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Chng 1
BI TON QUY HOCH TUYN TNH

1.1 MT S V D V BI TON QUY HOCH TUYN TNH

V d 1. Mt x nghip cn sn xut 3 loi bnh: bnh u xanh, bnh thp cm v bnh

do. Lng nguyn liu ng, u cho mt bnh mi loi, lng d tr nguyn liu, tin
li cho mt bnh mi loi c cho trong bng sau:

Nguyn liu Bnh u xanh Bnh thp cm Bnh do Lng d tr

ng 0,04kg 0,06kg 0,05kg 500kg
u 0,07kg 0kg 0,02kg 300kg
Li 3000 2000 2500

Hy lp m hnh bi ton tm s lng mi loi bnh cn sn xut sao cho khng b ng

v nguyn liu m li t c cao nht.
Gii
Gi x1 , x2 , x3 ln lt l s bnh u xanh, bnh thp cm, bnh do cn phi sn xut.
iu kin: x j 0 , j = 1, 2,3 . Khi
1) Tin li thu c l: f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 2 x2 + 2,5 x3 (ngn).
2) Lng ng c s dng l: 0,04 x1 + 0, 06 x2 + 0,05 x3 (kg)
khng b ng v nguyn liu th: 0,04 x1 + 0,06 x1 + 0,05 x1 500 .
3) Lng u c s dng l: 0,07 x1 + 0,02 x3 (kg)
khng b ng v nguyn liu th: 0,07 x1 + 0,02 x3 300 .
Vy ta c m hnh bi ton
(1) f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 2 x2 + 2,5 x3 max
(2) 0,04 x1 + 0,06 x1 + 0,05 x1 500
0,07 x1 + 0,02 x3 300
(3) x j 0 , j = 1, 2,3 .
Ta ni y l bi ton quy hoch tuyn tnh 3 n tm max ca hm mc tiu.
V d 2. Gi s yu cu ti thiu mi ngy v cc cht dinh dng m, ng, khong
cho mt loi gia sc tng ng l 90g, 130g, 10g. Cho bit hm lng cc cht dinh dng
trn c trong 1g thc n A, B, C v gi mua 1kg thc n mi loi c cho trong bng sau:
Cht dinh dng A B C
m 0,1g 0,2g 0,3g
ng 0,3g 0,4g 0,2g
Khong 0,02g 0,01g 0,03g
Gi mua 3000 4000 5000
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Hy lp m hnh ton hc ca bi ton xc nh khi lng thc n mi loi phi mua
tng s tin chi cho mua thc n t nht nhng p ng c nhu cu dinh dng mi
ngy.
Gii
Gi x1 , x2 , x3 ln lt l khi lng (g) thc n A, B, C cn mua.
iu kin: x j 0 , j = 1, 2,3 . Khi
Tng khi lng cc cht dinh dng c trong thc n cn mua l
m: 0,1x1 + 0, 2 x2 + 0,3 x3 (g)
ng: 0,3x1 + 0, 4 x2 + 0, 2 x3 (g)
Khong: 0,02 x1 + 0,01x2 + 0,03 x3 (g)
p ng c nhu cu dinh dng ti thiu mi ngy th tng khi lng cc cht dinh
dng c trong thc n cn mua khng th nh hn cc nhu cu ti thiu mi ngy v cc
cht dinh dng nn ta c cc iu kin:
0,1x1 + 0, 2 x2 + 0,3 x3 90
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
Tng s tin phi chi mua s thc n trn l
3x1 + 4 x2 + 5 x3 (ng)
Yu cu bi ton l s tin chi cho mua thc n t nht nn ta c iu kin
3x1 + 4 x2 + 5 x3 min
Vy ta c m hnh bi ton
(1) f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 4 x2 + 5 x3 min
(2) 0,1x1 + 0, 2 x2 + 0,3 x3 90
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
(3) x j 0 , j = 1, 2,3 .
V d 3. (CHLH 2009) Mt c s sn xut g d nh sn xut ba loi sn phm l bn,
gh v t. nh mc s dng lao ng, chi ph sn xut v gi bn mi sn phm mi loi
c tnh trong bng sau:
Cc yu t Bn Gh T
Lao ng (ngy cng) 2 1 3
Chi ph sn xut (ngn ng) 100 40 250
Gi bn (ngn ng) 260 120 600
Hy lp m hnh ton hc ca bi ton xc nh s sn phm mi loi cn phi sn xut
sao cho khng b ng trong sn xut v tng doanh thu t c cao nht, bit rng c s
c s lao ng tng ng vi 500 ngy cng, s tin dnh cho chi ph sn xut l 40
triu ng v s bn, gh phi theo t l 1/6.
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Gii
Gi x1 , x2 , x3 ln lt l s bn, gh, t cn phi sn xut. Ta c cc iu kin: x1 , x2 , x3 0 .
Tng ngy cng v chi ph d nh sn xut l:
2 x1 + x2 + 3 x3 (ngy cng)
100 x1 + 40 x2 + 250 x3 (ngn ng)
khng b ng trong sn xut ta c cc iu kin sau
2 x1 + x2 + 3x3 500
100 x1 + 40 x2 + 250 x3 40000
Theo t l gia s bn v s gh ta c iu kin sau
6x1 = x2
Tng doanh thu theo d kin l
260 x1 + 120 x2 + 600 x3 (ngn ng)
tng doanh thu t c cao nht ta c iu kin
260 x1 + 120 x2 + 600 x3 max
Nh vy, m hnh ton hc ca bi ton l
(1) 260 x1 + 120 x2 + 600 x3 max
2 x1 + x2 + 3x3 500
(2) 100 x1 + 40 x2 + 250 x3 40000
6x1 = x2
(3) x1 , x2 , x3 0 .

1.2 PHN LOI DNG BI TON QUY HOCH TUYN TNH

1.2.1 Dng tng qut ca bi ton quy hoch tuyn tnh

Bi ton QHTT dng tng qut vi n n l bi ton c dng
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)

(2) ai1 x1 + ai 2 x2 + L + ain xn bi , i = 1, 2,K , m
=
0
(3) x j 0 , j = 1, 2,K , n
tuy y
Trong
(1) l hm mc tiu.
(2) l h rng buc chnh.
(3) l rng buc du.
(2) v (3) c gi chung l h rng buc ca bi ton.
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Khi
Mi vector x = ( x1 , x2 ,K , xn ) tha (2) v (3) c gi l mt phng n (PA)
ca bi ton.
Mi phng n x tha (1), ngha l ti hm mc tiu t gi t nh nht (ln
nht) trn tp cc phng n c gi l mt phng n ti u (PATU) ca bi
ton.
Gii mt bi ton QHTT l i tm mt phng n ti u ca n hoc ch ra rng
bi ton v nghim, ngha l bi ton khng c PATU.

1.2.2 Dng chnh tc ca bi ton QHTT

(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Nhn xt. Bi ton QHTT dng chnh tc l bi ton QHTT dng tng qut trong
Cc rng buc chnh u l phng trnh.
Cc n u khng m.
V d. Bi ton sau c dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
x1 4 x2 + x4 = 12

(2) 12 x1 3 x2 + x3 + x4 = 3
x x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4
1.2.3 Dng chun ca bi ton QHTT
Bi ton QHTT dng chun l bi ton QHTT dng chnh tc
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Trong
Cc h s t do u khng m.
Trong ma trn h s t do c m vector ct n v: e1 , e2 ,K , em .
1 0 0

0 1 0
e1 = , e1 = ,K , em =
M M M

0 0 1
Khi :
Cc n ng vi cc vector ct n v c gi l cc n c bn. C th n ng vi
vector ct n v ek l n c bn th k.
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Mt phng n m cc n c bn u bng 0 c gi l phng n c bn.
Mt phng n c bn c m thnh phn dng c gi l khng suy bin.
Ngc li mt phng n c bn c t hn m thnh phn dng c gi l suy
bin.
V d. Xt bi ton QHTT sau
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
x1 + x4 + x5 = 12

(2) 12 x1 + x3 + x6 = 3
x + x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4,5,6
Ta thy bi ton trn c dng chnh tc, hn na
Cc h s t do u khng m
Ma trn h s rng buc A l
1 0 0 1 1 0
A = 12 0 1 0 0 1
1 1 1 1 0 0
C cha y 3 vector ct n v e1 (ct 5), e2 (ct 6), e3 (ct 2).
Do bi ton c dng chun, trong
n c bn th nht l x5
n c bn th hai l x6
n c bn th ba l x2
Nhn xt. Trong bi ton trn, khi cho n c bn th k bng h s t do th k, cn cc n
khng c bn bng 0, ngha l cho x2 = 15, x6 = 3, x2 = 6, x1 = 0, x3 = 0, x4 = 0 ta c mt
phng n c bn ca bi ton x = (0,6, 0,0,12,3) .
Phng n ny khng suy bin v c 3 thnh phn dng. Ta gi y l phng n c
bn ban u ca bi ton.
Ch . Tng qut, trong bi ton QHTT dng chun bt k, khi cho n c bn th k bng
h s t do th k ( k = 1, 2,K , m ), cn cc n khng c bn bng 0, ta c mt phng n
c bn ca bi ton. Ta gi y l phng n c bn ban u ca bi ton.

1.3 BIN I DNG BI TON QHTT

1.3.1 Dng tng qut v dng chnh tc
Ta c th bin i bi ton dng tng qut v dng chnh tc bng cc bc sau
Bc 1. Kim tra h rng buc chnh
1) Nu c rng buc chnh dng ai1 x1 + ai 2 x2 + L + ain xn bi th ta cng vo v tri rng
buc n ph xn+ k , ngha l ta thay rng buc ai1 x1 + ai 2 x2 + L + ain xn bi trong bi
ton bng rng buc ai1 x1 + ai 2 x2 + L + ain xn + xn + k = bi .
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2) Nu c rng buc chnh dng ai1 x1 + ai 2 x2 + L + ain xn bi th ta tr vo v tri rng
buc n ph xn+ k , ngha l ta thay rng buc ai1 x1 + ai 2 x2 + L + ain xn bi trong bi
ton bng rng buc ai1 x1 + ai 2 x2 + L + ain xn xn + k = bi .
Ch . Cc n ph l cc n khng m v h s ca cc n ph trong hm mc tiu l 0.
Bc 2. Kim tra iu kin du ca n s
1) Nu c n x j 0 th ta thc hin php i n s x j = x j vi x j 0 .

2) Nu c n x j c du ty th ta thc hin php i n s x j = x j x j vi

x j , x j 0 .
Ch . Khi tm c PATU ca bi ton dng chnh tc ta ch cn tnh gi tr ca cc n
ban u v b i cc n ph th s c PATU ca bi ton dng tng qut cho.
V d. Bin i bi ton sau v dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
4 x1 6 x2 + 5 x3 50

(2) 7 x1 + x3 30
2 x + 3x 5 x = 25
1 2 3

(3) x1 0, x2 0
Gii
Thm vo bi ton n ph x4 0 bin bt phng trnh 4 x1 6 x2 + 5 x3 50 v phng
trnh 4 x1 6 x2 + 5 x3 + x4 = 50 .
Thm vo bi ton n ph x5 0 bin bt phng trnh 7 x1 + x3 30 v phng trnh
7 x1 + x3 x5 = 30 .
i bin x2 = x2 vi x2 0 .
i bin x3 = x3 x3 vi x3 , x3 0 .
Ta a bi ton v dng chnh tc
(1) f ( x) = 3x1 2 x2 + 2,5( x3 x3 ) m ax
4 x + 6 x + 5( x x ) + x = 50
1 2 3 3 4

(2) 7 x1 + ( x3 x3 ) x5 = 30

2 x1 3x2 5( x3 x3 ) = 25

(3) x1 0, x2 0, x3 0, x3 0, x4 0, x5 0

1.3.2 Dng chnh tc v dng chun

T bi ton dng chnh tc ta c th xy dng bi ton dng chun nh sau
1) Khi gp h s t do bi < 0 ta i du hai v ca rng buc th i.
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2) Khi ma trn h s rng buc A khng cha ct n v th k l ek , ta a vo n gi
xn + k 0 v cng thm n gi xn+ k vo v tri phng trnh rng buc th k c
phng trnh rng buc mi: ak1 x1 + ak 2 x2 + L + akn xn + xn + k = bk .
3) Hm mc tiu m rng f ( x) c xy dng t hm mc tiu ban u nh sau
i vi bi ton min: f ( x) = f ( x) + M ( an gia) .
i vi bi ton max: f ( x) = f ( x) M ( an gia) .
Trong M l i lng rt ln, ln hn bt k s no cho trc.
V d 1. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 min
4 x1 6 x2 + 5 x3 = 50

(2) 7 x1 + x3 + x4 = 0
2 x + 3x 5 x = 25
1 2 3

(3) x j 0, j = 1,K , 4
Gii
Bi ton trn c dng chnh tc, trong v phi ca phng trnh rng buc th ba l
-25 < 0. i du hai v ca phng trnh ny ta c 2 x1 3x2 + 5 x3 = 25
V (2) tr thnh
4 x1 6 x2 + 5 x3 = 50

7 x1 + x3 + x4 = 0
2 x 3 x + 5 x = 25
1 2 3

Ma trn h s ca rng buc l

4 6 5 0 1 0
A = 7 0 1 1 0 0
2 3 5 0 0 1

V A cn thiu 2 vector ct n v l e1 v e3 nn bi ton cha c dng chun.
Thm vo bi ton hai n gi x5 , x6 0 v xy dng bi ton m rng c dng chun nh
sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 + Mx5 + Mx6 min
4 x1 6 x2 + 5 x3 + x5 = 50

(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1 2 3 6

(3) x j 0, j = 1,K ,6
V d 2. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m ax
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4 x1 6 x2 + 5 x3 = 50

(2) 7 x1 + x3 + x4 = 0

2 x1 + 3x2 5 x3 = 25
(3) x j 0, j = 1,K , 4
Ta xy dng bi ton m rng dng chun nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 Mx5 Mx6 m ax
4 x1 6 x2 + 5 x3 + x5 = 50

(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1 2 3 6

(3) x j 0, j = 1,K ,6
Ch .
n ph: Tng qut chuyn thnh chnh tc
n gi: Chnh tc chuyn thnh chun
V d 3. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 50

(2) 6 x3 + 2 x4 = 120
x + 3x 5 x 45
1 2 3

(3) x j 0, j = 1,K , 4
Gii
Thm vo bi ton 2 n ph x5 , x6 0 ta c bi ton c dng chnh tc nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 + x5 = 50

(2) 6 x3 + 2 x4 = 120
x + 3x 5 x x = 45
1 2 3 6

(3) x j 0, j = 1,K , 6 .
Bi ton trn cha c dng chun.
Ta thy cc v phi ca hai phng trnh rng buc th 2 v 3 u m nn bng cch i
du hai v ca cc phng trnh ny ta c
9 x1 + 15 x3 + x5 = 50

(2) 6 x3 2 x4 = 120

x1 3x2 + 5 x3 + x6 = 45
Ma trn h s rng buc l
0 9 15 0 1 0 0
A = 0 0 6 2 0 0 1
1 3 5 0 0 1 0

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V A cn thiu mt vector ct l e2 nn bi ton cha c dng chun.
Thm vo rng buc chnh th hai n gi x7 0 ta c bi ton dng chun nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 + Mx7 m in
9 x1 + 15 x3 + x5 = 50

(2) 6 x3 2 x4 + x7 = 120

x1 3x2 + 5 x3 + x6 = 45
(3) x j 0, j = 1,K , 7 .
Ch . Quan h gia bi ton xut pht v bi ton m rng
Mi quan h gia bi ton xut pht (A) v bi ton m rng (B) nh sau
B v nghim suy ra A v nghim
B c nghim c hai trng hp:
1) Nu mi n gi ca PATU bng 0 th b n gi ta c PATU ca A
2) Nu c t nht mt n gi > 0 suy ra A khng c PATU

Chng 2
PHNG PHP N HNH

2.1 PHNG PHP N HNH GII BI TON QUY HOCH TUYN TNH
DNG CHUN
2.1.1 Thut ton gii bi ton max
Bc lp th nht (bng n hnh th nht)
1) Lp bng n hnh xut pht
V bng n hnh v ghi vo cc thnh phn sau ca bi ton dng chun
Dng 1. Ghi cc n ca bi ton (k c n ph)
Dng 2. Ghi cc h s ca cc n trong hm mc tiu
Ct 2. Ghi cc n c bn ca bi ton theo th t t n c bn th nht n n c
bn cui cng, ta gi ct ny l ct n c bn.
Ct 1: Ghi tng ng cc h s ca cc n c bn trong hm mc tiu, ta gi ct
ny l ct h s c bn.
Ct 3. Ghi cc s hng t do ca h rng buc chnh theo th t t trn xung di,
ta gi ct ny l ct phng n.
Ct 4. Ghi ma trn iu kin A ca bi ton.
Tnh h s c lng j ca cc n x j ( j = 1, 2,K , n) v ghi tng ng vo dng di ct
4, vi j c tnh theo cng thc sau:
j = (cot1) ( Aj ) ( hsx j ) ( hsx j : h s ca n x j trong hm mc tiu).
Ch . Nu x j l n c bn th j = 0 .
Tnh tr s f 0 = (cot1) (cot 3) v ghi di ct 3.
2) Xc nh phng n c bn xut pht
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Vi bng n hnh va lp c th phng n c bn xut pht x 0 ca bi ton c
xc nh nh sau: Cho cc n ct 2 nhn gi tr tng ng ct 3, cc n cn li nhn
gi tr 0. Tr s ca hm mc tiu ti phng n c bn xut pht x 0 l f ( x 0 ) = f 0 .
3) nh gi tnh ti u ca phng n c bn xut pht
Du hiu ti u. Nu h s c lng ca cc n u khng m, j 0, j th
phng n c bn xut pht x 0 l phng n ti u ca bi ton. Thut ton kt thc
vi kt lun: Bi ton c PATU l x 0 v GTTU l f ( x 0 ) .
Du hiu ca bi ton khng c PATU. Nu c n khng c bn xk c h s c
lng m v ct iu kin Ak ca n c cc thnh phn u khng dng, k < 0
v aik 0; i th bi ton khng c phng n ti u. Thut ton kt thc vi kt lun:
Bi ton khng c PATU.
Nu khng xy ra c hai trng hp trn th thut ton tip tc trong bc lp th hai
Bc lp th hai (Bng n hnh th hai)
1) Tm n a vo
Trong tt c cc j < 0 ta chn v < 0 nh nht (ta nh du * cho v < 0 nh nht
trong bng). Khi , xv l n m ta s a vo h n c bn. Ct Av c gi l ct
ch yu.
2) Tm n a ra
Thc hin php chia ln lt cc s ca ct phng n cho cc s dng ca ct ch
yu v ghi cc thng s i vo ct cui cng.
Xc nh r = min{i } (Ta nh du * cho r nh nht trong bng). Khi xr l n
m ta a ra khi h n c bn. Dng c cha xr c gi l dng ch yu. S dng
nm trn dng ch yu v ct ch yu c gi l h s ch yu.
Ch . Nu ct ch yu ch c mt s dng th s dng l h s ch yu, dng c
s dng l dng ch yu, n nm trn dng ch yu l n c a ra.
3) Lp bng n hnh th hai
Ct 2: Thay n a ra bng n a vo, cc n c bn cn li gi nguyn. Dng c
n a vo gi l dng chun.
Ct 1: Thay h s ca n a ra bng h s ca n a vo, cc h s ca cc n c
bn cn li gi nguyn.
Cc thnh phn cn li c xc nh theo dng nh sau
Dng chun = Dng ch yu chia cho h s ch yu.
Dng th i = Dng th i (c) aiv.dng chun. (aiv: s nm trn giao ca dng i v
ct ch yu).
Cc h s c lng v tr s ca hm mc tiu trong bng th hai c tnh v ghi
nh bng th nht.
4) Xc nh v nh gi phng n c bn th hai (nh bc lp th nht)
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2.1.2 Thut ton gii bi ton min
Gii tng t bi ton max vi ch sau
iu kin ti u: j 0, j
iu kin khng c PATU: k > 0 v aik 0, i
n c chn a vo: n ng vi k > 0 ln nht.
V d 1. Gii bi ton QHTT sau
(1) f ( x) = 2 x1 5 x2 + 4 x3 x4 6 x5 m ax
x1 + 6 x2 2 x4 9 x5 = 32

(2) 2 x2 + x3 + x4 + 3x5 = 30
3x + x + x = 36
2 5 6
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi cc v phi ca cc phng trnh rng buc trong (2)
u khng m.
Ma trn h s ca rng buc
1 6 0 2 9 0
A = 0 2 1 1 0 0
0 3 0 0 0 1

V A cha 3 ct n v e1 (ct 1), e2 (ct 3), e3 (ct 6) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x3
n c bn th ba: x6
Ta gii bi ton bng phng php n hnh

x1 x2 x3 x4 x5 x6
i
2 -5 4 -1 -6 0
2 x1 32 1 6 0 -2 -9 0
4 x3 30 0 2 1 1 (3) 0
0 x6 36 0 3 0 0 1 1
184 0 -25 0 1 0 0

f 0 = 2.32 + 4.30 = 184 .

1 = 3 = 6 = 0
2 = 2.6 + 4.2 + 0.3 + 5 = 25
4 = 2.(2) + 4.1 + 0.0 + 1 = 1
5 = 2.(9) + 4.3 + 0.1 + 6 = 0
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Trong bng trn ta thy j 0, j = 1,K , 6 nn bi ton c PATU l
x 0 = (32,0,30,0,0,36) v f 0 = 184 .
V d 2. Gii bi ton QHTT sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 x6 m in
x1 + x2 x4 + x6 = 15

(2) 2 x1 x3 + 2 x6 = 9

4 x1 + 2 x4 + x5 3x6 = 2
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc chnh th hai l 9.
i du hai v ca phng trnh ny, ta a v bi ton sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 7 x6 m in
x1 + x2 x4 + x6 = 15

(2) 2 x1 + x3 2 x6 = 9
4 x + 2 x + x 3x = 2
1 4 5 6

(3) x j 0, j = 1,K , 6 .
Ma trn h s ca rng buc
1 1 0 1 0 1
A = 2 0 1 0 0 2
4 0 0 2 1 3

V A cha 3 ct n v e1 (ct 2), e2 (ct 3), e3 (ct 5) nn bi ton c dng chun
trong :
n c bn th nht: x2
n c bn th hai: x3
n c bn th ba: x5
Ta gii bi ton bng phng php n hnh

x1 x2 x3 x4 x5 x6
i
6 1 1 3 1 -7
1 x2 15 -1 1 0 -1 0 (1) 15
1 x3 9 -2 0 1 0 0 -2
1 x5 2 4 0 0 2 1 -3
26 -5 0 0 -2 0 3*
-7 x6 15 -1 1 0 -1 0 1
1 x3 39 -4 2 1 -2 0 0
1 x5 47 1 3 0 -1 1 0
-19 -5 0 0 -2 0 0
 13
Trong bng 1 ta thy tn ti 6 = 3 > 0 v trn ct tng ng c a13 = 1 > 0 ( a23 = 2 v
a23 = 3 ) nn ta chn n a ra l x6 , n a vo l x2 , h s ch yu l a13 = 1 . Sau
tnh cc dng bng 2 bng cng thc sau
dc = dcy , d2 = d2 + 2dc, d3 = d3 + 3dc.
Trong bng 2 ta thy tn ti 4 = 1 > 0 m ai 4 0, i = 1, 2,3 nn bi ton min ang xt v
nghim.
V d 3. Gii bi ton QHTT sau
(1) f ( x) = 2 x1 + 6 x2 + 4 x3 2 x4 + 3x5 m ax
x1 + 2 x2 + 4 x3 = 52

(2) 4 x2 + 2 x3 + x4 = 60
3x + x = 36
2 5
(3) x j 0, j = 1,K ,5 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc trong (2) u
khng m.
Ma trn h s rng buc l
1 2 4 0 0
A = 0 4 2 1 0
0 3 0 0 1

V A cha 3 ct n v e1 (ct 1), e2 (ct 4), e3 (ct 5) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x4
n c bn th ba: x5
Ta gii bi ton bng phng php n hnh

x1 x2 x3 x4 x5 i
-2 6 4 -2 3
-2 x1 52 1 2 (4) 0 0 52/4*
-2 x4 60 0 4 2 1 0 60/2
3 x5 36 0 3 0 0 1
-116 0 -9 -16* 0 0
4 x3 13 1/4 1/2 1 0 0 13.2
-2 x4 34 -1/2 (3) 0 1 0 34/3*
3 x5 36 0 3 0 0 1 36/3
92 4 -1* 0 0 0
4 x3 22/3 1/3 0 1 -1/6 0
6 x2 34/3 -1/6 1 0 1/3 0
3 x5 2 1/2 0 0 -1 1
310/3 23/6 0 0 1/3 0
 14
Trong bng I ta thy tn ti cc j < 0 : 2 = 9, 3 = 16 v trn mi ct tng ng c h
s dng. Ta chn 3 = 16 m nh nht v n a vo l x3 , khi trn ct tng ng
c cc h s dng l a13 = 4, a23 = 2 nn ta lp cc t s 1 = 52 / 4, 2 = 60 / 2 . Ta chn
1 = 52 / 4 nh nht v n a ra l x1 , h s ch yu l a13 = 4 . Sau bin i bng I
bng cc php bin i sau:
dc = dcy/4 , d2 = d2 - 2dc, d3 = d3.
Bin i tng t cho bng II.
Trong bng III ta thy j 0, j = 1, 2,K ,5 nn bi ton ang xt c PATU l
x 0 = (0,34 / 3, 22 / 3,0, 2) vi f ( x 0 ) = 310 / 3 .

2.2 PHNG PHP N HNH M RNG GII BI TON QUY HOCH

TUYN TNH DNG CHNH TC
Thut ton n hnh m rng gii bi ton QHTT dng chnh tc tng t nh thut ton
n hnh gii bi ton QHTT dng chun nhng c mt s lu nh sau
1) Do hm mc tiu m rng l f ( x) = f ( x) + (angia ) i vi bi ton min v
f ( x) = f ( x) (angia) i vi bi ton max, nn trong bng n hnh ct h s c
th c cc h s ph thuc M. Khi dng cui cc h s s c dng aM + b , do
ngi ta thng chia dng cui thnh hai dng nh: Dng trn ghi a v dng di ghi b.
2) V M l mt i lng dng rt ln, nn khi so snh cc s hng aM + b v cM + d ta
c quy tc sau
a = c
aM + b = cM + d
b = d
a > 0

b
aM + b > 0
a = 0

b > 0
a > c

b, d
aM + b > cM + d
a = c

b > d
3) Trong bng n hnh u tin cc n gi u c trong n c bn. Mi khi mt n gi b
a ra khi h n c bn th khng bao gi ta a n gi tr li na, v vy trong
bng n hnh ta c th b i cc ct ng vi cc n gi.
V d 1. Gii bi ton QHTT sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
 15
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)
Gii
a bi ton v dng chun:
f(x) = 6x1 + 3x2 + 2x3 - 3x4 + Mx6 + Mx7 min
x1 + x2 + x3 - 2x4 + x6 = 4
- x1 + x4 + x5 = 10
2x2 + x3 2x4 + x7 = 12
xj 0 (j = 1,2,3,4,5,6,7)
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5
6 3 2 -3 0
M x6 4 1 (1) 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 12 0 2 1 -2 0
-6 -3 -2 3 0
1 3* 2 -4 0
3 x2 4 1 1 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 4 -2 0 -1 (2) 0
-3 0 1 -3 0
-2 0 -1 2* 0
3 x2 8 -1 1 0 0 0
0 x5 8 0 0 1/2 0 1
-3 x4 2 -1 0 -1/2 1 0
18 -6 0 -1/2 0 0

PATU: x = (0, 8, 0, 2), f(x) = 18.

V d 2. Gii bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 3
- 3x3 + 2x4 7
xj 0, j = 1,2,3,4.
Gii
a bi ton v dng chun:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 + x5 = 3
- 3x3 + 2x4 + x6 = 7
 16
xj 0, j = 1,2,3,4,5,6.

Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5 x6
.
-2 -1 1 1 0 0
-2 x1 2 1 1 (2) -1 0 0
0 x5 3 0 -1 -7 3 1 0
0 x6 7 0 0 -3 2 0 1
0 -1 -5* 1 0 0
1 x3 1 1/2 1/2 1 -1/2 0 0
0 x5 9 7/2 5/2 0 -1/2 1 0
0 x6 8 3/2 3/2 0 (1/2) 0 1
5/2 3/2 0 -3/2* 0 0
1 x3 11 2 2 1 0 0 1
0 x4 20 5 4 0 0 1 1
1 x5 20 3 3 0 1 0 2
31 7 6 0 0 0 3

PATU: x = (0, 0, 11, 20), f(x) = 31.

Chng 3
BI TON I NGU

3.1 nh ngha
Cho (P) l bi ton QHTT c dng chnh tc nh sau
f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
a11 x1 + a12 x2 + L + a1n xn = b1
a21 x1 + a22 x2 + L + a2 n xn = b2
KKK
am1 x1 + am 2 x2 + L + amn xn = bm
x j 0, j = 1, 2,K , n.
T bi ton (P) ta lp c bi ton QHTT (D) nh sau v ta gi bi ton (D) l bi ton
i ngu ca bi ton (P)
f ( y ) = b1 y1 + b2 y2 + L + bm ym min(m ax)
a11 y1 + a21 y2 + L + am1 ym ()c1
a12 y1 + a22 y2 + L + am1 ym ()c2
KKK
a1n y1 + a2 n y2 + L + amn ym ()cn
 17
Ch . Bi ton (D) c lp t bi ton (P) theo nguyn tc sau
1. S n ca bi ton (D) bng s rng buc chnh ca bi ton (P) v s rng buc chnh
ca bi ton (D) bng s n ca bi ton (P).
2. H s ca n yi trong hm mc tiu ca bi ton (D) l s hng t do bi trong h rng
buc chnh ca bi ton (P).
3. Cc h s ca cc n v h s t do trong rng buc chnh th j ca bi ton (D) l cc
h s tng ng ca n x j trong h rng buc chnh v hm mc tiu ca bi ton (P).
4. Nu (P) l bi ton max th (D) l bi ton min v h rng buc chnh ca bi ton (D)
l h bt phng trnh vi du . Nu (P) l bi ton min th (D) l bi ton max v h
rng buc chnh ca bi ton (D) l h bt phng trnh vi du .
5. Cc n ca bi ton (D) u c du ty .
3.2 Cch lp bi ton i ngu
Bi ton i ngu c lp trc tip theo quy tc sau, gi l quy tc i ngu

(P) (D)
f ( x) = c1 x1 + c2 x2 + L + cn xn max f ( y ) = b1 y1 + b2 y2 + L + bm ym min
0
ai1 x1 + ai 2 x2 + L + ain xn bi yi 0
= tuyy
0
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j
tuyy =

V d. Tm bi ton i ngu ca bi ton sau

a)
(1) f ( x) = 3x1 + 2 x2 5 x3 + x4 m in
4 x1 6 x2 + 5 x3 5 x4 50

(2) 7 x1 + x3 + x4 = 30
2 x + 3x 5 x 25
1 2 3

(3) x1 0, x2 0 .
b)
(1) f ( x) = 2 x1 + x2 8 x3 m ax
7 x1 + 4 x2 + 2 x3 28

(2) 3x1 x2 + 3 x3 = 10
2 x + 3x x 15
1 2 3

(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu l
 18
(1) g ( y ) = 50 y1 + 30 y2 25 y3 m ax
4 y1 + 7 y2 + 2 y3 3
6 y + 3 y 2

(2) 1 3

5 y1 + y2 5 y3 = 5
5 y1 + y2 = 1
(3) y1 0 , y2 ty , y3 0 .
b) Bi ton i ngu l
(1) g ( y ) = 28 y1 + 10 y2 + 15 y3 m in
7 y1 + 3 y2 + 2 y3 2

(2) 4 y1 y2 + 3 y3 1
2 y + 3 y y 8
1 2 3

(3) y1 0 , y3 0 .

3.3 Cp rng buc i ngu

Trong mt cp rng buc i ngu (P) v (D) nh trong nh ngha th ta c n cp rng
buc i ngu nh sau:
Trng hp 1. f ( x) = c1 x1 + c2 x2 + L + cn xn max
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
Trng hp 2. f ( x) = c1 x1 + c2 x2 + L + cn xn min
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
V d. Tm bi ton i ngu v ch ra cc cp rng buc i ngu ca cc bi ton QHTT
sau:
a)
(1) f ( x) = x1 + 2 x2 + 3x3 m in
2 x1 + 3 x2 x3 = 2
x x 4 x 3

(2) 1 2 3

x1 + x2 2 x3 6
3 x1 + 5 x2 7 x3 8

(3) x1 0, x2 0, x3 0 .
b)
(1) f ( x) = x1 2 x2 + 3x3 4 x4 m ax
5 x1 + 6 x2 + 7 x3 + 8 x4 9

(2) 10 x1 11x2 + 12 x3 13x4 = 14
15 x + 16 x 17 x + 18 x 19
1 2 3 4

(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu
 19
(1) g ( y ) = 2 y1 3 y2 + 6 y3 + 8 y4 m ax
2 y1 + y2 + y3 + 3 y4 1

(2) 3 y1 y2 + y3 + 7 y4 2

y1 + 4 y2 + 2 y3 + 7 y4 3
(3) y2 , y4 0 , y3 0 .
H rng buc chnh ca bi ton (P) c 3 bt phng trnh v bi ton (P) c 3 iu kin v
du ca n s nn cp bi ton i ngu (P) v (D) c 6 cp rng buc i ngu
x1 x2 4 x3 3 y2 0
x1 + x2 2 x3 6 y3 0
3x1 + 5 x2 7 x3 8 y4 0
x1 0 2 y1 + y2 + y3 + 3 y4 1
x2 0 3 y1 y2 + y3 + 5 y4 2
x3 0 y1 + 4 y2 + 2 y3 + 7 y4 3
b) Bi ton i ngu
(1) g ( y ) = 9 y1 + 14 y2 19 y3 m in
5 y1 + 10 y2 15 y3 1
6 y 11 y + 16 y 2

(2) 1 2 3

7 y1 + 12 y2 17 y3 3
8 y1 13 y2 + 18 y3 = 4

(3) y1 0 , y2 ty , y3 0 .
H rng buc chnh ca bi ton (P) c hai bt phng trnh v bi ton (P) c ba iu kin
v du ca n s nn cp bi ton i ngu (P) v (D) c 5 cp rng buc i ngu sau:
5 x1 + 6 x2 + 7 x3 + 8 x4 y1 0
15 x1 + 16 x2 17 x3 + 18 x4 19 y3 0
x1 0 5 y1 + 10 y2 15 y3 1
x2 0 6 y1 11y2 + 16 y3 2
x3 0 7 y1 + 12 y2 17 y3 3

3.4 nh l i ngu
nh l lch b yu. iu kin cn v phng n x 0 ca bi ton (P) v
phng n y 0 ca bi ton (D) u l phng n ti u l trong cc cp rng buc i
ngu ca bi ton : Nu mt rng buc tha mn phng n vi du bt ng thc thc
s th rng buc cn li phi tha mn phng n vi du bng.
ng dng. Nh nh l lch b yu, khi ta bit c mt phng n ti u ca mt
trong hai bi ton ca cp bi ton i ngu th ta c th tm c tp phng n ti u ca
bi ton cn li. ng dng ny thng c s dng trong vic gii quyt cc vn ca
bi ton QHTT.
V d 1. Cho bi ton quy hoch tuyn tnh sau
 20
f(x) = x1 + 2x2 + 3x3 + 3x4 max
2x1 + x2 + x3 + 2x4 20
x1 + 2x2 + 3x3 + 4x4 = 18
2x1 + x2 + 2x3 + x4 16
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Gii
a. a bi ton v dng chun:
f(x) = x1 + 2x2 + 3x3 + 3x4 Mx7 Mx8 max
2x1 + x2 + x3 + 2x4 + x5 = 20
x1 + 2x2 + 3x3 + 4x4 + x7 = 18
2x1 + x2 + 2x3 + x4 x6 + x8 = 16
xj 0 (j = 1,2,3,4,5,6,7,8)
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5 x6
1 2 3 3 0 0
0 x5 20 2 1 1 2 1 0
-M x7 18 1 2 (3) 4 0 0
-M x8 16 2 1 2 1 0 -1
-1 -2 -3 -3 0 0
-3 -3 -5* -5 0 1
0 x5 14 5/3 1/3 0 2/3 1 0
3 x3 6 1/3 2/3 1 4/3 0 0
-M x8 4 (4/3) -1/3 0 -5/3 0 -1
0 0 0 1 0 0
-4/3* 1/3 0 5/3 0 1
0 x5 9 0 3/4 0 11/4 1 5/4
3 x3 5 0 3/4 1 7/4 0 1/4
1 x1 3 1 -1/4 0 -5/4 0 -3/4
.
18 0 0 0 1 0 0

PATU: x = (3, 0, 5, 0), f(x) = 18.

b. Bi ton i ngu
g(y) = 20y1 + 18y2 + 16y3 min
2y1 + y2 + 2y3 1
y1 + 2y2 + y3 2
y1 + 3y2 + 2y3 3
2y1 + 4y2 + y3 3
y1 0, y3 0.
 21
Theo nh l lch b yu, ta c h phng trnh ti u sau
2 y1 + y 2 + 2 y3 = 1

y1 + 3 y 2 + 2 y3 = 3
y = 0
1
Gii h phng trnh ta c PATU: y = (0, 1, 0) v g(y) = 18.
V d 2. Cho bi ton quy hoch tuyn tnh sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Gii
a. a bi ton v dng chun
f(x) = 6x1 + 3x2 + 2x3 - 3x4 + Mx6 + Mx7 min
x1 + x2 + x3 - 2x4 + x6 = 4
- x1 + x4 + x5 = 10
2x2 + x3 2x4 + x7 = 12
xj 0 (j = 1,2,3,4,5,6,7)
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5
6 3 2 -3 0
M x6 4 1 (1) 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 12 0 2 1 -2 0
-6 -3 -2 3 0
1 3* 2 -4 0
3 x2 4 1 1 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 4 -2 0 -1 (2) 0
-3 0 1 -3 0
-2 0 -1 2* 0
3 x2 8 -1 1 0 0 0
0 x5 8 0 0 1/2 0 1
-3 x4 2 -1 0 -1/2 1 0
18 -6 0 -1/2 0 0
 22
PATU: x = (0, 8, 0, 2), f(x) = 18.

b. Bi ton i ngu
g(y) = 4y1 + 10y2 + 12y3 max
y1 - y2 6
y1 + 2y3 3
y1 + y3 2
- 2y1 + y2 2y3 - 3
y2 0.
Theo nh l lch b yu, ta c h phng trnh ti u sau:
y1 + 2 y3 = 3

y2 = 0

2 y1 + y2 2 y3 = 3
Gii h phng trnh ta c PATU: y = (0, 0, 3/2) v g(y) = 18.
V d 3 (CHLH 2009). Cho bi ton quy hoch tuyn tnh sau
x1 3 x2 4 x3 + x4 + 5 x5 max
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3x1 2 x2 + x3 + x4 + 4 x5 10
x j 0; j = 1, 2,3, 4,5.
a. Hy gii bi ton trn bng phng php n hnh.
b. Hy lp bi ton i ngu ca bi ton trn v tm mt phng n ti u ca bi
ton i ngu .
Gii
a. Thm vo bi ton n ph x6 ri i du rng buc chnh th ba, ta c bi ton
ph sau:
x1 3 x2 4 x3 + x4 + 5 x5 max
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3 x1 + 2 x2 x3 x4 4 x5 + x6 = 10
x j 0; j = 1, 2,3, 4,5,6.
Ma trn iu kin
2 1 3 2 0 0 1 0
A = 0 1 1 1 1 0 0 1
3 2 1 1 4 1 0 0

Thm vo bi ton hai n gi x7 , x8 ta c bi ton m rng sau
 23
x1 3 x2 4 x3 + x4 + 5 x5 Mx7 Mx8 max
2 x1 + x2 3x3 + 2 x4 + x7 = 30
x2 x3 + x4 x5 + x8 = 23
3 x1 + 2 x2 x3 x4 4 x5 + x6 = 10
x j 0; j = 1, 2,3, 4,5,6, 7,8.
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5 x6 i
1 -3 -4 1 5 0
-M x7 30 2 1 -3 (2) 0 0 15*
-M x8 23 0 1 -1 1 -1 0 23
0 x6 10 -3 2 -1 -1 -4 1
0 -1 3 4 -1 -5 0
-53 -2 -2 4 -3* 1 0
1 x4 15 1 -3/2 1 0 0
-M x8 8 -1 1/2 (1/2) 0 -1 0
0 x6 25 -2 5/2 -5/2 0 -4 1
15 0 7/2 5/2* 0 -5 0
-8 1 -1/2 -1/2 0 1 0
1 x4 39 -2 2 0 1 -3 0
-4 x3 16 -2 1 1 0 -2 0
0 x6 65 -7 5 0 0 -9 1
-25 5 1 0 0 0 0

Trong bng n hnh th ba ta thy h s c lng ca cc n u khng m nn bi

ton m rng c nghim l:
x 0 = (0,0,16,39, 0,65,0, 0); f 0 = 25 .
Ta thy trong PATU ca bi ton m rng cc n gi u nhn gi tr 0 nn bi ton
cho gii c v c nghim nh sau:
x 0 = (0,0,16,39, 0,65,0, 0); f 0 = 25
b) Bi ton i ngu vi bi ton cho l:
30 y1 + 23 y2 10 y3 min
2 y1 + 3 y3 1
y1 + y2 2 y3 3
3 y1 y2 + y3 4
2 y1 + y2 + y3 1
y2 + 4 y3 5
y3 0
Do bi ton cho c PATU l x 0 = (0, 0,16,39,0,65,0,0) nn ta c h phng trnh ti u
sau:
 24
y3 = 0 y1 = 3

3 y1 y2 + y3 = 4 y2 = 5
y = 0
2 y1 + y2 + y3 = 1 3
Vy bi ton i ngu c mt PATU l y 0 = (3, 5,0) v GTTU l: g ( y 0 ) = 25 .

BI TP
Phn I
1.1 nui mt loi gia sc ngi ta s dng 3 loi thc n A1, A2, A3. T l (%) cc cht dinh
dng D1, D2 c trong cc loi thc n A1, A2, A3 v gi 1kg mi loi nh sau:

Cht Loi thc n

dinh dng A1 A2 A3
D1 30 20 20
D2 20 20 30
Gi mua 8000 6000 4000

Yu cu trong khu phn thc n ca loi gia sc ny l: cht dinh dng D1 phi c t nht l
70g v nhiu nht l 100g, cht dinh dng D2 phi c t nht l 50g v nhiu nht l 80g. Hy lp
m hnh ton hc ca bi ton xc nh khi lng thc n mi loi cn mua sao cho tng chi ph
thp nht v bo m cht lng theo yu cu.
1.2 C hai loi thc n I v II cha 3 loi vitamin A, B, C. Hm lng vitamin trong mi
n v thc n nh sau:

Loi thc n Vitamin

A B C
I 2 3 4
II 4 1 5

Gi mt n v thc n th I l 3, v II l 7. Mt khu phn n phi c ti thiu 5

n v A, 4 n v B v 8 n v C. Tm mt cch n tt nht (t tin nht v dinh
dng). Hy lp m hnh ton hc ca bi ton.
1.3 Mt x nghip c k hoch sn xut ba loi sn phm A1, A2, A3 t 3 loi nguyn liu
N1, N2, N3 c tr lng tng ng l 50kg, 70kg v 100kg. nh mc tiu hao nguyn liu
(kg/SP) v li nhun (ngn ng/SP) khi sn xut mt sn phm c cho trong bng sau

Nguyn liu Sn phm

A1 A2 A3
N1 0.2 0.1 0.1
N2 0.1 0.2 0.1
N3 0.1 0.3 0.0
Li nhun 8000 6000 4000
Hy lp m hnh ton hc ca bi ton lp k hoch sn xut ti u bit rng lng
sn phm A3 ch c th tiu th c ti a 400 sn phm.
1.4 nui mt loi gia sc trong 24h cn c khi lng ti thiu cc cht: Protit, Gluxit,
khong tng ng l: 90, 130, 20 gram. T l phn trm theo khi lng cc cht trn c
trong cc loi thc n A, B, C v gi mua 1kg thc n mi loi nh sau:
Cht Loi thc n
 25
dinh dng A B C
Protit 10 20 30
Gluxit 30 40 20
Khong 2 1 3
Gi mua 3000 4000 5000

Hy lp m hnh ton hc ca bi ton xc nh khi lng thc n mi loi cn

mua sao cho tng chi ph thp nht v bo m cht lng theo yu cu.
2.5 C hai loi sn phm A, B c gia cng trn 3 my I, II, III. Thi gian gia cng mi
loi sn phm trn mi my cho bi bng:

Loi My
SP I II III
A 4 3 2
B 2 1 4
Thi gian cho php ca mi my I, II, II ln lt l 100, 300, 50 gi. Mt n v
sn phm A li 6000 , B li 4000 .
Vy cn phi sn xut bao nhiu sn phm mi loi li ti a. Hy lp m hnh
ton hc ca bi ton.
1.6 Trong mt chu k sn xut, nh my s dng hai loi vt liu V1, V2 sn xut 3 loi
sn phm S1, S2, S3. Lng vt liu Vi dng sn xut mt n v sn phm Sj v gi bn
mt n v sn phm Sj cho bi bng sau:

VL SP
S1 S2 S3
V1 4 2 5
V2 2 6 3
Gi bn 12000 8000 14000

Bit rng s n v vt liu V1, V2 nh my c ln lt l 10000 v 14000. Yu cu

lp k hoch sn xut ca nh my, xc nh s lng sn phm mi loi cn sn xut sao
cho tng thu nhp ln nht.
1.7 Gi s yu cu ti thiu mi ngy v cc cht dinh dng m, ng, bo cho mt
loi gia sc tng ng l 50g, 80g v 20g. Cho bit hm lng cc cht dinh dng trn c
trong 1g thc n A, B, C v gi mua 1 kg thc n mi loi trong bng sau:
Cht Loi thc n
Dinh dng A B C
m 0.1g 0.2g 0.2g
ng 0.3g 0.1g 0.1g
Bo 0.05g 0.02g 0.01g
Gi mua 8000 6000 4000
Hy lp m hnh ton hc ca bi ton xc nh khi lng thc n mi loi phi
mua tng s tin chi cho mua thc n t nht nhng p ng c nhu cu dinh dng
mi ngy.
1.8 Mt x nghip c k hoch sn xut ba loi sn phm A, B, C t 2 loi nguyn liu N1,
N2 c tr lng tng ng l 50kg, 70kg. nh mc tiu hao nguyn liu (kg/SP) v li
nhun (ngn ng/SP) khi sn xut mt sn phm c cho trong bng sau
Nguyn Sn phm
 26
liu A B C
N1 0.2 0.1 0.1
N2 0.1 0.1 0.2
Li nhun 5000 2000 6000

Hy lp m hnh ton hc ca bi ton lp k hoch sn xut ti u bit rng lng

sn phm B ch c th tiu th c ti a 300 sn phm.

Phn II
2.1 Cho bi ton quy hoch tuyn tnh sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)

a. Gii bi ton trn

b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.2 Cho bi ton quy hoch tuyn tnh sau:
f(x) = 2x1 - 5x2 + 4x3 + x4 min
3x1 + x2 + 4x3 - 6x4 20
x1 + x3 - 2x4 6
3x1 - x2 + 2x3 5x4 = 24
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.3 Cho bi ton quy hoch tuyn tnh sau:
f(x) = x1 + 3x2 - x3 + 3x4 min
x1 + x2 - 2x3 + x4 6
- x1 + x3 10
2x2 - 3x3 + x4 = 20
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.4 Cho bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 + 3x2 + x3 + x4 4x5 max
3x1 - 2x2 + x3 4x4 + 2x5 = 9
7x1 - 3x2 - 7x4 + 5x5 = 14
4x1 - 2x2 4x4 + 3x5 = 8
xj 0, j = 1,2,3,4,5.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v h phng trnh ti u ca bi ton i
ngu .
2.5 Cho bi ton quy hoch tuyn tnh sau:

f(x) = - 3x1 - 2x2 - 3x3 - 5x4 min

x1 + x2 + 2x3 + 2x4 18
2x1 + 2x2 + 3x3 + 4x4 = 12
x1 + 2x2 + 2x3 + 3x4 11
 27
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.6 Cho bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 3
- 3x3 + 2x4 7
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.7 Cho bi ton quy hoch tuyn tnh sau:
f(x) = x1 + 2x2 + 3x3 + 3x4 max
2x1 + x2 + x3 + 2x4 20
x1 + 2x2 + 3x3 + 4x4 = 18
2x1 + x2 + 2x3 + x4 16
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.8 Cho bi ton quy hoch tuyn tnh sau:
f(x) = 15x1 + 8x2 + 10x3 max
- 3x1 + 2x2 + 4x3 3
2x1 - x2 + 2x3 4
- 4x1 - 5x2 + 2x3 1
xj 0 (j = 1,2,3)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Hng dn v p s
Phn I
1.1 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A1, A2, A3 cn phi mua. Khi m hnh
ton hc ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 min
0.3x1 + 0.2x2 + 0.2x3 70
0.3x1 + 0.2x2 + 0.2x3 100
0.2x1 + 0.2x2 + 0.3x3 50
0.2x1 + 0.2x2 + 0.3x3 80
x1 , x2 , x3 0
1.2 Gi x1, x2 l lng thc n I v II trong mt khu phn. Khi m hnh ton hc ca
bi ton l:
f(x) = 3x1 + 7x2 min
2x1 + 4x2 5
3x1 + x2 4
4x1 + 5x2 8
x1, x2 0
1.3 Gi x1, x2, x3 ln lt l s sn phm A1, A2, A3 cn sn xut. Khi m hnh ton hc
ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 max
0.2x1 + 0.1x2 + 0.1x3 50
 28
0.1x1 + 0.2x2 + 0.1x3 70
0.1x1 + 0.3x2 100
x3 400
xj 0 (j = 1,2,3)
1.4 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A, B, C cn mua. Khi m hnh ton hc
ca bi ton l:
f(x) = 3x1 + 4x2 + 5x3 min
0.1x1 + 0.2x2 + 0.3x3 90
0.3x1 + 0.4x2 + 0.2x3 130
0.02x1 + 0.01x2 + 0.03x3 20
xj 0 (j = 1,2,3)
1.5 Gi x1, x2 l s n v sn phm loi A v B cn sn xut. Khi m hnh ton hc ca
bi ton l:
f(x) = 6000x1 + 4000x2 max
4x1 + 2x2 100
3x1 + x2 300
2x1 + 4x2 50
x1 , x2 0 .
1.6 Gi xj (j = 1,2,3) l s n v sn phm Sj cn sn xut. Khi m hnh ton hc ca
bi ton l:
f(x) = 12000x1 + 8000x2 + 14000x3 max
4x1 + 2x2 + 5x3 10000
2x1 + 6x2 + 3x3 14000
xj 0, j = 1,2,3.
1.7 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A, B, C cn mua. Khi m hnh ton hc
ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 min
0.1x1 + 0.2x2 + 0.2x3 50
0.3x1 + 0.1x2 + 0.1x3 80
0.05x1 + 0.02x2 + 0.01x3 20
x1 , x2 , x3 0
1.8 Gi xj, i = 1, 2, 3 ln lt l s sn phm A, B, C cn sn xut. Khi m hnh ton
hc ca bi ton l:
f(x) = 5x1 + 2x2 + 6x3 max
0.2x1 + 0.1x2 + 0.1x3 50
0.1x1 + 0.1x2 + 0.2x3 70
x2 300
x1 , x2 , x3 0
Phn II
2.1 a. PATU: x = (0, 8, 0, 2), f(x) = 18.
b. PATU: y = (0, 0, 3/2) v g(y) = 18.
2.2 a. PATU: x = (18, 0, 0, 6), f(x) = 42.
b. PATU: y = (0, -13, 5) v g(y) = 42.
2.3 a. PATU: x = (0, 10, 0, 0), f(x) = 30.
b. PATU: y = (0, 0, 3/2) v g(y) = 30.
2.4 a. PATU: x = (2, 0, 3, 0, 0), f(x) = -1.
2.5 a. PATU: x = (0, 4, 0, 1), f(x) = -13.
b. PATU: y = (0, -2, 1) v g(y) = - 13.
 29
2.6 a. PATU: x = (0, 0, 11, 20), f(x) = 31.
b. PATU: y = (5, 0, 3) v g(y) = 31.
2.7 a. PATU: x = (3, 0, 5, 0), f(x) = 18.
b. PATU: y = (0, 1, 0) v g(y) = 18.
2.8 a. PATU: x = (1/5, 0, 9/10), f(x) = 12.
b. PATU: y = (7, 0, -9) v g(y) = 12.
 1

Chng 1
BI TON QUY HOCH TUYN TNH

1.1 MT S V D V BI TON QUY HOCH TUYN TNH

V d 1. Mt x nghip cn sn xut 3 loi bnh: bnh u xanh, bnh thp cm v bnh

do. Lng nguyn liu ng, u cho mt bnh mi loi, lng d tr nguyn liu, tin
li cho mt bnh mi loi c cho trong bng sau:

Nguyn liu Bnh u xanh Bnh thp cm Bnh do Lng d tr

ng 0,04kg 0,06kg 0,05kg 500kg
u 0,07kg 0kg 0,02kg 300kg
Li 3000 2000 2500

Hy lp m hnh bi ton tm s lng mi loi bnh cn sn xut sao cho khng b ng

v nguyn liu m li t c cao nht.
Gii
Gi x1 , x2 , x3 ln lt l s bnh u xanh, bnh thp cm, bnh do cn phi sn xut.
iu kin: x j 0 , j = 1, 2,3 . Khi
1) Tin li thu c l: f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 2 x2 + 2,5 x3 (ngn).
2) Lng ng c s dng l: 0,04 x1 + 0, 06 x2 + 0,05 x3 (kg)
khng b ng v nguyn liu th: 0,04 x1 + 0,06 x1 + 0,05 x1 500 .
3) Lng u c s dng l: 0,07 x1 + 0,02 x3 (kg)
khng b ng v nguyn liu th: 0,07 x1 + 0,02 x3 300 .
Vy ta c m hnh bi ton
(1) f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 2 x2 + 2,5 x3 max
(2) 0,04 x1 + 0,06 x1 + 0,05 x1 500
0,07 x1 + 0,02 x3 300
(3) x j 0 , j = 1, 2,3 .
Ta ni y l bi ton quy hoch tuyn tnh 3 n tm max ca hm mc tiu.
V d 2. Gi s yu cu ti thiu mi ngy v cc cht dinh dng m, ng, khong
cho mt loi gia sc tng ng l 90g, 130g, 10g. Cho bit hm lng cc cht dinh dng
trn c trong 1g thc n A, B, C v gi mua 1kg thc n mi loi c cho trong bng sau:
Cht dinh dng A B C
m 0,1g 0,2g 0,3g
ng 0,3g 0,4g 0,2g
Khong 0,02g 0,01g 0,03g
Gi mua 3000 4000 5000
 2
Hy lp m hnh ton hc ca bi ton xc nh khi lng thc n mi loi phi mua
tng s tin chi cho mua thc n t nht nhng p ng c nhu cu dinh dng mi
ngy.
Gii
Gi x1 , x2 , x3 ln lt l khi lng (g) thc n A, B, C cn mua.
iu kin: x j 0 , j = 1, 2,3 . Khi
Tng khi lng cc cht dinh dng c trong thc n cn mua l
m: 0,1x1 + 0, 2 x2 + 0,3 x3 (g)
ng: 0,3x1 + 0, 4 x2 + 0, 2 x3 (g)
Khong: 0,02 x1 + 0,01x2 + 0,03 x3 (g)
p ng c nhu cu dinh dng ti thiu mi ngy th tng khi lng cc cht dinh
dng c trong thc n cn mua khng th nh hn cc nhu cu ti thiu mi ngy v cc
cht dinh dng nn ta c cc iu kin:
0,1x1 + 0, 2 x2 + 0,3 x3 90
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
Tng s tin phi chi mua s thc n trn l
3x1 + 4 x2 + 5 x3 (ng)
Yu cu bi ton l s tin chi cho mua thc n t nht nn ta c iu kin
3x1 + 4 x2 + 5 x3 min
Vy ta c m hnh bi ton
(1) f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 4 x2 + 5 x3 min
(2) 0,1x1 + 0, 2 x2 + 0,3 x3 90
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
(3) x j 0 , j = 1, 2,3 .
V d 3. (CHLH 2009) Mt c s sn xut g d nh sn xut ba loi sn phm l bn,
gh v t. nh mc s dng lao ng, chi ph sn xut v gi bn mi sn phm mi loi
c tnh trong bng sau:
Cc yu t Bn Gh T
Lao ng (ngy cng) 2 1 3
Chi ph sn xut (ngn ng) 100 40 250
Gi bn (ngn ng) 260 120 600
Hy lp m hnh ton hc ca bi ton xc nh s sn phm mi loi cn phi sn xut
sao cho khng b ng trong sn xut v tng doanh thu t c cao nht, bit rng c s
c s lao ng tng ng vi 500 ngy cng, s tin dnh cho chi ph sn xut l 40
triu ng v s bn, gh phi theo t l 1/6.
 3
Gii
Gi x1 , x2 , x3 ln lt l s bn, gh, t cn phi sn xut. Ta c cc iu kin: x1 , x2 , x3 0 .
Tng ngy cng v chi ph d nh sn xut l:
2 x1 + x2 + 3 x3 (ngy cng)
100 x1 + 40 x2 + 250 x3 (ngn ng)
khng b ng trong sn xut ta c cc iu kin sau
2 x1 + x2 + 3x3 500
100 x1 + 40 x2 + 250 x3 40000
Theo t l gia s bn v s gh ta c iu kin sau
6x1 = x2
Tng doanh thu theo d kin l
260 x1 + 120 x2 + 600 x3 (ngn ng)
tng doanh thu t c cao nht ta c iu kin
260 x1 + 120 x2 + 600 x3 max
Nh vy, m hnh ton hc ca bi ton l
(1) 260 x1 + 120 x2 + 600 x3 max
2 x1 + x2 + 3x3 500
(2) 100 x1 + 40 x2 + 250 x3 40000
6x1 = x2
(3) x1 , x2 , x3 0 .

1.2 PHN LOI DNG BI TON QUY HOCH TUYN TNH

1.2.1 Dng tng qut ca bi ton quy hoch tuyn tnh

Bi ton QHTT dng tng qut vi n n l bi ton c dng
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)

(2) ai1 x1 + ai 2 x2 + L + ain xn bi , i = 1, 2,K , m
=
0
(3) x j 0 , j = 1, 2,K , n
tuy y
Trong
(1) l hm mc tiu.
(2) l h rng buc chnh.
(3) l rng buc du.
(2) v (3) c gi chung l h rng buc ca bi ton.
 4
Khi
Mi vector x = ( x1 , x2 ,K , xn ) tha (2) v (3) c gi l mt phng n (PA)
ca bi ton.
Mi phng n x tha (1), ngha l ti hm mc tiu t gi t nh nht (ln
nht) trn tp cc phng n c gi l mt phng n ti u (PATU) ca bi
ton.
Gii mt bi ton QHTT l i tm mt phng n ti u ca n hoc ch ra rng
bi ton v nghim, ngha l bi ton khng c PATU.

1.2.2 Dng chnh tc ca bi ton QHTT

(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Nhn xt. Bi ton QHTT dng chnh tc l bi ton QHTT dng tng qut trong
Cc rng buc chnh u l phng trnh.
Cc n u khng m.
V d. Bi ton sau c dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
x1 4 x2 + x4 = 12

(2) 12 x1 3 x2 + x3 + x4 = 3
x x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4
1.2.3 Dng chun ca bi ton QHTT
Bi ton QHTT dng chun l bi ton QHTT dng chnh tc
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Trong
Cc h s t do u khng m.
Trong ma trn h s t do c m vector ct n v: e1 , e2 ,K , em .
1 0 0

0 1 0
e1 = , e1 = ,K , em =
M M M

0 0 1
Khi :
Cc n ng vi cc vector ct n v c gi l cc n c bn. C th n ng vi
vector ct n v ek l n c bn th k.
 5
Mt phng n m cc n c bn u bng 0 c gi l phng n c bn.
Mt phng n c bn c m thnh phn dng c gi l khng suy bin.
Ngc li mt phng n c bn c t hn m thnh phn dng c gi l suy
bin.
V d. Xt bi ton QHTT sau
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
x1 + x4 + x5 = 12

(2) 12 x1 + x3 + x6 = 3
x + x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4,5,6
Ta thy bi ton trn c dng chnh tc, hn na
Cc h s t do u khng m
Ma trn h s rng buc A l
1 0 0 1 1 0
A = 12 0 1 0 0 1
1 1 1 1 0 0
C cha y 3 vector ct n v e1 (ct 5), e2 (ct 6), e3 (ct 2).
Do bi ton c dng chun, trong
n c bn th nht l x5
n c bn th hai l x6
n c bn th ba l x2
Nhn xt. Trong bi ton trn, khi cho n c bn th k bng h s t do th k, cn cc n
khng c bn bng 0, ngha l cho x2 = 15, x6 = 3, x2 = 6, x1 = 0, x3 = 0, x4 = 0 ta c mt
phng n c bn ca bi ton x = (0,6, 0,0,12,3) .
Phng n ny khng suy bin v c 3 thnh phn dng. Ta gi y l phng n c
bn ban u ca bi ton.
Ch . Tng qut, trong bi ton QHTT dng chun bt k, khi cho n c bn th k bng
h s t do th k ( k = 1, 2,K , m ), cn cc n khng c bn bng 0, ta c mt phng n
c bn ca bi ton. Ta gi y l phng n c bn ban u ca bi ton.

1.3 BIN I DNG BI TON QHTT

1.3.1 Dng tng qut v dng chnh tc
Ta c th bin i bi ton dng tng qut v dng chnh tc bng cc bc sau
Bc 1. Kim tra h rng buc chnh
1) Nu c rng buc chnh dng ai1 x1 + ai 2 x2 + L + ain xn bi th ta cng vo v tri rng
buc n ph xn+ k , ngha l ta thay rng buc ai1 x1 + ai 2 x2 + L + ain xn bi trong bi
ton bng rng buc ai1 x1 + ai 2 x2 + L + ain xn + xn + k = bi .
 6
2) Nu c rng buc chnh dng ai1 x1 + ai 2 x2 + L + ain xn bi th ta tr vo v tri rng
buc n ph xn+ k , ngha l ta thay rng buc ai1 x1 + ai 2 x2 + L + ain xn bi trong bi
ton bng rng buc ai1 x1 + ai 2 x2 + L + ain xn xn + k = bi .
Ch . Cc n ph l cc n khng m v h s ca cc n ph trong hm mc tiu l 0.
Bc 2. Kim tra iu kin du ca n s
1) Nu c n x j 0 th ta thc hin php i n s x j = x j vi x j 0 .

2) Nu c n x j c du ty th ta thc hin php i n s x j = x j x j vi

x j , x j 0 .
Ch . Khi tm c PATU ca bi ton dng chnh tc ta ch cn tnh gi tr ca cc n
ban u v b i cc n ph th s c PATU ca bi ton dng tng qut cho.
V d. Bin i bi ton sau v dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
4 x1 6 x2 + 5 x3 50

(2) 7 x1 + x3 30
2 x + 3x 5 x = 25
1 2 3

(3) x1 0, x2 0
Gii
Thm vo bi ton n ph x4 0 bin bt phng trnh 4 x1 6 x2 + 5 x3 50 v phng
trnh 4 x1 6 x2 + 5 x3 + x4 = 50 .
Thm vo bi ton n ph x5 0 bin bt phng trnh 7 x1 + x3 30 v phng trnh
7 x1 + x3 x5 = 30 .
i bin x2 = x2 vi x2 0 .
i bin x3 = x3 x3 vi x3 , x3 0 .
Ta a bi ton v dng chnh tc
(1) f ( x) = 3x1 2 x2 + 2,5( x3 x3 ) m ax
4 x + 6 x + 5( x x ) + x = 50
1 2 3 3 4

(2) 7 x1 + ( x3 x3 ) x5 = 30

2 x1 3x2 5( x3 x3 ) = 25

(3) x1 0, x2 0, x3 0, x3 0, x4 0, x5 0

1.3.2 Dng chnh tc v dng chun

T bi ton dng chnh tc ta c th xy dng bi ton dng chun nh sau
1) Khi gp h s t do bi < 0 ta i du hai v ca rng buc th i.
 7
2) Khi ma trn h s rng buc A khng cha ct n v th k l ek , ta a vo n gi
xn + k 0 v cng thm n gi xn+ k vo v tri phng trnh rng buc th k c
phng trnh rng buc mi: ak1 x1 + ak 2 x2 + L + akn xn + xn + k = bk .
3) Hm mc tiu m rng f ( x) c xy dng t hm mc tiu ban u nh sau
i vi bi ton min: f ( x) = f ( x) + M ( an gia) .
i vi bi ton max: f ( x) = f ( x) M ( an gia) .
Trong M l i lng rt ln, ln hn bt k s no cho trc.
V d 1. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 min
4 x1 6 x2 + 5 x3 = 50

(2) 7 x1 + x3 + x4 = 0
2 x + 3x 5 x = 25
1 2 3

(3) x j 0, j = 1,K , 4
Gii
Bi ton trn c dng chnh tc, trong v phi ca phng trnh rng buc th ba l
-25 < 0. i du hai v ca phng trnh ny ta c 2 x1 3x2 + 5 x3 = 25
V (2) tr thnh
4 x1 6 x2 + 5 x3 = 50

7 x1 + x3 + x4 = 0
2 x 3 x + 5 x = 25
1 2 3

Ma trn h s ca rng buc l

4 6 5 0 1 0
A = 7 0 1 1 0 0
2 3 5 0 0 1

V A cn thiu 2 vector ct n v l e1 v e3 nn bi ton cha c dng chun.
Thm vo bi ton hai n gi x5 , x6 0 v xy dng bi ton m rng c dng chun nh
sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 + Mx5 + Mx6 min
4 x1 6 x2 + 5 x3 + x5 = 50

(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1 2 3 6

(3) x j 0, j = 1,K ,6
V d 2. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m ax
 8
4 x1 6 x2 + 5 x3 = 50

(2) 7 x1 + x3 + x4 = 0

2 x1 + 3x2 5 x3 = 25
(3) x j 0, j = 1,K , 4
Ta xy dng bi ton m rng dng chun nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 Mx5 Mx6 m ax
4 x1 6 x2 + 5 x3 + x5 = 50

(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1 2 3 6

(3) x j 0, j = 1,K ,6
Ch .
n ph: Tng qut chuyn thnh chnh tc
n gi: Chnh tc chuyn thnh chun
V d 3. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 50

(2) 6 x3 + 2 x4 = 120
x + 3x 5 x 45
1 2 3

(3) x j 0, j = 1,K , 4
Gii
Thm vo bi ton 2 n ph x5 , x6 0 ta c bi ton c dng chnh tc nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 + x5 = 50

(2) 6 x3 + 2 x4 = 120
x + 3x 5 x x = 45
1 2 3 6

(3) x j 0, j = 1,K , 6 .
Bi ton trn cha c dng chun.
Ta thy cc v phi ca hai phng trnh rng buc th 2 v 3 u m nn bng cch i
du hai v ca cc phng trnh ny ta c
9 x1 + 15 x3 + x5 = 50

(2) 6 x3 2 x4 = 120

x1 3x2 + 5 x3 + x6 = 45
Ma trn h s rng buc l
0 9 15 0 1 0 0
A = 0 0 6 2 0 0 1
1 3 5 0 0 1 0

 9
V A cn thiu mt vector ct l e2 nn bi ton cha c dng chun.
Thm vo rng buc chnh th hai n gi x7 0 ta c bi ton dng chun nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 + Mx7 m in
9 x1 + 15 x3 + x5 = 50

(2) 6 x3 2 x4 + x7 = 120

x1 3x2 + 5 x3 + x6 = 45
(3) x j 0, j = 1,K , 7 .
Ch . Quan h gia bi ton xut pht v bi ton m rng
Mi quan h gia bi ton xut pht (A) v bi ton m rng (B) nh sau
B v nghim suy ra A v nghim
B c nghim c hai trng hp:
1) Nu mi n gi ca PATU bng 0 th b n gi ta c PATU ca A
2) Nu c t nht mt n gi > 0 suy ra A khng c PATU

Chng 2
PHNG PHP N HNH

2.1 PHNG PHP N HNH GII BI TON QUY HOCH TUYN TNH
DNG CHUN
2.1.1 Thut ton gii bi ton max
Bc lp th nht (bng n hnh th nht)
1) Lp bng n hnh xut pht
V bng n hnh v ghi vo cc thnh phn sau ca bi ton dng chun
Dng 1. Ghi cc n ca bi ton (k c n ph)
Dng 2. Ghi cc h s ca cc n trong hm mc tiu
Ct 2. Ghi cc n c bn ca bi ton theo th t t n c bn th nht n n c
bn cui cng, ta gi ct ny l ct n c bn.
Ct 1: Ghi tng ng cc h s ca cc n c bn trong hm mc tiu, ta gi ct
ny l ct h s c bn.
Ct 3. Ghi cc s hng t do ca h rng buc chnh theo th t t trn xung di,
ta gi ct ny l ct phng n.
Ct 4. Ghi ma trn iu kin A ca bi ton.
Tnh h s c lng j ca cc n x j ( j = 1, 2,K , n) v ghi tng ng vo dng di ct
4, vi j c tnh theo cng thc sau:
j = (cot1) ( Aj ) ( hsx j ) ( hsx j : h s ca n x j trong hm mc tiu).
Ch . Nu x j l n c bn th j = 0 .
Tnh tr s f 0 = (cot1) (cot 3) v ghi di ct 3.
2) Xc nh phng n c bn xut pht
 10
Vi bng n hnh va lp c th phng n c bn xut pht x 0 ca bi ton c
xc nh nh sau: Cho cc n ct 2 nhn gi tr tng ng ct 3, cc n cn li nhn
gi tr 0. Tr s ca hm mc tiu ti phng n c bn xut pht x 0 l f ( x 0 ) = f 0 .
3) nh gi tnh ti u ca phng n c bn xut pht
Du hiu ti u. Nu h s c lng ca cc n u khng m, j 0, j th
phng n c bn xut pht x 0 l phng n ti u ca bi ton. Thut ton kt thc
vi kt lun: Bi ton c PATU l x 0 v GTTU l f ( x 0 ) .
Du hiu ca bi ton khng c PATU. Nu c n khng c bn xk c h s c
lng m v ct iu kin Ak ca n c cc thnh phn u khng dng, k < 0
v aik 0; i th bi ton khng c phng n ti u. Thut ton kt thc vi kt lun:
Bi ton khng c PATU.
Nu khng xy ra c hai trng hp trn th thut ton tip tc trong bc lp th hai
Bc lp th hai (Bng n hnh th hai)
1) Tm n a vo
Trong tt c cc j < 0 ta chn v < 0 nh nht (ta nh du * cho v < 0 nh nht
trong bng). Khi , xv l n m ta s a vo h n c bn. Ct Av c gi l ct
ch yu.
2) Tm n a ra
Thc hin php chia ln lt cc s ca ct phng n cho cc s dng ca ct ch
yu v ghi cc thng s i vo ct cui cng.
Xc nh r = min{i } (Ta nh du * cho r nh nht trong bng). Khi xr l n
m ta a ra khi h n c bn. Dng c cha xr c gi l dng ch yu. S dng
nm trn dng ch yu v ct ch yu c gi l h s ch yu.
Ch . Nu ct ch yu ch c mt s dng th s dng l h s ch yu, dng c
s dng l dng ch yu, n nm trn dng ch yu l n c a ra.
3) Lp bng n hnh th hai
Ct 2: Thay n a ra bng n a vo, cc n c bn cn li gi nguyn. Dng c
n a vo gi l dng chun.
Ct 1: Thay h s ca n a ra bng h s ca n a vo, cc h s ca cc n c
bn cn li gi nguyn.
Cc thnh phn cn li c xc nh theo dng nh sau
Dng chun = Dng ch yu chia cho h s ch yu.
Dng th i = Dng th i (c) aiv.dng chun. (aiv: s nm trn giao ca dng i v
ct ch yu).
Cc h s c lng v tr s ca hm mc tiu trong bng th hai c tnh v ghi
nh bng th nht.
4) Xc nh v nh gi phng n c bn th hai (nh bc lp th nht)
 11
2.1.2 Thut ton gii bi ton min
Gii tng t bi ton max vi ch sau
iu kin ti u: j 0, j
iu kin khng c PATU: k > 0 v aik 0, i
n c chn a vo: n ng vi k > 0 ln nht.
V d 1. Gii bi ton QHTT sau
(1) f ( x) = 2 x1 5 x2 + 4 x3 x4 6 x5 m ax
x1 + 6 x2 2 x4 9 x5 = 32

(2) 2 x2 + x3 + x4 + 3x5 = 30
3x + x + x = 36
2 5 6
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi cc v phi ca cc phng trnh rng buc trong (2)
u khng m.
Ma trn h s ca rng buc
1 6 0 2 9 0
A = 0 2 1 1 0 0
0 3 0 0 0 1

V A cha 3 ct n v e1 (ct 1), e2 (ct 3), e3 (ct 6) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x3
n c bn th ba: x6
Ta gii bi ton bng phng php n hnh

x1 x2 x3 x4 x5 x6
i
2 -5 4 -1 -6 0
2 x1 32 1 6 0 -2 -9 0
4 x3 30 0 2 1 1 (3) 0
0 x6 36 0 3 0 0 1 1
184 0 -25 0 1 0 0

f 0 = 2.32 + 4.30 = 184 .

1 = 3 = 6 = 0
2 = 2.6 + 4.2 + 0.3 + 5 = 25
4 = 2.(2) + 4.1 + 0.0 + 1 = 1
5 = 2.(9) + 4.3 + 0.1 + 6 = 0
 12
Trong bng trn ta thy j 0, j = 1,K , 6 nn bi ton c PATU l
x 0 = (32,0,30,0,0,36) v f 0 = 184 .
V d 2. Gii bi ton QHTT sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 x6 m in
x1 + x2 x4 + x6 = 15

(2) 2 x1 x3 + 2 x6 = 9

4 x1 + 2 x4 + x5 3x6 = 2
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc chnh th hai l 9.
i du hai v ca phng trnh ny, ta a v bi ton sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 7 x6 m in
x1 + x2 x4 + x6 = 15

(2) 2 x1 + x3 2 x6 = 9
4 x + 2 x + x 3x = 2
1 4 5 6

(3) x j 0, j = 1,K , 6 .
Ma trn h s ca rng buc
1 1 0 1 0 1
A = 2 0 1 0 0 2
4 0 0 2 1 3

V A cha 3 ct n v e1 (ct 2), e2 (ct 3), e3 (ct 5) nn bi ton c dng chun
trong :
n c bn th nht: x2
n c bn th hai: x3
n c bn th ba: x5
Ta gii bi ton bng phng php n hnh

x1 x2 x3 x4 x5 x6
i
6 1 1 3 1 -7
1 x2 15 -1 1 0 -1 0 (1) 15
1 x3 9 -2 0 1 0 0 -2
1 x5 2 4 0 0 2 1 -3
26 -5 0 0 -2 0 3*
-7 x6 15 -1 1 0 -1 0 1
1 x3 39 -4 2 1 -2 0 0
1 x5 47 1 3 0 -1 1 0
-19 -5 0 0 -2 0 0
 13
Trong bng 1 ta thy tn ti 6 = 3 > 0 v trn ct tng ng c a13 = 1 > 0 ( a23 = 2 v
a23 = 3 ) nn ta chn n a ra l x6 , n a vo l x2 , h s ch yu l a13 = 1 . Sau
tnh cc dng bng 2 bng cng thc sau
dc = dcy , d2 = d2 + 2dc, d3 = d3 + 3dc.
Trong bng 2 ta thy tn ti 4 = 1 > 0 m ai 4 0, i = 1, 2,3 nn bi ton min ang xt v
nghim.
V d 3. Gii bi ton QHTT sau
(1) f ( x) = 2 x1 + 6 x2 + 4 x3 2 x4 + 3x5 m ax
x1 + 2 x2 + 4 x3 = 52

(2) 4 x2 + 2 x3 + x4 = 60
3x + x = 36
2 5
(3) x j 0, j = 1,K ,5 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc trong (2) u
khng m.
Ma trn h s rng buc l
1 2 4 0 0
A = 0 4 2 1 0
0 3 0 0 1

V A cha 3 ct n v e1 (ct 1), e2 (ct 4), e3 (ct 5) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x4
n c bn th ba: x5
Ta gii bi ton bng phng php n hnh

x1 x2 x3 x4 x5 i
-2 6 4 -2 3
-2 x1 52 1 2 (4) 0 0 52/4*
-2 x4 60 0 4 2 1 0 60/2
3 x5 36 0 3 0 0 1
-116 0 -9 -16* 0 0
4 x3 13 1/4 1/2 1 0 0 13.2
-2 x4 34 -1/2 (3) 0 1 0 34/3*
3 x5 36 0 3 0 0 1 36/3
92 4 -1* 0 0 0
4 x3 22/3 1/3 0 1 -1/6 0
6 x2 34/3 -1/6 1 0 1/3 0
3 x5 2 1/2 0 0 -1 1
310/3 23/6 0 0 1/3 0
 14
Trong bng I ta thy tn ti cc j < 0 : 2 = 9, 3 = 16 v trn mi ct tng ng c h
s dng. Ta chn 3 = 16 m nh nht v n a vo l x3 , khi trn ct tng ng
c cc h s dng l a13 = 4, a23 = 2 nn ta lp cc t s 1 = 52 / 4, 2 = 60 / 2 . Ta chn
1 = 52 / 4 nh nht v n a ra l x1 , h s ch yu l a13 = 4 . Sau bin i bng I
bng cc php bin i sau:
dc = dcy/4 , d2 = d2 - 2dc, d3 = d3.
Bin i tng t cho bng II.
Trong bng III ta thy j 0, j = 1, 2,K ,5 nn bi ton ang xt c PATU l
x 0 = (0,34 / 3, 22 / 3,0, 2) vi f ( x 0 ) = 310 / 3 .

2.2 PHNG PHP N HNH M RNG GII BI TON QUY HOCH

TUYN TNH DNG CHNH TC
Thut ton n hnh m rng gii bi ton QHTT dng chnh tc tng t nh thut ton
n hnh gii bi ton QHTT dng chun nhng c mt s lu nh sau
1) Do hm mc tiu m rng l f ( x) = f ( x) + (angia ) i vi bi ton min v
f ( x) = f ( x) (angia) i vi bi ton max, nn trong bng n hnh ct h s c
th c cc h s ph thuc M. Khi dng cui cc h s s c dng aM + b , do
ngi ta thng chia dng cui thnh hai dng nh: Dng trn ghi a v dng di ghi b.
2) V M l mt i lng dng rt ln, nn khi so snh cc s hng aM + b v cM + d ta
c quy tc sau
a = c
aM + b = cM + d
b = d
a > 0

b
aM + b > 0
a = 0

b > 0
a > c

b, d
aM + b > cM + d
a = c

b > d
3) Trong bng n hnh u tin cc n gi u c trong n c bn. Mi khi mt n gi b
a ra khi h n c bn th khng bao gi ta a n gi tr li na, v vy trong
bng n hnh ta c th b i cc ct ng vi cc n gi.
V d 1. Gii bi ton QHTT sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
 15
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)
Gii
a bi ton v dng chun:
f(x) = 6x1 + 3x2 + 2x3 - 3x4 + Mx6 + Mx7 min
x1 + x2 + x3 - 2x4 + x6 = 4
- x1 + x4 + x5 = 10
2x2 + x3 2x4 + x7 = 12
xj 0 (j = 1,2,3,4,5,6,7)
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5
6 3 2 -3 0
M x6 4 1 (1) 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 12 0 2 1 -2 0
-6 -3 -2 3 0
1 3* 2 -4 0
3 x2 4 1 1 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 4 -2 0 -1 (2) 0
-3 0 1 -3 0
-2 0 -1 2* 0
3 x2 8 -1 1 0 0 0
0 x5 8 0 0 1/2 0 1
-3 x4 2 -1 0 -1/2 1 0
18 -6 0 -1/2 0 0

PATU: x = (0, 8, 0, 2), f(x) = 18.

V d 2. Gii bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 3
- 3x3 + 2x4 7
xj 0, j = 1,2,3,4.
Gii
a bi ton v dng chun:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 + x5 = 3
- 3x3 + 2x4 + x6 = 7
 16
xj 0, j = 1,2,3,4,5,6.

Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5 x6
.
-2 -1 1 1 0 0
-2 x1 2 1 1 (2) -1 0 0
0 x5 3 0 -1 -7 3 1 0
0 x6 7 0 0 -3 2 0 1
0 -1 -5* 1 0 0
1 x3 1 1/2 1/2 1 -1/2 0 0
0 x5 9 7/2 5/2 0 -1/2 1 0
0 x6 8 3/2 3/2 0 (1/2) 0 1
5/2 3/2 0 -3/2* 0 0
1 x3 11 2 2 1 0 0 1
0 x4 20 5 4 0 0 1 1
1 x5 20 3 3 0 1 0 2
31 7 6 0 0 0 3

PATU: x = (0, 0, 11, 20), f(x) = 31.

Chng 3
BI TON I NGU

3.1 nh ngha
Cho (P) l bi ton QHTT c dng chnh tc nh sau
f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
a11 x1 + a12 x2 + L + a1n xn = b1
a21 x1 + a22 x2 + L + a2 n xn = b2
KKK
am1 x1 + am 2 x2 + L + amn xn = bm
x j 0, j = 1, 2,K , n.
T bi ton (P) ta lp c bi ton QHTT (D) nh sau v ta gi bi ton (D) l bi ton
i ngu ca bi ton (P)
f ( y ) = b1 y1 + b2 y2 + L + bm ym min(m ax)
a11 y1 + a21 y2 + L + am1 ym ()c1
a12 y1 + a22 y2 + L + am1 ym ()c2
KKK
a1n y1 + a2 n y2 + L + amn ym ()cn
 17
Ch . Bi ton (D) c lp t bi ton (P) theo nguyn tc sau
1. S n ca bi ton (D) bng s rng buc chnh ca bi ton (P) v s rng buc chnh
ca bi ton (D) bng s n ca bi ton (P).
2. H s ca n yi trong hm mc tiu ca bi ton (D) l s hng t do bi trong h rng
buc chnh ca bi ton (P).
3. Cc h s ca cc n v h s t do trong rng buc chnh th j ca bi ton (D) l cc
h s tng ng ca n x j trong h rng buc chnh v hm mc tiu ca bi ton (P).
4. Nu (P) l bi ton max th (D) l bi ton min v h rng buc chnh ca bi ton (D)
l h bt phng trnh vi du . Nu (P) l bi ton min th (D) l bi ton max v h
rng buc chnh ca bi ton (D) l h bt phng trnh vi du .
5. Cc n ca bi ton (D) u c du ty .
3.2 Cch lp bi ton i ngu
Bi ton i ngu c lp trc tip theo quy tc sau, gi l quy tc i ngu

(P) (D)
f ( x) = c1 x1 + c2 x2 + L + cn xn max f ( y ) = b1 y1 + b2 y2 + L + bm ym min
0
ai1 x1 + ai 2 x2 + L + ain xn bi yi 0
= tuyy
0
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j
tuyy =

V d. Tm bi ton i ngu ca bi ton sau

a)
(1) f ( x) = 3x1 + 2 x2 5 x3 + x4 m in
4 x1 6 x2 + 5 x3 5 x4 50

(2) 7 x1 + x3 + x4 = 30
2 x + 3x 5 x 25
1 2 3

(3) x1 0, x2 0 .
b)
(1) f ( x) = 2 x1 + x2 8 x3 m ax
7 x1 + 4 x2 + 2 x3 28

(2) 3x1 x2 + 3 x3 = 10
2 x + 3x x 15
1 2 3

(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu l
 18
(1) g ( y ) = 50 y1 + 30 y2 25 y3 m ax
4 y1 + 7 y2 + 2 y3 3
6 y + 3 y 2

(2) 1 3

5 y1 + y2 5 y3 = 5
5 y1 + y2 = 1
(3) y1 0 , y2 ty , y3 0 .
b) Bi ton i ngu l
(1) g ( y ) = 28 y1 + 10 y2 + 15 y3 m in
7 y1 + 3 y2 + 2 y3 2

(2) 4 y1 y2 + 3 y3 1
2 y + 3 y y 8
1 2 3

(3) y1 0 , y3 0 .

3.3 Cp rng buc i ngu

Trong mt cp rng buc i ngu (P) v (D) nh trong nh ngha th ta c n cp rng
buc i ngu nh sau:
Trng hp 1. f ( x) = c1 x1 + c2 x2 + L + cn xn max
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
Trng hp 2. f ( x) = c1 x1 + c2 x2 + L + cn xn min
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
V d. Tm bi ton i ngu v ch ra cc cp rng buc i ngu ca cc bi ton QHTT
sau:
a)
(1) f ( x) = x1 + 2 x2 + 3x3 m in
2 x1 + 3 x2 x3 = 2
x x 4 x 3

(2) 1 2 3

x1 + x2 2 x3 6
3 x1 + 5 x2 7 x3 8

(3) x1 0, x2 0, x3 0 .
b)
(1) f ( x) = x1 2 x2 + 3x3 4 x4 m ax
5 x1 + 6 x2 + 7 x3 + 8 x4 9

(2) 10 x1 11x2 + 12 x3 13x4 = 14
15 x + 16 x 17 x + 18 x 19
1 2 3 4

(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu
 19
(1) g ( y ) = 2 y1 3 y2 + 6 y3 + 8 y4 m ax
2 y1 + y2 + y3 + 3 y4 1

(2) 3 y1 y2 + y3 + 7 y4 2

y1 + 4 y2 + 2 y3 + 7 y4 3
(3) y2 , y4 0 , y3 0 .
H rng buc chnh ca bi ton (P) c 3 bt phng trnh v bi ton (P) c 3 iu kin v
du ca n s nn cp bi ton i ngu (P) v (D) c 6 cp rng buc i ngu
x1 x2 4 x3 3 y2 0
x1 + x2 2 x3 6 y3 0
3x1 + 5 x2 7 x3 8 y4 0
x1 0 2 y1 + y2 + y3 + 3 y4 1
x2 0 3 y1 y2 + y3 + 5 y4 2
x3 0 y1 + 4 y2 + 2 y3 + 7 y4 3
b) Bi ton i ngu
(1) g ( y ) = 9 y1 + 14 y2 19 y3 m in
5 y1 + 10 y2 15 y3 1
6 y 11 y + 16 y 2

(2) 1 2 3

7 y1 + 12 y2 17 y3 3
8 y1 13 y2 + 18 y3 = 4

(3) y1 0 , y2 ty , y3 0 .
H rng buc chnh ca bi ton (P) c hai bt phng trnh v bi ton (P) c ba iu kin
v du ca n s nn cp bi ton i ngu (P) v (D) c 5 cp rng buc i ngu sau:
5 x1 + 6 x2 + 7 x3 + 8 x4 y1 0
15 x1 + 16 x2 17 x3 + 18 x4 19 y3 0
x1 0 5 y1 + 10 y2 15 y3 1
x2 0 6 y1 11y2 + 16 y3 2
x3 0 7 y1 + 12 y2 17 y3 3

3.4 nh l i ngu
nh l lch b yu. iu kin cn v phng n x 0 ca bi ton (P) v
phng n y 0 ca bi ton (D) u l phng n ti u l trong cc cp rng buc i
ngu ca bi ton : Nu mt rng buc tha mn phng n vi du bt ng thc thc
s th rng buc cn li phi tha mn phng n vi du bng.
ng dng. Nh nh l lch b yu, khi ta bit c mt phng n ti u ca mt
trong hai bi ton ca cp bi ton i ngu th ta c th tm c tp phng n ti u ca
bi ton cn li. ng dng ny thng c s dng trong vic gii quyt cc vn ca
bi ton QHTT.
V d 1. Cho bi ton quy hoch tuyn tnh sau
 20
f(x) = x1 + 2x2 + 3x3 + 3x4 max
2x1 + x2 + x3 + 2x4 20
x1 + 2x2 + 3x3 + 4x4 = 18
2x1 + x2 + 2x3 + x4 16
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Gii
a. a bi ton v dng chun:
f(x) = x1 + 2x2 + 3x3 + 3x4 Mx7 Mx8 max
2x1 + x2 + x3 + 2x4 + x5 = 20
x1 + 2x2 + 3x3 + 4x4 + x7 = 18
2x1 + x2 + 2x3 + x4 x6 + x8 = 16
xj 0 (j = 1,2,3,4,5,6,7,8)
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5 x6
1 2 3 3 0 0
0 x5 20 2 1 1 2 1 0
-M x7 18 1 2 (3) 4 0 0
-M x8 16 2 1 2 1 0 -1
-1 -2 -3 -3 0 0
-3 -3 -5* -5 0 1
0 x5 14 5/3 1/3 0 2/3 1 0
3 x3 6 1/3 2/3 1 4/3 0 0
-M x8 4 (4/3) -1/3 0 -5/3 0 -1
0 0 0 1 0 0
-4/3* 1/3 0 5/3 0 1
0 x5 9 0 3/4 0 11/4 1 5/4
3 x3 5 0 3/4 1 7/4 0 1/4
1 x1 3 1 -1/4 0 -5/4 0 -3/4
.
18 0 0 0 1 0 0

PATU: x = (3, 0, 5, 0), f(x) = 18.

b. Bi ton i ngu
g(y) = 20y1 + 18y2 + 16y3 min
2y1 + y2 + 2y3 1
y1 + 2y2 + y3 2
y1 + 3y2 + 2y3 3
2y1 + 4y2 + y3 3
y1 0, y3 0.
 21
Theo nh l lch b yu, ta c h phng trnh ti u sau
2 y1 + y 2 + 2 y3 = 1

y1 + 3 y 2 + 2 y3 = 3
y = 0
1
Gii h phng trnh ta c PATU: y = (0, 1, 0) v g(y) = 18.
V d 2. Cho bi ton quy hoch tuyn tnh sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Gii
a. a bi ton v dng chun
f(x) = 6x1 + 3x2 + 2x3 - 3x4 + Mx6 + Mx7 min
x1 + x2 + x3 - 2x4 + x6 = 4
- x1 + x4 + x5 = 10
2x2 + x3 2x4 + x7 = 12
xj 0 (j = 1,2,3,4,5,6,7)
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5
6 3 2 -3 0
M x6 4 1 (1) 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 12 0 2 1 -2 0
-6 -3 -2 3 0
1 3* 2 -4 0
3 x2 4 1 1 1 -2 0
0 x5 10 -1 0 0 1 1
M x7 4 -2 0 -1 (2) 0
-3 0 1 -3 0
-2 0 -1 2* 0
3 x2 8 -1 1 0 0 0
0 x5 8 0 0 1/2 0 1
-3 x4 2 -1 0 -1/2 1 0
18 -6 0 -1/2 0 0
 22
PATU: x = (0, 8, 0, 2), f(x) = 18.

b. Bi ton i ngu
g(y) = 4y1 + 10y2 + 12y3 max
y1 - y2 6
y1 + 2y3 3
y1 + y3 2
- 2y1 + y2 2y3 - 3
y2 0.
Theo nh l lch b yu, ta c h phng trnh ti u sau:
y1 + 2 y3 = 3

y2 = 0

2 y1 + y2 2 y3 = 3
Gii h phng trnh ta c PATU: y = (0, 0, 3/2) v g(y) = 18.
V d 3 (CHLH 2009). Cho bi ton quy hoch tuyn tnh sau
x1 3 x2 4 x3 + x4 + 5 x5 max
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3x1 2 x2 + x3 + x4 + 4 x5 10
x j 0; j = 1, 2,3, 4,5.
a. Hy gii bi ton trn bng phng php n hnh.
b. Hy lp bi ton i ngu ca bi ton trn v tm mt phng n ti u ca bi
ton i ngu .
Gii
a. Thm vo bi ton n ph x6 ri i du rng buc chnh th ba, ta c bi ton
ph sau:
x1 3 x2 4 x3 + x4 + 5 x5 max
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3 x1 + 2 x2 x3 x4 4 x5 + x6 = 10
x j 0; j = 1, 2,3, 4,5,6.
Ma trn iu kin
2 1 3 2 0 0 1 0
A = 0 1 1 1 1 0 0 1
3 2 1 1 4 1 0 0

Thm vo bi ton hai n gi x7 , x8 ta c bi ton m rng sau
 23
x1 3 x2 4 x3 + x4 + 5 x5 Mx7 Mx8 max
2 x1 + x2 3x3 + 2 x4 + x7 = 30
x2 x3 + x4 x5 + x8 = 23
3 x1 + 2 x2 x3 x4 4 x5 + x6 = 10
x j 0; j = 1, 2,3, 4,5,6, 7,8.
Gii bi ton m rng bng phng php n hnh

x1 x2 x3 x4 x5 x6 i
1 -3 -4 1 5 0
-M x7 30 2 1 -3 (2) 0 0 15*
-M x8 23 0 1 -1 1 -1 0 23
0 x6 10 -3 2 -1 -1 -4 1
0 -1 3 4 -1 -5 0
-53 -2 -2 4 -3* 1 0
1 x4 15 1 -3/2 1 0 0
-M x8 8 -1 1/2 (1/2) 0 -1 0
0 x6 25 -2 5/2 -5/2 0 -4 1
15 0 7/2 5/2* 0 -5 0
-8 1 -1/2 -1/2 0 1 0
1 x4 39 -2 2 0 1 -3 0
-4 x3 16 -2 1 1 0 -2 0
0 x6 65 -7 5 0 0 -9 1
-25 5 1 0 0 0 0

Trong bng n hnh th ba ta thy h s c lng ca cc n u khng m nn bi

ton m rng c nghim l:
x 0 = (0,0,16,39, 0,65,0, 0); f 0 = 25 .
Ta thy trong PATU ca bi ton m rng cc n gi u nhn gi tr 0 nn bi ton
cho gii c v c nghim nh sau:
x 0 = (0,0,16,39, 0,65,0, 0); f 0 = 25
b) Bi ton i ngu vi bi ton cho l:
30 y1 + 23 y2 10 y3 min
2 y1 + 3 y3 1
y1 + y2 2 y3 3
3 y1 y2 + y3 4
2 y1 + y2 + y3 1
y2 + 4 y3 5
y3 0
Do bi ton cho c PATU l x 0 = (0, 0,16,39,0,65,0,0) nn ta c h phng trnh ti u
sau:
 24
y3 = 0 y1 = 3

3 y1 y2 + y3 = 4 y2 = 5
y = 0
2 y1 + y2 + y3 = 1 3
Vy bi ton i ngu c mt PATU l y 0 = (3, 5,0) v GTTU l: g ( y 0 ) = 25 .

BI TP
Phn I
1.1 nui mt loi gia sc ngi ta s dng 3 loi thc n A1, A2, A3. T l (%) cc cht dinh
dng D1, D2 c trong cc loi thc n A1, A2, A3 v gi 1kg mi loi nh sau:

Cht Loi thc n

dinh dng A1 A2 A3
D1 30 20 20
D2 20 20 30
Gi mua 8000 6000 4000

Yu cu trong khu phn thc n ca loi gia sc ny l: cht dinh dng D1 phi c t nht l
70g v nhiu nht l 100g, cht dinh dng D2 phi c t nht l 50g v nhiu nht l 80g. Hy lp
m hnh ton hc ca bi ton xc nh khi lng thc n mi loi cn mua sao cho tng chi ph
thp nht v bo m cht lng theo yu cu.
1.2 C hai loi thc n I v II cha 3 loi vitamin A, B, C. Hm lng vitamin trong mi
n v thc n nh sau:

Loi thc n Vitamin

A B C
I 2 3 4
II 4 1 5

Gi mt n v thc n th I l 3, v II l 7. Mt khu phn n phi c ti thiu 5

n v A, 4 n v B v 8 n v C. Tm mt cch n tt nht (t tin nht v dinh
dng). Hy lp m hnh ton hc ca bi ton.
1.3 Mt x nghip c k hoch sn xut ba loi sn phm A1, A2, A3 t 3 loi nguyn liu
N1, N2, N3 c tr lng tng ng l 50kg, 70kg v 100kg. nh mc tiu hao nguyn liu
(kg/SP) v li nhun (ngn ng/SP) khi sn xut mt sn phm c cho trong bng sau

Nguyn liu Sn phm

A1 A2 A3
N1 0.2 0.1 0.1
N2 0.1 0.2 0.1
N3 0.1 0.3 0.0
Li nhun 8000 6000 4000
Hy lp m hnh ton hc ca bi ton lp k hoch sn xut ti u bit rng lng
sn phm A3 ch c th tiu th c ti a 400 sn phm.
1.4 nui mt loi gia sc trong 24h cn c khi lng ti thiu cc cht: Protit, Gluxit,
khong tng ng l: 90, 130, 20 gram. T l phn trm theo khi lng cc cht trn c
trong cc loi thc n A, B, C v gi mua 1kg thc n mi loi nh sau:
Cht Loi thc n
 25
dinh dng A B C
Protit 10 20 30
Gluxit 30 40 20
Khong 2 1 3
Gi mua 3000 4000 5000

Hy lp m hnh ton hc ca bi ton xc nh khi lng thc n mi loi cn

mua sao cho tng chi ph thp nht v bo m cht lng theo yu cu.
2.5 C hai loi sn phm A, B c gia cng trn 3 my I, II, III. Thi gian gia cng mi
loi sn phm trn mi my cho bi bng:

Loi My
SP I II III
A 4 3 2
B 2 1 4
Thi gian cho php ca mi my I, II, II ln lt l 100, 300, 50 gi. Mt n v
sn phm A li 6000 , B li 4000 .
Vy cn phi sn xut bao nhiu sn phm mi loi li ti a. Hy lp m hnh
ton hc ca bi ton.
1.6 Trong mt chu k sn xut, nh my s dng hai loi vt liu V1, V2 sn xut 3 loi
sn phm S1, S2, S3. Lng vt liu Vi dng sn xut mt n v sn phm Sj v gi bn
mt n v sn phm Sj cho bi bng sau:

VL SP
S1 S2 S3
V1 4 2 5
V2 2 6 3
Gi bn 12000 8000 14000

Bit rng s n v vt liu V1, V2 nh my c ln lt l 10000 v 14000. Yu cu

lp k hoch sn xut ca nh my, xc nh s lng sn phm mi loi cn sn xut sao
cho tng thu nhp ln nht.
1.7 Gi s yu cu ti thiu mi ngy v cc cht dinh dng m, ng, bo cho mt
loi gia sc tng ng l 50g, 80g v 20g. Cho bit hm lng cc cht dinh dng trn c
trong 1g thc n A, B, C v gi mua 1 kg thc n mi loi trong bng sau:
Cht Loi thc n
Dinh dng A B C
m 0.1g 0.2g 0.2g
ng 0.3g 0.1g 0.1g
Bo 0.05g 0.02g 0.01g
Gi mua 8000 6000 4000
Hy lp m hnh ton hc ca bi ton xc nh khi lng thc n mi loi phi
mua tng s tin chi cho mua thc n t nht nhng p ng c nhu cu dinh dng
mi ngy.
1.8 Mt x nghip c k hoch sn xut ba loi sn phm A, B, C t 2 loi nguyn liu N1,
N2 c tr lng tng ng l 50kg, 70kg. nh mc tiu hao nguyn liu (kg/SP) v li
nhun (ngn ng/SP) khi sn xut mt sn phm c cho trong bng sau
Nguyn Sn phm
 26
liu A B C
N1 0.2 0.1 0.1
N2 0.1 0.1 0.2
Li nhun 5000 2000 6000

Hy lp m hnh ton hc ca bi ton lp k hoch sn xut ti u bit rng lng

sn phm B ch c th tiu th c ti a 300 sn phm.

Phn II
2.1 Cho bi ton quy hoch tuyn tnh sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)

a. Gii bi ton trn

b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.2 Cho bi ton quy hoch tuyn tnh sau:
f(x) = 2x1 - 5x2 + 4x3 + x4 min
3x1 + x2 + 4x3 - 6x4 20
x1 + x3 - 2x4 6
3x1 - x2 + 2x3 5x4 = 24
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.3 Cho bi ton quy hoch tuyn tnh sau:
f(x) = x1 + 3x2 - x3 + 3x4 min
x1 + x2 - 2x3 + x4 6
- x1 + x3 10
2x2 - 3x3 + x4 = 20
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.4 Cho bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 + 3x2 + x3 + x4 4x5 max
3x1 - 2x2 + x3 4x4 + 2x5 = 9
7x1 - 3x2 - 7x4 + 5x5 = 14
4x1 - 2x2 4x4 + 3x5 = 8
xj 0, j = 1,2,3,4,5.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v h phng trnh ti u ca bi ton i
ngu .
2.5 Cho bi ton quy hoch tuyn tnh sau:

f(x) = - 3x1 - 2x2 - 3x3 - 5x4 min

x1 + x2 + 2x3 + 2x4 18
2x1 + 2x2 + 3x3 + 4x4 = 12
x1 + 2x2 + 2x3 + 3x4 11
 27
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.6 Cho bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 3
- 3x3 + 2x4 7
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.7 Cho bi ton quy hoch tuyn tnh sau:
f(x) = x1 + 2x2 + 3x3 + 3x4 max
2x1 + x2 + x3 + 2x4 20
x1 + 2x2 + 3x3 + 4x4 = 18
2x1 + x2 + 2x3 + x4 16
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.8 Cho bi ton quy hoch tuyn tnh sau:
f(x) = 15x1 + 8x2 + 10x3 max
- 3x1 + 2x2 + 4x3 3
2x1 - x2 + 2x3 4
- 4x1 - 5x2 + 2x3 1
xj 0 (j = 1,2,3)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Hng dn v p s
Phn I
1.1 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A1, A2, A3 cn phi mua. Khi m hnh
ton hc ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 min
0.3x1 + 0.2x2 + 0.2x3 70
0.3x1 + 0.2x2 + 0.2x3 100
0.2x1 + 0.2x2 + 0.3x3 50
0.2x1 + 0.2x2 + 0.3x3 80
x1 , x2 , x3 0
1.2 Gi x1, x2 l lng thc n I v II trong mt khu phn. Khi m hnh ton hc ca
bi ton l:
f(x) = 3x1 + 7x2 min
2x1 + 4x2 5
3x1 + x2 4
4x1 + 5x2 8
x1, x2 0
1.3 Gi x1, x2, x3 ln lt l s sn phm A1, A2, A3 cn sn xut. Khi m hnh ton hc
ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 max
0.2x1 + 0.1x2 + 0.1x3 50
 28
0.1x1 + 0.2x2 + 0.1x3 70
0.1x1 + 0.3x2 100
x3 400
xj 0 (j = 1,2,3)
1.4 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A, B, C cn mua. Khi m hnh ton hc
ca bi ton l:
f(x) = 3x1 + 4x2 + 5x3 min
0.1x1 + 0.2x2 + 0.3x3 90
0.3x1 + 0.4x2 + 0.2x3 130
0.02x1 + 0.01x2 + 0.03x3 20
xj 0 (j = 1,2,3)
1.5 Gi x1, x2 l s n v sn phm loi A v B cn sn xut. Khi m hnh ton hc ca
bi ton l:
f(x) = 6000x1 + 4000x2 max
4x1 + 2x2 100
3x1 + x2 300
2x1 + 4x2 50
x1 , x2 0 .
1.6 Gi xj (j = 1,2,3) l s n v sn phm Sj cn sn xut. Khi m hnh ton hc ca
bi ton l:
f(x) = 12000x1 + 8000x2 + 14000x3 max
4x1 + 2x2 + 5x3 10000
2x1 + 6x2 + 3x3 14000
xj 0, j = 1,2,3.
1.7 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A, B, C cn mua. Khi m hnh ton hc
ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 min
0.1x1 + 0.2x2 + 0.2x3 50
0.3x1 + 0.1x2 + 0.1x3 80
0.05x1 + 0.02x2 + 0.01x3 20
x1 , x2 , x3 0
1.8 Gi xj, i = 1, 2, 3 ln lt l s sn phm A, B, C cn sn xut. Khi m hnh ton
hc ca bi ton l:
f(x) = 5x1 + 2x2 + 6x3 max
0.2x1 + 0.1x2 + 0.1x3 50
0.1x1 + 0.1x2 + 0.2x3 70
x2 300
x1 , x2 , x3 0
Phn II
2.1 a. PATU: x = (0, 8, 0, 2), f(x) = 18.
b. PATU: y = (0, 0, 3/2) v g(y) = 18.
2.2 a. PATU: x = (18, 0, 0, 6), f(x) = 42.
b. PATU: y = (0, -13, 5) v g(y) = 42.
2.3 a. PATU: x = (0, 10, 0, 0), f(x) = 30.
b. PATU: y = (0, 0, 3/2) v g(y) = 30.
2.4 a. PATU: x = (2, 0, 3, 0, 0), f(x) = -1.
2.5 a. PATU: x = (0, 4, 0, 1), f(x) = -13.
b. PATU: y = (0, -2, 1) v g(y) = - 13.
 29
2.6 a. PATU: x = (0, 0, 11, 20), f(x) = 31.
b. PATU: y = (5, 0, 3) v g(y) = 31.
2.7 a. PATU: x = (3, 0, 5, 0), f(x) = 18.
b. PATU: y = (0, 1, 0) v g(y) = 18.
2.8 a. PATU: x = (1/5, 0, 9/10), f(x) = 12.
b. PATU: y = (7, 0, -9) v g(y) = 12.