a11
a21
::
:
SP

m
Gi bn

am1
c1

x2
2
a12
a22
::
:





::
:

xn
n
a1n
a2n
::
:

NL d tr

am2
c2




amn
cn

bm

b1
b2
::
:

Trong , lng nguyn liu d tr th i l bi v gi bn mi sn phm


j l cj : Yu cu tm s lng sn phm x1 ; x2 ; : : : ; xn sao cho tng doanh

3.1 V d dn n bi ton i ngu

Trang 72

thu ln nht.
Gii. Tng doanh thu ln nht
max

z D c1 x1 C    C cn xn

Khi tng lng nguyn liu loi 1 s dng phi nh hn hoc bng
b1 ; ngha l
a11 x1 C    C a1n xn  b1
tng t i vi nguyn liu loi n
am1 x1 C    C amn xn  bm
Vy ta c bi ton tm x1 ; : : : ; xn sao cho:
z D c1 x1 C    C cn xn ! max
Vi cc rng buc
8

< a11 x1 C    C a1n xn


::
::
:
:

: a x C  C a x
m1 1

mn n

 b1
::
:
 bm

xj  0; j D 1; 2; : : : ; n

Bi ton c vit di dng ma trn


z D cT x ! max
Vi cc rng buc
Ax  b
x0

(3.1)

trong A 2 Mmn .R/I b 2 Mm1 .R/I c; x 2 Mn1 .R/


V d 3.2. Vi gi thit ging nh v d 3.1, gi s c mt ngi mun
mua li ton b nguyn liu trn.
PP
PP
SP
PP
PP
NL
P

x2
2
a12
a22
::
:





::
:

xn
n
a1n
a2n
::
:

NL d tr

y1 ; 1
y2 ; 2
::
:

x1
1
a11
a21
::
:

ym ; m
Gi bn

am1
c1

am2
c2




amn
cn

bm

b1
b2
::
:

Trang 73

Chng 3. L thuyt i ngu

Tm gi bn nguyn liu i; yi :
 Tng gi tr ngi mua phi tr l nh nht.
 Ngi bn khng b thit.
Gii. Tng gi tr ngi mua phi tr nh nht c th hin:
0

z D b1 y1 C    C bm ym ! max
Khi sn xut mt sn phm 1, ngi ta cn a11 nguyn liu 1, . . . , am1
nguyn liu m:
 Khi bn nguyn liu th ch s hu nhn c a11 y1 C    C am1 ym ;
 Mc khc cng lng nguyn liu trn khi sn xut ra sn phm
th bn c vi gi c1 :
Vy ngi bn khng b thit khi bn nguyn liu sn xut sn phm
1 th
a11 y1 C    C am1 ym  c1
Tng t i vi sn phm n
a1n y1 C    C amn ym  cn
Vy bi ton tm gi bn y1 ; : : : ; yn sao cho
0

z D b1 y1 C    C bm ym ! min
Vi cc rng buc
8

< a11 y1 C    C am1 ym  c1


::
::
::
:
:
:

: a y C  C a y  c
1n 1
mn n
n
yi  0; i D 1; 2; : : : ; m

Bi ton c vit di dng ma trn


0

z D bT y ! min
Vi cc rng buc
AT y  c
y0
trong A 2 Mmn .R/I b; y 2 Mm1 .R/I c 2 Mn1 .R/

(3.2)

3.1 V d dn n bi ton i ngu

Trang 74

nh ngha 3.1 (Bi ton i ngu). Bi ton 3.1 v 3.2 c gi l cc


bi ton i ngu. Bi ton 3.1 gi l bi ton gc v bi ton 3.2 gi l
bi ton i ngu. Ngha l:
Bi ton gc
Bi ton i ngu
0

z D cT x ! max
Vi cc rng buc

z D bT y ! min
Vi cc rng buc

Ax  b
x0

AT y  c
y0

nh l 3.2. Bi ton i ngu ca bi ton i ngu 3.2 l bi ton


gc 3.1. Ngha l:
Bi ton i ngu
Bi ton gc
0

z D bT y ! min
Vi cc rng buc

z D cT x ! max
Vi cc rng buc

AT y  c
y0

(3.3)

Ax  b
x0

(3.4)

Chng minh. Bi ton 3.3 tng ng


0

z D bT y ! max
Vi cc rng buc
AT y  c
y0

(3.5)

Theo nh ngha, i ngu ca 3.5:


z D cT x ! min
Vi cc rng buc
.AT /T y  b
x0
tng ng vi
z D cT x ! max
Vi cc rng buc

(3.6)

Trang 75

Chng 3. L thuyt i ngu


Ax  b
x0

3.1.1 Bi ton i ngu ca bi ton max


nh l 3.3. Cho bi ton gc c dng chnh tc, bi ton gc v i
ngu tng ng nh sau.
Bi ton gc
Bi ton i ngu
0

z D cT x ! max
Vi cc rng buc

z D bT y ! min
Vi cc rng buc

Ax D b
x0

(3.7)

AT y  c
y ty

(3.8)

Chng minh. Bi ton gc 3.7 tng ng


z D cT x ! max
Vi cc rng buc
Ax  b
Ax  b
x0
tng ng
z D cT x ! max
Vi cc rng buc
 
 
b
A
x
b
A
x0

Bi ton i ngu ca 3.10


0

z D b j
T

 
 u
! min
b
v
T

Vi cc rng buc

(3.9)

3.1 V d dn n bi ton i ngu


A j
T

 
 u
c
A
v
T

Trang 76
(3.10)

u0
v0

tuong ng
0

z D bT .u v/ ! min
Vi cc rng buc
AT .u

t y D u

v/  c
u0
v0

v ta c kt qu

nh l 3.4. Bi ton gc
z D cT x ! max
Vi cc rng buc
Ax  b
x ty

(3.11)

c bi ton i ngu
0

z D bT y ! min
Vi cc rng buc
AT y D c
y0

(3.12)

Chng minh. Bi ton gc 3.11 tng ng


z D cT x ! min
Vi cc rng buc
Ax  b
x ty

(3.13)

Trang 77

Chng 3. L thuyt i ngu

Theo nh l 3.3 v nh l 3.2, bi ton i ngu ca 3.13


0

z D bT y ! max
Vi cc rng buc
AT y D c
y0
tng ng
0

z D bT y ! min
Vi cc rng buc
AT y D c
y0
Hai bi ton quy hoch tuyn tnh sau gi l cp bi ton i ngu.
Bi ton 1 gi l bi ton gc, bi ton 2 gi l bi ton i ngu. Mt
rng buc v iu kin v bin trn cng mt dng gi l cp rng
buc i ngu.
Bi ton gc (1)
z D c1 x1 C    C cnxn ! max
ai1 x1 C ai2 x2 C    C ai n xn  bi
ai1 x1 C ai2 x2 C    C ai n xn  bi
ai1 x1 C ai2 x2 C    C ai n xn D bi
xj  0
xj  0
xj 2 R

Bi ton i ngu (2)


z D b1 y1 C    C bm ym ! min
yi  0
yi  0
yi 2 R
a1j y1 C a2j y2 C    C amj ym  cj
a1j y1 C a2j y2 C    C amj ym  cj
a1j y1 C a2j y2 C    C amj ym D cj
0

Nhn xt. Quan st cp bi ton i ngu trn ta c cc nhn xt:


 Trong cp bi ton i ngu trn, h s ca rng buc th i ca
bi ton gc tr thnh h s ca bin yi trong bi ton i ngu.
Ngc li, h s ca xj trong bi ton gc chnh l h s ca dng
j trong bi ton i ngu.
 H s ca hm mc tiu ca bi ton gc tr thnh h s v phi
ca rng buc v ngc li.

3.1 V d dn n bi ton i ngu

Trang 78

V d 3.3. Vit bi ton i ngu ca bi ton gc sau v cho bit cc


cp rng buc i ngu
z D 2x1 C x2 8x3 ! max
Vi cc rng buc
8
< 7x1 C 4x2 C 2x3  28
3x1
x2 C 3x3 D 10
:
2x1 C 3x2
x3  15
x1  0; x2  0

Gii. Bi ton gc, i ngu:


Bi ton gc
z D 2x1 C x2 8x3 ! max
7x1 C 4x2 C 2x3  28
3x1 x2 C 3x3 D 10
2x1 C 3x2 x3  15
x1  0
x2  0
x3 2 R

Bi ton i ngu
z D 28y1 C 10y2 C 15y3 ! min
y1  0
y2 2 R
y3  0
7y1 C 3y2 C 2y3  2
4y1 y2 C 3y3  1
2y1 C 3y2 y3 D 8
0

V d 3.4. Vit bi ton i ngu ca bi ton gc sau v cho bit cc


cp rng buc i ngu
z D 2x1 C 3x2 ! max
Vi cc rng buc
8
< 3x1 C 2x2  2
x1 C 2x2  5
:
4x1 C x2  1
x1  0; x2  0

Gii. Bi ton gc, i ngu:


Bi ton gc
z D 2x1 C 3x2 ! max
3x1 C 2x2  2

Bi ton i ngu
z D 2y1 C 5y2 C y3 ! min
y1  0
0

Trang 79

Chng 3. L thuyt i ngu

x1 C 2x2  5
4x1 C x2  1
x1  0
x2  0

y2  0
y3  0
3y1 y2 C 4y3  2
2y1 C 2y2 C y3  3

3.1.2 Bi ton i ngu ca bi ton min


Bi ton gc (1)
z D c1 x1 C    C cn xn ! min
ai1 x1 C ai2 x2 C    C ai n xn  bi
ai1 x1 C ai2 x2 C    C ai n xn  bi
ai1 x1 C ai2 x2 C    C ai n xn D bi
xj  0
xj  0
xj 2 R

Bi ton i ngu (2)


z D b1 y1 C    C bm ym ! max
yi  0
yi  0
yi 2 R
a1j y1 C a2j y2 C    C amj ym  cj
a1j y1 C a2j y2 C    C amj ym  cj
a1j y1 C a2j y2 C    C amj ym D cj
0

Hai bi ton quy hoch tuyn tnh ny gi l cp bi ton i ngu. Bi


ton 1 gi l bi ton gc, bi ton 2 gi l bi ton i ngu. Mt rng
buc v iu kin v bin trn cng mt dng gi l cp rng buc
i ngu.
V d 3.5. Vit bi ton i ngu ca bi ton gc sau v cho bit cc
cp rng buc i ngu
z D 4x1 C 3x2 7x3 C x4 x5 ! min
Vi cc rng buc
8
12x1 C 5x2

<
x1
x3
4x4
2x1 C x2 C x3
2x4

:
3x1 C 4x2
5x3 C x4

3x5 
5x5 

D

5
2
1
17

x1 ; x3  0I x2 2 RI x4 ; x5  0

Gii. Bi ton gc, i ngu:


Bi ton gc

Bi ton i ngu

3.1 V d dn n bi ton i ngu

Trang 80

z D 4x1 C 3x2 7x3 C x4 x5 ! min


12x1 C 5x2 3x5  5
x1 x3 4x4 5x5  2
2x1 C x2 C x3 2x4  1
3x1 C 4x2 5x3 C x4 D 17
x1  0
x2 2 R
x3  0
x4  0
x5  0

y2 C y3 C 17y4 ! min
y1  0
y2  0
y3  0
y4 2 R
12y1 C y2 C 2y3 C 3y4  4
5y1 C y3 C 4y4 D 3
y2 C y3 5y4  1
4y2 2y3 C y4  1
y1 5y2  1

z D 5y1

Cc cp rng buc trn cng mt dng gi l cp rng buc i ngu.


V d 3.6. Vit bi ton i ngu ca bi ton gc sau v gii bi ton
i ngu bng phng php n hnh
z D 10x1 C 8x2 C 19x3 ! min
Vi cc rng buc
8
< x1 C x2 C x3  6
3x1
C 2x3  2
:
x1 C 2x2 C 5x3  5
x1 ; x2 ; x3  0

Gii. Bi ton gc, bi ton i ngu:


Bi ton gc
z D 10x1 C 8x2 C 19x3 ! min
x1 C x2 C x3  6
3x1 C 2x3  2
x1 C 2x2 C 5x3  5
x1  0
x2  0
x3  0

Bi ton i ngu
z D 6y1 C 2y2 C 5y3 ! max
y1  0
y2  0
y3  0
y1 C 3y2 C y3  10
y1 C 2y2 C 2y3  8
y1 C 2y2 C 5y3  19
0

Trang 81

Chng 3. L thuyt i ngu

Chuyn bi ton i ngu sang dng chnh tc


0

z D 6y1 C 2y2 C 5y3 ! max


Vi cc rng buc
8
D 10
< y1 C 3y2 C y3 C y4
y1 C 2y2 C 2y3
C y5
D 8
:
y1 C 2y2 C 5y3
C y6 D 19
yi  0;

i D 1; : : : ; 6

Bng n hnh:

y4
y5
y6

#
y1
1
1
1
-6

y2
3
2
2
-2

y3
1
2
5
-5

y4
1
0
0
0

y5
0
1
0
0

y6
0
0
1
0

10
8
19
0

y2
1
2
0
10

y3
-1
2
3
7

y4
1
0
0
0

y5
-1
1
-1
6

y6
0
0
1
0

2
8
11
48

Bin y1 vo thay y5

y4
y1
y6

y1
0
1
0
0

8 cj  0 nn phng n hin thi yT D .8I 0I 0/ l phng n ti


0
u. Gi tr hm mc tiu z D 48:
Nhn xt. Bi ton quy hoch tuyn tnh gc dng
z D cT x ! min
Vi cc rng buc
Ax  b
x0

3.2 Cc nh l v i ngu

Trang 82

trong c  0 th bi ton i ngu c dng chun


0

z D bT y ! max
Vi cc rng buc
AT y  c
y0
c gii trc tip bng phng php n hnh.
Ch . Cc phn sau, ta ch xt bi ton gc dng min :

3.2

Cc nh l v i ngu

Cho cp bi ton gc, i ngu nh sau:


Bi ton gc (1)
z D c1 x1 C    C cn xn ! min
ai1 x1 C ai2 x2 C    C ai n xn  bi
ai1 x1 C ai2 x2 C    C ai n xn  bi
ai1 x1 C ai2 x2 C    C ai n xn D bi
xj  0
xj  0
xj 2 R

Bi ton i ngu (2)


z D b1 y1 C    C bm ym ! max
yi  0
yi  0
yi 2 R
a1j y1 C a2j y2 C    C amj ym  cj
a1j y1 C a2j y2 C    C amj ym  cj
a1j y1 C a2j y2 C    C amj ym D cj
0

nh l 3.5 (i ngu yu). Nu xT D .x1 ; : : : ; xn / l phng n chp


nhn c ca bi ton gc v yT D .y1 ; : : : ; yn / l phng n chp
nhn c ca bi ton i ngu th
c1 x1 C    C cn xn  b1 y1 C    C bm ym

(3.14)

(Ngha l gi tr hm mc tiu ca bi ton gc lun ln hn hoc bng


gi tr hm mc tiu ca bi ton i ngu)
Chng minh. Ta t
ui D .ai1 x1 C ai2 x2 C    C ai n xn bi /yi  0
vj D xj cj .a1j y1 C a2j y2 C    C amj ym /  0

Trang 83

Chng 3. L thuyt i ngu

Cho nn
m
X

ui D

iD1

n
X

n
X

.ai1 x1 C ai2 x2 C    C ai n xn

bi /yi  0

iD1

vj D

j D1

n
X

xj cj

.a1j y1 C a2j y2 C    C amj ym /  0

j D1

Do
0

m
X
iD1

ui C

n
X

vj D .c1 x1 C    C cn xn /

.b1 y1 C    C bm ym /

j D1

Ta c iu cn chng minh.
H qu 3.6 (Du hiu khng c phng n chp nhn c).
i. Nu hm mc tiu ca bi ton quy hoch tuyn tnh gc khng
gii ni di, th bi ton i ngu khng c phng n chp
nhn c.
ii. Nu hm mc tiu ca bi ton quy hoch tuyn tnh i ngu
khng gii ni trn, th bi ton gc khng c phng n chp
nhn c.
Chng minh. Do s tng t ta ch chng minh i). Gi s bi ton
gc khng gii ni di tc tn cc phng n chp nhn c xk D
.x1k ; : : : ; xnk / sao cho gi tr hm mc tiu
z D c1 x1k C    C cn xnk !

1 khi k ! 1

Ta chng minh bng phn chng, gi s bi ton i ngu c phng


n chp nhn c yT D .y1 ; : : : ; ym /. Khi , do nh l i ngu yu
b1 y1 C    C bm ym  c1 x1k C    C cn xnk vi mi xT D .x1k ; : : : ; xnk /
Cho k ! 1 ta c iu v l
b1 y1 C    C bm ym 
Vy ta c iu cn chng minh.

3.2 Cc nh l v i ngu

Trang 84

H qu 3.7. Cho xT D .x1 ; : : : ; xn / v yT D .y1 ; : : : ; ym / l phng n


chp nhn c tng ng ca bi ton gc v bi ton i ngu. Nu
gi tr hm mc tiu ca hai bi ton ny bng nhau, ngha l

c1 x1 C    C cnxn D b1 y1 C    C bm ym

(3.15)

th x v y l phng n ti u tng ng ca hai bi ton.


Chng minh. Gi xT D .x1 ; : : : ; xn / l mt phng n chp nhn c
bt k ca bi ton gc. Theo nh l i ngu yu ta c

b1 y1 C    C bm ym
 c1 x1 C    C cnxn

do
c1 x1 C    C cn xn  c1 x1 C    C cnxn

Vy xT D x1 ; : : : ; xn l phng n ti u ca bi ton gc. Tng t,
ta c y l phng n ti u ca bi ton i ngu.
nh l 3.8 (i ngu mnh). Nu mt trong hai bi ton quy hoch
tuyn tnh gc hoc i ngu c phng n ti u th:
i. Bi ton quy hoch kia cng c phng n ti u.
ii. Gi tr hm mc tiu ti u ca hai bi ton bng nhau.
Chng minh. Bi ton quy hoch tuyn tnh c nhiu dng tng
ng, cc bi ton i ngu ca dng tng ng cng l cc dng
tng ng. Cc bi ton tng ng cng c cng gi tr ti u. Do
ta ch cn chng minh nh l cho mt trng hp c th
z D cT x ! max
Vi cc rng buc
Ax  b
x0
Trong b  0: Ta s p dng phng php n hnh cho bi ton ny.
Trc ht bi ton c dng chnh tc
z D cT x ! max
Vi cc rng buc

Trang 85

Chng 3. L thuyt i ngu


Ax C Im w D b
x; w  0


Gi s bi ton ny c phng n ti u xT D x1 ; : : : ; xn : V bi ton
c phng n ti u cho nn sau mt s bc hm mc tiu c dng
n
X

zDz C

cj xj

j D1

m
X

di wi

iD1

y, cj D 0 v dj D 0 vi cc bin xj v wi l bin c bn ca phng


n ti u. V z  l gi tr ti u ca hm mc tiu nn


zDz D

n
X

(3.16)

cj xj

iD1

Ta t
yi D

di ;

i D 1; : : : ; m


Trc ht ta chng minh yT D y1 ; : : : ; ym
l phng n chp nhn
c ca bi ton i ngu. Tht vy, v
zD

n
X

cj xj D z  C

j D1

n
X

cj xj C

j D1

D z C

n
X

Dz

m
X

di wi

iD1

cj xj C

j D1


m
X
m
X
iD1

bi yi

iD1

n
X

. yi / @bi
cj

j D1

m
X
iD1

n
X

j D1

yi aij

aij xj A

xj

Hai v l biu din ca cng mt hm tuyn tnh nn cc h s tng


ng phi ng nht. Do


z D

m
X

(3.17)

bi yi

iD1

cj D

cj

m
X
iD1

yi aij

(3.18)

3.2 Cc nh l v i ngu

Trang 86

T (3.16) v (3.17) ta c cT x D yT b:


Vi phng n ti u ca bi ton gc th h s ca hm mc tiu
phi nh hn hoc bng khng, tc cj  0; j D 1; : : : ; n v di  0; i D
1; : : : ; m (theo du hiu ti u ca bi ton max). V vy
di  0;

i D 1; : : : ; m

(3.19)

yi aij  cj ;

j D 1; : : : ; n

(3.20)

yi D
v theo (3.18) ta li c
m
X
iD1

Tc l yT l phng n chp nhn c ca bi ton i ngu. Theo


h qu 3.6 v do cT x D yT b nn y l phng n ti u.
nh l 3.9 ( lch b). Gi s x; y tng ng l phng n chp
nhn c ca bi ton gc, bi ton i ngu. Khi x; y l ti u khi
v ch khi
.ai1 x1 C ai2 x2 C    C ai n xn bi /yi D 0
xj .a1j y1 C a2j y2 C    C amj ym cj / D 0

8i
8j

(3.21)
(3.22)

Chng minh. Ta t
ui D .ai1 x1 C ai2 x2 C    C ai n xn bi /yi  0
vj D xj cj .a1j y1 C a2j y2 C    C amj ym /  0
Suy ra
m
X

ui D

iD1

n
X

n
X

.ai1 x1 C ai2 x2 C    C ai n xn

bi /yi  0

iD1

vj D

j D1

n
X

xj cj

.a1j y1 C a2j y2 C    C amj ym /  0

j D1

v
0

m
X
iD1

ui C

n
X

j D1

vj D .c1 x1 C    C cn xn /

.b1 y1 C    C bm ym /

Trang 87

Chng 3. L thuyt i ngu

Theo nh l i ngu mnh, nu xT D .x1 ; : : : ; xn / v yT D .y1 ; : : : ; ym /


l phng n ti u ca bi ton gc v bi ton i ngu th
.c1 x1 C    C cn xn / D .b1 y1 C    C bm ym /:
Do ui D vj D 0 vi mi i; j:
Ngc li nu ui D vj D 0 vi mi i; j th
.c1 x1 C    C cn xn / D .b1 y1 C    C bm ym /:
Theo h qu 3.7 th x v y cng l phng n ti u.
V d 3.7. Cho bi ton quy hoch tuyn tnh
z D 4x1 C 3x2 C 8x3 ! min
Vi cc rng buc

x1
C x3 D 2
x2 C 2x3 D 5
xj  0;

j D 1; 2; 3

c phng n ti u ca bi ton gc l xT D .0I 1I 2/: Hy tm phng


n ti u ca bi ton i ngu.
Gii. Vit bi ton i ngu
Bi ton gc
z D 4x1 C 3x2 C 8x3 ! min
x1 C x3 D 2
x2 C 2x3 D 5
x1  0
x2  0
x3  0

Bi ton i ngu
z D 2y1 C 5y2 ! max
y1 ty
y2 ty
y1  4
y2  3
y1 C 2y2  8
0

3.2 Cc nh l v i ngu

Trang 88

Theo nh l lch b:
8

.x1 C x3 2/y1 D 0

<.x2 C 2x3 5/y2 D 0


x1 .y1 4/ D 0

x2 .y2 3/ D 0

:x .y C 2y
8/ D 0
3 1
2

thay x1 D 0I x2 D 1I x3 D 2 vo h trn ta c
(
y2 3 D 0
y1 C 2y2 8 D 0
Gii h ta c y1 D 2; y2 D 3: Vy phng n ti u ca bi ton i
ngu l yT D .2I 3/:
V d 3.8. Cho bi ton quy hoch tuyn tnh
z D 4x1 C 9x2 C 16x3 8x4 20x5 ! min
Vi cc rng buc
8
x3 C 3x4 C x5 
< 5x1 C 4x2
x1 C 2x2 C 4x3
2x4
5x5 
:
x1
2x2
x3 C 2x4 C 3x5 D

5
9
2

x1 ; x2 ; x3  0

a. Pht biu bi ton i ngu ca bi ton trn.


b. Kim tra tnh ti u ca phng n xT D .2I 0I 1I 2I 3/:
Ch . Trong v d ny ta khng dng c du hiu ti u trong
chng 2 kim tra tnh ti u ca phng n v trong phng n c
x4 ; x5 2 R:
Gii.
a. Bi ton i ngu
Bi ton gc

Bi ton i ngu

Trang 89

zD

Chng 3. L thuyt i ngu

4x1 C 9x2 C 16x3 8x4 20x5 ! min


5x1 C 4x2 x3 C 3x4 C x5  5
x1 C 2x2 C 4x3 2x4 5x5  9
x1 2x2 x3 C 2x4 C 3x5 D 2
x1  0
x2  0
x3  0
x4 2 R
x5 2 R

9y2 C 2y3 ! max


y1  0
y2  0
y3 2 R
5y1 y2 y3  4
4y1 C 2y2 2y3  9
y1 C 4y2 y3  16
3y1 2y2 C 2y3 D 8
y1 5y2 C 3y3 D 20

z D 5y1

Bi ton c vit li:


0

z D 5y1 9y2 C 2y3 ! max


Vi cc rng buc
8
5y1
y2
y3

2y3
< 4y1 C 2y2
y1 C 4y2
y3

3y1
2y2 C 2y3

:
y1
5y2 C 3y3




D
D

4
9
16
8
20

y1 ; y2  0

b. Kim tra tnh ti u ca xT D .2I 0I 1I 2I 3/: S dng nh l lch


b
8

.5x1 C 4x2 x3 C 3x4 C x5 5/y1 D 0

. x1 C 2x2 C 4x3 2x4 5x5 C 9/y2 D 0

. x1 2x2 x3 C 2x4 C 3x5 2/y3 D 0

<.5y
y2 y3 C 4/x1 D 0
1

.4y1 C 2y2 2y3 9/x2 D 0

. y1 C 4y2 y3 16/x3 D 0

.3y1 2y2 C 2y3 C 8/x4 D 0

:
.y1 5y2 C 3y3 C 20/x5 D 0

3.3 Phng n ti u ca bi ton gc v i ngu

Trang 90

Ta c
8

y1 D 0

<.5y1 y2 y3 C 4/ D 0
. y1 C 4y2 y3 16/ D 0

.3y1 2y2 C 2y3 C 8/ D 0

:.y
5y2 C 3y3 C 20/ D 0
1

<y1 D 0
) y2 D 4

:
y3 D 0

Vy c yT D .0I 4I 0/ tha nh l lch b. Nn xT l phng n ti


u. V yT l phng n ti u ca bi ton i ngu.

3.3

Phng n ti u ca bi ton gc v
i ngu

nh l lch b 3.9 cho ta cng c tng qut tm phng n ti u


ca bi ton i ngu (gc) khi bit phng n ti u ca bi ton gc
(i ngu) ca n. T nh l ny, ta c hai h qu tm phng n
ti u ca bi ton i ngu khi bit phng n ti u ca bi ton gc
hoc bng n hnh ca phng an ti u ca bi ton gc.

3.3.1 Xc nh phng n ti u bi ton i ngu


khi bit phng n ti u ca bi ton gc
H qu 3.10. Xc nh phng n ti u ca bi ton i ngu khi bit
phng n ti u ca bi ton gc Cho bi ton quy hoch tuyn tnh
dng chnh tc c phng n ti u x : Phng n ti u c m bin c
bn l xk1 I : : : I xkm : Hm mc tiu ban u ca bi ton gc
z D ck1 xk1 C    C ckn xkn ! max (hoc) min
: :
Ta t cT D .ck1 I ck2 I : : : I ckm /, v ma trn A D .Ak1 ::    ::Akm /. Trong
Akj l ct ca A ng vi bin c bn xkj : Phng n ti u ca bi
ton i ngu:
yT D cT A

Trang 91

Chng 3. L thuyt i ngu

Chng minh. Cho bi ton quy hoch tuyn tnh dng chnh tc
z D cT x ! max
Vi cc rng buc
Ax D b
x0

(3.23)

C phng n ti u x trong xki ; i D 1; : : : m l bin c bn ca rng


buc th i . Tip theo ta s tm phng n ti u ca bi ton i ngu
ca (3.23):
Bi ton gc
z D cT x ! max
Ax D b
x0

Bi ton i ngu
0
z D bT y ! min
y 2 Rn
AT y  c

Theo nh l lch b:
(
yT .Ax b/ D 0

xT A T y c D 0

Do x l phng n ti u ca bi ton gc cho nn yT .Ax


lun ng. Ta cn li iu kin
xT A T y


c D0

(3.24)
b/ D 0
(3.25)

Trong phng n ti u x c cc bin khng c bn xkmC1 D    D xkn D


0. Thay x vo (3.25) ta c h sau
8

ATk1 y D ck1

<AT y D ck
2
k2
(3.26)
::

:AT y D c
km

km

Trong Aki l ct ki ca ma trn A ng vi bin c bn xki ; i D 1; : : : ; m:

3.3 Phng n ti u ca bi ton gc v i ngu

Trang 92

V d 3.9. Cho bi ton quy hoch tuyn tnh


z D 2x1 3x2 C 4x3 C x4 ! max
Vi cc rng buc
8
x2 C x3 C x4  10
<
x1 C x2 C 3x3
D 25
:
2x2 C x3 C 5x4  16
xj  0;

j D 1; : : : ; 4

Tm phng n ti u ca bi ton gc v bi ton i ngu.


Gii. Chuyn bi ton sang dng chnh tc v bin i hm mc tiu
ta c
z D 5x2 2x3 C x4 ! max
Vi cc rng buc
8
x2 C x3 C x4 C x5
D 10
<
x1 C x2 C 3x3
D 25
:
2x2 C x3 C 5x4
C x6 D 16
xj  0;

j D 1; : : : ; 6

Gi bng phng php n hnh

x5
x1
x6

x5
x1
x4

x1
0
1
0
0

x1
0
1
0
0

x2
-1
1
2
5

x3
3
3
1
2

x2
-7/5
1
2/5
27/5

x3
14/5
3
1/5
11/5

#
x4
1
0
(5)
-1

x4
0
0
1
0

x5
1
0
0
0

x5
1
0
0
0

x6
0
0
1
0

b
10
25
16

x6
-1/5
0
1/5
1/5

b
34/5
25
16/5
266/5

Trang 93

Chng 3. L thuyt i ngu

Phng n ti u ca bi ton gc dng chnh tc


xT D .25I 0I 0I 16=5I 34=5I 0/
Trong phng n ti u ny:
bn. Ta t:
0


0
:: ::

@
A D A1 :A4 :A5 D 1
0

xk1 D x1 ; xk2 D x4 ; xk3 D x5 l cc bin c


1
1 1
0 0A v cT D .c1 I c4 I c5 / D .2I 1I 0/
5 0

Phng n ti u ca bi ton i ngu


yT D cT A

0
1
0 1 1
D .2I 1I 0/ @1 0 0A
0 5 0

D .0I 2I 1=5/

Nhn xt. Tm phng n ti u ca bi ton i ngu v d 3.9


trn c th lm nh sau: T phng n ti u ca bi ton gc
xT D .25I 0I 0I 16=5I 34=5I 0/
ta xc nh c x1 ; x4 ; x5 l cc bin c bn. Ta nh du ct 1, 4, 5 ca
bi ton gc:
z D 0x1
5x2
2x3 Cx4 Cx5
rng
x2 C x3 Cx4 Cx5
D 10
D 25
buc x1 C x2 C 3x3
2x2 C x3 C5x4
C x6 D 16
Lp h phng trnh ba n vi h s cc phng trnh l cc ct trn:
8

<0y1 C y2 C 0y3 D 0 ! ct 1
y1 C 0y2 C 5y3 D 1 ! ct 4

:
y1 C 0y2 C 0y3 D 1 ! ct 5

Gii h ny ta c yT D .0I 2I 1=5/ l phng n ti u ca bi ton i


ngu.

3.3 Phng n ti u ca bi ton gc v i ngu

Trang 94

V d 3.10. Cho bi ton quy hoch tuyn tnh


z D 2x1 C 2x2 C x3 C 4x4 ! max
Vi cc rng buc
8
< 5x1 C x2 C x3 C 6x4 D 50
3x1
C x3 C 2x4  16
:
4x1
C 3x3 C x4  23
xj  0;

j D 1; : : : ; 4

c phng n ti u xT D .0I 14I 6I 5/: Hy tm phng n ti u ca bi


ton i ngu.
Gii. Dng chnh tc
z D 2x1 C 2x2 C x3 C 4x4 ! max
Vi cc rng buc
8
< 5x1 C x2 C x3 C 6x4
3x1
C x3 C 2x4
:
4x1
C 3x3 C x4
xj  0;

x5
C x6

D 50
D 16
D 23

j D 1; : : : ; 6

Phng n ti u ca bi ton dng chnh tc trn


xT D .0I 14I 6I 5I 0I 0/:
c x2 I x3 I x4 l cc bin c bn.
zD
rng
buc

2x1 C2x2 Cx3 C4x4


5x1 Cx2 Cx3 C6x4
3x1
Cx3 C2x4
C3x3 Cx4
4x1

x5
C x6

D 50
D 16
D 23

Lp h phng trnh ba n vi h s cc phng trnh l cc ct 2, 3, 4


trn:
8

<y1 C 0y2 C 0y3 D 2


y1 C y2 C 3y3 D 1

:
6y1 C 2y2 C y3 D 4

Gii h ta c yT D .2I 23=5I 6=5/ l phng n ti u ca bi ton


i ngu.

Trang 95

Chng 3. L thuyt i ngu

V d 3.11. Cho bi ton quy hoch tuyn tnh


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

j D 1; : : : ; 4

c phng n ti u xT D .0I 2I 0I 7/: Hy tm phng n ti u ca bi


ton i ngu.
Gii. Bi ton c dng chnh tc
z D 6x1 C x2 3x3 ! max
Vi cc rng buc
8
x2
5x3 C x4
D 5
< 2x1
x1
2x2 C 2x3
C x5
D 4
:
4x1 C x2 C x3
C x6 D 2
xj  0;

j D 1; : : : ; 6

c xT D .0I 2I 0I 7I 8I 0/ l phng n ti u. Trong phng n ti u ny,


x2 ; x4 ; x5 l cc bin c bn.
zD
rng
buc

6x1
2x1
x1
4x1

Cx2
3x3 C0x4 C0x5
x2
5x3 Cx4
D 5
2x2 C 2x3
Cx5
D 4
Cx2 C x3
C x6 D 2

Bi ton i ngu c phng n ti u l nghim ca

suy ra yT D .0I 0I 1/:

< y1 2y2 C y3 D 1
y1 D 4

:
y2 D 0

3.3 Phng n ti u ca bi ton gc v i ngu

Trang 96

3.3.2 Xc nh phng n ti u bi ton i ngu


khi bit bng n hnh ca phng n ti u
ca bi ton gc
H qu 3.11 (Xc nh phng n ti u ca bi ton i ngu t bng
n hnh ca bi ton gc). Cho bi ton quy hoch tuyn tnh dng
chnh tc c hm mc tiu
z D ck1 xk1 C    C ckn xkn ! max. hoc min/
Phng n cc bin xut pht x c m bin c bn. Trong xki l bin c
bn ca rng buc i . Bng phng php n hnh ta tm c phng
n ti u v lc ny hm mc tiu c dng
z D z  C dl1 xl1 C    C dlm xlm
trong z  l hng s. Phng n ti u ca bi ton i ngu yT D
.ck1 dk1 ; : : : ; ckm dkm /
Chng minh. Bi ton dng chnh tc c phng n cc bin, vi
xk1 ; : : : ; xkm l m bin c bn. Bi ton vit di dng tng qut nh
sau
z D ck1 xk1 C    C ckm xkm C ckmC1 xkmC1 C    C ckn xkn ! max
Vi cc rng buc
0 1
0 1
0
1
0
0 1
1
1
0
a1kmC1
a1kn
b1
B 0C
B0C
B a2k
C
B a2k C
B b2 C
B C
B C
B mC1 C
B nC
B C
B :: C xk1 C    C B :: C xkm C B :: C xkmC1 C    C B :: C xkn D B :: C
@:A
@:A
@ : A
@ : A
@ : A
0
1
amkmC1
amkn
bm
(3.27)
xkj  0;

j D 1; : : : ; n

thc hin c bng phng php n hnh ta tin hnh kh cc


bin c bn xk1 ; : : : ; xkm trong hm mc tiu. Hm mc tiu vit li nh
sau:
z WDz
D

ck1
n
X

j DmC1

 (dng 1)
ckj

ck1 a1kj




ckm  (dng 2)


ckm amkj xj

m
X
iD1

cki bi

(3.28)

Trang 97
t cj D ckj

Chng 3. L thuyt i ngu


ck1 a1kj




ckm amkj xj ; j D m C 1; : : : ; n: ta thy

cj D ckj

cTk Akj

(3.29)


trong cTk D ckmC1 ; : : : ; ckn v Akj l ct h s ca bin khng c bn
xkj :
Bi ton 3.27 tng ng vi
z D ckmC1 xkmC1 C    C ckn xkn

m
X

cki bi ! max

iD1

Vi cc rng buc
0 1
1
0
1
0
0 1
0 1
b1
a1kn
a1kmC1
0
1
Bb2 C
B a2k C
C
B a2k
B 0C
B0C
B C
B nC
B mC1 C
B C
B C
B :: C xk1 C    C B :: C xkm C B :: C xkmC1 C    C B :: C xkn D B :: C
@:A
@ : A
@ : A
@:A
@:A
bn
amkn
amkmC1
1
0
(3.30)
xkj  0;

j D 1; : : : ; n

Theo gi thit bi ton ny c phng n ti u x . Gi s vi xl1 ;    ; xlm


l m bin c bn ca x : Lc hm mc tiu c dng
z D z  C dlmC1 xlmC1 C    C dln xln
trong z  l hng s. Trong chng minh nh l i ngu mnh 3.8
ta c yT D .y1 ; : : : ; yn /; trong yi D dki : l phng n ti u ca bi
ton i ngu ca bi ton 3.30. Tuy nhin chng ta mun tm phng
n ti u ca bi ton 3.27. lm iu ny, trc ht ta th so snh
bi ton i ngu ca 3.27 v ca 3.30:
i ngu ca 3.27 - (N1)
z D b1 y1 C    C bm ym ! min
y1 2 R
::
:

i ngu ca 3.30 - (N2)


z D b1 y1 C    C bm ym ! min
y1 2 R
::
:

yn 2 R
y1  ck1
::
:

yn 2 R
y1  0
::
:

3.3 Phng n ti u ca bi ton gc v i ngu

Trang 98

ym  ckm
a1kmC1 y1 C    C amkmC1 ym  ckmC1
::
:

ym  0
a1kmC1 y1 C    C amkmC1 ym  ckmC1
::
:

a1kn y1 C    C amkn ym  ckn

a1kn y1 C    C amkn ym  ckn

Trong bi ton (N1), nu ta thay yi D yi cki ; i D 1; : : : ; m th bi


ton (N1) ging vi bi ton (N2). Vy phng n ti u ca bi
ton (N1) s l yT D .ck1 dk1 I : : : I ckm dkm /:
0

V d 3.12. Cho bi ton quy hoch tuyn tnh


z D 2x1 3x2 C 4x3 C x4 ! max
Vi cc rng buc
8
x2 C x3 C x4  10
<
x1 C x2 C 3x3
D 25
:
2x2 C x3 C 5x4  16
xj  0;

j D 1; : : : ; 4

Tm phng n ti u ca bi ton gc v bi ton i ngu.


Gii. Chuyn bi ton sang dng chnh tc v bin i hm mc tiu
ta c
z D 5x2 2x3 C x4 ! max
Vi cc rng buc
8
x2 C x3 C x4 C
<
x1 C x2 C 3x3
:
2x2 C x3 C 5x4
xj  0;

x5
C

x6

D 10
D 25
D 16

j D 1; : : : ; 6

Tm phng n ti u bi ton gc
Phng n c bn xut pht c xk1 D x5 I xk2 D x1 I xk3 D x6 l bin c
bn ca rng buc 1; 2; 3:
#

Trang 99

Chng 3. L thuyt i ngu

x5
x1
x6

x5
x1
x4

x1
0
1
0
0

x1
0
1
0
0

x2
-1
1
2
5

x3
3
3
1
2

x2
-7/5
1
2/5
27/5

x3
14/5
3
1/5
11/5

x4
1
0
(5)
-1

x4
0
0
1
0

x5
1
0
0
0

x5
1
0
0
0

x6
0
0
1
0

b
10
25
16

x6
-1/5
0
1/5
1/5

b
34/5
25
16/5
266/5

Vy phng n ti u ca bi ton gc xT D .25I 0I 0I 16=5/:


Suy ra phng n ti u ca bi ton i ngu
8



<y1 D ck1 dk1 D c5 d5 D 0 C 0


y2 D ck2 dk2 D c1 d1 D 2 C 0

:
y3 D ck3 dk3 D c6 d6 D 0 C 1=5

Vy phng n ti u ca bi ton i ngu

yT D .y1 I y2 I y3 / D .0I 2I 1=5/


V d 3.13. Vit bi ton i ngu ca bi ton gc sau v gii bi ton
i ngu bng phng php n hnh
z D 10x1 C 8x2 C 19x3 ! min
Vi cc rng buc
8
< x1 C x2 C x3  6
3x1
C 2x3  2
:
x1 C 2x2 C 5x3  5
x1 ; x2 ; x3  0

Gii. Bi ton gc, bi ton i ngu:

3.3 Phng n ti u ca bi ton gc v i ngu

Bi ton gc
z D 10x1 C 8x2 C 19x3 ! min
x1 C x2 C x3  6
3x1 C 2x3  2
x1 C 2x2 C 5x3  5
x1  0
x2  0
x3  0

Trang 100

Bi ton i ngu
z D 6y1 C 2y2 C 5y3 ! max
y1  0
y2  0
y3  0
y1 C 3y2 C y3  10
y1 C 2y2 C 2y3  8
y1 C 2y2 C 5y3  19
0

Ta s gii tm phng n ti u ca bi ton i ngu sau suy ra


phng n ti u ca bi ton gc.
Tm phng n ti u bi ton i ngu
Bi ton i ngu c dng chnh tc
0

z D 6y1 C 2y2 C 5y3 ! max


Vi cc rng buc
8

< y1 C 3y2 C y3 C
y1 C 2y2 C 2y3

: y1 C 2y2 C 5y3
yi  0;

D 10
D 8
D 19

y4
C

y5
C

y6

i D 1; : : : ; 6

Phng n cc bin ban u c xk1 D x4 I xk2 D x5 I xk3 D x6 l bin c


bn rng buc 1, 2, 3. Bng n hnh:

y4
y5
y6

#
y1
1
(1)
1
-6

y2
3
2
2
-2

y3
1
2
5
-5

y4
1
0
0
0

y5
0
1
0
0

y6
0
0
1
0

y2

y3

y4

y5

y6

Bin y1 vo thay y5
y1

10
8
19
0

Trang 101

Chng 3. L thuyt i ngu

y4
y1
y6

0
1
0
0

1
2
0
10

-1
2
3
7

1
0
0
0

-1
1
-1
6

0
0
1
0

2
8
11
48

8 cj  0 nn phng n hin thi yT D .8I 0I 0/ l phng n ti


u ca bi ton i ngu.
Suy phng n ti u bi ton gc
8



<y1 D ck1 dk1 D c4 d4 D 0 C 0 D 0


y2 D ck2 dk2 D c5 d5 D 0 C 6 D 6

:
y3 D ck3 dk3 D c6 d6 D 0 C 0 D 0

Vy phng n ti u bi ton gc yT D .0I 6I 0/:

3.4

Bi tp chng 3

Bi tp 3.1. Gii cc bi ton qui hoch tuyn tnh


a. z D 2x1 C 3x2 C 4x3 ! min
Vi cc rng buc

6x1 C 3x2 C 2x3  19
2x1 C 6x2 C 3x3  24
xj  0; j D 1; 2; 3
p n. Phng n ti u
tiu z D 67=5
b. z D x1 C x2 C x3 ! min
Vi cc rng buc
8
< 6x1 C 2x2 C x3
x1 C 7x2 C 3x3
:
3x1 C x2 C 8x3
xj  0; j D 1; 2; 3

xT D .7=5I 53=15I 0/ ; gi tr hm mc

 20
 25
 30

p n. Phng n ti u xT D .131=60I 127=60I 8=3/ ; gi tr hm


mc tiu z D 209=30

3.4 Bi tp chng 3

Trang 102

Bi tp 3.2. Cho bi ton quy hoch tuyn tnh


z D 2x1 C x2 C x3 C 3x4 ! max
Vi cc rng buc
8
2x2 C x3
D 16
< x1
x2 C 4x3 C x4  8
:
x2
2x3 C 3x4  20
xj  0;

j D 1; : : : ; 4

a. Pht biu bi ton i ngu ca bi ton trn.


b. Hy gii mt trong hai bi ton ri suy ra phng n ti u ca
bi ton cn li.
Bi tp 3.3. Cho bi ton quy hoch tuyn tnh
z D 5x1 C x2 C x3 C 16x4 ! max
Vi cc rng buc
8
x1 C x2 C 2x3
3x4 D 5
<
2x1
x2 C x3 C 5x4 D 2
:
3x1 C 4x2 C 7x3
8x4 D 9
x1  0I xj  0;

j D 2; : : : ; 4

a. Hi xT D .25=13I 64=13I 0I 8=13/ c phi l phng n ti u ca bi


ton trn khng?
b. Vit bi ton i ngu ca bi ton trn v tm phng n ti u
ca bi ton i ngu.
Bi tp 3.4. Mt X nghip chn nui cn mua mt loi thc n tng
hp T1, T2, T3 cho gia sc vi t l cht dinh dng nh sau:
 1 kg T1 cha 4 n v dinh dng D1, 2 n v dinh dng D2, v
1 n v dinh dng D3.
 1 kg T2 cha 1 n v dinh dng D1, 7 n v dinh dng D2, v
3 n v dinh dng D3
 1 kg T3 cha 3 n v dinh dng D1, 1 n v dinh dng D2, v
4 n v dinh dng D3.

Trang 103

Chng 3. L thuyt i ngu

Mi ba n, gia sc cn ti thiu 20 n v D1, 25 n v D2 v 30 n


v D3. Hi X nghip phi mua bao nhiu kg T1, T2, T3 mi loi cho
mt ba n bo m tt v cht dinh dng v tng s tin mua l
nh nht? Bit rng 1 kg T1 c gi l 10 ngn ng, 1 kg T2 c gi l
12 ngn ng, 1 kg T3 c gi l 14 ngn ng.
p n. Phng n ti u xT D .5=18I 49=18I 97=18/ ; gi tr hm mc
tiu z D 998=9
Bi tp 3.5. Mt X nghip x l giy, c ba phn xng I, II, III cng
x l hai loi giy A, B. Do hai phn xng c nhiu s khc nhau, nn
nu cng u t 10 triu ng vo mi phn xng th cui k
 Phn xng I x l c 6 t giy loi A, 5 t giy loi B.
 Phn xng II x l c 4 t giy loi A, 6 t giy loi B.
 Phn xng III x l c 5 t giy loi A, 4 t giy loi B.
Theo yu cu lao ng th cui k x nghip phi x l t nht 6 tn giy
loi A, 8 tn giy loi B. Hi cn u t vo mi phn xng bao nhiu
tin x nghip hon thnh cng vic vi gi tin u t l nh nht.
p n. Phng n ti u xT D .5=2I 45=4I 0/ ; gi tr hm mc tiu
z D 55=4(n v 10 triu)
Bi tp 3.6. Mt gia nh cn t nht 1800 n v prtin v 1500
n v lipit trong thc n mi ngy. Mt kilgam tht b cha 600 n
v prtin v 600 n v lipit, mt kilgam tht heo cha 600 n v
prtin v 300 n v lipit, mt kilgam tht g cha 600 n v prtin
v 600 n v lipit. Gi mt kilgam tht b l 84 ngn ng, gi mt
kilgam tht heo l 71 ngn ng, gi mt kilgam tht g l 90 ngn
ng. Hi mt gia nh nn mua bao nhiu kilgam tht mi loi bo
m tt khu phn n trong mt ngy v tng s tin phi mua l nh
nht?
p n. Phng n ti u xT D .2I 1I 0/ ; gi tr hm mc tiu z D 239:

3.4 Bi tp chng 3

Trang 104

Bi tp 3.7. Cho bi ton quy hoch tuyn tnh.


z D x1 2x2 C x3
Vi cc rng buc
8
x1
2x2
<
2x1
3x2
:
x1

x4 C x5 ! min
C x3 C 3x4
C 2x3 C x4
C 3x3

2x5 D
x5 
4x5 

6
4
8

x1 ; x3 ; x5  0

a. Kim tra tnh ti u ca phng n xT D .5I 6I 1I 4I 0/ cho bi


ton gc
b. Pht biu bi ton i ngu ca bi ton trn, chng ta tp
phng n ca bi ton i ngu l tp rng.
c. Chng ta bi ton cho khng c phng n ti u.
Hng dn.
a. S dng nh l lch b, vi phng n xT D .5I 6I 1I 4I 0/ th
khng tn ti phng n no ca bi ton i ngu tha nh l lch
b.
b. Ch ra khng c phng n no tha cc rng buc ca bi ton i
ngu.
c. Chng minh bng phn chng. Gi s bi ton gc c phng n
ti u th bi ton i ngu cng c phng n ti u (theo nh l i
ngu mnh 3.8). iu ny tri vi cu a). Vy ta c iu phi chng
minh.

Chng 4
Bi ton vn ti
Mc lc chng 4
4.1 Bi ton vn ti cn bng thu pht

. . . . . . . . . . . . 105

4.2 Phng n cc bin . . . . . . . . . . . . . . . . . . . . . . 108


4.3 Thnh lp phng n cc bin . . . . . . . . . . . . . . . 111
4.4 Thut ton th v gii bi ton vn ti . . . . . . . . . . 117
4.5 Mt s trng hp c bit . . . . . . . . . . . . . . . . . . 128
4.6 Bi ton vn ti cc i cc ph . . . . . . . . . . . . . . 132
4.7 Bi tp chng 4 . . . . . . . . . . . . . . . . . . . . . . . . 132

4.1

Bi ton vn ti cn bng thu pht


PP
PP
Thu
PP
PP
Pht
P

b1

b2



bj



bn

a1
a2
::
:

c11
c21
::
:

c12
c22
::
:




c1j
c2j
::
:




c1n
c2n
::
:

ai
::
:

ci1
::
:

ci2
::
:

am

cm1

cm2






cij
::
:
cmj






ci n
::
:
cmn

4.1 Bi ton vn ti cn bng thu pht

Trang 106

 C m ni cung cp hng ha (trm pht), trm pht i cha ai n


v hng ha i D 1; : : : ; m:
 C n ni tiu th hng ha (trm thu), trm thu th j cha bj n
v hng ha j D 1; : : : ; n:
 Tng lng pht bng tng lng thu, ngha l
m
X

ai D

iD1

n
X

bj

(4.1)

j D1

 Cc ph vn chuyn mt n v hng ha t ni cung cp th i


n ni tiu th th j l cij :
Yu cu ca bi ton l tm lng hng phn phi xij  0 t trm pht
th i n trm thu th j sao cho:
 Tng chi ph vn chuyn thp nht
zD

m X
n
X

cij xij ! min

(4.2)

iD1 j D1

 Gii ta kho
n
X

xij D ai ;

i D 1; : : : ; m

(4.3)

j D 1; : : : ; n

(4.4)

j D1

 Ca hng nhn hng


m
X

xij D bj

iD1

Bng phn phi lng hng vn chuyn xij t trm pht th i n trm
thu th j thng c trnh by nh sau:

Trang 107

Chng 4. Bi ton vn ti
ai bj

b1

b2



bj



bn

a2

c12
c11
x12
x11
c22
c21
x22
x21

c1j
x1j
c2j
x2j

c1n
x1n
c2n
x2n

::
:
ai

ci2
ci1
xi2
xi1

cij

xij

ci n
xi n

::
:
am

cm1 cm2
xm1 xm2

cmj
xmj

cmn
xmn

a1

Ma trn

x11
B x21
B
x D B ::
@ :

xm1

1
x12    x1n
x22    x2n C
C
::
:: C
:
: A
xm2    xmn

(4.5)

tha cc rng buc (4.3) v (4.4) c gi l phng n chp nhn c.


Tnh cht 4.1. Bi ton vn ti cn bng thu pht lun c phng n
ti u.
Chng minh. Ta cn chng minh tp cc phng n chp nhn c
khc rng v hm mc tiu lun b chn di. Tht vy ta c
xij D

ai bj
 0;
m
P
ai

(4.6)

8i; j

iD1

l phng n chp nhn c v


n
X

j D1

m
X

xij D

n
n
X
ai X
ai bj
D
bj D ai ;
m
m
P
P
j D1
ai
ai j D1
iD1

(4.7)

j D 1; : : : ; n

(4.8)

iD1

m
m
X
ai bj
bj X
xij D
D m
ai D bj ;
m
P
P
iD1
iD1
ai
ai iD1
iD1

i D 1; : : : ; m

iD1

4.2 Phng n cc bin

Trang 108

Hm mc tiu b chn di bi khng


m X
n
X

zD

(4.9)

cij xij  0

iD1 j D1

Vy theo tnh cht ca bi ton quy hoch tuyn tnh, bi ton vn ti


lun c phng n ti u.
Tnh cht 4.2. Ma trn h s cc rng buc ca bi ton vn ti c
hng bng m C n 1:

4.2

Phng n cc bin

nh ngha 4.3 ( chn, loi).


i. Ta vit .i I j / l dng i ct j:
ii. Trong bng vn ti, nhng c xij > 0 c gi l chn,
nhng c xij D 0 gi l loi.
nh ngha 4.4 (ng i). Ta gi mt ng i l tp hp cc chn
sao cho:
 Trn cng mt dng hay mt ct khng c qu hai chn.
 Hai chn lin tip th nm trn cng mt dng hay mt ct.
V d 4.1. Dy cc chn sau to thnh mt ng i:
b

V d 4.2. Cc chn sau c lp thnh ng i khng

Trang 109

Chng 4. Bi ton vn ti

v khng c lin tip vi .2I 1/:


nh ngha 4.5 (Chu trnh). Mt ng i khp kn c gi l mt
chu trnh.
V d 4.3. Dy cc chn sau to thnh mt chu trnh

Tnh cht 4.6. Mt bng vn ti c m dng, n ct th tp cc chn


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

4.2 Phng n cc bin

Trang 110

b
b

Khi ta thm mt loi bt k th loi ny kt hp vi mt s chn


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

b

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


ton vn ti khi v ch khi tp cc chn ca n khng cha chu trnh.
nh ngha 4.9. Mt phng n cc bin c m C n 1 chn c gi
l phng n cc bin khng suy bin. Ngc li, mt phng n cc
bin c t hn m C n 1 chn c gi l phng n cc bin suy bin.
V d 4.5. Phng n sau l phng n cc bin khng suy bin

30

ai bj
80

45
55

40

50

12

30

40

60
2

35
15

50
10

V d 4.6. Phng n sau l phng n cc bin suy bin

Trang 111

Chng 4. Bi ton vn ti
40

ai bj
80

70

40

100 4

100

60

40
20

50
3
1

50

1
2
100

Nhn xt. Mt phng n cc bin c cc c chn c th khng lp


thnh mt ng i.

4.3

Cc phng php thnh lp phng n


cc bin

4.3.1 Phng php cc ph thp nht


tng chnh ca phng php ny l phn phi lng hng ln nht
c th vo c cc ph thp nht. Phng php phn phi lng hng
xij c thc hin nh sau:
8

loi dng i; bj D bj ai
<ai
xij D minfai I bj g D bj
(4.10)
loi ct j; ai D ai bj

:
ai D bj loi dng i ct j

Lp li qu trnh trn cho cc tip theo n khi yu cu ca trm


pht, trm thu c tha mn. Phng n thu c bng phng php
ny l phng n cc bin.

V d 4.7. Bng phng php cc ph thp nht, thnh lp mt phng


n cc bin ca bi ton vn ti:
30

ai bj

40

50

60

80

45

55

12

4.3 Thnh lp phng n cc bin


Gii.
.1I 1/ c cc ph thp nht
nn ta phn vo ny mt lng
nhiu nht l 30. Khi :
 Trm thu th nht nhn
hng, xa ct 1.

30

ai bj
50

 Trm pht th nht cn


d 50, ta ghi nhp 50.
Trong cc cn li, c hai :
.1I 4/ v .3I 2/ c cng cc ph
thp nht l 2. Tuy nhin nu
chn .1I 4/ lm chn th lng
hng phn qua ny l 50 s
nhiu hn khi chn .3I 2/

Trang 112

 Trm pht th nht pht


ht hng, xa dng 1.

50

60

12

80

45
55

30

30

ai bj
50

40

40

10
60

50

12

80

45
55

30

50

 Trm thu th 4 thiu


hng, ta ghi nhp 10.
.3I 2/ c cc ph thp nht l
2, ta phn mt lng 40 vo
ny:
 Trm thu th 2 nhn
hng, xa ct 2.
 Trm pht th 3 cn d
15, ta ghi nhp 15.
.3I 3/ c cc ph thp nht l
3, ta phn mt lng 15 vo
ny:
 Trm pht th 3 pht ht
hng, xa dng 3.
 Trm thu th 3 cn thiu
35, ta ghi nhp 35.

30

ai bj
50

15

15

50

12

80

45
55

30

30

ai bj
50

40

10
60

40

35
50

40

10
60

12

80

45
55

30

40

15

50

50

Trang 113

Chng 4. Bi ton vn ti

Trm pht th 2 c lng pht


45, ta phn vo .2I 3/ mt
lng 35 v .2I 4/ mt lng
10. Cui cng ta c phng
n cc bin khng suy bin.
Tng cc ph z D 485:

30

ai bj

40

50

12

80

45
55

30

40

60
2

35
15

50
10

4.3.2 Phng php gc Ty - Bc


Ta u tin phn phi lng hng nhiu nht vo gc Ty - Bc (gc
trn bn tri) ca bng vn ti. Khi nu:
 Trm pht no ht hng th ta xa dng cha trm pht .
 Trm thu no nhn hng th ta xa ct cha trm thu .
Sau lp li qu trnh trn i vi nhng cn li. Phng n c
thnh lp bng phng php gc Ty - Bc l phng n cc bin
V d 4.8. Bng phng php gc Ty - Bc, thnh lp phng n cc
bin ca bi ton vn ti
30

ai bj

40

50

60

80

45

55

12

ai bj

30

Gii.
Phn vo .1I 1/ mt lng 30,
khi :
 Trm thu th nht nhn
hng, ta xa ct 1
 Trm pht th nht cn
d 50, ghi nhp 50.

50

40

50

60

12

80

45
55

30

4.3 Thnh lp phng n cc bin


Phn vo .1I 2/ mt lng 40,
khi :
 Trm thu th 2 nhn
hng, xa ct 2.

10

Phn vo .1I 3/ mt lng 10,


khi :
10

Phn vo .2I 3/ mt lng 40,


khi :

 Trm pht th 2 cn d 5,
ta vit nhp 5.

Cui cng phn vo .2I 4/ mt


lng 5 v .3I 4/ mt lng 55
th ta c phng n cc bin.
Phng n cc bin ny khng
suy bin, gi tr cc ph ca
phng n ny l z D 790:

80

45

55

12

30

40
5

50

60

30

ai bj

 Trm thu th 3 cn thiu


40, vit nhp 40.

 Trm thu th 3 nhn ,


xa trm thu 3.

30

ai bj

 Trm pht th nht cn


d 10, ghi nhp 10.

 Trm pht th nht pht


ht hng, xa trm pht 1.

Trang 114

40

40
50

40

60

80

45

55

12

30

30

ai bj

40

40
5

80

45

55

12

30

ai bj

40

40
5

45

55

12

40

10
40

60
2
9
6

50

80

30

40
50

10

30

10

10
40

60
2
9
6

5
55

Trang 115

Chng 4. Bi ton vn ti

4.3.3 Phng php Vogel (Fogel)


Phng php Vogel cho ta mt phng n cc bin kh tt, theo ngha
n rt gn vi phng n ti u.
i) Trn mi dng, mi ct ca ma trn cc ph ta tnh hiu s gia
hai gi tr cc ph nh nht.
ii) Chn dng hay ct c hiu s ny ln nht (nu c nhiu dng hay
ct tha iu kin ny th ta chn mt dng hay mt ct trong cc
dng, ct ny)
iii) Phn lng hng nhiu nht vo c cc ph nh nht trn dng
hay ct va chn c. Khi nu ni no pht ht hng th ta
xa dng cha ni pht . Nu ni no nhn hng th ta xa
ct cha ni nhn . Lc ct (dng) ny hiu s s khng tnh
cho bc sau.
iv) Lp li ba bc ni trn vi nhng cn li cho n ht. Ta thu
c phng n cc bin.
V d 4.9. Bng phng php Vogel tm phng n cc bin ca bi
ton vn ti:

30

ai bj

Gii.

40

50

60

80

45

55

12

4.3 Thnh lp phng n cc bin


Ct 1 c hiu s ln nht (cng
c th chn ct 4), ta s phn vo
ct 1. Phn vo .1I 1/ c cc
ph thp nht mt lng nhiu
nht l 30.
 Trm thu th 1 nhn
hng, xa ct 2.

Trang 116

 Trm pht th 1 ht hng,


xa trm pht 1.

40

 Trm thu th 2 nhn


hng, xa ct 2.
 Trm pht th 4 cn d
15, vit nhp 15.

60

12

45
55

30

(4)

30

40

50

60

ai bj
80

45

55

12

30

 Trm thu th 4 cn thiu


10, vit nhp 10.

Ct 4 c hiu s ln nht , ta s
phn hng vo ct 5. Phn vo
.3I 2/ c cc ph thp nht mt
lng nhiu nht l 40.

50

80

 Trm pht th 1 cn d
50, vit nhp 50.

Ct 4 c hiu s ln nht , ta s
phn hng vo ct 4. Phn vo
.1I 4/ c cc ph thp nht mt
lng nhiu nht l 50.

30

ai bj

30

ai bj
80

45
55

50

(4)

40

50

60

12

30

40

(5)

50

Trang 117
Dng 2 c hiu s ln nht, ta
s phn hng vo dng 2. Phn
vo .2I 3/ c cc ph thp nht
mt lng nhiu nht l 45.
 Trm pht th 2 ht hng,
xa dng 2.

Chng 4. Bi ton vn ti

30

ai bj

40
5

12

80

45
55

30

 Trm thu th 3 cn thiu


5, vit nhp 5.
Cui cng phn vo .3I 3/ mt
lng 5 v .3I 4/ mt lng 10
th ta c phng n cc bin.
Phng n cc bin ny khng
suy bin, gi tr cc ph ca
phng n ny l z D 465:

50

30

ai bj
80

45
55

40

12

30

40

2
45

40

60
50

(5)

50

60
2

45
5

50

9
6

10

Nhn xt. Phng php Vogel cho ta mt phng n cc bin kh tt,


theo ngha n gn phng n ti u hn hai phng php trc.

4.4

Thut ton th v gii bi ton vn ti

gii bi ton vn ti, ta thc hin bn bc nh sau:


Bc 1. Thnh lp phng n cc bin bng mt trong cc phng
php: cc ph thp nht, Ty - Bc, Vogel.
Bc 2. Xt xem phng n cc bin hin thi ti u hay cha
bng thut ton quy khng cc ph chn. Nu phng n
cc bin hin thi l phng n ti u th thut ton kt thc.
Ngc li sang bc 3.
Bc 3. Xy dng phng n cc bin mi tt hn xem 4.4.2.
Bc 4. Quay v bc 2.

4.4 Thut ton th v gii bi ton vn ti

Trang 118

4.4.1 Thut ton quy khng cc ph chn


Xt bi ton quy hoch tuyn tnh c phng n cc bin ban u khng
suy bin (c m C n 1 chn). Nu bi ton c phng n cc bin suy
bin (c t hn m C n 1 chn) th ta thm chn gi .i; j / vi xij D 0
vo sao cho cc chn gi ny v cc chn ban u khng to thnh
chu trnh.
V d 4.10. Xt bi ton vn ti c phng n cc bin suy bin
40

ai bj
80

70

40

100 4

100

60

40
20

50
3
1

50

1
2
100

Ta thm chn gi .1; 2/ vi x12 D 0 th bi ton c m C n


40

ai bj
80

70

40

100
2

4
5

100 4

60
40
20

1 chn

50
3
1

50

1
2
100

Thut ton quy khng cc ph thc hin nh sau: Ln lt cng


vo cc cc ph dng 1; : : : ; m mt lng r1 ; : : : ; rm v vo ct 1; : : : ; n
mt lng s1 ; : : : ; sn sao cho tng cc ph trn cc chn bng khng.
V d 4.11. Quy khng cc ph cc chn ca bng vn ti.
30

ai bj

40

50

12

80

45
55

30

40

60
2

35
15

9
6

50
10

Trang 119

Chng 4. Bi ton vn ti

Gii. Cn tm ri v sj sao cho trn cc chon c:


s1

ri C sj C cij D 0

s2

s3

s4

30
40
50
60
ngha l:
7
2
r1 80 1 30 5
50
8
r
C
s
C
1
D
0

1
1
7
9
4

r2 45 5

35
10

r
C
s
C
2
D
0

1
4

3
6
2
r3 55 12
<r C s C 4 D 0
40
15
2
3

r2 C s4 C 9 D 0

r3 C s2 C 2 D 0

:
r3 C s3 C 3 D 0
H c 6 phng trnh 7 bin ny c v s nghim, do c mt bin
nhn gi tr ty . y ti cho r1 D 0 v tnh c s1 D 1I s4 D
2I r2 D 7I s3 D 3I r3 D 6I s2 D 4
ai bj

s1 =-1 s2 =4 s3 =3 s4 =-2
30

ai bj
r1 =0

80

r2 =-7

45

r3 =-6

55

30

12

40

50

40

60
2

35
15

50

10

Ta thay cij bng cij D cij C ri C sj th c bi ton mi gi l bi


ton sau khi quy khng cc ph chn
30

ai bj
80

45
55

40

50

60

10

-3

30

40

35
15

-2

50
10

4.4 Thut ton th v gii bi ton vn ti

Trang 120

nh l 4.10. Ln lt cng vo cc cc ph dng 1; : : : ; m mt lng


r1 ; : : : ; rm v vo ct 1; : : : ; n mt lng s1 ; : : : ; sn tc thay cij bi
0

cij D ri C sj C cij
th ta c bi ton mi c cng phng n ti u vi bi ton c.
Nhn xt. Theo nh l 4.10, bi ton vn ti vi phng n cc bin
30

ai bj
80

45
55

40

50

12

30

40

60
2

35
15

50

10

v bi ton vn ti sau khi quy khng cc ph cc chn vi phng


n cc bin
30

ai bj
80

45
55

40

50

60

10

-3

30

40

35
15

50
10

-2

l tng ng nhau. Ngha bi ton quy khng cc ph ti u th bi


ton ban u cng ti u v chng cng phng n ti u.
Ta nhn thy, trong bi ton quy khng cc ph trn dng 2, c
.2; 1/ c cc ph r hn cc ph cc chn .2; 3/ v .2; 4/ nn phng
n hin thi cha ti u.
nh l 4.11 (Du hiu ti u). Bi ton vn ti sau khi quy khng
cc ph cc chn:
0

 Nu cij  0 vi mi .i; j / th phng n cc bin hin thi l


phng n ti u.

Trang 121

Chng 4. Bi ton vn ti
0

 Nu tn ti cij < 0 th c th tm mt phng n mi tt hn phng


n hin thi.
V d 4.12. Chng minh phng n cc bin hin thi ca bi ton vn
ti sau khng phi l phng n ti u.
30

ai bj

40
5

50
7

80

45

55

12

30

40

10
40

60
2
9
6

5
55

Gii.
s1 =-1 s2 =-5 s3 = -7s4 =-12
30

ai bj

40
5

50
7

r1 =0

80

r2 =3

45

r3 =6

55

12

30

40

10
40

60
2
9
6

5
55

Bi ton vn ti sau khi quy khng cc ph chn


30

ai bj

40

80

45

55

17

30

50

40

10
40

60
-10
0
0

5
55

c14 < 0 nn phng n cc bin ny khng l phng n ti u.

V d 4.13. Chng minh phng n cc bin hin thi ca bi ton vn


ti sau l phng n ti u.

4.4 Thut ton th v gii bi ton vn ti


30

ai bj
80

45

55

20

40

Trang 122

50

60

10
12
2

40

35
15

60

Gii.
s1 =-1 s2 =1 s3 =0 s4 =-2
30

ai bj

40

50

7
10
12
2

r1 =0

80

r2 =-4

45

r3 =-3

55

20

40

60
2

35
15

60

9
6

Bi ton vn ti sau khi quy khng cc ph chn


30

ai bj
80

45

55

20
10

40

50

40

60
0

35
15

60

3
1

8cij  0 nn phng n ny l phng n ti u.

4.4.2 Xy dng phng n cc bin mi


Trn bng quy khng cc ph tm
Bc 1. vo l loi c cij m nht (l s m c gi tr tuyt i ln
nht).
0

Bc 2. Xc nh chu trnh cha vo va xc nh bc 1. vo


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

Trang 123

Chng 4. Bi ton vn ti


 Lng iu chnh q D min xij j.i; j / c du (-)
 Phng n cc bin mi:
8

<xij C q
xij D xij q

:
xij

c du (+)
c du (-)
khng c du

(4.11)

V d 4.14. Cho bi ton vn ti c phng n cc bin


30

ai bj

50

80

70

40

90

30

50

20
20
40

40
1

40

6
5

Chng minh phng n cc bin hin thi cha ti u. Xy dng mt


phng n khc tt hn.
Gii.
s1 =-3 s2 =-3 s3 =-5 s4 =-1
30

ai bj

50

r1 =0

90

r2 =2

70

r3 =3

40

30

Bi ton vn ti sau khi quy


khng cc ph chn c
0
c12 < 0 nn c phng n mi
tt hn
Tip theo ta xy dng
phng n mi: .1I 2/ kt
hp vi mt s chn thnh chu
trnh.

80
5

2
50

3
2

ai bj
90
70
40

20
20
40

30

40
1

40

6
5

50
80
40
C
0
0
0
-1
20
40
30 
C
3
0
0
7
50
20
7
0
7
4
40

4.4 Thut ton th v gii bi ton vn ti

Trang 124

Lng iu chnh
ai bj

q D min 20I 50 D 20

30

50

90 3 30 2 20
Phng n mi c
1
70 4
8
30
x12 D x12 C 20 D 20

40 7
<x D x
20 D 0
13
13

x22 D x22 20 D 30

:
x23 D x23 C 20 D 40
Gi tr hm mc tiu ca phng n mi l z D 400;
tiu ca phng n trc l z D 420:

80
5
3
2

40
1

40
40

40

6
5

gi tr hm mc

V d 4.15. Cho bi ton vn ti c phng n cc bin

50

ai bj
80

20

60

50

40
5

30

70
12

11
20
3
2
10
50

Chng minh phng n cc bin hin thi cha ti u. Xy dng mt


phng n khc tt hn.
Gii. Quy khng cc ph chn
si =-5 s2 =-5 s3 =-6
50

ai bj
r1 =0

80

r2 =-5

20

r3 =3

60

50

40
5
9

30

70
12

11
20
3
2
10
50

Trang 125

Chng 4. Bi ton vn ti

Bi ton vn ti sau khi quy


0
khng cc ph chn 9c21 <
0 nn phng n cc bin hin
thi khng l phng n ti u.
Tip theo ta xy dng
phng n mi: .2I 1/ kt
hp vi mt s chn thnh chu
trnh.

50

40
70
C
0
0
3
50
30
-3C -1
0
20
0
0 C
2
10
50

ai bj
80
20
60

Lng iu chnh
50

ai bj

q D min f10I 20I 50g D 10

40

70

80 5 40 5 40 12
Phng n mi c
11
8
20 7 10 9
10

x
D
x
10
D
40
11
11

3
2

60 4

60

<x12 D x12 C 10 D 40
x23 D x23 10 D 10

x33 D x33 C 10 D 60

:x D x
10 D 0
32
32
Phng n mi c gi tr hm mc tiu 760 tt hn phng n trc c
gi tr hm mc tiu 790:
V d 4.16. Cho bi ton vn ti c phng n cc bin

25

ai bj
10

30

20

25
3

25

6
2

10
5

5
20

10

8
2

Chng minh phng n cc bin hin thi cha ti u. Xy dng mt


phng n khc tt hn.
Gii.

4.4 Thut ton th v gii bi ton vn ti


Do phng n cc bin hin thi
suy bin nn ta thm vo chn
gi sao cho ny vi mt s
sn c khng lp thnh chu
trnh. y ti chn .2; 3/ vi
x23 D 0:

Trang 126

25

ai bj
10

30

20

25
3
6

25

10
5

5
20

10
0

Bc lp th nht
Quy khng cc ph cc chn
s1 =-7 s2 =-6 s3 =-8
25

ai bj
r1 =3

10

r2 =0

30

r3 =4

20

Bi ton vn ti sau khi quy


0
khng cc ph chn c c33 < 0
nn c phng n khc tt hn
Ta xy dng phng n mi:
.3I 3/ kt hp vi mt s chn
sn c lp thnh chi trnh

25

10

3
25

6
2

5
20

30
20

25

ai bj
10

10

25
0

10
0

10
C
0
0
0
25
5
0
0
0
-2C
20

Lng iu chnh
q D min 0I 20 D 0
Phng n mi nh bng bn
cnh

25

ai bj
10

30

20

25
3

25

6
2

10
5

5
20

10

8
2

Trang 127

Chng 4. Bi ton vn ti

Nhn xt. Gi tr hm mc tiu ca phng n mi ging gi tr hm


mc tiu phng n c (cha tt hn). y ta thy hai phng n ch
ch khc nhau v tr ca chn gi. chn gi ca phng n mi c
cc ph thp nht trong cc chn gi. Do khi chn chn gi nn
chn no c cc ph thp nht qu trnh tm phng n tt hn s
nhanh hn.
Bc lp th hai
Quy khng cc ph chn
s1 =-7 s2 =-6 s3 =-6
25

ai bj
r1 =1

10

r2 =0

30

r3 =4

20

Bi ton vn ti sau khi quy


0
khng cc ph chn c c12 < 0
nn c phng n khc tt hn
Ta xy dng phng n mi:
.1I 2/ kt hp vi mt s chn
sn c lp thnh chi trnh

25

10

3
25

6
2

5
20

ai bj
10
30
20

10

8
2

25

25
10
C
-1
-2 0
10
0
0
2
25
5
0
0
0 C
20
0

Lng iu chnh
q D minf10I 20g D 0
Phng n mi nh bng bn
cnh

25

ai bj
10

30

7
3

25
3

25

5
8

2
10
10
Gi tr hm mc tiu ca phng n mi ny z D 275 tt hn gi tr
hm mc tiu ca phng n ban u z D 295:
20

V d 4.17. Gii bi ton vn ti

10

10

4.5 Mt s trng hp c bit

Trang 128

50

ai bj

40

70

80

12

20

11

60

Gii. Bng phng php Vogel ta c phng n cc bin khng suy


bin nh bng bn di:
s1 =-5 s2 =-5 s3 =-9
50

ai bj
r1 =0

80

r2 =-2

20

r3 =6

60

40
10

70

40

12
11
10
3
60

Bi ton vn ti sau khi quy


0
khng cc ph chn c 8cij 
0 nn phng n cc bin hin
thi l phng n ti u.

4.5

40

50

ai bj
80

20

60

40
10

40
0

40

70
3

10
60

Mt s trng hp c bit

4.5.1 Bi ton vn ti khng cn bng thu pht


Trng hp pht ln hn thu. Ta thm trm thu gi bnC1 ; vi lng
hng l
bnC1 D

m
X
iD1

ai

n
X

bj ;

ci nC1 D 0;

j D1

Lc ny bi ton cn bng thu pht.

i D 1; : : : ; m

Trang 129

Chng 4. Bi ton vn ti

Trng hp pht t hn thu. Ta thm trm pht gi amC1 ; vi lng


hng l
amC1 D

n
X

m
X

bj

j D1

ai ;

cmC1i D 0;

j D 1; : : : ; n

iD1

Lc ny bi ton cn bng thu pht.


V d 4.18. Gii bi ton vn ti khng cn bng thu pht cho bi bng
vn ti sau:
ai bj 100 65
5
80 7

95
2

150 9

70

Gii.
Tng lng pht l 300, tng
lng thu l 260. Trong bi ny
ta thm trm thu gi vi lng
thu l 40.
Bng phng php Vogel tm
phng an cc bin ban u
nhng ch tnh ton trn
tht trc, sau cng phn cn
d ta mi phn vo gi

ai bj 100 65
5
80 7
3

70

70

s1 =-9 s2 =-2 s3 =-7 s4 =0


ai bj 100 65
5
r1 =5 80 7
4

95
2
5

80

40
0
0

r2 =6

70

r3 =0

150 9 30 2 65 7 15 0 40

70

2
5

80

40
0
0

150 9 30 2 65 7 15 0 40

Quy khng cc ph chn:

95

4.5 Mt s trng hp c bit

Trang 130

Bi ton vn ti sau khi quy


0
khng cc ph chn c 8cij 
0 nn phng n cc bin hin
thi l phng n ti u.

ai bj 100 65
8
80 3
0

70

70

95
0

80

40
5
6

150 0 30 0 65 0 15 0 40

4.5.2 Bi ton vn ti c cm
y l bi ton vn ti m v mt l do no c mt ni pht khng
th chuyn ch hng n mt ni nhn no c. gii quyt vn
ny chng ta cho cc ph l M; vi M l s dng rt ln,
ln hn bt k s no cn so snh. Sau chng ta gii nh nhng bi
ton trnh by trn.
V d 4.19. Gii bi ton vn ti vi hai cm cho nh sau:
ai bj 100 65
5
80 6

11

10

10

70

150 9
Gii.
Bi ton c 2 cm, ta thay
cm ny thnh c cc ph M
(M l s rt ln, ln hn bt k
s no cn so snh)
S dng phng php Vogel tm
c phng n cc bin ban
u.
Quy khng cc ph chn:

95

40

95
40
ai bj 100 65
10
80 6 15 5 65 11
5
7
M
70 10
30
40
7
M
150 9 85 8
65

Trang 131

Chng 4. Bi ton vn ti
s1 =-6 s2 =-5 s3 =-4 s4 =-6
95
40
ai bj 100 65
10
r1 =0 80 6 15 5 65 11
5
7
M
r2 =-1 70 10
30
40
7
M
r3 =-3 150 9 85 8
65

Bi ton vn ti sau khi quy


0
khng cc ph chn c 8cij 
0 nn phng n cc bin hin
thi l phng n ti u. Gi tr
hm mc tiu ca phng n ti
u ny l 2065

95
40
ai bj 100 65
4
80 0 15 0 65 7
M-6 0
0
70 3
30
40
0
M-9
150 0 85 0
65

Nhn xt. Phng n ti u ca v d 4.19 khng duy nht, v theo


bng sau khi quy khng cc ph c loi .3I 2/ c cng cc ph l 0 vi
cc chn
Xt mt chi trnh c cha .3I 2/
nh hnh bn. Lng iu chnh
95
40
ai bj 100 65
C
q D minf65I 85g D 65
10
80 6 15 5 65 11
5
7
M
70 10
30
40
C
150 9 85 8  7 65 M
Phng n ti u mi c cng gi tr ti u vi phng n trc.

ai bj 100 65
80 6 80 5
M
70 10

95

40

11

10

30

150 9 20 8 65 7 65 M

40

4.6 Bi ton vn ti cc i cc ph

4.6

Trang 132

Bi ton vn ti cc i cc ph

Bc 1. Thnh lp phng n cc bin bng phng php cc i cc


ph, chng ta phn phi lng hng nhiu nht vo c cc ph
ln nht.
Bc 2. Xt xem phng n cc bin hin thi ti u hay cha
bng thut ton quy khng cc ph chn.
0

 Nu cij  0 vi mi .i; j / th phng n cc bin hin thi l


phng n ti u, thut ton kt thc.
0

 Nu tn ti cij > 0 th c th tm mt phng n mi tt hn


phng n hin thi, chuyn sang bc 3.
Bc 3. Xy dng phng n cc bin mi tt hn, ch vo l
0
loi c cij > 0 ln nht, cc bc tip theo lm ging bi ton min :
Bc 4. Quay v bc 2.
V d 4.20. Gii bi ton vn ti cc i cc ph sau:

70

ai bj

55

60

90

11

10

80

10

100 9
Gii.

4.7

85

Bi tp chng 4

Bi tp 4.1. Gii bi ton vn ti

Trang 133

Chng 4. Bi ton vn ti
30

ai bj

50

80

40

90

70

40

p n: Phng n ti u
0
1
30 20 0 40
x D @ 0 30 40 0 A ;
0 0 40 0

z D 400

Bi tp 4.2. Gii bi ton vn ti:


40

ai bj

100

60

50

80

70

100 4

p n: Phng n ti u
0
1
20 60 0 0
x D @20 0 0 50A ;
0 40 60 0

z D 390

Bi tp 4.3. Gii bi ton vn ti:


20

ai bj

30

45

50

40

11

30

12

55

10

p n: Phng n ti u
0
1
0 0 40 0
x D @20 5 5 0 A ;
0 25 0 30

z D 930

4.7 Bi tp chng 4

Trang 134

Bi tp 4.4. Gii bi ton vn ti c cm


45

ai bj

100

50

70

16

15

100 10

17

12

14

10

85

p n: Phng n ti u
0
1
0 10 0 60
x D @45 5 50 0 A ;
0 85 0 0

60
11

13

z D 2995

Bi tp 4.5. Cho bi ton vn ti cn bng thu pht v mt phng


n:
40

ai bj

45
5

90

65

55

11
2
15

25

60
7

45

2
3

65
2

20
40

65
10

a. Tnh cc ph vn chuyn ca phng n ny, chng minh phng


n cc bin cho khng phi l phng n ti u.
b. Xut pht t phng n trn hy xy dng mt phng n mi tt
hn (ch cn mt phng n mi tt hn).
Bi tp 4.6. Mt nh my ch bin tht, sn xut ba loi tht: b, ln,
cu, vi tng lng mi ngy l 480 tn b; 400 tn ln; 230 tn cu.
Mi loi u c th bn c dng ti hoc nu chn. Tng lng cc
loi tht nu chn bn trong gi lm vic l 420 tn. Ngoi ra nu
thm ngoi gi 250 tn (vi gi cao hn). Li nhun thu c trn mt
tn c cho bng bng sau: (vi n v l triu ng)

Trang 135

Chng . Bi ton vn ti

B
Ln
Cu

Ti

Nu chn

8
4
4

11
7
9

Nu chn
Ngoi gi
14
12
13

Mc ch ca nh my l tm phng n sn xut lm cc i li
nhun. Hy tm phng n ti u.

Ph lc A
thi mu
A.1

hc k III nm 2010-2011

Cu 1 (2,5 im). Cho bi tan Quy hach tuyn tnh m ta gi l bi


ton (P)
z D 4x1 C 5x2 C 7x3 ! min
Vi cc rng buc

3x1 C x2 C x3 D 12
x1 C 2x2 C 3x3 D 14
xj  0;

j D 1; : : : ; 3

a. Chng minh xT D .0I 4I 2/ l phng n cc bin, nhng khng


phi l phng n ti u ca bi ton (P).
b. Hy xy dng mt phng n cc bin mi tt hn phng n x
ni trn.
Cu 2 (4,5 im). Mt X nghip chn nui cn mua mt lai thc n
tng hp T1, T2, T3 cho gia sc vi t l cht dinh dng nh sau: 1
kg T1 cha 4 n v dinh dng D1, 2 n v dinh dng D2, v 1 n
v dinh dng D3; 1 kg T2 cha 1 n v dinh dng D1, 7 n v dinh
dng D2, v 3 n v dinh dng D3; 1 kg T3 cha 3 n v dinh dng
D1, 1 n v dinh dng D2, v 4 n v dinh dng D3. Mi ba n,
gia sc cn ti thiu 20 n v D1, 25 n v D2 v 30 n v D3. Bit
rng 1 kg T1 c gi l 10 ngn ng, 1 kg T2 c gi l 12 ngn ng, 1
kg T3 c gi l 14 ngn ng. X nghip mun mua cc loi thc n T1,

Trang 137

Chng A. thi mu

T2, T3 bo m tt v cht dinh dng cho mt ba n v tng s


tin mua l nh nht.
a. Hy lp bi ton quy hoch tuyn tnh, ta gi y l bi ton (P).
b. Vit bi ton i ngu (Q) ca bi ton (P).
c. Gii bi ton (Q), t suy ra phng n ti u ca bi ton (P).
Cu 3 (3 im). Cho bi ton vn ti (min hm mc tiu cc ph) cn
bng thu pht nh sau:
25

ai bj

35

120

50

110 9

80

10

40

a. Hy xy dng mt phng n ban u bng phng php Fogel.


b. Hi phng n va xy dng cu a) c phi l phng n ti u?
Nu cha ti u, hy xy dng mt phng n mi ti hn (ch cn
mt phng n mi tt hn).

A.2 hc k I nm 2011-2012

A.2

Trang 138

hc k I nm 2011-2012

Cu 1 (3,5 im). Cho bi ton quy hoch tuyn tnh (P)


z D 5x1 C 3x2 C 3x3 C 34x4 ! min
Vi cc rng buc

x1 C 2x2 C 2x3 C 4x4 D 12
x1 C x2 C 3x3 C x4 D 5
xj  0;

j D 1; : : : ; 4

a. Chng minh phng n xT D .8=3I 0I 0I 7=3/ l phng n cc bin


nhng khng phi l phng n ti u ca bi ton (P). T phng
n ny hy xy dng mt phng n cc bin mi tt hn.
b. Cho bit xT D .0I 4I 0I 1/ l phng n ti u ca bi ton (P). tm
phng n ti u ca bi ton i ngu ca bi ton (P).
Cu 2 (4 im). Mt x nghip c th s dng ti a 590 gi my cn,
340 gi my tin, 200 gi my mi sn xut ba loi sn phm. Bit
rng sn xut mt n v sn phm th nht cn 2 gi my cn, 5
gi my tin v 1 gi my mi. sn xut mt n v sn phm th
hai cn 5 gi my cn, 3 gi my tin v 1 gi my mi. sn xut
mt n v sn phm th ba cn 8 gi my cn, 3 gi my tin v 3 gi
my mi. Gi bn mt n v sn phm th nht, th hai, th ba tng
ng l 140, 130, 180 triu ng. Hi x nghip nn sn xut bao nhiu
n v sn phm mi loi c doanh thu nhiu nht.
Cu 3 (2,5 im). Gii bi ton vn ti cn bng thu pht c cm vi
cc s liu c cho trong bng sau:
ai bj

55

65

120

60

110 9

14

110 2

80

Trang 139

A.3

Chng A. thi mu

thi hc k II nm 2011-2012

Cu 1 (2 im). Mt on l hnh cn thu nhng con lc mt bu


v hai bu ch hng ha t A n B. Mi con lc mt bu c th
ch c 300 kg hng ha , v mi con lc hai bu c th ch c
500 kg hng ha. Trong chuyn i, mi con lc :
 Mt bu dng 4 b c kho v 8 lt nc.
 Hai bu dng 3 b c kh v 10 lt nc.
Mi con lc mt bu thu vi gi 3 n v tin t, v mi con lc
hai bu thu vi gi 5 n v tin t, Nu on l hnh ny ch t nht
40.000 kg hng ha t A n B th cn thu bao nhiu con lc mt
bu v hai bu s tin thu l t nht. Hy lp m hnh bi ton quy
hoch tuyn tnh.
Cu 2 (5 im). Cho bi ton quy hoch tuyn tnh m ta gi l bi
ton (P)
z D 14x1 C 12x2 C 14x3 ! min
Vi cc rng buc
8
< x1 C x2 C 3x3  30
3x1 C 2x2 C x3  25
:
x1 C 3x2 C 2x3  35
xj  0;

j D 1; : : : ; 3

a. Vit bi ton i ngu (Q) ca bi ton (P).


b. Gii bi ton i ngu (Q), sau suy ra phng n ti u (nu
c) ca bi ton (P).
Cu 3 (3 im). Gii bi ton vn ti (min hm mc tiu cc ph)
khng cn bng thu pht, vi cc s liu c cho trong bng sau:
ai bj 135 125 100
7
14
120 12
150 3

130 8

A.4 hc k III nm 2011-2012

A.4

Trang 140

hc k III nm 2011-2012

Cu 1 (3 im). Gii bi ton vn ti (min hm mc tiu) cn bng thu


pht vi s liu trong bng sau
ai bj 100 80
12
200 6

100 13

15

100

40

Cu 2 (4 im). Mt cng ty sn xut hai loi thc phm A, B. Nguyn


liu sn xut gm: bt, ng v du thc vt vi tr lng tng
ng l: 30 tn, 12 tn, 6 tn. sn xut 1 tn:
 Thc phm loi A cn: 0,5 tn bt, 0,5 tn ng v 0,2 tn du
thc vt.
 Thc phm loi B cn: 0,8 tn bt, 0,4 tn ng v 0,4 tn du
thc vt.
Gi bn mt tn thc phm A l 4500 USD, gi bn 1 tn thc phm B
l 4000USD. Hi cn sn xut mi loi thc phm bao nhiu tin c
doanh thu ln nht?
Cu 3 (3 im). Cho bi ton quy hoch tuyn tnh
z D 1x1 C 2x2 C 3x3 C    C nxn ! min
Vi cc rng buc
8

x1

< x1 C x2
x1 C x2 C x3

::
::
::

:
:
:


: x C x C x C  C x
1
2
3
n
xj  0;

D 1
D 2
D 3
:: ::
: :
D n

j D 1; : : : ; n

a. Pht biu bi ton i ngu ca bi ton trn.


b. Hy gii mt trong hai bi ton trn ri suy ra phng n ti u
ca bi ton cn li.

Ph lc B
Bi gii mu
B.1 Bi gii hc k III nm hc 2010-2011
Cu 1.
a. Ta c xT D .0I 4I 2/ l phng n chp nhn c. t



1 1
::

D10
T D A2 :A3 ) jT j D
2 3

Vy x l phng n cc bin. Phng n xT D .0I 4I 2/ c x2 ; x3 l bin


c bn. Bi ton bin i tng ng vi
z D x1 ! min
Vi cc rng buc

8x1 C x2
D 4
5x1
C x3 D 2
xj  0;

j D 1; : : : ; 4

Do 9 c1 D 1 > 0 nn phng n cc bin hin thi khng l phng n


ti u.
b. Xy dng phng n mi tt hn. Bng n hnh ca phng n
xT D .0I 4I 2/ W

B.1 Bi gii hc k III nm hc 2010-2011

x2
x3

x2
x3

Trang 142

#
x1
(8)
-5
1

x2
1
0
0

x3
0
1
0

b
4
2
34

x1
1
0
0

x2
1/8
5/8
-1/8

x3
0
1
0

b
1/2
9/2
67/2

Cu 2. Tm tt: Gi x1 ; x2 ; x3 l lng thc phm I, II, III


D1
D2
D3
Gi

T1-x1
4
2
1
10

T2-x2
1
7
3
12

T3-x3
3
1
4
14

Ti thiu
20
25
30

a. Ta c bi ton quy hoch


z D 10x1 C 12x2 C 14x3 ! min
Vi cc rng buc
8
< 4x1 C x2 C 3x3  20
2x1 C 7x2 C x3  25
:
x1 C 3x2 C 4x3  30
xj  0;

j D 1; : : : ; 3

b. Bi ton i ngu
0

z D 20y1 C 25y2 C 30y3 ! max


Vi cc rng buc
8
< 4y1 C 2y2 C y3  10
y1 C 7y2 C 3y3  12
:
3y1 C y2 C 4y3  14
yi  0;

i D 1; : : : ; 3

Trang 143

Chng B. Bi gii mu

c. Gii bng phng php n hnh

y4
y5
y6

y1
4
1
3
-20

y2
2
7
1
-25

#
y3
1
3
(4)
-30

y4
y5
y3

y1
13/4
-5/4
3/4
5/2

#
y2
7/4
(25/4)
1/4
-35/2

y3
0
0
1
0

#
y1
(18/5)
-1/5
4/5
-1

y2
0
1
0
0

y3
0
0
1
0

y4
1
0
0
0

y5
-7/25
4/25
-1/25
14/5

y6
-1/25
-3/25
7/25
27/5

b
152/25
6/25
86/25
546/5

y1
1
0
0
0

y2
0
1
0
0

y3
0
0
1
0

y4
5/18
1/18
-2/9
5/18

y5
-7/90
13/90
1/45
49/18

y6
-1/90
-11/90
13/45
97/18

b
76/45
26/45
94/45
998/9

y4
y2
y3

y1
y2
y3

y4
1
0
0
0

y5
0
1
0
0

y6
0
0
1
0

b
10
12
14
0

y4
1
0
0
0

y5
0
1
0
0

y6
-1/4
-3/4
1/4
15/2

b
13/2
3/2
7/2
105

Phng n ti u ca bi ton i ngu l


yT D .76=45I 26=45I 94=45/
Ta suy ra c phng n ti u ca bi ton gc l
xT D .5=18I 49=18I 97=18/

B.1 Bi gii hc k III nm hc 2010-2011

Trang 144

Cu 3.
a. Phng n xy dng bng phn phi Vogel
3
-3
-5
-1
sj
25
35 120 50
ri
0 110 9
-5

80

-3

40

5
7
110
2
8
10
6
25
35
10
10
4
5
7
9
4

b. Bi ton vn ti sau khi quy khng cc ph


ai bj

55

65

120

60

0
6
110
110 0 25 0 35 0 10 0 10
0
1
1
80 5
10
110 12

Do 8cij  0 nn phng n cc bin hin thi l phng n ti u.

Trang 145

Chng B. Bi gii mu

B.2 Bi gii hc k I nm hc 2011-2012


Cu 1.
a. Ta c xT D .8=3I 0I 0I 7=3/ l phng n chp nhn c. t



1 4
::
D 30
T D A1 :A4 ) jT j D
1 1

Vy x l phng n cc bin. Phng n xT D .8=3I 0I 0I 7=3/ c x1 ; x4 l


bin c bn. Bi ton bin i tng ng vi
z D 35=3x2 7=3x3 C 278=3 ! min
Vi cc rng buc

x1 C 2=3x2 C 10=3x3
D 8=3
1=3x2
1=3x3 C x4 D 7=3
xj  0;

j D 1; : : : ; 4

Do 9 c2 D 35=3 > 0 nn phng n cc bin hin thi khng l phng


n ti u. Xy dng phng n mi tt hn. Bng n hnh ca phng
n xT D .8=3I 0I 0I 7=3/ W

x1
x4

x1
1
0
0

#
x2
2/3
1/3
35/2

x3
10/3
-1/3
7/3

x4
0
1
0

b
8/3
7/3
287/3

x3
5
-2
-56

x4
0
1
0

b
4
1
46

Bng n hnh ca phng n mi

x2
x4

x1
3/2
-1/2
-35/2

x2
1
0
0

b. Bi ton gc c phng n ti u xT D .0I 4I 0I 1/ c x2 ; x4 l bin c

B.2 Bi gii hc k I nm hc 2011-2012

Trang 146

bn. t
c

T

D .c2 I c4 / D .3I 34/I



::
2 4
A D .A2 :A4 / D
1 1


Phng n ti u ca bi ton i ngu



1
1
T
T  1
y Dc A
D
.3I 34/
1
2


4
D .31=2I 28/
2

Cu 2. Gi x1 ; x2 ; x3 l s lng sn phm loi I, II, III.


Cn
Tin
Mi
Li nhun

SPI-x1
2
5
1
140

SPII-x2
5
3
1
130

SPIII-x3
8
3
3
180

 590
 340
 200

Ta c m hnh
z D 14x1 C 13x2 C 18x3 ! max
Vi cc rng buc
8
< 2x1 C 5x2 C 8x3 
5x1 C 3x2 C 3x3 
:
x1 C x2 C 3x3 
xj  0;

(n v 10 triu)
590
340
200

j D 1; : : : ; 3

Dng chnh tc
z D 14x1 C 13x2 C 18x3 ! max
Vi cc rng buc
8
D 590
< 2x1 C 5x2 C 8x3 C x4
5x1 C 3x2 C 3x3
C x5
D 340
:
x1 C x2 C 3x3
C x6 D 200
xj  0;

j D 1; : : : ; 6

Trang 147

x4
x5
x6

x4
x5
x3

x4
x1
x3

x3
x1
x3

Chng B. Bi gii mu

x1
2
5
1
-14

x2
5
3
1
-13

x3
8
3
(3)
-18

x4
1
0
0
0

x5
0
1
0
0

x6
0
0
1
0

b
590
340
200
0

#
x1
-2/3
(4)
1/3
-8

x2
7/3
2
1/3
-7

x3
0
0
1
0

x4
1
0
0
0

x5
0
1
0
0

x6
-8/3
-1
1/3
6

b
170/3
140
200/3
1200

x1
0
1
0
0

#
x7
8/3
1/2
1/6
-3

x3
0
0
1
0

x4
1
0
0
0

x5
1/6
1/4
-1/12
2

x6
-17/6
-1/4
5/12
4

b
80
35
55
1480

x2
1
0
0
0

x3
0
0
1
0

x4
3/8
-3/16
-1/16
9/8

x5
1/16
7/32
-3/32
35/16

x6
-17/16
9/32
19/32
13/16

x1
0
1
0
0

cj  0 nn phng n ti u l xT D .20I 30I 50/:

b
30
20
50
1570

B.2 Bi gii hc k I nm hc 2011-2012

Trang 148

Cu 3. Phng n xut pht c xy dng bng phn phi Vogel


-6
-7
-6
-14
sj
55
65 120 60
ri
7 C 14
6
0 110 9
10
40
60
C
4 110 2 55 3 55 8  7
3
M
4
10 80 M
80
Bi ton vn ti sau khi quy khn cc ph
55

ai bj

65

110 3

120

10

110 0 55 0 55 -2
80 M+4 M+3 0

60

40

60

5
80

Do 9c23 D 2 < 0 nn phng n cc bin hin thi khng l phng


n ti u. Ta xy dng phng n mi tt hn: Lng iu chnh
q D min f40I 55g D 40
Phng n mi
ri

sj

-2
55

-4 110 9

-3

-8

65

120

50

14

-2
60
6

60

0 110 2 55 3 15 8 40 7
3
M
4
4 80 M
80
Bi ton vn ti sau khi quy khng cc ph chn:
ai bj
110 3

55

65
0

50

120
2

60
0

110 0 55 0 15 0 40 5
80 M+2 M+1 0 80 5

60

Trang 149

Chng B. Bi gii mu

8cij  0 nn phng n cc bin hin thi


0

l phng n ti u.

1
0 50 0 60
x D @55 15 40 0 A
0 0 80 0

B.3 Bi gii hc k II nm hc 2011-2012

Trang 150

B.3 Bi gii hc k II nm hc 2011-2012


Cu 1. Gi x1 ; x2 l s con lc mt, hai bu cn thu:
C kh
Nc
Ch
Tin thu

Mt bu - x1
4
8
300
3

Hai bu - x2
3
10
500
5

D tr
 30
 100
 4000

Vy tm x1 ; x2 sao cho
z D 3x1 C 5x2 ! min
Vi cc rng buc
8
3x2 
30
< 4x1 C
8x1 C 10x2  100
:
300x1 C 500x2  4000
xj  0;

j D 1; 2

Cu 2.
a. Bi ton i ngu
z D 30y1 C 25y2 C 35y3 ! min
Vi cc rng buc
8
< y1 C 3y2 C y3  14
y1 C 2y2 C 3y3  12
:
3y1 C y2 C 2y3  14
yj  0;

j D 1; : : : ; 3

b. Gii bi ton i ngu. Bi ton c dng chnh tc


z D 30y1 C 25y2 C 35y3 ! min
Vi cc rng buc
8
D 14
< y1 C 3y2 C y3 C y4
y1 C 2y2 C 3y3
C y5
D 12
:
3y1 C y2 C 2y3
C y6 D 14
yj  0;

j D 1; : : : ; 6

Trang 151

Chng B. Bi gii mu

y4
y5
y6

y4
y3
y6

y4
y3
y1

y2
y3
y1

y1
1
1
3
-30

y2
3
2
1
-25

#
y3
1
(3)
2
-35

#
y1
2/3
1/3
(7/3)
-55/3

y2
7/3
2/3
-1/3
-5/3

y3
0
1
0
0

y1
0
0
1
0

y1
0
0
1
0

#
y2
(17/7)
5/7
-1/7
-30/7

y2
1
0
0
0

y3
0
1
0
0

y3
0
1
0
0

y4
1
0
0
0

y5
0
1
0
0

y6
0
0
1
0

14
12
14
0

y4
1
0
0
0

y5
-1/3
1/3
-2/3
35/3

y6
0
0
1
0

10
4
6
140

y4
1
0
0
0

y5
-1/7
3/7
-2/7
45/7

y4
7/17
-5/17
1/17
30/17

y5
-1/17
8/17
-5/17
105/17

y6
-2/7
-1/7
3/7
55/7

y6
-2/17
-1/17
7/17
125/17

58/7
22/7
18/7
1310/7

58/17
12/17
52/17
3430/17

Mi cj  0 nn phng n yT D .52=17I 58=17I 12=17I 0I 0I 0/ l


phng n ti u ca bi ton i ngu. Phng n ti u ca bi ton
gc l xT D .30=17I 105=15I 125=17/:
Cu 3. Tng pht l 400, tng thu l 360 nn ta thm trm thu gi vi
lng l 40

B.3 Bi gii hc k II nm hc 2011-2012

Trang 152

ai bj 135 125 100 40


0
7
14
120 12
150 3

130 8

Phng n cc bin xy dng theo phng php Vogel


ai bj 135 125
7
120 12
120
150 3135 5 5
9
130 8

40

100
14

10
90

40

Quy khng cc ph
ai bj

-3
135

-5
125

-7
100

3
40

14
0
7
120
0 150 3135 5 5 7 10 0
0
9
9
-3 130 8
40
90
-2 120 12

Bi ton sau khi quy khng cc ph


ai bj 135 125
0
120 7
120
150 0135 0 5
1
130 2
0

100
5
0
0

40
1

10
90

3
0

40

Mi cij  0 nn phng n cc bin hin thi l phng n ti u. Gi


tr hm mc tiu z D 2150:

Trang 153

Chng B. Bi gii mu

B.4 Bi gii hc k III nm hc 2011-2012


Cu 1. Phng n xut pht c xy dng bng phn phi Vogel
-6
-7
-3
-4
sj
100 80 100 40
ri
7
3
0 220 6100 12
100
20
15
3
4
0 100 13
80
20
Bi ton vn ti sau khi quy khng cc ph
ai bj 100 80 100 40
0
0
220 0100 8
100
20
0
8
0
100 7
80
20
Vy phng n trn l phng n ti u.
Cu 2. Gi x1 ; x2 l s sn phm A, B cn sn xut. Theo bi ta c
Bt
ng
Du
Doanh thu

Thc phm A-x1


0,5
0,5
0,2
4500

Thc phm B-x2


0,8
0,4
0,4
4000

Ta c bi ton quy hoch tuyn tnh


z D 4500x1 C 4000x2 ! min
Vi cc rng buc
8
< 1=2x1 C 4=5x2  30
1=2x1 C 2=5x2  12
:
1=5x1 C 2=5x2  6
xj  0;

j D 1; 2

 30
 12
6

B.4 Bi gii hc k III nm hc 2011-2012

x1
1/2
1/2
1/5
-4500

x3
x4
x5

#
x2
2/5
4/5
6/25
-400

x1
0
1
0
0

x3
x1
x5

x1
0
1
0
0

x3
x1
xx

x2
4/5
2/5
2/5
-4000

x2
0
0
1
0

x3
1
0
0
0

x3
1
0
0
0

x3
1
0
0
0

Trang 154

x4
0
1
0
0

x4
-1
2
-2/5
9000

x4
-1/3
10/3
-5/3
25000/3

x5
0
0
1
0

x5
0
0
1
0

30
12
6
0

18
24
6/5
108000

x5
-5/3
-10/3
25/6
5000/3

16
20
5
110000

Cu 3. Bi ton i ngu
0

z D 1y1 C 2y2 C 3y3 C    C nyn ! min


Vi cc rng buc
8

y1 C y2 C y3 C    C yn  1

<
y2 C y3 C    C yn  2
::
::
::
:: :: ::

:
:
:

: : :

:
yn  n
yi  0;

i D 1; : : : ; n

Bng cch thm n ph chuyn bi ton sang dng chnh tc. Lp bng
n hnh ta tm c phng n ti u
yT D .y1 I : : : I yn I ynC1 I : : : I y2n / D .0I : : : I 0I 1/
dng h qu 3.11 suy ra phng n ti u ca bi ton gc l
xT D .0I 0I : : : I n/

Ti liu tham kho


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

You might also like