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B CNG THNG

TRNG I HC CNG NGHIP TP. HCM

Nguyn c Phng

Bi ging
Quy hoch tuyn tnh

MSSV: ...........................
H tn: . . . . . . . . . . . . . . . . . . . . . . . . . . .

TP. HCM Ngy 22 thng 12 nm 2010


Mc lc

Mc lc iii

1 Gii thiu quy hoch tuyn tnh 1


1.1 Mt s v d dn n bi ton quy hoch tuyn tnh . . . . . 1
1.2 Cc dng ca bi ton quy hoch tuyn tnh . . . . . . . . . . 5
1.2.1 Bi ton quy hoch tuyn tnh dng tng qut . . . . . 5
1.2.2 Bi ton quy hoch tuyn tnh dng chun . . . . . . . 5
1.2.3 Bi ton quy hoch tuyn tnh dng chnh tc . . . . . 6
1.3 Quan h dng chun v chnh tc . . . . . . . . . . . . . . . . 8
1.3.1 i chiu bt ng thc ca cc rng buc . . . . . . . 8
1.3.2 Bin khng rng buc . . . . . . . . . . . . . . . . . . 9
1.3.3 Quan h dng chun, chnh tc . . . . . . . . . . . . . 10
1.4 Dng ma trn ca bi ton quy hoch . . . . . . . . . . . . . 13
1.5 Phng n chp nhn c . . . . . . . . . . . . . . . . . . . 14
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh . . . . . 16
1.6.1 Phng php th . . . . . . . . . . . . . . . . . . . 16
1.6.2 Tnh cht ca tp phng n chp nhn c . . . . . 17
1.7 im cc bin . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.8 Phng n c bn chp nhn c . . . . . . . . . . . . . . . 22
1.8.1 Nghim c bn ca Ax D b . . . . . . . . . . . . . . . 23
1.8.2 Thnh lp phng n cc bin . . . . . . . . . . . . . . 25
1.8.3 Phng n cc bin v phng n ti u . . . . . . . . 30
MC LC ii

1.9 Bi tp chng 1 . . . . . . . . . . . . . . . . . . . . . . . . . 31

2 Phng php n hnh 33


2.1 Phng php n hnh cho bi ton quy hoch dng chun . . 33
2.1.1 Phng n cc bin ban u . . . . . . . . . . . . . . . 36
2.1.2 Du hiu ti u . . . . . . . . . . . . . . . . . . . . . . 37
2.1.3 Chn bin vo c s . . . . . . . . . . . . . . . . . . . 40
2.1.4 Chn bin ra khi c s . . . . . . . . . . . . . . . . . 41
2.1.5 Lp bng n hnh mi . . . . . . . . . . . . . . . . . . 42
2.2 Thut ton n hnh cho bi ton min . . . . . . . . . . . . . 50
2.3 Bi ton chnh tc khng c sn ma trn n v . . . . . . . . 52
2.4 Bi tp chng 2 . . . . . . . . . . . . . . . . . . . . . . . . . 58

3 L thuyt i ngu 63
3.1 V d dn n bi ton i ngu . . . . . . . . . . . . . . . . 63
3.1.1 Bi ton i ngu ca bi ton max . . . . . . . . . . . 65
3.1.2 Bi ton i ngu ca bi ton min . . . . . . . . . . . 67
3.2 Cc nh l v i ngu . . . . . . . . . . . . . . . . . . . . . 70
3.3 Bi tp chng 3 . . . . . . . . . . . . . . . . . . . . . . . . . 77

4 Bi ton vn ti 80
4.1 Bi ton vn ti cn bng thu pht . . . . . . . . . . . . . . . 80
4.2 Phng n cc bin ca bi ton vn ti . . . . . . . . . . . . 82
4.3 Cc phng php thnh lp phng n cc bin . . . . . . . . 86
4.3.1 Phng php cc ph thp nht . . . . . . . . . . . . 86
4.3.2 Phng php gc Ty - Bc . . . . . . . . . . . . . . . 87
4.3.3 Phng php Vogel (Fogel) . . . . . . . . . . . . . . . 87
4.4 Thut ton th v gii bi ton vn ti . . . . . . . . . . . . . 89
4.4.1 Thut ton quy khng cc ph chn . . . . . . . . . 89
4.4.2 Xy dng phng n cc bin mi . . . . . . . . . . . 93
MC LC iii

4.5 Mt s trng hp c bit ca bi ton vn ti . . . . . . . . 98


4.5.1 Bi ton vn ti khng cn bng thu pht . . . . . . . 98
4.5.2 Bi ton vn ti c cm . . . . . . . . . . . . . . . . 100
4.6 Bi ton vn ti cc i cc ph . . . . . . . . . . . . . . . . 101
4.7 Bi tp chng 4 . . . . . . . . . . . . . . . . . . . . . . . . . 103

Ti liu tham kho 106


Chng 1

Gii thiu quy hoch tuyn tnh

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

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


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

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


 Vn xy dng cn 3 gi ca v 3 gi bo 10m vn.

My ca lm vic ti a 8 gi trong ngy, v my bo lm vic ti a 15 gi


trong ngy. Nu li nhun ca 10m vn thnh phm l 120 (ngn ng), v
li nhun ca 10m vn xy dng l 100 (ngn ng). Trong ngy, tri ca
phi ca bao nhiu vn mi loi li nhun ln nht?
Gii.
1.1 Mt s v d dn n bi ton quy hoch tuyn tnh 2

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

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


v protein.
 Thc phm B cha 3 n v cht bo, 3 n v carbohydrate v 3 n
v protein.

Nu mt (trm gram) thc phm A gi 20 (ngn ng) v mt (trm gram)


thc phm B gi 25 (ngn ng). Nh dinh dng mun thc n phi cung
cp t nht 18 n v cht bo, 12 n v carbohydrate v 24 n v protein.
Bao nhiu (trm gram) thc phm mi loi c gi nh nht nhng vn
cung cp dinh dng?
Gii.
1.1 Mt s v d dn n bi ton quy hoch tuyn tnh 3

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?
Gii.
1.1 Mt s v d dn n bi ton quy hoch tuyn tnh 4

```
```
``` Trm thu H Ni TP. HCM Cn th
``` W1 :100 W2 :60 W3 :80
Trm pht ```
Vnh Phc-Q1 : 100 5 7 9
Bnh Dng-Q2 :140 8 7 10
1.2 Cc dng ca bi ton quy hoch tuyn tnh 5

1.2 Cc dng ca bi ton quy hoch tuyn tnh

1.2.1 Bi ton quy hoch tuyn tnh dng tng qut

T cc v d mc 1.1, bi ton quy hoch tuyn tnh tng qut c pht


biu nh sau: Tm x1 ; x2 ; : : : ; xn sao cho

z D c1x1 C c2x2 C    C cnxn ! max .hay min/ (1.1)


Vi cc rng buc
8
a11x1 C a12x2 C    C a1nxn  ./.D/ b1

< a x C a x C    C a x  ./.D/ b
21 1 22 2 2n n 2
:
: :
:: :
:: :
:: (1.2)
:

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

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


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

1.2.2 Bi ton quy hoch tuyn tnh dng chun

Chng ta ni bi ton quy hoch tuyn tnh c dng chun nu n c dng


nh sau: Tm x1 ; x2 ; : : : ; xn sao cho

z D c1 x1 C c2x2 C    C cn xn ! max; .hay min/ (1.3)


Vi cc rng buc
8
a11x1 C a12x2 C    C a1nxn  b1

< a x C a x C  C a x  b
21 1 22 2 2n n 2
:
: :
:: :
:: :
:: (1.4)
:

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

xj  0; j D 1; 2; : : : ; n (1.5)
1.2 Cc dng ca bi ton quy hoch tuyn tnh 6

1.2.3 Bi ton quy hoch tuyn tnh dng chnh tc

Chng ta ni bi ton quy hoch tuyn tnh c dng chnh tc  nu n c


dng nh sau: Tm x1 ; x2 ; : : : ; n sao cho

z D c1x1 C c2x2 C    C cn xn ! max; .hay min/ (1.6)


Vi cc rng buc
8
a11x1 C a12x2 C    C a1nxn D b1

< a x C a x C  C a x D b
21 1 22 2 2n n 2
:
: :
:: :
:: :
:: (1.7)
:

: 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 (1.8)

V d 1.4. Cho bit dng ca cc bi ton quy hoch tuyn tnh sau:

a. z D 3x1 C 2x2 ! min


Vi cc rng buc

2x1 C x2  4
3x1 2x2  6
x1  0; x2  0
b. z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
< 3x1 C 2x2 3x3  4
2x C 3x2 C 2x3  6
: 1
3x1 x2 C 2x3  8
x1  0; x2  0; x3  0
c. z D 3x1 C 2x2 C 3x3 2x4 ! max
Vi cc rng buc
8
< 2x1 C 6x2 C 2x3 4x4 D 7
3x1 C 2x2 5x3 C x4 D 8
:
6x1 C 7x2 C 2x3 C 5x4  4
x1  0; x2  0; x3  0; x4  0
d. z D 2x1 C 5x2 C x3 C x4 C 4x5 ! min

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.
1.2 Cc dng ca bi ton quy hoch tuyn tnh 7

Vi cc rng buc

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

3x1 C 2x2  6
2x1 C 9x2  8
x1  0
f. z D 2x1 C 3x2 ! min
Vi cc rng buc
8
< 2x1 C x2 x3 D 4
3x1 C 2x2 C x3 D 8
:
x1 x2 D 6
x1  0; x2  0
Ch . Bi ton tm gi tr nh nht ca hm mc tiu c th vit thnh bi
ton tm gi tr ln nht ca hm mc tiu v ngc li. iu ny cc bn
s thy qua quan h:
0 1
Xn Xn
min cj xj D max @ cj xj A (1.9)
j D1 j D1

tng ng
min z D max. z/ (1.10)
Do , khng mt tnh tng qut trong phn l thuyt ta ch pht biu bi
ton tm gi tr ln nht ca hm mc tiu .max z/. Bi ton tm gi tr nh
nht hm mc tiu .min z/ th c th s dng (1.10).
V d 1.5. Chuyn cc bi ton quy hoch tuyn tnh tm max hm mc
tiu thnh tm min hm mc tiu hay ngc li
a. z D 2x1 C 3x2 C 4x3 ! max
Vi cc rng buc
8
< 3x1 C 2x2 3x3  4
2x1 C 3x2 C 2x3  6
:
3x1 x2 C 2x3  8
x1  0; x2  0; x3  0
1.3 Quan h dng chun v chnh tc 8

b. z D 3x1 C 2x2 ! min


Vi cc rng buc

2x1 C x2  4
3x1 2x2  6
x  0; y  0
Gii.

1.3 Quan h dng chun v chnh tc

1.3.1 i chiu bt ng thc ca cc rng buc

Nu ta nhn hai v ca bt phng trnh

k1x1 C k2 x2 C    C knxn  b

vi 1 ta c bt phng trnh

k1x1 k2x2  knxn  b


1.3 Quan h dng chun v chnh tc 9

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
< 3x1 C 2x2 3x3  4
2x1 C 3x2 C 2x3  6
:
3x1 x2 C 2x3  8
x1  0; x2  0; x3  0

Gii.

1.3.2 Bin khng rng buc

Gi s xj khng c rng buc, chng ta c th thay xj bng hai bin xjC v


xj
xj D xjC xj
trong xjC  0 v xj  0: iu ny c ngha l mt s bt k chnh l hiu
ca hai s khng m. Vi cch ny chng ta c th chuyn bi ton khng c
rng buc v bin thnh bi ton c rng buc v bin.
V d 1.7. Chuyn bi ton quy hoch tuyn tnh sau sang dng chun

z D 2x1 C 5x2 ! max (1.11)


Vi cc rng buc

3x1 C 2x2  6
(1.12)
2x1 C 9x2  8
x1  0 (1.13)
1.3 Quan h dng chun v chnh tc 10

Gii.

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


dng chun bng cc cch nh trn.

1.3.3 Bin i bi ton quy hoch dng chun thnh dng chnh
tc

Xt rng buc thc i trong bi ton quy hoch tuyn tnh dng chun

ai1x1 C ai 2 x2 C    C ai n xn  bi (1.14)

Chng ta c th chuyn rng buc (1.14) thnh phng trnh tuyn tnh bng
cch thm vo bin ph xnCi  0; v

ai1x1 C ai 2 x2 C    C ai nxn C xnCi D bi (1.15)

Bi ton quy hoch tuyn tnh dng chun chuyn thnh dng chnh tc c
dng nh sau

z D c1x1 C c2x2 C    C cnxn ! max


Vi cc rng buc
8
a11x1 C    C a1nxn C xnC1 D b1

< a x C  C a x
21 1 2n n C xnC2 D b2
:
: :
:: ::
:
:
: a x C    C a x C xnCm D bm
m1 1 mn n

x1  0; : : : ; xn  0; xnC1  0; : : : ; xnCm  0
1.3 Quan h dng chun v chnh tc 11

V d 1.8. Chuyn bi ton quy hoch tuyn tnh sau sang dng chnh tc

z D 120x1 C 100x2 ! max


Vi cc rng buc

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

Gii.

V d 1.9. Chuyn cc bi ton quy hoch tuyn tnh sau sang dng chnh
tc

a. z D 3x1 C 2x2 ! min


Vi cc rng buc

2x1 C x2  4
3x1 2x2  6
x1  0; x2  0
1.3 Quan h dng chun v chnh tc 12

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


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

c. z D 3x1 C 2x2 C 3x3 2x4 ! max


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

d. z D 2x1 C 5x2 ! max


Vi cc rng buc

3x1 C 2x2  6
2x1 C 9x2  8
x1  0
1.4 Dng ma trn ca bi ton quy hoch 13

e. z D 2x1 C 3x2 ! min


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

1.4 Dng ma trn ca bi ton quy hoch

Xt bi ton quy hoch dng chun:


z D c1 x1 C c2x2 C    C cn xn ! max
Vi cc rng buc
8
a11x1 C a12x2 C    C a1nxn  b1

< a x C a x C  C a x  b
21 1 22 2 2n n 2
:
: :
: :
: :
:
:
: : :
: a x C a x C    C a x  b
m1 1 m2 2 mn n m

xj  0; j D 1; 2; : : : ; n
1.5 Phng n chp nhn c 14

t
0 1 0 1 0 1 0 1
a11 a12    a1n x1 b1 c1
B a21 a22    a2n C B x2 C B b2 C B c2 C
ADB xDB bDB cDB
B C B C B C B C
:: :: :: C; :: C; :: C; :: C
@ : : : A @ : A @ : A @ : A
am1 am2    amn xn bm cn
Chng ta c th vit bi ton quy hoch trn thnh dng ma trn: Tm
x 2 Rn sao cho
z D cT x ! max
Vi cc rng buc
Ax  b
x0
V d 1.10. Vit bi ton quy hoch tuyn tnh sau di dng ma trn.
z D 120x1 C 100x2 ! max
Vi cc rng buc

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

1.5 Phng n chp nhn c

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.
1.5 Phng n chp nhn c 15

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 2 1 2
x1 D ; x2 D ; x3 D ; x4 D
2 1 3 2
Phng n no l phng n chp nhn c?
Gii.

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 16

1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh

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

1.6.1 Phng php th gii bi ton quy hoch tuyn tnh

V d 1.12. Gii bi ton quy hoch tuyn tnh


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

x C y  4
5x C 3y  15
x  0; y  0
Gii.
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh 17

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.

1.6.2 Tnh cht ca tp phng n chp nhn c

nh ngha 1.3 (on thng). on thng ni hai im x1 v x2 c nh


ngha
fx 2 Rn jx D x1 C .1 /x2 ; 0    1g (1.16)
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh 18

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 x2
x D x1 C .1 /x2
Hnh 1.1: x1 ; x2 l hai im bin, x l im trong

nh l 1.4. Cho x1 v x2 l hai phng n chp nhn c ca bi ton


quy hoch tuyn tnh. im x D x1 C .1 /x2 ; 0    1, trn on ni
hai im x1 v x2 : Khi

i. x cng l phng n chp nhn c.


ii. Nu cc gi tr hm mc tiu cT x1 D cT x2 th cT x D cT x1 D cT x2 :
iii. Nu cc gi tr hm mc tiu cT x1 < cT x2 th cT x < cT x2 :

Chng minh. Gi s bi ton quy hoch tuyn tnh c rng buc aT x  b:


V x1 v x2 l hai phng n chp nhn c cho nn aT x1  b v aT x2 
b:

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


ta c

aT x D aT .x1 C .1 /x2 /
D aT x1 C .1 /aT x2
 b C .1 /b < b

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


im trn on ni hai phng n chp nhn c l cc phng n chp
nhn c.
ii. Theo i), x l phng n chp nhn c.

cT x D cT .x1 C .1 /x2/
D cT x1 C .1 /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.
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh 19

iii. Vi x D x1 C .1 /x2; 0 <  < 1, trn on ni hai im x1 v x2 ;


chng ta c
cT x D cT .x1 C .1 /x2/
D cT x1 C .1 /cT x2
< cT x2 C .1 /cT x2 D cT x2

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


hai im x1; x2 th mt im bin c gi tr hm mc tiu ln nht v im
bin cn li c gi tr hm mc tiu nh nht.
V d 1.14. Xem li bi ton quy hoch tuyn tnh nh v d 1.12 trang
16.
z D 2x C 5y ! max
Vi cc rng buc

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

y y

4 A 4 A

z=5
B b
x1 B
2 b
x1 2
b
x
b
x
b
x2 C b
x2 C
0 2
x 0 2
x

(a) (b)

Hnh 1.2:

a. Ta thy xT1 D .1=2I 2/; xT2 D .2I 1=2/ l phng n chp nhn c v
im x thuc on ni hai im x1x2 ; vi x nh bi
2
x D x1 C .1 / x2;  D
3
cng l phng n chp nhn c, xem hnh 1.2a.
1.6 ngha hnh hc ca bi ton quy hoch tuyn tnh 20

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=5 D 3/ ; th phng n x thuc on ni hai
im x1 x2 ; vi x nh bi
2
x D x1 C .1 / x2; D
3
cng cng gi tr hm mc tiu l .z=5 D 3/ ; xem hnh 1.2b.
nh ngha 1.5 (Tp li). Tp S 2 Rn c gi l tp li nu vi hai im
phn bit bt k x1 v x2 thuc S th on ni hai im x1 v x2 cng nm
trong tp S:

C
D C x1
b
x1 b
b
x1
x2 A b x2
b
x2 b

A B B
(a) (b) (c)
y y
b x2 x1 x1
b b

b b x2 b x2
x1
x x

(d) (e) (f)

Hnh 1.3:

V d 1.15. Cc tp con ca R2 trong hnh 1.3 l cc tp li. Cc tp con


ca R2 trong hnh 1.4 khng phi l tp li.
nh l 1.6. Tp tt c cc phng n chp nhn c S D fxjAx D b; x 
0g ca bi ton quy hoch tuyn tnh dng chnh tc l mt tp li.

b
x2 x2 b
x2
b

x1 b
x1 b
x1

(a) (b) (c)

Hnh 1.4:
1.7 im cc bin 21

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
i D0

r
X
0 0 0 0 0
y D 1 x1 C 2 x2 C    C r xr ; i D 1; i > 0
i D0

im thuc on ni hai im x; y c dng

z D x C .1 /y
 0 0 0 0 0 0

D .1 C 1 1 /x1 I .2 C 2 2 /x2I : : : I .r C r r /xr
r
P
Ta thy i > 0: Cho nn z 2 S; hay S
0 0 0 0
i C i i D 1; i C i
i D1
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:

V d 1.16. Tp li nh hnh 1.5, cc im A; B; C; D v E l im cc


bin.
1.8 Phng n c bn chp nhn c 22

C
B

A D

E
0

Hnh 1.5:

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. c th nh ngha phng n c bn, trc ht ta xt bi
ton quy hoch tuyn tnh dng chun
z D cT x ! max (1.17)
Vi cc rng buc
Ax D b (1.18)
x0 (1.19)
1.8 Phng n c bn chp nhn c 23

Trong A l ma trn cp m  n; c 2 Rn ; v b 2 Rm : t cc ct ca ma
trn A l A1 ; A2 ; : : : ; An : Rng buc (1.18) c vit thnh
x1 A1 C x2 A2 C    C xn An D b (1.20)
Ta c hai gi s v ma trn A W

 Th nht l m  n:
 Th hai l ma trn A c m dng c lp tuyn tnh. Ngha l hng ca
A l m; khi trong n ct ca A s c m ct c lp tuyn tnh.

Hai gi s ny ng cho bi ton quy hoch tuyn tnh dng chnh tc c


bin i t bi ton quy hoch tuyn tnh dng chun.

1.8.1 Nghim c bn ca Ax D b

Nghim c bn ca Ax D b c xy dng nh sau:

(1) Chn tp T gm m ct c lp tuyn tnh ca A (Chn c s cho Rm ).


(2) n m bin tng ng vi cc ct cn li cho bng khng.
(3) Phng trnh Ax D b c vit li
x1 A1 C x2 A2 C    C xn An D b (1.21)
Trong Ai l ct th i ca A: t i1 ; i2 ; : : : ; im l ch s cc bin khng
cho bng bng khng. H phng trnh (1.21) c vit gn
xi1 Ai1 C xi2 Ai2 C    C xim Aim D b (1.22)
h ny c m phng trnh, m n c duy nht mt nghim.
(4) Nghim ca h ny kt hp vi n m thnh phn ta cho bng khng
trn c gi l nghim c bn ca Ax D b:
V d 1.17. Cho h phng trnh tuyn tnh bn n nh sau

x1 C x2 C x3 D 4
5x1 C 3x2 C x4 D 15
Tm tt c nghim c bn.

S c nhiu nht Cnm tp T
1.8 Phng n c bn chp nhn c 24

Gii.
1.8 Phng n c bn chp nhn c 25

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


gi l bin khng c bn, v m bin gii c gi l bin c bn.
Nghim c bn l nghim ca h phng trnh Ax D b nn n khng cn
phi tha iu kin x  0; v do nghim c bn khng nht thit phi l
phng n chp nhn c ca bi ton quy hoch tuyn tnh. (1.17), (1.18)
v (1.19).
nh ngha 1.11 (Phng n c bn chp nhn c). Xt bi ton quy
hoch tuyn tnh dng chnh tc c tp cc rng buc S D fxjAx D b; x  0g,
nghim c bn ca Ax D b tha iu kin x  0 c l phng n c bn
chp nhn c.
V d 1.18. Tm tt c cc phng n c bn chp nhn c ca
z D 4x1 C 3x2 ! max
Vi cc rng buc

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

1.8.2 Thnh lp phng n cc bin

Tp m ct c lp tuyn tnh ca A lp thnh mt c s ca Rm : Khng


mt tnh tng qut, ta gi s m ct cui ca A c lp tuyn tnh. Gi
S D fxjAx D b; x  0g l tp li cc phng n chp nhn c ca (1.17),
(1.18) v (1.19).
1.8 Phng n c bn chp nhn c 26

nh l 1.12. Gi s m ct cui ca A; c k hiu A1 ; A2 ; : : : ; Am l c


0 0 0

lp tuyn tnh v
(1.23)
0 0 0 0 0 0
x1 A1 C x2 A2 C    C xm Am D b
0
trong xi  0; 8i D 1; 2; : : : ; m: Khi im
0 0 0
x D .0; 0; : : : ; 0; x1 ; x2 ; : : : ; xm /

l phng n cc bin (im cc bin ca S).

Chng minh. D dng ta c x l phng n chp nhn c ca bi ton quy


hoch tuyn tnh (1.17), (1.18) v (1.19).
Gi s x khng l im cc bin ca S: Khi x l im trong ca mt on
thuc S: Ngha l c hai im phn bit u; v 2 S khc x v s ; 0 <  < 1
sao cho
x D u C .1 /v (1.24)
Trong
0 0 0
u D .u1; u2 ; : : : ; un m ; u1 ; u2 ; : : : ; um / 0
v
0 0 0
v D .v1; v2; : : : ; vn m ; v1 ; v2 ; : : : ; vm / 0
T (1.24) chng ta c

0 D ui C .1 /vi ; 1i n m


0 (1.25)
xj D ui C .1 /vi ; 1j m

Bi v ui ; vi v ; 1  l cc s dng cho nn ui D 0 v vi D 0 vi
i D 1; 2; : : : ; n m: u l phng n chp nhn c nn

(1.26)
0 0 0 0 0 0
u1A1 C u2 A2 C    C un An D b

Ly (1.23) tr cho (1.26) ta c


0 0 0 0 0 0 0 0 0
.x1 u1/A1 C .x2 u2 /A2 C    C .xn un/An D b

Bi v A1 ; A2 ; : : : ; Am c lp tuyn tnh, nn
0 0 0

0 0
xi D vi ; 81  i  m

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


1.8 Phng n c bn chp nhn c 27

V d 1.19. Chng minh xT D .1; 2; 3; 0/ l phng n cc bin ca bi


ton

zD 4x1 C 3x2 C 7x3 C 8x4 ! min


Vi cc rng buc
8
< 3x1 C 3x2 C 4x3 C 5x4 D 21
7x1 x2 C x3 C 6x4 D 8
:
2x1 x2 C 5x3 C 2x4 D 15
xj  0; j D 1; : : : ; 4

Gii.

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

 Kim x l phng n chp nhn c.


 t T D fAj jxj > 0g; trong Aj l cc vct ct ca A:
 Nu cc vct ca T l c lp tuyn tnh th x l phng n cc bin.
1.8 Phng n c bn chp nhn c 28

nh l 1.14. Nu x D .x1; x2 ; : : : ; xn / l phng n cc bin ca tp cc


phng n S D fxjAx D b; x  0g th cc ct ca A tng ng xj > 0 c
lp tuyn tnh.

Chng minh. n gin, ta sp xp v nh s li cc ct ca A v cc


thnh phn ca x sao cho k thnh phn cui ca x, k hiu x1 ; x2 ; : : : ; xk l
0 0 0

cc s dng. Vy phng trnh (1.20) c vit


(1.27)
0 0 0 0 0 0
x1 A1 C x2 A2 C    C xk Ak D b
Ta cn chng minh rng A1 ; A2 ; : : : ; Ak l c lp tuyn tnh. Ta chng minh
0 0 0

bng phn chng, gi s chng khng c lp tuyn tnh. Ngha l tn ti


c D .c1; c2 ; : : : ; ck / 0 sao cho
(1.28)
0 0 0
c1A1 C c2A2 C    C ck Ak D 0
Nhn (1.28) vi hng s d > 0, u tin cng kt qu vi (1.27) ta c
phng trnh (1.29), sau tr kt qu vi (1.27) ta c phng trnh
(1.30).
(1.29)
0 0 0 0 0 0
.x1 C dc1/A1 C .x2 C dc2/A2 C    C .xk C dck /Ak D b
(1.30)
0 0 0 0 0 0
.x1 dc1/A1 .x2 C dc2/A2 C    C .xk dck /Ak D b

By gi ta chn hai im trong Rn ,


0 0 0
v D .0; 0; : : : ; 0; x1 C dc1; x2 C dc2; : : : ; xk C dck /
v
0 0 0
w D .0; 0; : : : ; 0; x1 dc1; x2 dc2; : : : ; xk dck /
Bi v d l hng s dng bt k, ta chn nh sau:
0
xj
0 < d < min ; cj 0
j jcj j
Vi cch chn d nh trn, ta thy k thnh phn sau ca v; w l cc s dng.
Mc khc, t (1.29) v (1.30) ta cng c v; w l phng n chp nhn c.
Nhng ta li c
1 1
x D v C w;
2 2
tri vi gi thit ban u x l im cc bin. Vy gi s k ct cui ca A c
lp tuyn tnh l sai.
1.8 Phng n c bn chp nhn c 29

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:

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


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

z D 4x1 C 3x2 ! max


Vi cc rng buc

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

Gii.
1.8 Phng n c bn chp nhn c 30

1.8.3 Quan h gia phng n cc bin v phng n ti u

nh l 1.18. Nu bi ton quy hoch tuyn tnh dng chnh tc c phng


n ti u th s c mt phng n cc bin l phng n ti u.
Nhn xt. Nh nh l 1.18, nu ta chng minh c bi ton quy hoch
tuyn tnh dng chnh tc c phng n ti u, th n s c phng n cc
bin l phng n ti u. Trn y chng ta c th tm c tt c cc
phng n cc bin (v s phng n cc bin l hu hn theo h qu). Do
trong s cc phng n cc bin va ch ra, ln lt th tng phng n
ta c phng n ti u.
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. Bi ton quy hoch ny c cc phng n cc bin
Nghim c bn Phng n cc bin Gi tr hm mc tiu
x1 D .3=2I 5=2I 0I 0/ x1 D .3=2I 5=2I 0I 0/
x2 D .3I 0I 1I 0/ x2 D .3I 0I 1I 0/
x3 D .4I 0I 0I 5/
x4 D .0I 5I 1I 0/ x4 D .0I 6I 5I 0/
x5 D .0I 4I 0I 3/ x5 D .0I 4I 0I 3/
x6 D .0I 0I 4I 15/ x6 D .0I 0I 4I 15/
1.9 Bi tp chng 1 31

1.9 Bi tp chng 1

Bi tp 1.1. Bng phng php hnh hc gii bi ton quy hoch tuyn
tnh

zD 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 10:


Bi tp 1.2. Cho bi ton quy hoch tuyn tnh:

zD 2x1 C 6x2 C 4x3 2x4 C 3x5 ! max


Vi cc rng buc
8
< x1 C 2x2 C 4x3 D 52
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.


1.9 Bi tp chng 1 32

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/
Chng 2

Phng php n hnh

2.1 Phng php n hnh cho bi ton quy hoch dng chun

Xt bi ton quy hoch tuyn tnh dng chun


z D c1 x1 C c2x2 C    C cn xn ! max (2.1)
Vi cc rng buc
8
a11x1 C a12x2 C    C a1nxn  b1

< a x C a x C  C a x  b
21 1 22 2 2n n 2
:
: :
:: :
:: :
:: (2.2)
:

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

xj  0; j D 1; 2; : : : ; n (2.3)

ta t
0 1 0 1 0 1 0 1
a11 a12    a1n x1 b1 c1
B a21 a22    a2n C B x2 C B b2 C B c2 C
ADB xDB bDB cDB
B C B C B C B C
:: :: :: C; :: C; :: C; :: C
@ : : : A @ : A @ : A @ : A
am1 am2    amn xn bm cn

Bi ton c dng ma trn


z D cT x ! max (2.4)
Vi cc rng buc

Ax  b (2.5)
x0 (2.6)
2.1 Phng php n hnh cho bi ton quy hoch dng chun 34

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 c1x1 C c2x2 C    C cnxn ! max
Vi cc rng buc
8
a11 x1 C    C a1nxn CxnC1 D b1

< a x C  C a x
21 1 2n n 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 (2.7)
Vi cc rng buc
(2.8)
0
AxDb
x0 (2.9)
trong A l ma trn m  .m C n/ c dng
0

0 1
a11 a12    a1n 1 0  0
B C
0 B a21 a22    a2n 0 1  0
A D B ::
C
:: :: :: :: :: C
@ : : : : : : A
am1 am2    amn 0 0  1

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


0 0

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 im cc
bin ca S
0

nh ngha 2.1 (Cc bin lin k). Hai im cc bin khc nhau trong S
0

c gi l lin k nu chng ch khc nhau mt bin c bn.


V d 2.1. Xem li v d 1.21 trang 31, cc im cc bin
 
3 5
I I 0I 0 ; .3I 0I 1I 2/ ; .0I 6I 5I 0/ ; .0I 4I 0I 3/ ; .0I 0I 4I 15/ :
2 2
2.1 Phng php n hnh cho bi ton quy hoch dng chun 35

 
3 5
Hai im cc bin I I 0I 0 v .3I 0I 1I 2/ l lin k bi v bin c bn ca
2 2
im cc bin th nht l x1 ; x2 v bin c bn ca im cc bin th hai l
x1 ; x4 : Hai im cc bin .3I 0I 1I 2/; .0I 4I 0I 3/ khng lin k.

Nm 1947, nh ton hc George Bernard Danzig a ra phng php n


hnh, l phng php bt u xt t mt im cc bin ban u (phng n
c bn chp nhn c) ln lt xt n cc im cc bin lin k sao cho
lm tng gi tr hm mc tiu. Qu trnh tin hnh n lc thu c phng
n ti u hoc gi tr hm mc tiu khng hu hn. Phng php n hnh
c hai bc:

(1) Xt xem phng n cc bin hin hnh l phng n ti u hay cha.


(2) Nu phng n cc bin bc (1) khng phi l phng n ti u th
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 .

minh ha phng php n hnh ta xt bi ton dng chun.

z D 4x1 C 3x2 ! max (2.10)


Vi cc rng buc

x1 C x2  4
(2.11)
5x1 C 3x2  15
xj  0; j D 1; 2 (2.12)

Chuyn bi ton sang dng chnh tc:


Gii.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 36

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 .4; 5/  0 ta tm phng n cc bin rt d dng,
ch vic cho tt c cc bin khng c bn bng x1 D x2 D 0. Ta tm:

x3 D 4; x4 D 15

Phng n cc bin ban u l:

.x1; x2 ; x3 ; x4 / D .0; 0; 4; 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
x1 x2 x3 x4 z
x3 1 1 1 0 0 4
x4 5 3 0 1 0 15
-4 -3 0 0 1 0
Bng 2.1:

Nhn xt. Cc dng trong bng n hnh:

i. Dng u tin lit k tn bin x1 ; x2 ; x3 ; x4 v z tng ng cho tng


ct.
ii. Dng hai v ba l cc h s ca hai rng buc (2.11).
iii. Dng cui lit k h s cj ca hm mc tiu (2.10).
iv. Ct u tin bn tri cho bit bin x3 ; x4 l bin c bn ca dng mt
v hai.
v. Phn t dng cui, ct cui l gi tr hm mc tiu.
Ch . Trong bng n hnh, bin c bn c cc tnh cht:

i. Bin c bn ch xut hin trong mt phng trnh (rng buc) v bin


c bn ny c h s l C1:
2.1 Phng php n hnh cho bi ton quy hoch dng chun 37

ii. Ct c bin c bn ton l s 0 tr s C1 l h s ca bin c bn.


iii. Gi tr ca bin c bn l gi tr nm cng dng ct cui.
iv. H s ca bin c bn hm mc tiu , cj D 0.

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


hnh th hin tt c cc rng buc, hm mc tiu, phng n cc bin v gi
tr ca hm mc tiu tng ng. Bng n hnh tng qut ca bi ton quy
hoch (2.7), (2.8), (2.9) cho nh bng 2.8.
x1 x2  xn xnC1 xnC2    xnCm z
xnC1 a11 a12  a1n 1 0  0 0 b1
xnC2 a21 a22  a2n 0 1  0 0 b2
:: :: :: :: :: :: :: :: ::
: : : : : : : : :
xnCm am1 am2  amn 0 0  1 0 bm
c1 c2  cn 0 0  0 1 0
Bng 2.2:

2.1.2 Du hiu ti u

Tip tc, ta s tm hiu du hiu xc nh phng n cc bin trong bng


c lm hm mc tiu ti u cha?
Trong v d ny, chng ta c th tng gi tr ca
zD
4x1
C 3x2 C
0x3
C 0x4
khng c bn c bn

bng cch tng gi tr ca bin khng c bn (hin tai 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 h s hm mc tiu m trong bng n hnh t gi tr 0.
Nu lm iu ny th phi c mt bin c bn khc (gi tr bin ny khc
khng) tr thnh bin khng c bn (gi tr bng khng) bi v s bin c
bn khng thay i.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 38

Vic i gi tr ca mt bin c bn v gi tr 0 th khng lm thay i gi


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

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


 C cj < 0 th phng n cc bin hin thi khng l phng n ti
u.
V d 2.2. Cho bi ton quy hoch tuyn tnh

z D 7x1 26x2 C 9x3 ! min


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 7I 0/ l phng n cc bin.


b. Xt xem x c l phng n cc bin ti u ca bi ton hay khng.
Gii.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 39

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.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 40

2.1.3 Chn bin vo c s

Gi s bng n hnh by gi c cj < 0 th lc ny gi tr hm mc tiu


cha ti u. Do cn c s iu chnh gi tr ca cc bin. Trong v d:

zD C 3x2 C
4x1 0x3
C 0x4
khng c bn c bn

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


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

min cj I cj < 0 D cv

Ct cha bin vo c s c gi l ct xoay


#
x1 x2 x3 x4 z
x3 1 1 1 0 0 4
x4 5 3 0 1 0 15
-4 -3 0 0 1 0
Bng 2.3:
2.1 Phng php n hnh cho bi ton quy hoch dng chun 41

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
(2.15)
x4 D 15 5x1

T (2.15) cho thy, khi tng gi tr ca x1 th x3 ; x4 gim. Vy vn l x


tng n gi tr no? Nh li rng x3 ; x4  0 do ta tng gi tr x1 sao cho:
(
x3 D 4 x1  0
(2.16)
x4 D 15 5x1  0

Gii (2.16) ta c (
x1  4
x1  15=5 D 3
Ta thy rng, ta ch c th tng gi tr ca x1 n minf4I 3g D 3. Phng n
cc bin by gi l

x1 D 3; x2 D 0; x3 D 1; x4 D 0

Phng n ny l phng n lin k vi phng n trc. Bin c bn by


gi l x1 v x3 ; bin khng c bn by gi l x2 v x4 : Bin ra khi c s
trong trng hp ny l x4 ; xem bng 2.4.
#
x1 x2 x3 x4 z
x3 1 1 1 0 0 4
x4 5 3 0 1 0 15
-4 -3 0 0 1 0
Bng 2.4:
2.1 Phng php n hnh cho bi ton quy hoch dng chun 42

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).
#
x1 x2 x3 x4 z
x3 1 1 1 0 0 4
x4 (5) 3 0 1 0 15
-4 -3 0 0 1 0
Bng 2.5:

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


 
bi br
min I aiv > 0 D
aiv arv

th bin xr l bin ra khi c s.

2.1.5 Lp bng n hnh mi

n y, ta xc nh c bin mi vo c s v bin ra khi c s, lc


ny:

 Bin c bn l x1 ; x3
 Bin khng c bn l x2 ; x4

x1 x2 x3 x4 z
x3
x1

Bng 2.6:

V x1 l bin c bn mi trong dng hai ca rng buc nn:

 H s ca x1 trong rng buc th hai l 1. Ta chia hai v ca rng


2.1 Phng php n hnh cho bi ton quy hoch dng chun 43

buc th hai cho phn t trc (l 5).


3 1
x1 C x2 C x4 D 3 (2.17)
5 5

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


3 1
tiu. c iu ny, ta thay x1 D 3 x2 x4 trong 2.17 vo rng
5 5
buc th nht
3 1
3 x2 x3 C x2 C x4 D 4 (2.18)
5 5
tng ng
2 1
x2 C x3 x4 D 1 (2.19)
5 5
v hm mc tiu
3 4
x2 C x4 C z D 12 (2.20)
5 5
Ta c bng n hnh mi nh bng 2.7.

x1 x2 x3 x4 z
x3 0 2/5 1 -1/5 0 1
x1 1 3/5 0 1/5 0 3
0 -3/5 0 4/5 1 12
Bng 2.7:

Nhn xt. Tm tt thut ton n hnh:


#
x1  xv    xn xnC1    xnCm z
xnC1 a11  a1v    a1n 1  0 0 b1
:: :: :: :: :: :: :: :: :: :: ::
: : : : : : : : : : :
xr ar1  .arv /    arn 0  0 0 br
:: :: :: :: :: :: :: :: :: :: ::
: : : : : : : : : : :
xnCm am1  amv    amn 0  1 0 bm
c1  cv    cn 0  0 1 0
Bng 2.8:
2.1 Phng php n hnh cho bi ton quy hoch dng chun 44


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 :
 Chia dng cha phn t trc cho phn t trc.
 Cc phn t dng i ct j khc ca bng c tnh

aij aiv
aij D D aij arv arj aiv
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  4
5x1 C 3x2  15
xj  0; j D 1; 2

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


Gii.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 45

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.
V d 2.5. Gii bi ton quy hoch tuyn tnh
z D 2x1 3x2 C x3 ! max
Vi cc rng buc
8
< x1 5x2 C x3  15
3x1 C 2x2 2x3  20
:
4x1 C x3  10
xj  0; j D 1; 2; 3

Gii.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 46
2.1 Phng php n hnh cho bi ton quy hoch dng chun 47

V d 2.6. Gii bi ton quy hoch tuyn tnh

z D 2x1 C 3x2 C x3 ! max


Vi cc rng buc
8
< x1 5x2 C x3 D 6
2x1 C 2x2  7
:
x1 C 2x2  5
xj  0; j D 1; 2; 3

Gii.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 48

V d 2.7. Gii bi ton quy hoch tuyn tnh


zD 2x1 x2 C x3 C x4 ! max
Vi cc rng buc
8
< x1 C x2 C 2x3 x4 D 2
2x2 7x3 C 3x4 C x5 D 3
:
3x3 C 2x4 C x6 D 7
xj  0; j D 1; : : : ; 6

Gii.
2.1 Phng php n hnh cho bi ton quy hoch dng chun 49

V d 2.8. Gii bi ton quy hoch tuyn tnh dng chun


zD x1 C 2x2 2x3 C x4 x5 C 2x6 ! min
Vi cc rng buc
8
< 2x1 x2 5x3 C x4 D 5
x1 2x2 C 2x3 C x5 D 4
:
4x1 C x2 C x3 C x6 D 2
xj  0; j D 1; : : : ; 6

Gii.
2.2 Thut ton n hnh cho bi ton min 50

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
2.2 Thut ton n hnh cho bi ton min 51

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.

V d 2.9. Gii bi ton quy hoch tuyn tnh

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

Gii.
2.3 Bi ton chnh tc khng c sn ma trn n v 52

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
(2.21)
x  0
Trong A khng c ma trn n v, b  0 . Chng hn cn gii bi ton
sau:
V d 2.10. Gii bi ton quy hoch tuyn tnh
zD 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
2.3 Bi ton chnh tc khng c sn ma trn n v 53

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


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

0 3 1 14 16 0 3 1 14 16
0 1 0 1
1 1 1 13 14 1 0 1 1 3
d D 1=5d3
@0 1 2 12 17A d1 Dd1 d! 2
@0 1 2 12 17 A 3 !
d3 Dd3 3d2
0 3 1 14 16 0 0 5 22 35
0 1 0 1
1 0 1 1 3 1 0 0 27=5 4
d1 Dd1 Cd3
@0 1 2 12 17 A ! @0 1 0 16=5 3A
d2 Dd2 2d3
0 0 1 22=5 7 0 0 1 22=5 7
Bi ton lc ny l

zD 123=5x4 C 35 ! max
Vi cc rng buc
8
< x1 C 27=5x4 D 4
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 x4
x1 1 0 0 27/5 4
x2 0 1 0 16/5 3
x3 0 0 1 22/5 7
0 0 0 123/5 35

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

Nhng c th trong qu trnh bin i sau khi c cc vct n v m


phng n khng tha iu kin khng m th cch lm trn rt kh gp mt
phng n cc bin ban u.
2.3 Bi ton chnh tc khng c sn ma trn n v 54

V d 2.11. Gii bi ton quy hoch tuyn tnh

z D 2x1 x2 2x3 ! max


Vi cc rng buc

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

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


phng n cc bin ban u. V tp cc phng n l h phng trnh tuyn
tnh nn ta c th bin i c hai vct n v.
     
1 1 1 1 1 1 1 1 1 0 3 4
! !
1 2 1 2 0 1 2 3 0 1 2 3

Bi ton lc ny l

z D 6x3 11 ! max
Vi cc rng buc

x1 3x3 D 4
x2 C 2x3 D 3
xj  0; j D 1; 2; 3

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


php sau y gi l phng php nh thu gii cho trng hp ny.

Xt bi ton quy hoch tuyn tnh dng chnh tc:

z D c1x1 C    C cnxn ! max (2.22)


Vi cc rng buc
8
a11x1 C    C a1nxn D b1

< a x C  C a x D b
21 1 2n n 2
:
: :
: :
: :
:
:
: : :
: a x C    C a x D b
m1 1 mn n m

xj  0; j D 1; : : : ; xn
2.3 Bi ton chnh tc khng c sn ma trn n v 55

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


ton c dng

z D c1 x1 C    C cnxn My1  Mym ! max (2.23)


Vi cc rng buc
8
a11x1 C    C a1nxn C y1 D b1

< a x C  C a x
21 1 2n n 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

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


nh l 2.6. Bi ton (2.22) c phng n ti u x D .x1 ; : : : ; xn / khi v
ch khi bi ton (2.23) c phng n ti u

y D .x1 ; : : : ; xn ; 0; : : : ; 0/:

Ch . Khi gii bi ton (2.23) bng phng php n hnh th cc h s


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

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

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

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

V d 2.12. Gi li bi ton quy hoch tuyn tnh v d 2.11

z D 2x1 x2 2x3 ! max


Vi cc rng buc

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

Gii.
2.3 Bi ton chnh tc khng c sn ma trn n v 56
2.3 Bi ton chnh tc khng c sn ma trn n v 57

V d 2.13. 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.
2.4 Bi tp chng 2 58

2.4 Bi tp chng 2

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

a. z D x1 2x2 C 2x3 ! min


Vi cc rng buc

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

x1 C 2x2 C x3 D 16
x2 C 4x3 C 2x4  8
xj  0; j D 1; : : : ; 4 p n: Phng n ti u xT D .16I 0I 0I 4/ ;
gi tr hm mc tiu z D 44:
d. z D x1 7x2 2x3 1x4 ! max
Vi cc rng buc
2.4 Bi tp chng 2 59


x1 C 3x2 C x3 C x4  10
2x1 C 5x2 C x3 C 4x4  15
xj  0; j D 1; : : : ; 4
p n: Phng n ti u xT D .10I 0I 0I 0/ ; gi tr hm mc tiu
z D 10:
e. z D 15x1 C 19x2 ! min
Vi cc rng buc
8
< 3x1 C x2  3
x1 C x2  2
:
3x1 C 4x2  7
x1 ; x2  0
p n: Phng n ti u xT D .1I 1I 1/ ; gi tr hm mc tiu
z D 34:
Bi tp 2.2. Cho bi ton quy hoch tuyn tnh:
zD 4x1 5x2 7x3 ! max
Vi cc rng buc

3x1 C x2 C x3 D 6
x1 C 2x2 C 3x3 D 14
xj  0; j D 1; 2; 3

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


phng n ti u.
b. Hy xy dng mt phng n cc bin mi tt hn phng n cc bin
cu a.
Bi tp 2.3. Cho bi ton quy hoch tuyn tnh:
zD 4x1 3x2 C 7x3 C 8x4 ! min
Vi cc rng buc
8
< 2x1 C 3x2 C 4x3 C 5x4 D 20
8x1 x2 C x3 C 6x4 D 9
:
2x1 x2 C 5x3 C 2x4 D 15
xj  0; j D 1; : : : ; 4

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


2.4 Bi tp chng 2 60

Bi tp 2.4. 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 m x l phng n ti u.
Bi tp 2.5. 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 2.6. 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:
Bi tp 2.7. 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:
2.4 Bi tp chng 2 61

 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 2.8. 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:
HH
HH NL
I II III
SP HHH H
A 1 1 3
B 1 2 2
C 2 3 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 .20I 0I 0/ ; gi tr hm mc tiu z D 100:
Bi tp 2.9. 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
2.4 Bi tp chng 2 62

 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
Bi tp 2.10. Mt X nghip x l giy, c ba phn xng I, II, III cng
x l hai loi giy A, B. Do hai phn xng c nhiu s khc nhau, nn nu
cng u t 10 triu ng vo mi phn xng th cui k phn xng I x
l c 6 t giy loi A, 5 t giy loi B. Trong khi phn xng II x l
c 4 t giy loi A, 6 t giy loi B. Phn xng III x l c 5 t giy
loi A, 4 t giy loi B. Theo yu cu lao ng th cui k X nghip phi x
l t nht 6 tn giy loi A, 8 tn giy loi B. Hi cn u t vo mi phn
xng bao nhiu tin x nghip hon thnh cng vic vi gi tin u t
l nh nht. p n: Phng n ti u xT D .1=4I 9=8I 0/ ; gi tr hm mc
tiu z D 11=8
Bi tp 2.11. 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
Chng 3

L thuyt i ngu

3.1 V d dn n bi ton i ngu

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


phm. lm ra mt sn phm j cn aij nguyn liu i cho nh bng sau:
PP
PP SP x1 x2  xn
PP
P
NL d tr
NL PP 1 2  n
1 a11 a12  a1n b1
2 a21 a22  a2n b2
:: :: :: :: :: ::
: : : : : :
m am1 am2  amn bm
Gi bn c1 c2  cn

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


cj : Yu cu tm s lng sn phm x1 ; x2 ; : : : ; xn sao cho tng doanh thu ln
nht.
Gii.
3.1 V d dn n bi ton i ngu 64

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. Tm gi bn nguyn liu i; yi :
PP
PP SP x1 x2  xn
PP
PP
NL d tr
NL P 1 2  n
y1 ; 1 a11 a12  a1n b1
y2 ; 2 a21 a22  a2n b2
:: :: :: :: :: ::
: : : : : :
ym ; m am1 am2  amn bm
Gi bn c1 c2  cn

 Ngi bn khng b thit.


 Ngi mua c mua vi gi r nht.
Gii.
3.1 V d dn n bi ton i ngu 65

3.1.1 Bi ton i ngu ca bi ton max

Hai bi ton quy hoch tuyn tnh sau gi l cp bi ton i ngu. Bi ton
1 gi l bi ton gc, bi ton 2 gi l bi ton i ngu. Mt rng buc v
iu kin v bin trn cng mt dng gi l cp rng buc i ngu.
Bi ton gc (1) Bi ton i ngu (2)
z D c1 x1 C    C cn xn ! max z D b1 y1 C    C bm ym ! min
0

ai1 x1 C ai2 x2 C    C ai n xn  bi yi  0
ai1 x1 C ai2 x2 C    C ai n xn  bi yi  0
ai1 x1 C ai2 x2 C    C ai n xn D bi yi 2 R
xj  0 a1j y1 C a2j y2 C    C amj ym  cj
xj  0 a1j y1 C a2j y2 C    C amj ym  cj
xj 2 R a1j y1 C a2j y2 C    C amj ym D cj

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

 Trong cp bi ton i ngu trn, h s ca rng buc th i ca bi


ton gc tr thnh h s ca bin yi trong bi ton i ngu. Ngc li,
h s ca xj trong bi ton gc chnh l h s ca dng j trong bi ton
i ngu.
 H s ca hm mc tiu ca bi ton gc tr thnh h s v phi ca
rng buc v ngc li.
V d 3.3. Vit bi ton i ngu ca bi ton gc sau v cho bit cc cp
rng buc i ngu

z D 2x1 C x2 8x3 ! max


Vi cc rng buc
8
< 7x1 C 4x2 C 2x3  28
3x1 x2 C 3x3 D 10
:
2x1 C 3x2 x3  15
x1  0; x2  0

Gii.
3.1 V d dn n bi ton i ngu 66

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.
3.1 V d dn n bi ton i ngu 67

3.1.2 Bi ton i ngu ca bi ton min

Bi ton gc (1) Bi ton i ngu (2)


z D c1 x1 C    C cn xn ! min z D b1 y1 C    C bm ym ! max
0

ai1 x1 C ai2 x2 C    C ai n xn  bi yi  0
ai1 x1 C ai2 x2 C    C ai n xn  bi yi  0
ai1 x1 C ai2 x2 C    C ai n xn D bi yi 2 R
xj  0 a1j y1 C a2j y2 C    C amj ym  cj
xj  0 a1j y1 C a2j y2 C    C amj ym  cj
xj 2 R a1j y1 C a2j y2 C    C amj ym D cj

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 3x5  5
<
x1 x3 4x4 5x5  2
2x1 C x2 C x3 2x4  1
:
3x1 C 4x2 5x3 C x4 D 17
x1 ; x3  0I x2 2 RI x4 ; x5  0

Gii.
3.1 V d dn n bi ton i ngu 68

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
3x C 2x3  2
: 1
x1 C 2x2 C 5x3  5
x1 ; x2 ; x3  0

Gii.
3.1 V d dn n bi ton i ngu 69
3.2 Cc nh l v i ngu 70

Nhn xt. Bi ton quy hoch tuyn tnh gc dng


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

trong c  0 th bi ton i ngu c dng chun


z D bT y ! max
0

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) Bi ton i ngu (2)
z D c1 x1 C    C cn xn ! min z D b1 y1 C    C bm ym ! max
0

ai1 x1 C ai2 x2 C    C ai n xn  bi yi  0
ai1 x1 C ai2 x2 C    C ai n xn  bi yi  0
ai1 x1 C ai2 x2 C    C ai n xn D bi yi 2 R
xj  0 a1j y1 C a2j y2 C    C amj ym  cj
xj  0 a1j y1 C a2j y2 C    C amj ym  cj
xj 2 R a1j y1 C a2j y2 C    C amj ym D cj

nh l 3.1 (i ngu yu). Nu xT D .x1 ; : : : ; xn / l phng n chp nhn


c ca bi ton gc v yT D .y1; : : : ; yn / l phng n chp nhn c ca
bi ton i ngu th
c1x1 C    C cnxn  b1y1 C    C bm ym (3.1)
(Ngha l gi tr hm mc tiu ca bi ton gc lun ln hn hoc bng gi
tr hm mc tiu ca bi ton i ngu)
3.2 Cc nh l v i ngu 71

Chng minh. Ta t
ui D .ai1x1 C ai 2x2 C    C ai nxn bi /yi  0
vj D xj cj .a1j y1 C a2j y2 C    C amj ym/  0
Cho nn
m
X n
X
ui D .ai1x1 C ai 2 x2 C    C ai n xn bi /yi  0
i D1 i D1
X n X n
vj D xj cj .a1j y1 C a2j y2 C    C amj ym/  0
j D1 j D1

Do
m
X n
X
0 ui C vj D .c1x1 C    C cnxn / .b1 y1 C    C bm ym/
i D1 j D1

H qu 3.2 (Du hiu khng c phng n chp nhn c).

i. Nu hm mc tiu ca bi ton quy hoch tuyn tnh gc khng gii


ni di, th bi ton i ngu khng c phng n chp nhn c.
ii. Nu hm mc tiu ca bi ton quy hoch tuyn tnh i ngu khng
gii ni trn, th bi ton gc khng c phng n chp nhn c.
H qu 3.3. Cho x D .x1 ; : : : ; xn / v y D .y1; : : : ; ym / l phng n chp
nhn c tng ng ca bi ton gc v bi ton i ngu. Nu gi tr hm
mc tiu ca hai bi ton ny bng nhau, ngha l
c1x1 C    C cnxn D b1 y1 C    C bm ym (3.2)
th x v y l phng n ti u tng ng ca hai bi ton.

Chng minh. Gi x D .x1; : : : ; xn / l mt phng n chp nhn c ca bi


ton gc. Theo nh l i ngu yu ta c
b1y1 C    C bm ym  c1x1 C    C cn xn
do
c1 x1 C    C cnxn  c1x1 C    C cnxn

Vy x D x1 ; : : : ; xn l phng n ti u ca bi ton gc. Tng t, ta c
y l phng n ti u ca bi ton i ngu.
3.2 Cc nh l v i ngu 72

nh l 3.4 (i ngu mnh). Nu mt trong hai bi ton quy hoch tuyn


tnh gc hoc i ngu c phng n ti u th:

i. Bi ton quy hoch kia cng c phng n ti u.


ii. Gi tr hm mc tiu ti u ca hai bi ton bng nhau.
nh l 3.5 ( lch b). Gi s x; y tng ng l phng n chp nhn
c ca bi ton gc, bi ton i ngu. Khi x; y l ti u khi v ch khi

.ai1x1 C ai 2x2 C    C ai nxn bi /yi D 0 8i (3.3)


xj .a1j y1 C a2j y2 C    C amj ym cj / D 0 8j (3.4)

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 i ngu l yT D .2I 3/: Hy tm phng


n ti u ca bi ton gc.
Gii.
3.2 Cc nh l v i ngu 73

V d 3.8. 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.
3.2 Cc nh l v i ngu 74

V d 3.9. Cho bi ton quy hoch tuyn tnh

zD x1 C 2x2 C x3 ! max
Vi cc rng buc
8
< x1 C 3x2 x4 D 5
x1 C x2 D 3
:
3x1 C x3 C x4 D 2
xj  0; j D 1; : : : ; 4

v cc phng n x1 D .3I 0I 11I 0/; x2 D .2I 1I 8I 0/; x3 D . 4I 2I 0I 10/;


x4 D .1I 2I 1I 2/: Phng n no l phng n ti u.
Gii.
3.2 Cc nh l v i ngu 75

V d 3.10. Gii bi ton quy hoch tuyn tnh


z D 10x1 C 8x2 C 19x3 ! min
Vi cc rng buc
8
< 2x1 C x2 C x3  6
3x1 C 2x3  2
:
x1 C 2x2 C 5x3  5
xj  0; j D 1; : : : ; 3

Gii.
3.2 Cc nh l v i ngu 76
3.3 Bi tp chng 3 77

3.3 Bi tp chng 3

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

a. z D 2x1 C 3x2 C 4x3 ! min


Vi cc rng buc

6x1 C 3x2 C 2x3  19
2x1 C 6x2 C 3x3  24
xj  0; j D 1; 2; 3
p n: Phng n ti u xT D ..7=5I 53=15I 0/ ; gi tr hm mc
tiu z D 67=5
b. z D x1 C x2 C x3 ! min
Vi cc rng buc
8
< 6x1 C 2x2 C x3  20
x1 C 7x2 C 3x3  25
:
3x1 C x2 C 8x3  30
xj  0; j D 1; 2; 3
p n: Phng n ti u xT D ..131=60I 127=60I 8=3/ ; gi tr
hm mc tiu z D 209=30
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
< x1 2x2 C x3 D 16
x2 C 4x3 C x4  8
:
x2 2x3 C 3x4  20
xj  0; j D 1; : : : ; 4
3.3 Bi tp chng 3 78

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

zD 5x1 C x2 C x3 C 16x4 ! max


Vi cc rng buc
8
< x1 C x2 C 2x3 3x4 D 5
2x1 x2 C x3 C 5x4 D 2
:
3x1 C 4x2 C 7x3 8x4 D 9
xj  0; j D 1; : : : ; 4

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


ton trn khng
b. Vit bi ton i ngu ca bi ton trn v tm phng n ti u ca
bi ton i ngu.
Bi tp 3.4. Mt X nghip x l giy, c ba phn xng I, II, III cng x
l hai loi giy A, B. Do hai phn xng c nhiu s khc nhau, nn nu
cng u t 10 triu ng vo mi phn xng th cui k phn xng I x
l c 6 t giy loi A, 5 t giy loi B. Trong khi phn xng II x l
c 4 t giy loi A, 6 t giy loi B. Phn xng III x l c 5 t giy
loi A, 4 t giy loi B. Theo yu cu lao ng th cui k X nghip phi x
l t nht 6 tn giy loi A, 8 tn giy loi B. Hi cn u t vo mi phn
xng bao nhiu tin x nghip hon thnh cng vic vi gi tin u t
l nh nht. p n: Phng n ti u xT D .1=4I 9=8I 0/ ; gi tr hm mc
tiu z D 11=8
Bi tp 3.5. Mt gia nh cn t nht 1800 n v prtin v 1500 n v
lipit trong thc n mi ngy. Mt kilgam tht b cha 600 n v prtin v
600 n v lipit, mt kilgam tht heo cha 600 n v prtin v 300 n v
lipit, mt kilgam tht g cha 600 n v prtin v 600 n v lipit. Gi mt
kilgam tht b l 84 ngn ng, gi mt kilgam tht heo l 71 ngn ng,
gi mt kilgam tht g l 90 ngn ng. Hi mt gia nh nn mua bao nhiu
kilgam tht mi loi bo m tt khu phn n trong mt ngy v tng
s tin phi mua l nh nht? p n: Phng n ti u xT D .2I 1I 0/ ; gi
tr hm mc tiu z D 239
3.3 Bi tp chng 3 79

Bi tp 3.6. Cho bi ton quy hoch tuyn tnh.

z D x1 2x2 C x3 x4 C x5 ! min
Vi cc rng buc
8
< x1 2x2 C x3 C 3x4 2x5 D 6
2x1 3x2 C 2x3 C x4 x5  4
:
x1 C 3x3 4x4 4x5  8
x1 ; : : : ; x5  0

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


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.
Chng 4

Bi ton vn ti

4.1 Bi ton vn ti cn bng thu pht

Gi s:
PP
PP
PP Thu
PP b1 b2  bj  bn
Pht PP
P
a1 c11 c12  c1j  c1n
a2 c21 c22  c2j  c2n
:: :: :: :: ::
: : :  :  :
ai ci1 ci 2  cij  ci n
:: :: :: :: ::
: : :  :  :
am cm1 cm2  cmj  cmn

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


hng ha i D 1; : : : ; m:
 C n ni tiu th hng ha (trm thu), trm thu th j cha bj n v
hng ha j D 1; : : : ; n:
 Tng lng pht bng tng lng thu, ngha l
m
X n
X
ai D bj (4.1)
i D1 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 :
4.1 Bi ton vn ti cn bng thu pht 81

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


m X
X n
zD cij xij ! min (4.2)
i D1 j D1

 Gii ta kho
n
X
xij D ai ; i D 1; : : : ; m (4.3)
j D1

 Ca hng nhn hng


m
X
xij D bj j D 1; : : : ; n (4.4)
i D1

Bng phn phi lng hng vn chuyn xij t trm pht th i n trm thu
th j thng c trnh by nh sau:
bj b1 b2  bj  bn
ai
c11 c12 c1j c1n
a1 x1j
x11 x12 x1n
c21 c22 c2j c2n
a2 x2j
x21 x22 x2n
::
:
ci1 ci2 cij ci n
ai xij
xi1 xi2 xi n
::
:
cm1 cm2 cmj cmn
am xmj
xm1 xm2 xmn

Ma trn 0 1
x11 x12    x1n
Bx C
B 21 x22    x2n C
x D B :: :: :: C (4.5)
@ : : : A
xm1 xm2    xmn
tha cc rng buc (4.3) v (4.4) c gi l phng n chp nhn c.
4.2 Phng n cc bin ca bi ton vn ti 82

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
ai bj
xij D m  0; 8i; j (4.6)
P
ai
i D1

l phng n chp nhn c v


n n n
X X ai bj ai X
xij D m D m bj D ai ; i D 1; : : : ; m (4.7)
P P
j D1 j D1 ai ai j D1
i D1 i D1

m m m
X X ai bj bj X
xij D m D m ai D bj ; j D 1; : : : ; n (4.8)
P P
i D1 i D1 ai ai i D1
i D1 i D1

Hm mc tiu b chn di bi khng


m X
X n
zD cij xij  0 (4.9)
i D1 j D1

Vy theo tnh cht ca bi ton quy hoch tuyn tnh, bi ton vn ti lun
c phng n ti u.
Tnh cht 4.2. Ma trn h s cc rng buc ca bi ton vn ti c hng
bng m C n 1:

4.2 Phng n cc bin ca bi ton vn ti

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.
4.2 Phng n cc bin ca bi ton vn ti 83

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 b

b b

b b

b b

V d 4.2. Cc chn sau c lp thnh ng i khng, ti sao?

b b

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


trnh.
4.2 Phng n cc bin ca bi ton vn ti 84

V d 4.3. Dy cc chn sau to thnh mt chu trnh

b b

b b

b b

b b

b b

b b

b b

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 s to thnh
mt chu trnh v chu trnh ny l duy nht.
V d 4.4. Xt bng vn ti 3 dng, 4 ct vi mt phng n c 3C4 1 D 6
chn cho nh sau

b b

b b

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.
4.2 Phng n cc bin ca bi ton vn ti 85

b
 b

b b

b 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

bj 30 40 50 60
ai
1 5 7 2
80
30 50
5 7 4 9
45
35 10
12 2 3 6
55
40 15

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

bj 40 100 60 50
ai
1 2 4 3
80
40 40
2 4 5 1
70
20 50
4 1 2 5
100
100

Nhn xt. Mt phng n c bn c cc c chn c th khng lp thnh mt


ng i.
4.3 Cc phng php thnh lp phng n cc bin 86

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
<ai loi dng i; bj D bj ai
xij D minfai I bj g D bj loi ct j; ai D ai bj (4.10)
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:
bj 30 40 50 60
ai
1 5 7 2
80
5 7 4 9
45
12 2 3 6
55

Gii.
4.3 Cc phng php thnh lp phng n cc bin 87

4.3.2 Phng php gc Ty - Bc

Ta u tin phn phi lng hng nhiu nht vo gc Ty - Bc trn bng


vn ti. Khi nu:

 Trm pht no ht hng th ta xa dng cha trm pht .


 Trm thu no nhn hng th ta xa ct cha trm thu .

Sau lp li qu trnh trn i vi nhng cn li. Phng n c thnh


lp bng phng php gc Ty - Bc l phng n cc bin
V d 4.8. Bng phng php gc Ty - Bc, thnh lp phng n cc bin
ca bi ton vn ti
bj 30 40 50 60
ai
1 5 7 2
80
5 7 4 9
45
12 2 3 6
55

Gii.

4.3.3 Phng php Vogel (Fogel)

Phng php Vogel cho ta mt phng n cc bin kh tt, theo ngha n


rt gn vi phng n ti u.
4.3 Cc phng php thnh lp phng n cc bin 88

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:
bj
ai 30 40 50 60
1 5 7 2
80
5 7 4 9
45
12 2 3 6
55

Gii.
4.4 Thut ton th v gii bi ton vn ti 89

4.4 Thut ton th v gii bi ton vn ti

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

Bc 1. Thnh lp phng n cc bin bng mt trong cc phng php:


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

4.4.1 Thut ton quy khng cc ph chn

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

bj 40 100 60 50
ai
1 2 4 3
80
40 40
2 4 5 1
70
20 50
4 1 2 5
100
100

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

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.
4.4 Thut ton th v gii bi ton vn ti 90

bj 40 100 60 50
ai
1 2 4 3
80
40 0 40
2 4 5 1
70
20 50
4 1 2 5
100
100

bj 30 40 50 60
ai
1 5 7 2
80
30 50
5 7 4 9
45
35 10
12 2 3 6
55
40 15

sj
ri
1 5 7 2
30 50
5 7 4 9
35 10
12 2 3 6
40 15

Gii.

Bi ton vn ti sau khi quy khng cc ph chn:

bj
ai 30 40 50 60

80
30 50
45
35 10
55
40 15

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


4.4 Thut ton th v gii bi ton vn ti 91

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
bj 30 40 50 60
ai
1 5 7 2
80
30 50
5 7 4 9
45
35 10
12 2 3 6
55
40 15

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


bin
bj
ai 30 40 50 60
0 9 10 0
80
30 50
-3 4 0 0
45
35 10
5 0 0 -2
55
40 15

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.
0
 Nu tn ti cij < 0 th c th tm mt phng n mi tt hn phng
n hin thi.
4.4 Thut ton th v gii bi ton vn ti 92

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.
bj
ai 30 40 50 60
1 5 7 2
80
30 40 10
5 7 4 9
45
40 5
12 2 3 6
55
55

Gii.

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


4.4 Thut ton th v gii bi ton vn ti 93

sau l phng n ti u.

bj 30 40 50 60
ai
1 5 7 2
80
20 60
5 7 4 9
45
10 35
12 2 3 6
55
40 15

Gii.

4.4.2 Xy dng phng n cc bin mi

Trn bng quy khng cc ph tm

Bc 1. vo l loi c cij < 0 nh nht.


0
4.4 Thut ton th v gii bi ton vn ti 94

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


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

 Lng iu chnh q D min xij j.i; j / c du (-)
 Phng n cc bin mi:
8
<xij C q
c du (+)
xij D xij q c du (-) (4.11)

:x
ij khng c du

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

bj
ai 30 50 80 40
3 2 5 1
90
30 20 40
4 1 3 6
70
50 20
7 4 2 5
40
40

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 95

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


bj
ai 25 25 10
5 3 5
10
10
7 6 8
30
25 5
3 2 2
20
20

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 96

V d 4.16. Gii bi ton vn ti


bj 50 40 70
ai
5 5 12
80
7 9 11
20
4 2 3
60

Gii.
4.4 Thut ton th v gii bi ton vn ti 97
4.5 Mt s trng hp c bit ca bi ton vn ti 98

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

4.5.1 Bi ton vn ti khng cn bng thu pht

Trng hp pht ln hn thu. Ta thm trm thu gi bnC1 ; vi lng


hng l
m
X n
X
bnC1 D ai bj ; ci nC1 D 0; i D 1; : : : ; m
i D1 j D1

Lc ny bi ton cn bng thu pht.


Trng hp pht t hn thu. Ta thm trm pht gi amC1 ; vi lng
hng l
n
X m
X
amC1 D bj ai ; cmC1i D 0; j D 1; : : : ; n
j D1 i D1

Lc ny bi ton cn bng thu pht.

V d 4.17. Gii bi ton vn ti khng cn bng thu pht cho bi bng


vn ti sau:
bj 100 65 95
ai
7 5 2
80
3 4 5
70
9 2 7
150
4.5 Mt s trng hp c bit ca bi ton vn ti 99

Gii.
4.5 Mt s trng hp c bit ca bi ton vn ti 100

4.5.2 Bi ton vn ti c cm

y l bi ton vn ti m v mt l do no c mt ni pht khng th


chuyn ch hng n mt ni nhn no c. gii quyt vn ny
chng ta cho cc ph l M; vi M l s dng rt ln, ln hn bt
k s no cn so snh. Sau chng ta gii nh nhng bi ton trnh by
trn.
V d 4.18. Gii bi ton vn ti vi hai cm cho nh sau:

bj 100 65 95 40
ai
6 5 11 10
80
10 5 7
70
9 8 7
150

Gii.
4.6 Bi ton vn ti cc i cc ph 101

4.6 Bi ton vn ti cc i cc ph

Bc 1. Thnh lp phng n cc bin bng phng php cc i cc


ph, chng ta phn phi lng hng nhiu nht vo c cc ph ln
nht.
Bc 2. Xt xem phng n cc bin hin thi ti u hay cha bng
thut ton quy khng cc ph chn.
4.6 Bi ton vn ti cc i cc ph 102

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


0

n ti u, thut ton kt thc.


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

phng n hin thi, chuyn sang bc 3.


Bc 3. Xy dng phng n cc bin mi tt hn, ch vo l loi
c cij > 0 ln nht, cc bc tip theo lm ging bi ton min :
0

Bc 4. Quay v bc 2.

V d 4.19. Gii bi ton vn ti cc i cc ph sau:

bj 70 55 85 60
ai
6 5 11 10
90
10 6 5 7
80
9 8 7 4
100

Gii.
4.7 Bi tp chng 4 103

4.7 Bi tp chng 4

Bi tp 4.1. Gii bi ton vn ti

bj
ai 30 50 80 40
3 2 5 1
90
4 1 3 6
70
7 4 2 5
40

p n: Phng n ti u
0 1
30 20 0 40
x D @ 0 30 40 0 A ; z D 400
0 0 40 0

Bi tp 4.2. Gii bi ton vn ti:


4.7 Bi tp chng 4 104

bj 40 100 60 50
ai
1 2 4 3
80
2 4 5 1
70
4 1 2 5
100

p n: Phng n ti u
0 1
20 60 0 0
x D @20 0 0 50A ; z D 390
0 40 60 0

Bi tp 4.3. Gii bi ton vn ti:

bj 20 30 45 50
ai
5 8 6 11
40
6 7 7 12
30
8 8 9 10
55

p n: Phng n ti u
0 1
0 0 40 0
x D @20 5 5 0 A ; z D 930
0 25 0 30

Bi tp 4.4. Gii bi ton vn ti c cm


sj
ri 45 100 50 60
16 15 11
70
10 17 9
100
12 14 10 13
85
4.7 Bi tp chng 4 105

p n: Phng n ti u
0 1
0 10 0 60
x D @45 5 50 0 A ; z D 2995
0 85 0 0

Bi tp 4.5. Cho bi ton vn ti cn bng thu pht v mt phng n:

bj 40 45 60 65
ai
4 5 7 2
90
25 65
5 1 2 10
65
45 20
11 2 3 6
55
15 40
a. Tnh cc ph vn chuyn ca phng n ny, chng minh phng n
cc bin cho khng phi l phng n ti u.
b. Xut pht t phng n trn hy xy dng mt phng n mi tt hn
(ch cn mt phng n mi tt hn).
Bi tp 4.6. Mt nh my ch bin tht, sn xut ba loi tht: b, ln, cu,
vi tng lng mi ngy l 480 tn b; 400 tn ln; 230 tn cu. Mi loi
u c th bn c dng ti hoc nu chn. Tng lng cc 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)
@ Nu chn
@ Ti Nu chn
@ Ngoi gi
B 8 11 14
Ln 4 7 12
Cu 4 9 13

Mc ch ca nh my l tm phng n sn xut lm cc i li nhun.


Hy tm phng n ti u.
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 Program-
ming with Applications. Elsevier Science & Technology Books.
[6] Robert J. Vanderbei. (2007). Linear Programming, Foundations and Ex-
tensions Third Edition. Springer Publication.
[7] George B. Dantzig, Mukund N. Thapa. (1997). Linear Programming,
Introduction. Springer Publication.

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