Toi Uuhoa

Trng i hc Nng nghip I
PGS. TS. NGUYN HI THANH
Ti u ha
Gio trnh cho ngnh Tin hc
v Cng ngh thng tin
Nh xut bn Bch khoa H Ni
M s: 920 2006 / CBX / 01 130 / BKHN
MC LC
M U
CHNG I. BI TON TI U TNG QUT V NG DNG
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1. BI TON TI U TNG QUT V PHN LOI

1.1. Bi ton ti u tng qut
1.2. Phn loi cc bi ton ti u
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2. NG DNG BI TON TI U GII QUYT CC VN THC T

2.1. Phng php m hnh ha ton hc
2.2. Mt s ng dng ca bi ton ti u
CHNG II. PHNG PHP N HNH GII BI TON
QUY HOCH TUYN TNH
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1. M HNH QUY HOCH TUYN TNH

1.1. Pht biu m hnh
1.2. Phng php th
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2. PHNG PHP N HNH

2.1. Tm hiu quy trnh tnh ton
2.2. Khung thut ton n hnh
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3. C S TON HC CA PHNG PHP N HNH

3.1. Pht biu bi ton quy hoch tuyn tnh dng chnh tc
3.2. Cng thc s gia hm mc tiu
3.3. Tiu chun ti u
3.4. Thut ton n hnh cho bi ton quy hoch tuyn tnh dng chnh tc
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4. B SUNG THM V PHNG PHP N HNH

4.1. a bi ton quy hoch tuyn tnh v dng chnh tc
4.2. Phng php n hnh m rng
4.3. Phng php n hnh hai pha
4.4. Phng php n hnh ci bin
BI TP CHNG II
CHNG III. BI TON I NGU V MT S NG DNG
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1. PHT BIU BI TON I NGU

1.1. Pht biu bi ton
1.2. ngha ca bi ton i ngu
1.3. Quy tc vit bi ton i ngu
1.4. Cc tnh cht v ngha kinh t ca cp bi ton i ngu
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2. CHNG MINH MT S TNH CHT CA CP BI TON I NGU

2.1. nh l i ngu yu
2.2. nh l i ngu mnh
2.3. nh l lch b
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3. THUT TON N HNH I NGU
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3.1. Quy trnh tnh ton v pht biu thut ton

3.2. C s ca phng php n hnh i ngu
4. BI TON VN TI
4.1. Pht biu bi ton vn ti
4.2. Cc tnh cht ca bi ton vn ti
4.3. Phng php phn phi gii bi ton vn ti
4.4. Phng php th v gii bi ton vn ti
4.5. C s ca phng php phn phi v phng php th v
BI TP CHNG III
CHNG IV. QUY HOCH NGUYN
1. PHNG PHP CT GOMORY GII BI TON
QUY HOCH TUYN TNH NGUYN
1.1. Pht biu bi ton quy hoch tuyn tnh nguyn
1.2. Minh ha phng php Gomory bng th
1.3. Gii bi ton quy hoch tuyn tnh nguyn bng bng
1.4. Khung thut ton ct Gomory
2. PHNG PHP NHNH CN LAND DOIG GII BI TON
QUY HOCH TUYN TNH NGUYN
2.1. Minh ha phng php nhnh cn bng th
2.2. Ni dung c bn ca phng php nhnh cn
2.3. Khung thut ton nhnh cn Land Doig
3. GII BI TON QUY HOCH TUYN TNH NGUYN
BNG QUY HOCH NG
3.1. Bi ton ngi du lch
3.2. Quy trnh tnh ton tng qut
3.3. p dng quy hoch ng gii bi ton quy hoch tuyn tnh nguyn
3.4. Bi ton ci ti
3.5. Hp nht ha cc rng buc ca bi ton quy hoch tuyn tnh nguyn
BI TP CHNG IV
CHNG V. MT S PHNG PHP QUY HOCH PHI TUYN
1. CC KHI NIM C BN CA BI TON TI U PHI TUYN
1.1. Pht biu bi ton ti u phi tuyn
1.2. Phn loi cc bi ton ti u phi tuyn ton cc
1.3. Bi ton quy hoch li
1.4. Hm nhiu bin kh vi cp mt v cp hai
2. MT S PHNG PHP GII BI TON QUY HOCH PHI TUYN
KHNG RNG BUC
2.1. Phng php ng dc nht
2.2. Phng php Newton
2.3. Phng php hng lin hp
3. THIT LP IU KIN TI U KUHN TUCKER CHO CC BI TON
QUY HOCH PHI TUYN C RNG BUC
3.1. Hm Lagrange
3.2. Thit lp iu kin Kuhn Tucker
4. MT S PHNG PHP GII QUY HOCH TON PHNG
4.1. Bi ton quy hoch ton phng
4.2. Pht biu iu kin Kuhn Tucker cho bi ton quy hoch ton phng
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4.3. Phng php Wolfe gii bi ton quy hoch ton phng
4.4. Gii bi ton quy hoch ton phng bng bi ton b
5. QUY HOCH TCH V QUY HOCH HNH HC
5.1. Quy hoch tch
5.2. Quy hoch hnh hc
BI TP CHNG V
CHNG VI. MT S VN C S CA L THUYT QUY HOCH LI
V QUY HOCH PHI TUYN
1. TP HP LI
1.1. Bao li
1.2. Bao ng v min trong ca tp li
1.3. Siu phng tch v siu phng ta ca tp li
1.4. Nn li v nn i cc
2. NG DNG GII TCH LI VO BI TON QUY HOCH TUYN TNH
2.1. im cc bin v hng cc bin
2.2. Biu din tp li a din qua im cc bin v hng cc bin
2.3. iu kin ti u trong phng php n hnh gii bi ton quy hoch
tuyn tnh
3. CC TNH CHT CA HM LI
3.1. Cc nh ngha v tnh cht c bn
3.2. Di vi phn ca hm li
3.3. Hm li kh vi
3.4. Cc i v cc tiu ca hm li
4. CC IU KIN TI U FRITZ JOHN V KUHN TUCKER
4.1. Bi ton ti u khng rng buc
4.2. Bi ton ti u c rng buc
4.3. iu kin ti u Fritz John
4.4. iu kin ti u Kuhn Tucker
5. MT S PHNG PHP HNG CHP NHN GII
BI TON QUY HOCH PHI TUYN
5.1. Phng php hng chp nhn
5.2. Thut ton Frank Wolfe gii bi ton quy hoch li c min rng buc
l tp li a din
5.3. Phng php gradient rt gn
5.4. Phng php n hnh li Zangwill
6. GII THIU PHNG PHP IM TRONG GII
BI TON QUY HOCH TUYN TNH
6.1. Bi ton ellipsoid xp x
6.2. Mt s thut ton im trong
BI TP CHNG VI
TI LIU THAM KHO
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M u
Ti u ha, c khi ngun nh mt ngnh ca Ton hc, c rt nhiu ng dng hiu qu
v rng ri trong quy hoch ti nguyn, thit k ch to my, iu khin t ng, qun tr kinh
doanh, kin trc th, cng ngh thng tin, trong vic to nn cc h h tr ra quyt nh trong
qun l v pht trin cc h thng ln. Chnh v vy, cc lnh vc ca Ti u ha ngy cng tr nn
a dng, mang nhiu tn gi khc nhau nh Quy hoch ton hc, iu khin ti u, Vn tr hc, L
thuyt tr chi Hin nay, mn hc Ti u ha c a vo ging dy trong nhiu chng trnh
o to i hc cho cc ngnh khoa hc c bn, k thut cng ngh, kinh t qun l, sinh hc
nng nghip, x hi nhn vn, sinh thi mi trng vi thi lng thng thng t ba
cho ti su hc trnh. i vi sinh vin cc ngnh Tin hc, Cng ngh thng tin v Ton Tin
ng dng, mn hc Ti u ha l mt mn hc c s khng th thiu. Gio trnh Ti u ha
ny c bin son vi mc ch cung cp cho sinh vin nm th hai ngnh Tin hc ca Khoa
Cng ngh thng tin, Trng i hc Nng nghip I, mt s kin thc c bn v cc lnh vc
quan trng ca Ti u ha. Qua gio trnh ny, sinh vin cn nm c c s l thuyt mt
mc nht nh, nm chc cc thut ton ti u c bn p dng trong vic xy dng cc
phn mm ti u tnh ton gii cc bi ton kinh t, cng ngh, k thut v qun l.
Chng I gii thiu tng quan v ngn gn bi ton ti u tng qut v phn loi cc bi
ton ti u c bn, cng nh gii thiu mt s v d v m hnh ti u pht sinh trong thc t.
Phn u trnh by v Quy hoch tuyn tnh bao gm chng II, III v IV. Phn ny nhn mnh
vo vic trnh by cc phng php v thut ton c in ca Quy hoch tuyn tnh, nh phng
php n hnh (bao gm c phng php hai pha v phng php n hnh ci bin dng ma
trn nghch o), phng php n hnh i ngu, phng php th v gii bi ton vn ti, cc
phng php ct Gomory v nhnh cn Land Doig cng nh phng php quy hoch ng gii
bi ton quy hoch tuyn tnh nguyn. Phn sau ca gio trnh bao gm hai chng v Quy
hoch phi tuyn. Chng V trnh by mt s phng php v thut ton ti u phi tuyn khng
c rng buc v c rng buc, bao gm phng php ng dc nht, phng php Newton,
phng php hng lin hp, cc phng php gii quy hoch ton phng thng dng, phng
php quy hoch tch v quy hoch hnh hc. Chng VI gii thiu v c s l thuyt ca quy
hoch li v quy hoch phi tuyn. Phn gii thiu v mt lp phng php im trong gii bi
ton quy hoch tuyn tnh cui gio trnh mang tnh cht tham kho, c th dnh cho sinh vin
nghin cu theo nhm v tho lun. Vic chng minh mt s nh l kh nn sinh vin t
nghin cu, khng c tnh bt buc. Khi bin son, chng ti lun c mt nguyn vng l lm sao
vic trnh by cc phng php ti u cp ti trong gio trnh cng phi p ng c tiu
chun ti u, sinh vin phi hiu c v lm c. Chnh v vy, cc phng php lun c
trnh by mt cch c th thng qua cc v d mu t d ti kh, m nhng v d ny c th c
s dng nhiu ln tit kim thi gian.
Mt s ti liu ngi hc c th tham kho thm v Quy hoch tuyn tnh l: Nguyn c
Ngha, Ti u ha, Nxb. Gio dc, 2002; Phan Quc Khnh Trn Hu Nng, Quy hoch
tuyn tnh, Nxb. Gio dc, 2003. V Quy hoch phi tuyn c th c thm mt s chng lin
quan trong cc sch tham kho sau: Bazaraa M.S, Shetty C.M, Nonlinear programming: Theory
and algorithms, John Wiley and Sons, New York, 1990; Horst R, Hong Ty, Global
optimization: Deterministic approaches, Springer Verlag, Berlin, 1993; Bi Th Tm Trn V
Thiu, Cc phng php ti u ha, Nxb. Giao thng vn ti, 1998. Ngi c cng c th s
dng Internet tm kim cc tp ch v ti liu lin quan.
Chng I
Bi ton ti u tng qut v ng dng
1. Bi ton ti u tng qut v phn loi
1.1. Bi ton ti u tng qut
Ti u ha l mt trong nhng lnh vc kinh in ca ton hc c nh hng n hu ht
cc lnh vc khoa hc cng ngh v kinh t x hi. Trong thc t, vic tm gii php ti u
cho mt vn no chim mt vai tr ht sc quan trng. Phng n ti u l phng n hp
l nht, tt nht, tit kim chi ph, ti nguyn, ngun lc m li cho hiu qu cao.
V d 1. Tm x D = [ 2,2, 1,8] R1 sao cho f(x) = x3 3x + 1 Max.
Bi ton ti u trn c dng cc i ho c gii nh sau: Cho f(x) = 3x2 3 = 0, ta c cc
im ti hn l x = 1 v x = +1. Xt gi tr hm s f(x) ti cc im ti hn va tm c v ti
cc gi tr x = 2,2 v x = 1,8 (cc im u mt ca on [2,2, 1,8]), ta c f(2,2) = 3,048 , f(
1) = 3, f(1) = 1, f(1,8) = 1,432. Vy gi tr x cn tm l x = 1. Kt qu ca bi ton c minh
ho trn hnh I.1.
y
3
1,432
x
2,2
1,18
1
3,048
Hnh I.1. th hm f(x)
Cho hm s f: D Rn R. Bi ton ti u tng qut c dng: Max (Min) f(x), vi x

D Rn. Nh vy, cn tm im x = (x1, x2, ..., xn) D Rn sao cho hm mc tiu f(x) t
c gi tr ln nht i vi bi ton Max cc i ho (gi tr b nht i vi bi ton Min
cc tiu ho).
im x = (x1, x2, ..., xn) D Rn c gi l phng n kh thi (hay phng n chp nhn
c hoc phng n, nu ni vn tt) ca bi ton ti u: Max (Min) f(x), vi x D Rn. Min
D c gi l min rng buc. Cc to thnh phn ca im x c gi l cc bin quyt nh,
cn x cng c gi l vc t quyt nh.
Xt bi ton cc i ho: Max f(x), vi x D Rn. im x* = x1 , x 2 , ..., x n Rn c

gi l im ti u (hay phng n ti u) ton cc nu x* D v f(x*) f(x), x D. im
x Rn c gi l im ti u (hay phng n ti u) a phng nu x D v tn ti mt ln
cn N nh ca im x sao cho f( x ) f(x), x N D.
i vi bi ton cc tiu ho Min f(x), vi x D Rn, im x* Rn c gi l im ti
u (hay phng n ti u) ton cc nu x* D v f(x*) f(x), x D. im x Rn c gi
l im ti u (hay phng n ti u) a phng nu x D v tn ti mt ln cn N nh ca
im x sao cho f( x ) f(x), x N D.
D thy, mi phng n ti u ton cc cng l phng n ti u a phng, trong khi
mt phng n ti u a phng khng nht thit l phng n ti u ton cc. Trn hnh I.1,
im x = 1 ch l phng n ti u a phng khi xt bi ton cc tiu ho.
V d 2. Xt bi ton ti u sau: Max f (x) = 8x1 + 6x 2 , vi iu kin rng buc
x D = { (x1, x2) R2: 4x1 + 2x2 60; 2x1 + 4x2 48, x1 0, x2 0}.
Bi ton ti u trn y cn c gi l bi ton quy hoch tuyn tnh. Ngi ta chng
minh c rng mi phng n ti u a phng ca bi ton quy hoch tuyn tnh cng ng
thi l phng n ti u ton cc.
1.2. Phn loi cc bi ton ti u
Cc bi ton ti u, cng cn c gi l cc bi ton quy hoch ton hc, c chia ra
thnh cc lp sau:
Bi ton quy hoch tuyn tnh (BTQHTT),
Bi ton ti u phi tuyn hay cn gi l bi ton quy hoch phi tuyn (BTQHPT), bao
gm c bi ton quy hoch li (BTQHL) v bi ton quy hoch ton phng (BTQHTP),
Bi ton ti u ri rc, bi ton ti u nguyn v hn hp nguyn.
Bi ton quy hoch ng,
Bi ton quy hoch a mc tiu,
Bi ton quy hoch ngu nhin / m ...
Cc phng php ton hc gii cc lp bi ton ti u tng qut nh nu trn y c gi
l cc phng php ti u ton hc (hay cc phng php quy hoch ton hc). Trong gio trnh
ny, trc ht chng ta nghin cu cc phng php gii BTQHTT, bao gm c cc BTQHTT
nguyn v hn hp nguyn. Sau , chng ta s xem xt cc phng php gii mt s dng c
bit ca BTQHPT. Cc phng php c xem xt ch yu v kha cnh th tc tnh ton thng
qua cc v d n gin, nhm gip cho sinh vin ngnh Tin hc, Cng ngh thng tin khi hc gio
trnh ny vo nm hc th hai c th lm quen vi t duy lp trnh tnh ton. Phn cui ca gio
trnh s cp ti mt s c s l thuyt ca gii tch li v quy hoch phi tuyn, l cc vn c
tnh cht nn tng i vi nhng sinh vin quan tm v c hng tip tc nghin cu lnh vc Ti
u ha.
2. ng dng bi ton ti u gii quyt cc vn thc t
2.1. Phng php m hnh ho ton hc
Nhiu vn pht sinh trong thc t c th gii c bng cch p dng cc phng php
ti u ton hc. Tuy nhin, im mu cht y l t bi ton thc t cn xy dng c mt m
hnh ti u thch hp da vo cc dng bi ton ti u bit. Sau cn p dng phng php
ti u ton hc v quy trnh tnh ton thch hp tm ra li gii cho m hnh t ra.
Cc bc cn thit tin hnh khi p dng phng php m hnh ho ton hc c th c
pht biu mt cch khi qut nh sau:
Trc ht phi kho st bi ton thc t v pht hin vn cn gii quyt.
Pht biu cc iu kin rng buc v mc tiu ca bi ton di dng nh tnh. Sau
la chn cc bin quyt nh / cc n s v xy dng m hnh nh lng cn gi l m hnh ton
hc.
Thu thp d liu v la chn phng php ton hc thch hp gii quyt m hnh trn.
Trong trng hp m hnh ton hc l m hnh ti u, cn la chn phng php ti u thch hp
gii m hnh.
Xc nh quy trnh gii / thut ton. C th gii m hnh bng cch tnh ton thng
thng trn giy. i vi cc m hnh ln, bao gm nhiu bin v nhiu iu kin rng buc cn
tin hnh lp trnh v gii m hnh trn my tnh tm ra phng n tha mn m hnh.
nh gi kt qu tnh ton. Trong trng hp pht hin thy c kt qu bt thng, cn
xem xt nguyn nhn, kim tra v chnh sa li m hnh hoc d liu u vo hoc quy trnh gii
/ thut ton / chng trnh my tnh.
Kim chng cc kt qu tnh ton trn thc t. Nu cc kt qu thu c c coi l hp
l, ph hp vi thc t hay c cc chuyn gia nh gi l c hiu qu hn so vi cc phng
n trc y th cn tm cch trin khai phng n tm c trn thc t.
R rng rng gii quyt cc vn pht sinh t cc bi ton thc t cn c c s
hp tc cht ch gia cc chuyn gia trong lnh vc chuyn mn, cc chuyn gia Ton, Ton
ng dng v cc chuyn gia Tin hc, k s lp trnh. iu ny l c bit cn thit khi gii
quyt cc bi ton cho cc h thng ln. Vic thit lp c mt m hnh hp l, phn nh
c bn cht ca bi ton thc t ng thi kh thi v phng din tnh ton lun va mang
tnh khoa hc thun ty, va c tnh ngh thut. Cc thut ng sau thng gp khi p dng
phng php m hnh ho ton hc:
Ton ng dng (Applied Mathematics).
Vn tr hc (Operations Research vit tt l OR).
Khoa hc qun l (Management Science vit tt l MS).
ng dng my tnh (Computer Applications).
M hnh ti u (Optimization Models)
2.2. Mt s ng dng ca bi ton ti u

Nhng nm gn y, nhiu bi ton thc t c gii quyt bng phng php m hnh ha
ton hc rt thnh cng. Trong s cc m hnh ton hc c p dng c nhiu m hnh ti u,
c gii quyt thng qua cc bi ton ti u kinh in. Trong trng hp hm mc tiu cng
nh tt c cc rng buc u l cc hm tuyn tnh, th bi ton ti u l BTQHTT. BTQHTT c
th gii c bng mt s phng php ti u quen bit (nh phng php n hnh, phng
php n hnh ci bin hay cc phng php im trong). BTQHTT v ang c s dng
rng ri trong quy hoch ti nguyn, qun l s dng t cng nh nhiu lnh vc ca qun l,
kinh t v qun tr kinh doanh.
Trong trng hp hoc hm mc tiu hoc mt trong s cc rng buc l phi tuyn, chng
ta c BTQHPT. Trong cc m hnh ti u da trn BTQHPT ni chung, v trong cc m hnh ti
u trong lnh vc nng nghip ni ring, li gii ti u ton cc c mt ngha quan trng.
Chng hn trong thit k my nng nghip, sau khi dng phng php phn tch hi quy nhiu
chiu, ta thng thu c hm mc tiu c dng phi tuyn. Cc bi ton ti u ton cc cng c
th ny sinh trong quy hoch kinh t sinh thi vng, hay xc nh c cu t canh tc cy
trng. Bi ton t ra l phi tm c li gii ti u ton cc. C rt nhiu phng php gii cc
lp bi ton ti u phi tuyn ring bit, nhng cha c phng php no t ra hu hiu cho mi
bi ton ti u phi tuyn, c bit l cho cc bi ton vi mt s hay tt c cc bin quyt nh
nhn cc gi tr nguyn.
Sau y l cc v d minh ho mt s ng dng ca bi ton ti u.
V d 3. Bi ton quy hoch s dng t (M hnh ti u tuyn tnh gii bi ton quy
hoch s dng t trn a bn x ng D, huyn Gia Lm, tnh H Ni)
Chng ta xt m hnh ti u vi mc tiu cn cc i ho l hiu qu kinh t. thit lp
m hnh, trc ht chn cc bin quyt nh. Da vo kt qu cc d liu thu c, ta chn
cc bin quyt nh nh sau: xj vi j = 1, 2, , 18 l din tch cc loi cy trng, n v tnh l
ha (theo th t l: la xun, la ma, ng xun, ng ng, ng bao t ng, lc xun, u xanh
xun, u tng ng t chuyn mu, u tng ng t ba v, da chut xun, da chut bao
t, mp ng xun, rau mi tu, rau gia v, u c ve ng, t xun, c chua xun, c chua
ng), x19 l din tch ao h th c, xj vi j = 20, , 23 l s u vt nui trong nm (tru, b,
ln, gia cm). Cn x24 l s cng lao ng thu ngoi, x25 l lng tin vn vay ngn hng, n v
tnh l nghn ng. Lc chng ta c BTQHTT sau vi 33 rng buc (cha k iu kin khng
m ca cc bin).
Hiu qu kinh t cn cc i ha l: f(x) = 4306,14x1 + 4168,73x2 + 3115,21x3 +
3013,11x4 + 4158,68x5 + 4860,91x6 + 4295,31x7 + 3706,11x8 + 3788,25x9 + 12747,31x10 +
12752,96x11 + 12064,81x12 + 79228,88x13 + 35961,31x14 + 10823,91x15 + 7950,16x16 +
7928,06x17 + 5738,46x18 + 11129,50x19 + 429,00x20 + 674,00x21 + 219,50x22 + 11,10x23 15,50x24
0,12x25 Max.
Cc rng buc hay cc iu kin hn ch c nh lng nh sau:
x1 80,88; x2 75,78; x3 64,89; x4 64,89; x5 10,50; x6 64,89;
x7 64,89; x8 16,50; x9 45,30; x10 5,50; x11 8,50; x12 6,80; x13 13,70;
x14 14,50; x15 4,80; x16 4,50; x17 4,20; x18 10,20; x19 33,11; x20 40,00;
x21 180,00; x22 4280; x23 18800;
10
x5 + x9 + x11 + x13 + x18 45,30; x3 + x6 + x7 + x10 + x 12 + x16 + x17 64,89; x4 + x8 +

x14 + x15 64,89; x1 + x13 80,88; x2 + x13 75,88;
205,5x1 + 150x3 + 75,75x4 + 75x5 + 225,5x6 + 221,5x7 + 102,7x8 + 100,75x9 + 360 x10 +
140x11 + 385x12 + 1833,6x13 + 1446,3x14 + 210,25 x15 + 410,5x16 + 360,5 x17 + 176x18 + 67x19 +
20x20 + 16x21 + 9x22 + 0,3x23 x24 226149,00;
201,5x2 + 150x3 + 75,25x4 + 102,7x8 + 100,75x9 + 140x11 + 2475,4x13 + 1446,3x14 +
210,25x15 + 176x18 + 58x19 + 16x20 + 12x21 + 7x22 + 0,2x23 x24 152190,00;
2871,89x1 + 2691,89x2 + 2243,62x3 + 2243,66x4 + 3630,89x5 + 4780,06x6 + 2229,11x7 +
2401,41x8 + 2326,88x9 + 16440,61x10 + 16058,39x11 + 15960,61x12 + 68494,59x13 + 23146,11x14
+ 13676,26x15 + 6061,76x16 + 11083,11x17 + 10391,89x18 + 18058x19 + 1223x20 + 1098,5x21 +
624,5x22 + 12x23 15,5x24 x25 3881500;
3,5x5 + 8x6 + 3,5x7 + 4,1x8 + 3,5x9 + 4,16x10 + 3,5x11 + 4x 12 + 12,1x13 + 14,4x14 + 3,42x15
+ 11,58x16 + 8x17 + 7,5x18 3 x20 2x21 0,95x22 0,0052x23 0; 5,1x1 + 4,96x2 + 3,85x3 +
3,8x4 921,25;
Cc bin u phi tha mn iu kin khng m: xj 0, j = 1,25 .
Bng cch p dng phng php n hnh gii BTQHTT c th tm c phng n ti
u ca m hnh trn nh sau:
x1 = 67,18; x2 = 62,18; x3 = 25,19; x4 = 45,59; x5 = 10,50; x6 = 18,7; x9 = 2,40; x10 = 5,50; x11
= 8,50; x12 = 6,80; x13 = 13,70; x14 = 14,50; x15 = 4,80; x16 = 4,50; x17 = 4,20; x18 = 10,20; x19 =
33,11; x20 = 40,00; x21 = 180; x22 = 4280; x23 = 18800; x25 = 2368646. Hiu qu kinh t cc i t
c l 4325863 (nghn ng).
V d 4. Bi ton cc i ho gi tr sn xut (M hnh ti u phi tuyn gii bi ton cc
i ho gi tr sn xut trn mt hc ta nui c ti huyn Vn Giang, tnh Hng Yn)
S dng s liu iu tra 112 h nui c vng ng trong thuc 4 x thuc huyn Vn
Giang, Hng Yn, tm phng trnh hi quy m, chng ta nhn c hm gi tr sn xut
(dng Cobb Douglas) chnh l hm mc tiu cn cc i ho sau y:
z = f(x) = 19,375 x10,236 x20,104 x30,096 x40,056 x50,056 e0,168 x6 e0,066 x7 Max
trong :
z : gi tr sn xut bnh qun 1 ha 1 nm (triu ng / ha),
x1 : chi ph ging bnh qun 1 ha 1 nm (triu ng / ha),
x2 : chi ph thc n bnh qun 1 ha 1 nm (triu ng / ha),
x3 : chi ph lao ng bnh qun 1 ha 1 nm (triu ng / ha),
x4 : chi ph khu hao v thu t bnh qun 1 ha 1 nm (triu ng / ha),
x5 : cc chi ph khc bnh qun 1 ha 1 nm (triu ng / ha),
x6 , x7: cc bin 0 1 gi nh v hnh thc nui,
x6 = 1 i vi nui chuyn canh, x6 = 0 i vi nui tng hp,
x7 = 1 vi hnh thc nui 1 loi c chnh kt hp vi cc loi c khc,
11
x7 = 0 vi hnh thc nui 2 loi c chnh kt hp vi cc loi c khc.

t: x1 + x2 + x3 + x4 + x5 = TC, vi TC l mc u t / tng chi ph.
Ty theo tng mc u t / tng chi ph ta c mt trong cc rng buc:
Vi mc u t di 40 triu ng / ha: x1 + x2 + x3 + x4 + x5 < 40,
Vi mc u t 4050 triu ng / ha: 40 x1 + x2 + x3 + x4 + x5 < 50,
Vi mc u t 5060 triu ng / ha: 50 x1 + x2 + x3 + x4 + x5 < 60,
Vi mc u t 6070 triu ng / ha: 60 x1 + x2 + x3 + x4 + x5< 70,
Vi mc u t trn 70 triu ng / ha: x1 + x2 + x3 + x4 + x5 70.
Vi hnh thc nui ta c rng buc: x6 + x7 = 1(x6, x7 ch nhn gi tr 0 hoc 1).
Trn y l BTQHPT, vi 5 bin lin tc v 2 bin nguyn dng 0 1. S dng phng
php ti u phi tuyn thch hp c tn gi l RST2ANU gii BTQHPT ton cc hn hp
nguyn thit lp trn y ta c kt qu trong bng I.1.
Bng I.1. Kt qu c cu u t ti u vng ng
u t (tr/ha)
< 40
40 50
50 60
60 70
> 70
x1
35 45%
39 45%
39 45%
35 45%
35 40%
x2
15 20%
17 25%
17 23%
15 20%
18 25%
x3
15 20%
15 20%
15 20%
16 19%
17 23%
x4
10 15%
7 15%
8 15%
9 13%
10 15%
x5
10 15%
10 15%
9 15%
9 15%
10 15%
Gi tr sn xut (tr / ha)
< 78,1
78,1 88,3
88,3 97,5
97,5 106
> 106
Thu nhp rng (tr / ha)
38,138,3
38,337,5
37,536
Vic thc hin c cu u t ti u lm gi tr sn xut (GO) cng nh thu nhp rng (NI =
GO TC) tng mc u t tng ln r rt so vi thc t sn xut ti a phng. c bit, mc
u t 50 triu ng / ha cho ta thu nhp hn hp cao nht l 38,3 triu ng / ha, ln hn 8 triu
ng / ha so vi trc khi p dng c cu u t ti u cng nh hnh thc nui thch hp. Ti
mc u t ny, c cu u t ti u l x1 t 19,6 21,5 triu ng (chim 39,2 42,2%), x2 t
8,6 9,8 triu ng (17,2 19,6%), x3 t 8,6 9,9 triu ng (17,2 19,8%), x4 t 4,7 6,4 triu
ng
(9,4 12,8%), x5 t 4,9 6,3 triu ng (9,8 12,6%) vi hnh thc nui chuyn canh (x6 = 1).
Mt cch c th hn, khi p dng phng php ti u thch hp ti mc u
t 50 triu ng / ha c th tm c phng n ti u sau: zmax = 88,360733 vi
x1 = 21,498072, x2 = 9,528987, x3 = 8,758034, x4= 5,138906, x5 = 5,076000, x6 = 1 v x7 = 0.
V d 5. Bi ton ti u thng s sng phn loi (M hnh ti u phi tuyn gii quyt vn
tnh ton mt s thng s hnh hc v ng hc ca c cu sng phn loi dao ng)
12
V d ny ch nu vn tt mt ng dng ca m hnh ti u phi tuyn mt mc tiu trong

vic tm nghim ca h phng trnh phi tuyn pht sinh trong qu trnh tnh ton mt s thng s
hnh hc v ng hc ca c cu sng phn loi dao ng (cn ch rng nhiu phng php
tnh ton thng dng khc ca gii tch s t ra khng hiu qu):
r cos1 + v cos2 + v 3// cos3 + v4 cos4 xC1 = 0,
r sin1 + v sin2 + v 3// sin3 + v4 sin4 yC1 = 0,
r cos1 + v cos2 + v 3/ cos(3 ) + v5 cos5 xD1 = 0,
r sin1 + v sin2 + v 3/ sin(3 ) + v5 sin5 yD1 = 0.
Trong h phng trnh phi tuyn trn cc thng s bit l: r = 0,05m;
v = 0,30m; v 3// = 0,15m; v 3/ = 1,075m; v3 = 1,025m; v4 = 0,50m; v5 = 0,40m; xC1 = 0,365m; yC1 =
0,635m; xD1 = 1,365m; yD1 = 0,635m; = /8.
gii h phng trnh phi tuyn khi 1 = k/8 (k = 0, , 9), chng ta cn cc tiu ho
hm mc tiu sau:
z = (r cos1 + v cos2 + v 3// cos3 + v4cos4 xC1)2 + (r sin1 + v sin2 + v 3// sin3 +
v4sin4 yC1)2 + (r cos1 + v cos2 + v 3/ cos(3 ) + v5 cos5 xD1)2 + (r sin1 + v sin2 +
v 3/ sin(3 ) + v5sin5 yD1)2 min

Kt qu tnh ton c tng hp trong bng I.2 vi zmin = 0.
Bng I.2. Kt qu tnh ton gi tr cc thng s ca sng phn loi
1 [0,2]
2 [0,]
3 [0,]
4 [0,]
5 [0,]
0,226128
0,551311
1,783873
1,666775
/18
0,199269
0,550518
1,784628
1,670250
2/18
0,170835
0,550590
1,782751
1,668853
3/18
0,143343
0,550490
1,778826
1,663697
4/18
0,112669
0,552073
1,770032
1,652171
5/18
0,090986
0,551991
1,759350
1,639575
6/18
0,066036
0,553576
1,745374
1,622823
7/18
0,051284
0,554296
1,730174
1,602970
8/18
0,039053
0,555262
1,713242
1,581813
9/18
0,033773
0,556277
1,695605
1,560720
V d 6. Bi ton thit k trc my (M hnh quy hoch phi tuyn a mc tiu gii quyt
bi ton thit k trc my)
Trong v d ny chng ta cp ti mt m hnh ti u phi tuyn hai mc tiu.
13
Mc tiu 1 l cc tiu ho th tch ca trc my:

f1(x) = 0,785 [x1(6400 x22) + (1000 x1) (1000 x22)] (mm3),
Mc tiu 2 l cc tiu ho nn tnh ca trc:
1
1
8
7
4
4
f2(x) = 3,29810
4,096 10 x 2 10 x 2
5
3
109
x
+
1
108 x 24 (mm/N).
y, x = (x1, x2) l vc t quyt nh, vi x1, x2 l cc bin quyt nh sau: x1 di

phn gip ni trc, x2 ng knh trong ca trc. Cc thng s khc c th hin trong cc
hm mc tiu f1(x) v f2(x).
Vy cn phi chn cc gi tr cho cc bin quyt nh (cn gi l cc bin thit k) x1,
x2 ti u ho ng thi cc mc tiu 1 v 2 trong cc iu kin rng buc sau:
g1(x) = 180
9,78 106 x1
0
4,096 107 x 42
(1.1)
g2 (x) = 75,2 x2 0
(1.2)
g3 (x) = x2 40 0
(1.3)
g4 (x) = x1 0
(1.4)
Cc iu kin (1.2), (1.3), (1.4) l d hiu, cn iu kin (1.1) ny sinh l do yu cu: Mt

mt, trc my phi chu ng c ti mc ti a lc Fmax = 12000 N. Mt khc, nn kt ni
cho php l 180 N/mm.
Vic pht biu bi ton ti u a mc tiu di dng ton hc (chnh l vic lp m hnh
ton hc cho vn pht sinh) l mt khu rt quan trng nhm m t tt nht hnh vi ca h
thng ang c xem xt, mt khc nhm tm ra c cc phng php ti u ho c hiu qu
i ti mt phng n tt v mang li li ch. Sau y, vi mc ch tm hiu bc u, vic p
dng phng php tng tc ngi my tnh gii bi ton ti u hai mc tiu c thit lp
trn y s c trnh by mt cch vn tt.
Trc ht, hai mc tiu f1(x) v f2(x) c chuyn thnh hai hm thuc m phn nh
tho mn ca ngi ra quyt nh i vi tng mc tiu. Cc hm thuc m ny l cc hm tuyn
tnh tng khc, c vit di dng gin lc nh sau cho mt s nt ni suy:
0
1(f1) =
2(f2) =
14
nu f1 6,594106 = a1
0,5 nu f1 = 4106
= b1
nu f1 2,944106 = c1,
nu f2 0,499103 = a2
0,5
nu f2 = 0,450103 = b2
nu f2 0,338103 = c2.
Lc c th p dng php ni suy tuyn tnh tnh cc gi tr ca 1(f1) hoc 2(f2) ti

cc gi tr khc ca f1 hay f2. Cc hm thuc m ny cho php quy cc n v o khc nhau ca f1
v f2 vo cng mt thang bc o, l tha dng ca ngi ra quyt nh / ngi gii bi ton.
Phn tch hm thuc m 1, c th thy: ngi ra quyt nh s c tho mn 0 i vi mi
phng n x = (x1, x2) lm cho f1 6,594106, tho mn 1 nu f1 2,944106 v tho mn
0,5 nu f1 = 4106. tho mn 0,5 c coi l tho mn ti thiu v mc f1 = 4106 = b1
c gi l mc u tin tng ng i vi mc tiu f1. Tng t chng ta c th phn tch v
hm thuc 2 v mc u tin b2.
Chng ta xt hm phi tuyn g(x) = Min {1[f1(x)], 2[f2(x)]} v bi ton maxmin c
thit lp cho hai hm mc tiu ring r trn di dng BTQHPT: Max g(x) = MaxMin{1[f1(x)], 2[f2(x)]} vi cc rng buc (1.1), (1.2), (1.3) v (1.4).
Vic gii BTQHPT trn y c thc hin nh mt phng php ti u phi tuyn thch
hp, c ci t t ng trn my tnh tm ra cc phng n ti u ca m hnh phi tuyn hai
mc tiu ban u. iu chnh thch hp gi tr ca cc mc u tin b1 v b2, c th tm c cc
phng n ti u khc nhau. Chng hn, vi b1 = 3,6106, b2 = 0,435103 s nhn c phng
n ti u x = (x1, x2) = (235,67; 67,67) vi f1(x) = 3,58106 v f2(x) = 0,433103. y l phng
n c cc chuyn gia nh gi l hp l v c la chn trin khai trong vic thit k trc
my.
15
Chng II
Phng php n hnh gii bi ton
quy hoch tuyn tnh
1. M hnh quy hoch tuyn tnh
1.1. Pht biu m hnh
Vi mc ch tm hiu bc u, xt m hnh ton hc sau y, cn gi l m hnh quy
hoch tuyn tnh hay bi ton quy hoch tuyn tnh (BTQHTT), m trong chng ta mun ti
u ho / cc i ho hay cc tiu ho hm mc tiu:
z = f(x) = c1x1 + c2x2 + .... + cnxn Max (Min),
vi cc iu kin rng buc
a11x1 + a12x2 + ... + a1nxn b1
a21x1 + a22x2 + ... + a2nxn b2
...
am1x1 + am2x2 + ... + amnxn bm
x1, x2, ..., xn 0 (iu kin khng m).
V d 1. Xt BTQHTT: Max z = 8x1 + 6x2, vi cc rng buc
4x1 + 2x2 60
2x1 + 4x2 48
x1, x2 0.
Cn tm cc gi tr ca cc bin quyt nh x1, x2 cc rng buc c tho mn v hm
mc tiu t gi tr ln nht.
Bi ton ny c ngha kinh t nh sau: Gi s mt x nghip sn xut hai loi sn phm I
v II. sn xut ra mt n v sn phm I cn c 4 n v nguyn liu loi A v 2 n v
nguyn liu loi B, cc ch tiu cho mt n v sn phm loi II l 2 v 4. Lng nguyn liu
d tr loi A v B hin c l 60 v 48 (n v). Hy xc nh phng n sn xut t li nhun
ln nht, bit li nhun / n v sn phm bn ra l 8 v 6 (n v tin t) cho cc sn phm loi I
v II.
16
1.2. Phng php th

Phng php th c ngha minh ha v gip hiu bn cht vn .
Bc 1: V min cc phng n kh thi (cn gi l min rng buc) l tp hp cc phng
n kh thi (cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s
(x1, x2), tho mn tt c cc rng buc c k c iu kin khng m ca cc bin (xem hnh
II.1).
Trc ht chng ta v ng thng c phng trnh l 4x1 + 2x2 = 60 bng cch xc nh
hai im thuc ng thng: (x1 = 0, x2 = 30) v (x1 = 15, x2 = 0).
ng thng ny chia mt phng lm hai na mt phng. Mt phn gm cc im (x1, x2)
tho mn: 4x1 + 2x2 60, phn cn li tho mn: 4x1 + 2x2 60. Ta tm c na mt phng tho
mn: 4x1 + 2x2 60.
Tng t, c th v ng thng c phng trnh l 2x1 + 4x2 = 48 bng cch xc nh
hai im thuc ng thng l (x1 = 0, x2 = 12) v (x1 = 24, x2 = 0). Sau tm na mt phng
tho mn: 2x1 + 4x2 48.
x2
30
12
4x1 + 2x2 = 60
B
2x1 + 4x2 = 48
4
O
C
3
15
24
x1
Hnh II.1. Phng php th gii bi ton quy hoch tuyn tnh
Lc ny, giao ca hai na mt phng tm c trn y cho ta tp hp cc im (x1, x2)

tho mn cc rng buc. Tuy nhin, tho mn iu kin khng m ca cc bin, ta ch xt cc
im nm trong gc phn t th nht. Vy min cc phng n kh thi (ni vn tt hn, min
phng n) l min gii hn bi t gic OABC (cn gi l tp li a din v l min to nn bi
giao ca cc na mt phng).
Bc 2: Trong min (OABC) ta tm im (x1, x2) sao cho
z = 8x1 + 6x2 t gi tr ln nht.
Cch 1. Dng ng ng mc. Ty theo gi tr ca x1, x2 m z c nhng mc gi tr khc
nhau.
17
V ng ng mc: 8x1 + 6x2 = c mc c = 24, (ta c th chn gi tr c bt k, nhng

chn c = 24 l bi s chung ca 6 v 8 vic tm ta cc im ct hai trc ta thun li
hn). D dng tm c hai im nm trn ng ng mc ny l (x1 = 0, x2 = 4) v (x1 = 3, x2 =
0). Cc im nm trn ng ng mc ny u cho gi tr hm mc tiu z = 24.
Tng t, c th v ng ng mc th hai: 8x1 + 6x2 = 48 i qua hai im (x1 = 0, x2 =
8) v (x2 = 0, x1 = 6). Chng ta nhn thy, nu tnh tin song song ng ng mc ln trn theo
G
hng ca vc t php tuyn n (8, 6) th gi tr ca hm mc tiu z = 8x1 + 6x2 tng ln.
Vy gi tr z ln nht t c khi ng ng mc i qua im B(12, 6) (tm c x1 =
12, x2 = 6 bng cch gii h phng trnh 4x1 + 2x2 = 60 v 2x1 + 4x2 = 48).
Do , trong cc phng n kh thi th phng n ti u l (x1 = 12, x2 = 6). Ti phng n
ny, gi tr hm mc tiu l ln nht zmax = 8 12 + 6 6 = 132.
Nhn xt. Phng n ti u (nu c) ca mt BTQHTT vi min phng n D, l mt tp
li a din c nh, lun t c ti t nht mt trong cc nh ca D. Cc nh ny cn c gi
l cc im cc bin ca tp li a din D (chnh xc hn, im cc bin l im thuc tp li a
din, m khng th tm c mt on thng no cng thuc tp li a din nhn im l im
trong). Nhn xt trn y l mt nh l ton hc (xem thm chng VI) c chng minh
mt cch tng qut. Ni mt cch hnh nh, mun t c phng n ti u cho cc BTQHTT
th cn phi mo him i xt cc im cc bin ca min phng n.
Cch 2. T nhn xt trn, i vi BTQHTT c phng n ti u v c min phng n D
l tp li a din c nh, ta c th tm phng n ti u bng cch so snh gi tr ca hm mc
tiu ti cc im cc bin ca D. Quay li v d 1, ta c gi tr z ti O(0, 0): z (0, 0) = 0, ti A(0,
12): z(0, 12) = 72, ti C(15, 0): z(15, 0) = 120 v ti B(12, 6): z(12, 6) = 132 (t zmax).
Nhn xt. Xt BTQHTT c phng n ti u v c min phng n D l tp li a din c
nh. tm phng n ti u, ta xut pht t mt im cc bin no v tm cch ci thin
hm mc tiu bng cch i ti im cc bin k tt hn. Tip tc nh vy cho ti khi tm c
phng n ti u. Quy trnh gii ny bao gm hu hn bc do s im cc bin l hu hn.
i vi BTQHTT trong v d 1, quy trnh gii c minh ho nh sau:
O(0, 0)
A(0, 12) B(12, 6) dng
z=0
z = 72
z = 132
hoc:
O(0, 0)
z=0
C(15, 0) B(12, 6) dng

z = 120
z = 132
Quy trnh gii BTQHTT tng qut c s khi gin lc nh trnh by trn hnh II.2. Trong
s trn, v mc ch trnh by vn n gin, chng ta khng cp ti cc trng hp khi
BTQHTT c min phng n l tp rng (lc ta khng tm c phng n cc bin xut pht)
cng nh khi ta khng tm c im cc bin k tt hn mc d iu kin ti u cha tho mn (lc
hm mc tiu z khng b chn).
18
S khi
Bt u
Nhp d liu
Tm im cc bin
xut pht
Kim tra iu kin

ti u
Sai
Tm im
cc bin k
tt hn
ng
In v lu tr kt qu
Dng
Hnh II.2. S khi gii BTQHTT
2. Phng php n hnh

2.1. Tm hiu quy trnh tnh ton
Phng php n hnh l phng php s gii BTQHTT theo s trn. gii v d
cho, trc ht chng ta cn a BTQHTT v dng chnh tc bng cc bin b khng m x3 v x4
nh sau:
Max z = 8x1 + 6x2 + 0x3 + 0x4
vi cc rng buc
4x1 + 2x2 + x3
2x1 + 4x2
= 60
+ x4 = 48
x1, x2, x3, x4 0.

Ch . BTQHTT c dng chnh tc l BTQHTT vi cc bin khng m, cc rng buc c
du =, h s v phi ca cc rng buc khng m. Ngoi ra, mi phng trnh bt buc phi c
mt bin ng c lp vi h s +1.
Cch lp v bin i cc bng n hnh
19
gii BTQHTT dng chnh tc trn y, cn lp mt s bng n hnh nh trong bng

II.1. Trc ht, cn in s liu ca bi ton cho vo bng n hnh bc 1:
Ct 1 l ct h s hm mc tiu ng vi cc bin c s chn. Phng n xut pht c
th chn l x1 = x2 = 0 (y chnh l im gc to O(0, 0) trn hnh II.1), do x3 = 60, x4 =
48. Nh vy ti bc ny chng ta cha bc vo sn xut, nn trong phng n cha c n v
sn phm loi I hay loi II no c sn xut ra (ch sn xut ra cc lng nguyn liu d tha,
ta cng ni l cc sn phm loi III v IV), v gi tr hm mc tiu z tm thi bng 0.
Bng II.1. Cc bng n hnh gii BTQHTT
H s hm
mc tiu cj
Bin c s
Phng n
c1 = 8
c2 = 6
c3 = 0
c4 = 0
x1
x2
x3
x4
Bng n hnh bc 1
0
x3
60
x4
48
z0 = 0
z1 = 0
z2 = 0
z3 = 0
z4 = 0
1 = 8
2 = 6
3 = 0
4 = 0
Hng z
Hng j = cj zj
Bng n hnh bc 2
8
x1
15
1/2
1/4
x4
18
1/2
z0 = 120
z1 = 8
z2 = 4
z3 = 2
z4 = 0
1 = 0
2 = 2
3 = 2
4 = 0
Hng z
Hng j = cj zj
Bng n hnh bc 3
8
x1
12
1/3
1/6
x2
1/6
1/3
z0 = 132
5/3
2/3
5/3
2/3
Hng z
Hng j = cj zj
Cc bin b c gi tr ln hn 0 c ngha l cc nguyn liu loi tng ng cha c s

dng ht. Ta gi cc bin x3 v x4 l cc bin c s v chng c gi tr ln hn 0 cn x1 v x2 l
cc bin ngoi c s v chng c gi tr bng 0. Vi bi ton c hai rng buc, ti mi bc ch c
hai bin c s.
Ct 2 l ct cc bin c s. Trong ct 3 (ct phng n) cn ghi cc gi tr ca cc bin
c s chn.
Cc ct tip theo l cc ct h s trong cc iu kin rng buc tng ng vi cc bin
x1, x2, x3 v x4 ca bi ton cho.
Phn tch bng n hnh bc 1
H s ng vi bin x1 trn hng th nht l a11 = 4 c ngha l t l thay th ring gia
mt n v sn phm loi I v mt n v sn phm loi III l 4 (gii thch: xt phng trnh (hay
20
rng buc) th nht 4x1 + 2x2 + x3 = 60, x1 tng mt n v th x3 phi gim bn n v nu gi

nguyn x2). Tng t ta c th gii thch c ngha ca cc h s aij khc cho trn hng 1 v
hng 2 trong bng n hnh bc 1.
Chng ta xt hng z ca bng n hnh. tnh z1, cn p dng cng thc
z1 = (ct h s ca hm mc tiu) (ct h s ca bin x1) = 04 + 02 = (gi mt n v sn
phm loi III)(t l thay th ring loi I / loi III) + (gi mt n v sn phm loi IV)(t l
thay th ring loi I / loi IV) = tng chi ph phi b ra khi a thm mt n v sn phm loi I
vo phng n sn xut mi = 0. Cc gi tr zj, vi j = 1, 2, 3, 4, c tnh tng t v chnh l
cc chi ph khi a thm mt n v sn phm loi xj vo phng n sn xut mi. Cn z0 l gi
tr ca hm mc tiu t c ti phng n ang xt: z0 = (ct h s ca hm mc tiu) (ct
phng n) = 060 + 0 48 = 0.
Trn hng j cn ghi cc gi tr j , j = 1, 2, 3, 4, tnh theo cng thc j = cj zj = li
nhun / n v sn phm chi ph / n v sn phm. Vy j l "li bin" / mt n v sn phm
khi a mt thm mt n v sn phm loi xj vo phng n sn xut mi. Nu j > 0 th hm
mc tiu cn tng c khi ta a thm cc sn phm loi j vo phng n sn xut mi. C th
chng minh c j chnh l o hm ring z / x j ca hm mc tiu z theo bin xj . Nh vy,
x1 tng ln 1 th z tng ln 8 cn x2 tng ln 1 th z tng ln 6 .
Do 1 v 2 u ln hn 0 nn vn cn kh nng ci thin hm mc tiu khi chuyn sang
(hay xoay sang) mt phng n cc bin k tt hn (quay li nhn xt mc 1.2, phn gii bi
ton bng phng php th: im cc bin k ca im O(0, 0) c th l A(0, 12) hay C(15,
0)).
Th tc xoay (pivotal procedure)
Bc 1: Chn ct xoay l ct bt k c j > 0. Lc bin xj tng ng vi ct xoay c
chn lm bin c s mi do xj tng ko theo hm mc tiu tng. y ta chn a x1 vo lm
bin c s mi.
Bc 2: Chn hng xoay xc nh a bin no ra khi tp cc bin c s (v ti mi
bc s bin c s l khng thay i). chn hng xoay, ta thc hin quy tc t s dng b
nht bng cch ly ct phng n (60, 48)T chia tng ng cho ct xoay (4, 2)T chn t s b
nht. Mt iu cn ch l ta ch xt cc t s c mu s dng.
V Min {60/4, 48/2} = 60/4 t c ti hng u, nn hng xoay l hng u (hng tng
ng vi bin x3). Do cn a x3 ra khi tp cc bin c s.
Bc 3: Chn phn t xoay nm trn giao ca hng xoay v ct xoay.
Bc 4: Xoay sang bng n hnh mi, xc nh cc bin c s mi in vo ct bin
c s, ng thi thay cc gi tr trong ct h s hm mc tiu. Sau , tnh li cc phn t ca
hng xoay bng cch ly hng xoay c chia cho phn t xoay c hng mi tng ng.
Bc 5: Cc phn t cn li ca bng n hnh mi tnh theo quy tc hnh ch nht:
(1)mi = (1)c (2)c (4)c/(3)c, trong (3) l nh tng ng vi phn t xoay (xem hnh I.3).
21
(2)
(3)
Chng hn: nu (1)c = 4,(2)c = 2,

(3)c = phn t xoay = 4, (4)c = 2 th
(1)mi = 4 22/4 =3
(4)
(1)
Hnh II.3. Quy tc hnh ch nht
Gii thch. Cc bc xoay trn y ch l php bin i tng ng h phng trnh

4x1 + 2x2 + x3 = 60
(2.1)
2x1 + 4x2 + x4 = 48
(2.2)
x1 + (1/2)x2 + (1/4)x3 = 15
(2.1)
0x1 + 3x2 (1/2)x3 + x4 = 18
(2.2)
c h
bng cch ly phng trnh (2.1) chia cho 4 (phn t xoay) c (2.1), ri ly (2.2) tr bt 2
(2.1)/4 c (2.2). y chnh l ni dung ca bc 4 v bc 5. Cn vic thc hin bc 3 s
m bo rng gi tr ca cc bin c s mi khng m (x1 = 15,
x4 = 18).
p dng th tc xoay cho cc phn t nm trn hng 1 v 2 ca bng n hnh bc 1, sau
tnh cc gi tr trn hng zj v j tng t nh khi lp bng n hnh bc 1, chng ta s nhn
c bng n hnh bc 2.
Bng bc 2 c th c phn tch tng t nh bng bc 1. Cn ch rng lc ny ta
ang v tr ca im C(15, 0) v x1 = 15 cn x2 = 0 (xem hnh II.1). Ti im ny gi tr ca hm
mc tiu l z0 = 120 c ci thin hn so vi bc 1. Ta thy 2 = 2 > 0 nn cn c th ci
thin hm mc tiu bng cch a bin x2 vo lm bin c s mi. Thc hin cc bc xoay sang
phng n cc bin k tt hn, chng ta s c bng n hnh bc 3.
Ti bng n hnh bc 3 ta thy iu kin ti u c tho mn (j 0, j = 1,4 ) nn
khng cn kh nng ci thin phng n. Phng n ti u t c ti x1 = 12, x2 = 6, x3 = 0,
x4 = 0, tc l ti im cc bin B(12, 6) vi gi tr zmax = 132 (xem thm hnh II.1).
Mt s ch
iu kin ti u cho cc BTQHTT dng Max l j 0, j .
i vi cc BTQHTT cn cc tiu ho hm mc tiu th iu kin ti u (hay tiu chun
dng) l j 0, j (nu j* sao cho j* < 0 th cn tip tc ci thin hm mc tiu bng cch
chn ct j* lm ct xoay).
22
Trong thc tin gii cc BTQHTT dng tng qut c th xy ra trng hp khng tm
c phng n xut pht (tc l khng c phng n kh thi). Lc ny c th kt lun m hnh
thit lp c cc iu kin rng buc qu cht ch, cn xem xt ni lng cc iu kin ny.
Trong trng hp ta tm c ct xoay m khng tm c hng xoay th kt lun hm
mc tiu khng b chn trn (i vi cc BTQHTT dng Max) hoc khng b chn di (i vi
cc BTQHTT dng Min).
Trong cc trng hp trn cng phi dng li v kt lun m hnh quy hoch tuyn tnh
thit lp khng ph hp vi thc t.
2.2. Khung thut ton n hnh
Sau y l khung thut ton ca phng php n hnh c pht biu cho BTQHTT cc
i ha dng chnh tc.
Bc khi to
Tm mt phng n cc bin ban u.
Tnh j = cj zj, j = 1,n , trong n l s bin ca bi ton ang xt.
Cc bc lp
Bc 1: Kim tra iu kin ti u. Nu iu kin ti u j = cj zj 0, j = 1,n c
tho mn th in / lu tr kt qu ca bi ton v chuyn sang bc kt thc.
Bc 2: Nu tn ti mt ch s j sao cho j > 0 th tin hnh th tc xoay gm nm bc
bit, tnh li cc j, j = 1,n v quay li bc 1 (Ch : Trong trng hp ta tm c ct
xoay m khng tm c hng xoay th kt lun hm mc tiu khng b chn, in / lu tr kt qu
ca bi ton v chuyn sang bc kt thc).
Bc kt thc. Dng.
3. C s ton hc ca phng php n hnh
3.1. Pht biu bi ton quy hoch tuyn tnh dng chnh tc
Xt BTQHTTdng sau y (vi cc rng buc u c du =):
Max (Min) z = c1x1 + c2x2 + ... + cnxn
vi h iu kin rng buc
a11 x1 + a12 x 2 + ... + a1n x n = b1
a21 x1 + a22 x 2 + ... + a2n x n = b2

a x + a x + ... + a x = b
m2 2
mn n
m
m1 1
x 0, j = 1,n.
j
Chng ta s dng cc k hiu sau (T l k hiu chuyn v):
Vc t h s hm mc tiu c = (c1, c2, , cn)T Rn,
Vc t quyt nh x = (x1, x2, , xn)T Rn,
Vc t h s v phi b = (b1, b2, , bm)T Rm,
23
Ma trn h s cc iu kin rng buc
a11
a
A = 21
...
am1
a12
a22
...
am 2
... a1n
... a2n
Rmn,
... ...
... amn
trong aj = (a1j, a2j, ,amj)T l vc t ct j ca ma trn A, j = 1,n .

Vi cc k hiu trn, BTQHTT c vit ngn gn l:
Max z = cTx, vi x D = {x Rn: Ax = b, x 0}.
(2.3)
BTQHTT trn y c gi l BTQHTT dng chun tc nu hng ca A bng m v b 0

(cc ta ca b u khng m). Ngoi ra, nu A c m vc t ct l cc vc t n v c lp
tuyn tnh th BTQHTT dng chun tc tr thnh BTQHTT dng chnh tc. Trong trng hp
BTQHTT dng chnh tc, khng lm gim tnh tng qut, chng ta lun c th coi m vc t ct aj
, j = n m + 1,n l cc vc t n v c lp tuyn tnh,
V d 2. Chng ta xt li v d 1 ca chng ny.
Max z = 8x1 + 6x2 + 0x3 + 0x4
vi cc rng buc
4x1 + 2x2 + x3
2x1 + 4x2
= 60
+ x4 = 48
x1, x2, x3, x4 0.

y l BTQHTT dng chnh tc. Gi s ma trn A c phn r theo khi di dng A =
[N
B] vi B l ma trn kh nghch. Chng ta s s dng cc k hiu sau:
J = {1, 2, ..., n} l tp cc ch s, JB = {j: aj l vc t ct ca B} l tp ch s cc bin c s, JN = J

\ JB = {j : aj l vc t ct ca N} l tp cc ch s cc bin ngoi c s. Lc , c th vit vc t
quyt nh di dng x = x NT , x BT
v vc t h s hm mc tiu c = cNT , cBT
Trong v d 2, ta c: JN = {1, 2}, JB = {3, 4}. D dng thy, phng n ban u

x =
(x
T
N
, x BT
= (0, 0, 60, 48)T, trong xN = (x1, x2)T = (0, 0)T v xB = (x3, x4)T =
(60, 48)T. Vc t h s hm mc tiu l c =
(c
T
N
, cBT
= (8, 6, 0, 0)T vi cN = (8 6)T,
cB = (0 0)T. Cc vc t ct ca ma trn rng buc A l:
4
2
1
0
a1 = , a2 = , a3 = , a4 = .
2
4
0
1
4 2
Vy A = (a1, a2, a3, a4) = [N B] vi N =
,B=
2 4
24
1 0
0 1 .
x
Cn ch rng: Ax = b [N B] N = b NxN + BxB = b BxB = b xB = B1b.
xB
Phng n cc bin
i vi BTQHTT (2.3) dng chnh tc lun c th tm c mt phng n xut pht x =
(0, 0, , 0, b1, b2, , bm)T, trong n m ta u tin u bng 0. y l mt phng n cc
bin. Mt cch tng qut, xt mt phn r ty ca ma trn A = [N B] vi B l ma trn vung
c to nn t m vc t ct c lp tuyn tnh ca A, N l ma trn c to nn t cc vc t ct
cn li. Lc , mt phng n cc bin ca BTQHTT tng ng vi s phn r trn ca A l
mt phng n c dng x = x NT , x BT
trong xN = 0, xB 0. Ma trn B c gi l ma trn c
s tng ng vi x (c th xem thm v vn phng n cc bin trong chng VI). Nh vy,

mt phng n cc bin khng c qu m ta dng. Phng n cc bin c ng m ta
dng c gi l phng n cc bin khng suy bin, nu tri li, l phng n cc bin suy
bin.
3.2. Cng thc s gia hm mc tiu
Xt BTQHTT (2.3) dng chnh tc, gi s x l phng n cc bin tng ng vi phn r
A = [N B], vi B l ma trn c s, cn x l mt phng n khc. t x = x x l vc t s
gia cc bin quyt nh. Chng ta tm cch thit lp cng thc s gia hm mc tiu:
cT x cTx = cT( x x) = cTx.
x
Ta thy ngay A x = Ax = b nn Ax = 0. K hiu x = N , ta c Ax = 0 [N
x B
x
B] N = 0 NxN + BxB = 0 BxB = NxN xB = B1NxN.
x B
x
Vy cTx = (cNT ,cBT ) N = cNT xN + cBT xB = cNT xN cBT B1NxN
x B
= ( cNT cBT B1N)xN = ( cNT cBT B1N)xN + ( cBT cBT B1B)xB
x
= [ cNT cBT B1N, cBT cBT B1B] N .
x B
t = [ cNT cBT B1N, cBT cBT B1B] = [N, B], th cTx = x. y chnh l cng thc
s gia hm mc tiu cn thit lp.
Quay li v d 2, trong bng n hnh bc 1, chng ta c:
1
1
1 0 4 2
1 0 1 0
= (8,6) (0,0)

, (0,0) (0,0) 0 1 0 1
0 1 2 4
= (8, 6, 0, 0) = (1, 2, 3, 4).
25
Nhn xt. C th chng minh c rng j =
z
, j = 1, n. Chng hn, tng ng vi
x j
bng n hnh bc 2 ta c: z = z(x + x) z(x) = cT(x + x) cTx = cTx = x = 1x1 +

2 x 2
rng,
3 x 3
4 x 4
0 x 1
2 x 2
(2)x3
0 x 4 .
rng
z
z
z
z
= 1 = 0 ,
= 2 = 2 ,
= 3 = 2 ,
= 4 = 0 .
x1
x 2
x 3
x 4
3.3. Tiu chun ti u
Xt phng n cc bin x ca BTQHTT (2.3) dng chnh tc: x = x NT , x BT
(tng ng
vi phn r A = [N B], vi B l ma trn c s). Lc ny, x D ta c:

cT x cTx cT x cTx 0 cTx 0.
Vy tiu chun x l phng n ti u l: cTx 0, x x 0, x
x
(N, B) N = NxN + BxB 0,x NxN 0,x (do B = 0).
x B
nh l 1. Xt BTQHTT (2.3) dng chnh tc. iu kin mt phng n cc bin x =
(x
T
N
, x BT
(tng ng vi phn r A = [N B], vi B l ma trn c s) l phng n ti u l N
= cNT cBT B1N 0. Ngc li, nu x l phng n cc bin ti u khng suy bin th ta cng c
N = cNT cBT B1N 0.
Chng minh
iu kin . Nu N 0, th NxN 0, x D, (ch rng xN = 0 lun ng, nn cng
lun c xN = x N xN 0). Do B = 0 nn NxN + BxB 0, x hay x 0,x. Vy
cT x cTx, x D. Do x l phng n ti u.
iu kin cn. S dng phng php chng minh phn chng, gi s x l phng n cc
bin ti u khng suy bin v iu kin N 0 khng c tho mn. Lc tn ti ch s j*
JN sao cho j* > 0. Xt phng n x = x + x. Chng ta s ch ra cch xy dng x sao cho x l
phng n kh thi tha mn cT x > cTx hay cTx < 0, t suy ra x khng phi l phng n ti
u.
Tht vy, chn xN sao cho: xj = 0, j JN, j j* v xj* = > 0.
x
Chn xB sao cho: Ax = 0 [N B] N = 0 NxN + BxB = 0 BxB = NxN
x B
xB = B1NxN xB = B1aj*.
4 2 x 1
4 2
4
= = a 1 ,
=
Trong v d 2, ta thy: N x N =
2 4 x 2
2 4 0
2
vi j* = 1.
26
x l phng n kh thi, cn phi c x 0. D thy x N 0 theo cch xy dng xN.

Cn x B = xB + xB = xB B1aj* . x B 0 phi chn theo quy tc t s dng b nht (nh
bit mc 2.1 khi m t th tc xoay).
Trng hp 1: B1aj* 0. Lc ny, khi thc hin quy tc t s dng b nht (ly ct
phng n chia cho ct aj*) ta khng nhn c mt t s no c mu s dng. x B 0,
chng ta c th chn > 0 v ln tu . Do cTx = j* + khi chn +. iu ny
chng t phng n x khng phi l phng n ti u v BTQHTT (2.3) dng chnh tc c hm
mc tiu khng b chn trn.
Trng hp 2: Vc t B1aj* c ta dng. cho d hiu, xt li v d 1 v bng n
hnh II.1 (bc 2). Do x1 v x4 l cc bin c s v j* = 2 nn:
4 0
1 / 4 0
1 / 4 0 2 1 / 2
B=
B1 =
B1aj* =
=
.
1 / 2 1 4 3
2 1
1 / 2 1
15
1 / 2
Vy: x B = xB + xB = xB B1aj* =
0
18
3
15 (1 / 2) 0
0.
18 3
15 18
,
Chn = Min
= 6 theo quy tc t s dng b nht s m bo x B 0.
1 / 2 3
Do x l phng n cc bin khng suy bin nn xB > 0 ko theo > 0. Cui cng, ta c
c x = x = NxN + BxB = NxN = j* xj* = j* > 0. Do , phng n x khng th l
phng n ti u (pcm).
T
Nhn xt
Nu tn ti ch s i* JB sao cho xi* = 0 (nh bit, phng n cc bin x lc ny c
gi l phng n cc bin suy bin), th t iu kin x B = xB + xB = xB B1aj* 0 c th xy
ra trng hp chn c = 0. Do cTx = j* = 0, tc l hai phng n x v x cho cng mt
gi tr hm mc tiu. Trong cc trng hp nh vy c th xy ra hin tng xoay vng: Chng
hn, khi chuyn t x sang x , ri li chuyn t x sang mt phng n x no m vn cha ci
thin c gi tr ca hm mc tiu. Sau , li c th xy ra vic chuyn t x v x. Nh vy qu
trnh gii BTQHTT theo thut ton n hnh s b treo ti vng lp x x x x. khc
phc hin tng xoay vng c th p dng mt s th tc tnh ton. Cch n gin nht l p
dng quy tc t s dng b nht vi s b sung sau: Nu c nhiu ch s ng vi t s dng b
nht, th chn ngu nhin mt trong cc ch s xc nh hng xoay tng ng.
Trong qu trnh gii BTQHTT (2.3) dng chnh tc khi xut pht t mt phng n cc
bin, bng th tc xoay ta lun chuyn t phng n cc bin ny sang phng n cc bin khc
cho ti khi cc du hiu dng c tha mn (tc l khi tiu chun ti u c tha mn hay khi
kt lun c BTQHTT cho c hm mc tiu khng b chn trn).
3.4. Thut ton n hnh cho bi ton quy hoch tuyn tnh dng chnh tc
Xt BTQHTT dng chnh tc:

Max z = c1x1 + c2x2 + ... + cnxn + cn+1xn+1 + ... + cn+mxn+m
27
vi cc rng buc
a11x1 + a12x2 + ... + a1nxn + xn+1
a21x1 + a22x2 + ... + a2nxn
= b1
+ xn+2
= b2
...
am1x1 + am2x2 + ... + amnxn
+ xn+m = bm
x1, x2, ..., xn, xn+1, ..., xn+m 0

Bc khi to
Nhp cc h s hm mc tiu c, ma trn rng buc A v cc h s v phi b.

t d1 = cn+1, ..., dm = cn+m , tc l cB = (d1, ..., dm)T.
t ch s bin c s: r(1) = n + 1, ..., r(m) = n + m.
Gn xr(i) = bi , i = 1,m .
t flag = 2.
Cc bc lp
Bc 1:
Tnh cTx = z = d1xr(1) + ... + dmxr(m).
m
Tnh zj =
a
p =1
pj
d p , j = 1,n + m .
Tm = [N, B] = [ cNT cBT B1N, cBT cBT B1B], trong B = 0. Nh vy

m
j = cj zj, vi zj = a pj d p , j N v j = cj zj = 0, j B, (tc l zN = cBT B1N v

p =1
T
B
zB = c B B).
Bc 2: Nu tn ti ch s j N sao cho j > 0 th thc hin th tc xoay.
Xc nh ct xoay: chn ct xoay s ng vi mt ch s j c tnh cht j > 0. Thng
thng chn j ng vi j > 0 ln nht, hoc chn ngu nhin.
Xc nh hng xoay q theo quy tc t s dng b nht:
x r (q )
aqs
x
= M in r ( i ) , a is > 0 .
a is
Trong trng hp khng tn ti ais > 0, t flag = 0 v chuyn sang bc kt thc.

Xc nh phn t xoay aqs.
Tnh li ( chuyn sang bng n hnh mi): bq: = bq/aqs, aqj: = aqj/aqs, j. i q tnh li bi
: = bi bqais v aij = aij aqj ais, j.
t li ch s cc bin c s: r(q) := s, dq := cs, xr(i) = bi i = 1,m .
Quay v bc 1.
Bc 3: Nu j 0, j N th t flag = 1 v chuyn sang bc kt thc.
28
Bc kt thc
Ghi li d liu u vo ca BTQHTT v kt qu cui cng. Nu flag = 0 th kt lun
BTQHTT c hm mc tiu khng b chn trn. Cn nu flag = 1 th kt lun BTQHTT c phng
n ti u tm c. Dng.
4. B sung thm v phng php n hnh
Xt BTQHTT dng tng qut:

Max (Min) z = c1x1 + c2x2 + .... + cnxn
a11x1 + a12x2 + ... + a1nxn b1
a21x1 + a22x2 + ... + a2nxn b2
...
x1 0, x2 0, ..., xn 0.
Trong k hiu c th hiu l , hoc = i vi cc rng buc. i vi iu kin v

du ca cc bin 0 c th hiu l 0, 0 hoc c du tu . Mun gii mt BTQHTT c dng
tng qut, trc ht cn a n v dng chnh tc. C th nhc li vn tt, BTQHTT dng chnh
tc l bi ton vi cc bin khng m, cc rng buc vi du =, h s v phi ca cc rng buc
khng m. Ngoi ra, mi phng trnh bt buc phi c mt bin ng c lp vi h s +1.
4.1. a bi ton quy hoch tuyn tnh v dng chnh tc
V d 3. Xt li v d 1, trng hp cc rng buc u c du .
Max z = 8x1 + 6x2, vi cc rng buc
4x 1 + 2x 2 60
2x 1 + 4x 2 48
x , x 0.
1 2
a BTQHTT v dng chnh tc nh bit bng cch thm hai bin b (slack variables)
x3 v x4. Ta c BTQHTT dng chnh tc:
Max z = 8x1 + 6x2 +0x3 + 0x4
4x 1 + 2x 2 + x 3 = 60
2x1 + 4x 2 + x 4 = 48
x , x , x , x 0.
1 2 3 4
Lc ny, trong h hai iu kin rng buc c hai bin ng c lp trong tng
phng trnh vi h s +1, nn c th tm c phng n cc bin xut pht bt u qu
trnh gii bi ton.
V d 4. Trng hp c iu kin rng buc vi du hoc =.
29
4x 1 + 2x 2 60
2x 1 + 4x 2 48
x , x 0.
1 2
Ta thm hai bin b x3 (slack variable) mang du +, x4 (surplus variable) mang du c
h iu kin rng buc (mang du =)
4x 1 + 2x 2 + x 3 = 60
2x1 + 4x 2 x 4 = 48
x , x , x , x 0.
1 2 3 4
Phi thm bin gi x5 (x5 gi l lng vi phm ca phng trnh th hai) c h iu
kin rng buc
4x 1 + 2x 2 + x 3 = 60
2x 1 + 4x 2 x 4 + x 5 = 48
x , x , x , x , x 0.
1 2 3 4 5
Lc ny, do c hai bin ng c lp trong tng phng trnh vi h s +1, nn
c th tm c phng n cc bin xut pht bt u qu trnh gii bi ton bng phng
php n hnh vi hm mc tiu l Max z = 8x1 + 6x2 + 0x3 + 0x4 Mx5 , trong M +
v biu thc Mx5 gi l lng pht (nh thu). Bi ton c a v dng chnh tc.
Lng vi phm x5 cng ln th hm mc tiu cng gim, gi tr ca hm mc tiu ch c th
t Max khi x5 = 0.
V d 5. Trng hp c bin khng dng.
Max z = 8x1 6x2
4x 1 + 2x 2 + x 3 60
2x 1 + 4x 2 x 4 = 48
x 0, x 0, x 0, x 0.
2
3
4
1
Lc ny mun gii bi ton bng phng php n hnh ta phi i bin x/2 = x2. Ta c
BTQHTT vi cc bin u khng m.
Max z = 8x1 + 6x/2
4x 1 2x 2/ + x 3 60
/
2x1 4x 2 x 4 = 48
/
x1 , x 2 , x 3 , x 4 0.
V d 6. Trng hp c bin vi du tu .
30
4x 1 + 2x 2 60
2x 1 + 4x 2 48
x 0, x c du tu .
2
1
Lc ny ta vit bin x2 di dng x2 = x/2 x//2 vi
x 2/ = max{0, x 2 }
th m bo
//
x 2 = max{0, x 2 }
x 2/ 0
//
x 2 0.
Cc rng buc s l
4x 1 + 2x 2/ 2x 2// + x 3 = 60
/
//
2x 1 + 4x 2 4x 2 + x 4 = 48
/
//
x1 , x 2 , x 2 , x 3 , x 4 0.
Bi ton vi hm mc tiu Max z = 8x1 + 6x/2 6x//2 + 0x3 + 0x4 v cc iu kin rng buc
trn l BTQHTT dng chnh tc.
Kt lun. Bao gi cng a c BTQHTT bt k (cc bin c du tu , cc rng buc c
th , hay =) v dng chnh tc. Bin c du 0 c thay bng mt bin c du 0, bin c
du tu c thay bi hiu ca hai bin u c du 0. Rng buc c a v = bng cch
thm mt bin b (thiu), rng buc a v rng buc = bng cch thm mt bin b (tha) v
mt bin gi, mi rng buc c du = c thm mt bin gi. S bin gi ca BTQHTT dng chnh
tc nhn c chnh l tng s cc rng buc v =.
4.2. Phng php n hnh m rng
Phng php n hnh m rng cn gi l phng php nh thu M c p dng gii

BTQHTT c bin gi.
V d 7. Xt BTQHTT: Max z = 8x1 + 6x2, vi cc rng buc
4x 1 + 2x 2 60
2x 1 + 4x 2 48
x , x 0.
1 2
(2.4)
hay: Max z = 8x1 + 6x2 +0x3 + 0x4, vi cc rng buc
4x 1 + 2x 2 + x 3 = 60
2x 1 + 4x 2 x 4 = 48
x , x , x , x 0,
1 2 3 4
(2.5)
Ta c th a bi ton v dng chnh tc sau gi l bi ton M:

Max z = 8x1 + 6x2 +0x3 + 0x4 Mx5 (trong M +)
31
vi cc rng buc
4x 1 + 2x 2 + x 3 = 60
2x 1 + 4x 2 x 4 + x 5 = 48
x , x , x , x , x 0.
1 2 3 4 5
(2.6)
Cch 1. C th gii BTQHTT vi cc iu kin rng buc (2.4) bng phng php th
nhn c kt qu: phng n ti u l (x1 = 0, x2 = 30) v zmax = 180.
Cch 2. Gii BTQHTT vi cc iu kin rng buc (2.6) bng cch lp bng n hnh nh
thng thng nhng ch h s M + (xem bng II.2).
Ti bng n hnh cui cng, ta thy j 0, j, nn phng n ti u t c vi x2 =
30, x4 = 72, x1 = x4 = x5 = 0 v zmax = 180.
Bng II.2. Cc bng n hnh gii bi ton M
8
x1
x2
x3
x4
x5
60
48
+1
z0 = 48M
z1 = 2M
z2 = 4M
z3 = 0
z4 = M
z5 = M
1 = 8 + 2M
2 = 6+4M
3 = 0
4 = M
5 = 0
H s hm
mc tiu
Bin c s
Phng n
x3
x5
Hng z
Hng j
0
x3
36
1/2
1/2
x2
12
1/2
1/4
1/4
72
3/2
3/2
3/2
M3/2
Hng z
Hng j
0
x4
72
x2
30
1/2
180
12
Hng z
Hng j
Ch
Mt khi mt bin gi c a ra khi c s th khng bao gi quay li na (bn c
hy t chng minh iu ny). Do ta c th xo ct bin gi i khi bng n hnh.
Nu du hiu dng xut hin (j 0, j) nhng vn cn bin gi vi gi tr dng trong
s cc bin c s th iu ny chng t bi ton ban u khng th c phng n kh thi (c th
chng minh iu ny bng phn chng).
Vi v d trn (xem bng II.2) ta thy qu trnh gii chia lm hai pha: pha 1 nhm gii bi
ton M cho ti khi bin gi (x5) c a ra khi tp cc bin c s c c phng n cc
bin xut pht cho BTQHTT vi cc rng buc (2.5) v pha 2 nhm tm phng n ti u cho bi
ton ny.
32
4.3. Phng php n hnh hai pha
T trc ti nay, chng ta lun gi s rng BTQHTT c xem xt lun c phng n v

c th bit c mt phng n (cc bin) ban u ca n khi to qu trnh gii. Trong mc
ny chng ta s i xt cc trng hp khi cha bit BTQHTT c phng n hay khng, cng nh
cha bit c phng n cc bin ban u. i vi nhng trng hp ny c th s dng
phng php n hnh hai pha. Chng ta s trnh by phng php n hnh hai pha thng qua v
d sau.
V d 8. Xt li v d 7.
4x 1 + 2x 2 60
2x 1 + 4x 2 48
x , x 0.
1 2
hay:
Max z = 8x1 + 6x2 + 0x3 + 0x4, vi cc rng buc
4x 1 + 2x 2 + x 3 = 60
2x1 + 4x 2 x 4 = 48
x , x , x , x 0.
1 2 3 4
Trc ht cn tr li cu hi BTQHTT dng chun tc trn y c phng n hay khng,
nu c th cn tm mt phng n cc bin xut pht ca n.
Pha 1. Tm mt phng n cc bin xut pht bng cch xt BTQHTT sau y:
Min = x5, vi cc rng buc
4x 1 + 2x 2 + x 3 = 60
2x 1 + 4x 2 x 4 + x 5 = 48
x , x , x , x , x 0.
1 2 3 4 5
(2.7)
Mc ch ca pha 1 l gii BTQHTT vi cc rng buc (2.7) hay cn gi l bi ton
. Nu tm c phng n ti u ca bi ton vi cc bin gi u nhn gi tr bng 0 th

iu ny chng t BTQHTT vi cc rng buc (2.5) c phng n. Trong trng hp d
dng tm c mt phng n cc bin ca n (xem bng II.3).
12, x3 = 36, x1 = x4 = x5 = 0 v min = 0. Do chng ta a ra kt lun l BTQHTT vi cc rng
buc (2.5) c phng n x1 = 0, x2 = 12, x3 = 36, x4 = 0.
Nhn xt. Mt cch tng qut, c th khng nh c rng, nu bi ton c phng n
ti u vi gi tr hm mc tiu l 0 th BTQHTT ban u c phng n, trong trng hp tri li
th n khng c phng n. Nu bi ton c gi tr ti u min = 0, th ta c ngay phng n
cc bin xut pht cho BTQHTT ban u v chuyn sang pha 2 bng cch b cc ct c bin gi
(cng nh cc hng ng vi bin c s l bin gi) v thay li cc h s hm mc tiu.
33
Bng II.3. Cc bng n hnh gii bi ton pha 1

0
x1
x2
x3
x4
x5
60
48
+1
0 = 48
1 = 2
2 = 4
3 = 0
4= 1
5 = 1
1 = 2
2 = 4
3 = 0
4 = 1
5 = 0
H s hm mc tiu
Bin c s
Phng n
x3
x5
Hng
Hng j
0
x3
36
1/2
1/2
x2
12
1/2
1/4
1/4
0 = 0
Hng
Hng j
Pha 2. Gii BTQHTT vi cc rng buc (2.5) cn c phng n cc bin va tm c

pha 1 (xem bng II.4): Max z = 8x1 + 6x2 +0x3 + 0x4, vi cc rng buc
4x 1 + 2x 2 + x 3 = 60
2x 1 + 4x 2 x 4 = 48
x , x , x , x 0.
1 2 3 4
Nhn xt. Kt qu gii v d trn bng phng php n hnh hai pha cng ging vi kt
qu t c khi gii bng phng php n hnh m rng. Tuy nhin, khi s dng phng php
n hnh hai pha, chng ta trnh c s phin phc trong vic khai bo gi tr dng ln ca
tham s M nh trong phng php n hnh m rng.
Bng II.4. Cc bng n hnh gii bi ton pha 2
8
x1
x2
x3
x4
36
1/2
12
1/2
1/4
z0 = 72
z1 = 3
z2 = 6
z3 = 0
z4 =3/2
1 = 5
2 = 0
3 = 0
4 = 3/2
H s hm mc
tiu
Bin c s
Phng n
x3
x2
Hng z
Hng j
0
x4
72
x2
30
1/2
180
12
Hng z
Hng j

30, x4 = 72, x1 = x3 = 0 v zmax = 180.
34
4.4. Phng php n hnh ci bin
Bng II.5 l bng n hnh tng qut bc lp th k. hiu bng ny ch cn so snh n

vi cc bng n hnh ngay trong bng II.4 trn y hoc cc bng n hnh ca bng II.1. D
dng nhn thy rng cc biu thc tnh ton u xoay quanh ma trn B1, trong B l ma trn c
1
,
s bc k. chuyn sang bng n hnh bc lp th k+1 tip theo, cn tnh c B next
vi Bnext l ma trn c s bc k + 1.
Bng II.5. Bng n hnh dng tng qut
cTN
cBT
xNT
xBT
B1N
B1B
Hng z
cBT B1N
cBT B1B
Hng j
cNT cBT B1N
cBT cBT B1B
H s hm mc tiu
Bin c s
cB
Phng n
B1b
xB
Ni dung ca phng php n hnh ci bin (hay cn gi l phng php n hnh dng
1
c da vo cc thng tin cn thit v ti thiu nht c
ma trn nghch o) l vic tnh B next
c t B1. V vy cc thng tin cn thit, phi lu tr mi bc tm bng n hnh bc

sau, l t hn nhiu so vi phng php n hnh thng thng. Chng ta trnh by ngn gn
phng php n hnh qua v d 9.
V d 9. Min z = 3x1 2x2 + 0x3 + 0x4 + 0x5 + 0x6

x1 + 2x2 + x3
2x1 + x2
x1 + x2
x2
=6
+ x4
=8
+ x5
=1
+ x6
=2
x1, x2, x3, x4, x5, x6 0.

Xt bng n hnh bc 1 (bng II.6), ta c
1
0
B = [a3, a4, a5, a6] =
0
0
1
2
=
1
0 0 0
1 0 0
B1 = I, N = [a1, a2] =
0 1 0
0 0 1
2
1
cNT cBT B1N = [3, 2] [0, 0, 0, 0] I N = [3, 2] = [1, 2].
1
35
Bng II.6. Bng n hnh bc 1

3
H s hm mc tiu
Bin c s
0 0 0 0
Phng n
x1
x2
x3 x4 x5 x6
x3
1 0 0 0
x4
0 1 0 0
x5
0 0 1 0
x6
0 0 0 1
Hng z
0 0 0 0
Hng j
0 0 0 0
Do 1 = 3, ta c th a bin x1 vo c s (k hiu j0 = 1 l ch s ct ca bin a vo c s).

xc nh bin a ra khi c s, ta tnh xB = B1b = Ib =[6, 8, 1, 2]T. Sau tnh ct h
s tng ng vi ct xoay j0 = 1 xc nh c trn l = B1a1 = Ia1 = [1, 2, 1, 0]T = [1,
2, 3, 4]T. p dng quy tc t s dng b nht, xt cc t s 6/1, 8/2, 1/1 v 2/0. T s

dng b nht l 8/2, ng vi ta th 2 nn cn a bin x4 ra khi c s. Vy ch s ca hng
xoay l i0 = 2 ( y r(2) = 4, xem li thut ton n hnh mc 3.4, nn hng xoay l hng 2) v
bin a ra khi c s l x4.
1
Ta i tm B next
. C th nhn thy rng Bnext = [a3, a1, a5, a6] = BV = [a3, a4, a5, a6]V, trong
V = [e1, , e3, e4], vi ei l vc t n v dng ct c ta th i l 1, cn l ct h s ng

vi bin a vo c s. Trong v d trn, l ct h s ng vi bin x4. C th kim tra c:
1 1
0 2
Bnext =
0 1
0 0
0 0 1
0 0 0
=
1 0 0

0 1 0
0 0 0 1 1
1 0 0 0 2
0 1 0 0 1

0 0 1 0 0
V1 c th tm c t V theo quy tc: thay ct
0 0
0 0
1 0
0 1
= [1, 2,
[1/2, 1/2, 3/2, 4/2]T = [1/2, 1/2, 1/2, 0]T. D dng kim tra c:
1 1
0 2
VV1 =
0 1
0 0
0 0 1 1 / 2
0 0 0 1 / 2
1 0 0 1 / 2

0 1 0
0
0 0
0 0
=I .
1 0
0 1
Mt cch tng qut hn c th kim nghim c rng:
36
3,
4]T bi ct
1
0
VV1 =
0
1
2
3
4
0 0 1 1 / 2
0 0 0 1 / 2
1 0 0 3 / 2

0 1 0 4 / 2
1 1 / 2
0 1 /
2
=
0 3 / 2
0 4 / 2
0 0
0 0
= I V1
1 0
0 1
0 0
0 0
.
1 0
0 1
Ta thy V1 l ma trn thu c t V bng cch thay ct 2 ca V (ct c ch s trng vi

ch s ca hng xoay i0 = 2) bi ct mi, thu c bng cch ly tt c cc phn t ca ct 2 nhn
vi 1/2, ring ta th i0 = 2 c thay bi 1/2.
1
T phn tch trn, chng ta nhn c cng thc tnh B next
= V1B1, trong
V1 c xc nh theo quy tc nht nh (ch cn tng qut ha quy tc bit). Vi v d 9,

trong bng n hnh bc 1 chng ta c Bnext = [a3, a1, a5, a6] v:
1
B next
1 1 / 2
0 1 / 2
1 1
=V B =
0 1 / 2
0
0
0 0
0 0
.
1 0
0 1
Sau y chng ta tm cch tm tt phng php n hnh ci bin di dng bng (xem
bng II.7). Trc ht, xt bng n hnh bc 1 (bng II.6). Trong bng ny chng ta b i hng
zj, b i cc ct tng ng vi cc bin ngoi c s x1 v x2 th c bng II.7. Cn thm vo mt
hng mi cBT B1 v mt ct mi c cc phn t u bng 0, tr phn t cui bng 1. Ngoi ra,
vit thm vo ct xoay ng vi bin s a vo c s. Lc u, ma trn c s B l ma trn n
v nn B1 B. Xt ma trn B 1 (c l ma trn B1 bao), thu c t B bng cch thm vo ct
mi v cc phn t tng ng ca hng j.
Bng II.7. Bng n hnh ci bin bc 1
H s hm mc tiu cB
Bin c s
0
0
0
0
x3
x4
x5
x6
z = cBT xB = 0
B1
Phng n
6
8
1
2
Hng cBT B1
B1
1
0
0
0
0
1
0
0
0
0
1
0
Ct mi
Ct (x1)
0
0
0
1
0
0
0
0
1
2
1
0
0 0 0 0
tm cc s gia hm mc tiu, ta ly 1 nhn vi hng cui ca ma trn B1 bao, ri li

nhn vi cc ct tng ng a1 v a2 trong ma trn A (c l ma trn A m rng), thu c bng
cch thm vo ma trn A hng cui l hng cT:
37
1
2
A = 1
0
3
2 1 0 0 0
1
2
1 0 1 0 0
1 0 0 1 0 [1,2] = [0, 0, 0, 0, 1] 1
1 0 0 0 1
0
3
2 0 0 0 0
2
1
1 =[3, 2].
1
2
Tht vy, do 1 = c1 cBT B1a1 v 2 = c2 cBT B1a2 nn

a
[1, 2] = [c1, c2] cBT B1[a1, a2] = [ cBT B1, 1] 1
c1
a2
= [3, 2].
c2
Vy ct l ct ng vi bin x1, = B1a1 = Ia1 = [1, 2, 1, 0]T = [1, 2, 3, 4]T c 1 =

3. Vi ct xoay xc nh c, ta tm c hng xoay v phn t xoay theo quy tc thng
thng. Sau xoay sang bng n hnh ci bin mi da trn phn t xoay tm c, ma trn
B1 bc mi cng c th tm theo cc quy tc ca th tc xoay. Ring hng cBT B1 c tnh
bng cch ly ct cB nhn (theo kiu tch v hng) vi cc ct ca B1(xem bng II.8).
H s hm mc tiu cB
Bin c s
Phng n
0
3
0
0
x3
x1
x5
x6
2
4
5
2
z = cBT xB = 4/3
B1
B1
Ct (x2)
0
0
0
1
0
0
0
0
3/2
1/2
3/2
1
3/2 0 0
1/2
1 1/2
0 1/2
0 1/2
0
0
Hng cBT B1
Ct mi
0
0
1
0
tm ct trong bng II.8, trc ht cn tm s gia hm mc tiu cho cc bin ngoi c

s:
a
[2, 4] = [c2, c4] cBT B1[a2, a4] = [ cBT B1, 1] 2
c2
2
1
= [0, 3/2, 0, 0, 1] 1
1
2
a4
c4
0
1
0 =[1/2, 3/2].
0
0
Vy ta xc nh c bin a vo c s l bin x2 v ct in vo bng II.8:

1 1 / 2
0 1 / 2
1
= B a2 =
0 1 / 2
0
0
38
0 0 2 3 / 2
0 0 1 1 / 2
=
.
1 0 1 3 / 2

0 1 1 1
Sau chuyn sang bc tip theo (xem bng II.9).

H s hm mc tiu cB
Bin c s
B1
Phng n
Ct
B1
Ct mi
x2
4/3
2/3 1/3 0 0
x1
10/3
1/3
2/3 0 0
x5
x6
2/3
2/3
1/3 0 1
Hng cBT B1
1/3
4/3 0 0
z = cBT xB = 38/3
Chng ta i tnh cc s gia hm mc tiu ng vi cc bin ngoi c s:

a
[3, 4] = [c3, c4] cBT B1[a3, a4] = [ cBT B1, 1] 3
c3
1
0
= [1/3, 4/3, 0, 0, 1] 0
0
0
a4
c4
0
1
0 = [1/3, 4/3].
0
0
Vy phng n ti u tm c l x1 = 10/3, x2 = 4/3, x3 = 0, x4 = 0, x5 = 3,

x6 = 2/3, vi gi tr nh nht ca hm mc tiu l zmin = 38/3.
Ch
Phng php n hnh ci bin cho php tnh ma trn nghch o ca ma trn c s
bc k+1 theo cng thc B k1+1 = Vk1B k1 = ... = Vk1 Vk11 ...V11B 11 . Hn na dng ca cc ma
trn Vi1 ,i cng rt n gin. Do c th thy, phng php n hnh ci bin gim c khi
lng tnh ton kh nhiu khi so snh vi phng php n hnh.
C th p dng phng php hai pha cho phng php n hnh ci bin. Lc ny cc
du hiu dng khng c g thay i: Nu pha 1 kt thc vi phng n ti u cha bin gi nhn
gi tr dng th bi ton khng c phng n. Nu trong khi tin hnh pha 2, ta tm c ct
xoay m khng tm c hng xoay th bi ton c hm mc tiu khng b chn. Bi ton s c
phng n ti u nu pha 2 kt thc vi du hiu ti u (vi BTQHTT dng Min th du hiu ti
u l j 0, j). trnh by vn n gin, sau y chng ta pht biu thut ton n hnh ci
bin mt cch s b cho trng hp bit mt phng n xut pht (BTQHTT dng Min).
39
Khung thut ton n hnh ci bin

Bc khi to
Tm mt phng n cc bin ban u.

Xc nh cc bin c s xB, cc h s hm mc tiu tng ng cB. Xc nh ch s ca m
bin c s: r(1), r(2), ..., r(m).
Tm ma trn c s B ng vi cc ct vi ch s: r(1), r(2), ..., r(m), ma trn nghch o B
1
, ma trn bao B 1 vi cBT B 1 l hng cui ca ma trn bao.

Thit lp ma trn m rng A = [ N , B ] v tnh cc s gia hm mc tiu ng vi cc
bin ngoi c s theo cng thc: N = cNT cBT B1N = [ cBT B1, 1] N .
t k := 1.
Cc bc lp (bc lp th k)
Bc 1: Kim tra iu kin dng.

Nu N 0 th bi ton c phng n ti u, ghi li kt qu v chuyn sang bc 3.
Nu tri li, tn ti j JN sao cho j < 0 th chn xj l bin a vo c s.
Thit lp ct = B1aj. Tm hng xoay bng quy tc t s dng b nht. Nu khng
chn c hng xoay (khi 0) th bi ton c hm mc tiu khng b chn di, ghi li kt qu
v chuyn sang bc 3.
Bc 2:
Chn c hng i lm hng xoay, a bin xr(i) ra khi c s v tm ch s ca bin c s
mi a vo r(i) := j. Xc nh li xB v cB, B v N.
Thc hin th tc xoay tnh li B1, tnh li cBT B 1 v ma trn bao B 1 . Tnh cc s gia
hm mc tiu ng vi cc bin ngoi c s theo cng thc N = cNT cBT B1N = [ cBT B1, 1] N .
t k := k + 1, sau quay v bc 1.
Bc 3: Dng v in ra kt qu.
40
Bi tp chng II
Bi 1. Xt BTQHTT dng Max:
Max z = 6x1 + 4x2

2x1 + 3x2 100
4x1 + 2x2 120
x1, x2 0.
a. Hy gii bi ton bng phng php th.
b. Hy gii bi ton bng phng php n hnh.
c. Minh ha ngha kinh t ca bi ton trong mt tnh hung thc t.
Bi 2. Xt BTQHTT dng Min:
Min z = 3x1 x2
x1 2x2 4
x1 + x2 8
4x1 + 2x2 20
4
x1
x2 4
x1, x2 0.
a. Hy gii bi ton bng phng php th.
b. Hy gii bi ton bng phng php n hnh.
Max z = 5x1 + x2 + 6x3 + 2x4

4x1 + 4x2 + 4x3 + x4 44
8x1 + 6x2 + 4x3 + 3x4 36
x1, x2, x3, x4 0.
a. Hy gii bi ton bng phng php n hnh.
b. Gii bi ton bng phng php n hnh ci bin.
c. Gii bi ton bng phn mm Excel hay phn mm Lingo.
41
Min z = 2x1 + x2 x3 x4
x1 x2 + 2x3 x4 = 2
2x1 + x2 3x3 + x4 = 6
x1 + x2 + x3 + x4 = 7
x1, x2, x3, x4 0.
a. Hy gii bi ton bng phng php n hnh m rng (phng php M).
b. Gii bi ton bng phn mm Excel hay phn mm Lingo.
Min z = 3x1 + 2x2 + 8x3

4x1 3x2 + 12x3
12
+ 4x3 6
x1
x2
x3 = 2
x1, x2, x3 0.
a. Hy a bi ton v dng chnh tc.
b. Hy gii bi ton bng phng php n hnh m rng (phng php M).
c. Hy gii bi ton bng phng php n hnh hai pha.
d. Gii bi ton bng phng php n hnh ci bin.
e. Gii bi ton bng phn mm Excel hay phn mm Lingo.
Max z = x1 + x2
x1 +
x2 + x3
x1 2x2
=1
+ x4
x1 + 2x2
=0
+ x5 = 3
x1, x2, x3, x4, x5 0.

Xt phng n (0, 1, 0, 2, 1)T.
a. Tm ma trn c s B tng ng vi phng n.
42
b. Hy vit cng thc s gia hm mc tiu cho phng n trn v cho bit phng n
cho c phi l phng n ti u khng?
c. Nu phng n cho khng phi l phng n ti u, hy thc hin th tc xoay v
cho bit ma trn c s bc tip theo. Tm s gia hm mc tiu tng ng.
d. Gii thch ti sao bi ton trn c hm mc tiu khng b chn trn?
Bi 7. Xt BTQHTT dng chnh tc. Gi s chng ta bit mt phng n ti u ca n l x*
v B l ma trn c s tng ng vi x*. Chng minh rng nu tn ti ch s j JN sao
cho: cj cBB1aj = 0 th bi ton cho c v s phng n ti u. Hy chn mt v d
n gin minh ha trng hp trn.
Bi 8. Hy kim tra li kt qu ca v d 3 chng I (Bi ton quy hoch s dng t trn a bn
x ng D, huyn Gia Lm, tnh H Ni) bng phn mm Excel hay Lingo.
Bi 9. Hy lp chng trnh my tnh bng ngn ng Pascal hay ngn ng C gii BTQHTT
dng chnh tc theo thut ton n hnh gii BTQHTT c pht biu ti mc 3.4 ca
chng II.
Bi 10. Hy pht biu thut ton hai pha v lp chng trnh my tnh bng ngn ng Pascal hay
ngn ng C gii BTQHTT dng tng qut. Chy kim th chng trnh trn mt s v
d bit.
43
Chng III
Bi ton i ngu v mt s ng dng
1. Pht biu bi ton i ngu

1.1. Pht biu bi ton
Tng ng vi mi BTQHTT (cn gi l bi ton gc) c mt bi ton i ngu. Bi ton

i ngu ca BTQHTT cng l mt BTQHTT. Nh vy, bi ton gc v bi ton i ngu ca n
lp thnh mt cp BTQHTT, tnh cht ca bi ton ny c th c kho st thng qua bi ton
kia. Nhiu quy trnh tnh ton hay phn tch c hon thin khi xem xt cp bi ton trn trong
mi lin quan cht ch ca chng, mang li li ch trong vic gii quyt cc vn pht sinh t
thc t. Vi mc ch tm hiu bc u, chng ta xt bi ton gc l bi ton quy hoch tuyn
tnh (BTQHTT) dng Max vi cc rng buc ch c du v cc bin u tho mn iu kin
khng m.
Bi ton gc
Max z = c1x1 + c2x2 + .... + cnxn
a11x1 + a12x2 + ... + a1nxn b1
a21x1 + a22x2 + ... + a2nxn b2
...
x1, x2, ..., xn 0.
Lc BTQHTT sau y c gi l bi ton i ngu ca BTQHTT trn.

Bi ton i ngu
Min u = b1y1 + b2y2 + .... + bmym
44
vi cc iu kin rng buc:

a11y1 + a21y2 + ... + am1ym c1
a12y1 + a22y2 + ... + am2ym c2
...
a1ny1 + a2ny2 + ... + amnym cn
y1, y2, ..., ym 0.
Cc bin y1, y2, ..., ym c gi l cc bin i ngu. Trong trng hp ny, do bi ton gc
c m rng buc, nn bi ton i ngu c m bin i ngu. Bin i ngu yi tng ng vi rng
buc th i ca bi ton gc.
1.2. ngha ca bi ton i ngu
V d 1. Xt bi ton gc
Max z = 2x1 + 4x2 + 3x3

vi cc rng buc
3x1 + 4x2 + 2x3 60
2x1 +
x2 + 2x3 40
x1 + 3x2 + 2x3 80
x1, x2, x3 0.
Cn tm cc gi tr ca cc bin quyt nh x1, x2, x3 cc rng buc c tho mn v
hm mc tiu t gi tr ln nht.
Bi ton ny c ngha kinh t nh sau: Gi s mt x nghip sn xut ba loi sn phm I,
II v III. sn xut ra mt n v sn phm I cn c 3 n v nguyn liu loi A, 2 n v
nguyn liu loi B v 1 n v nguyn liu loi C. Cc ch tiu cho mt n v sn phm loi II
l 4, 1 v 3. Cn cho n v sn phm loi III l 2, 2 v 2. Lng nguyn liu d tr loi A v B
hin c l 60, 40 v 80 (n v). Hy xc nh phng n sn xut t li nhun ln nht, bit li
nhun / n v sn phm bn ra l 2, 4 v 3 (n v tin t) cho cc sn phm loi I, II v III.
Gi s c mt khch hng mun mua li cc n v nguyn liu loi A, B v C. Bi ton
t ra l cn nh gi cc n v nguyn liu. R rng rng gi cc nguyn liu c quy nh bi
gi tr ca sn phm m chng to nn. Nu cc sn phm ny mang li li nhun ln trn th
trng th gi c nh ca cc nguyn liu ny phi cao, cn nu tri li th gi c nh ca
chng l thp. Mt khc, li nhun ca cc sn phm thu c trn th trng li ph thuc vo
nhiu yu t nh: gi c cc sn phm c bn trn th trng ( c th trng chp nhn),
lng d tr nguyn liu hin c, h s chi ph sn xut
Nh vy, gi c nh ca cc nguyn liu A, B v C ph thuc vo:
H s hm mc tiu ca bi ton gc: c1 = 8, c2 = 4 v c3 = 63.
Ma trn rng buc cc h s chi ph sn xut:
45
3 4 2
A = 2 1 2 .
1 3 2
H s d tr cc loi nguyn liu:

60
b = 40 .
80
Tuy nhin, mi ph thuc khng d dng xc nh c. gii quyt vn ny hon

ton c th da vo vic phn tch bi ton i ngu. Gi y1 l gi c nh mt n v nguyn
liu loi A, y2 l gi c nh mt n v nguyn liu loi B, cn y3 l gi c nh mt n v
nguyn liu loi C (y1, y2, y3 0).
Chng ta hy i xt bi ton i ngu:
Min u = 60y1 + 40y2 + 80y3
3y1 + 2y2 + y3 2
4y1 + y2 + 3y3 4
2y1 + 2y2 + 2y3 3
y1, y2, y3 0.
Tht vy, u = 60y1 + 40y2 + 80y3 chnh l tng chi ph phi b ra nu ngi khch hng
mun mua 60 n v nguyn liu loi A, 40 n v nguyn liu loi B v 80 n v nguyn liu
loi C. Tt nhin ngi khch hng mun tng chi ph u cng b cng tt.
Xt rng buc th nht. V tri l 3y1 + 2y2 + y3 chnh l s tin khch hng phi b ra
mua 3 n v nguyn liu loi A, 2 n v nguyn liu loi B v 1 n v nguyn liu loi C. y
l s nguyn liu cn thit sn xut ra mt n v sn phm loi I. R rng rng, ngi khch
hng khng th mua c s nguyn liu ny thp hn li nhun m mt n v sn phm loi A
mang li khi c bn ra trn th trng (2 n v tin t). iu ny dn n rng buc th nht
3y1 + 2y2 + y3 2. Tng t chng ta c th lp lun c ngha kinh t ca rng buc th hai
cng nh rng buc th ba ca bi ton i ngu.
1.3. Quy tc vit bi ton i ngu tng qut
Xt cp bi ton gc v bi ton i ngu trong v d 1 c cho trong bng III.1.

Nhn xt. BTG l bi ton Max BTN l bi ton Min.
Cc h s hm mc tiu ca BTG Cc h s v phi ca BTN.
Cc h s v phi ca BTG Cc h s hm mc tiu ca BTN.
Ma trn h s ca BTG l A Ma trn h s ca BTN l AT.
Bin 0 ca BTG (3.2) Rng buc ca BTN (3.2).
46
Rng buc BTG (3.1) Bin 0 ca BTN (3.1).

Bng III.1. Cp bi ton gc v bi ton i ngu
Bi ton gc (BTG)
Bi ton i ngu (BTN)
Max z = 2x1 + 4x2 + 3x3
Min u = 60y1 + 40y2 + 80y3
vi cc rng buc:
vi cc rng buc:
3x1 + 4x2 + 2x3 60

2x1 + x2 + 2x3 40
3y1 + 2y2 + y3 2
(3.1)
x1 + 3x2 + 2x3 80
x1, x2, x3 0
4y1 + y2 + 3y3 4
(3.2)
2y1 + 2y2 + 2y3 3

(3.2)
y1, y2, y3 0
(3.1)
T cc nhn xt trn y, chng ta xem xt cc quy tc vit bi ton i ngu cho mt

BTQHTT dng tng qut.
Xt bi ton gc l BTQHTT dng tng qut sau y:
z = c1x1 + c2x2 + .... + cnxn Max
a11x1 + a12x2 + ... + a1nxn b1
a21x1 + a22x2 + ... + a2nxn b2
...
am1x1+ am2x2 + ... + amnxn bm
x1 0, x2 0,
..., xn 0 .
Trong , k hiu c th hiu l , hoc = i vi cc rng buc. i vi iu kin v

du ca cc bin, k hiu 0 c th hiu l 0, 0 hoc c du tu .
Sau y l cc quy tc vit bi ton i ngu tng qut:
Quy tc 1: BTG l bi ton Max BTN l bi ton Min.
Quy tc 2: Cc h s hm mc tiu ca BTG Cc h s v phi ca BTN.
Quy tc 3: Cc h s v phi ca BTG Cc h s hm mc tiu ca BTN.
Quy tc 4: Ma trn h s ca BTG l A Ma trn h s ca BTN l AT.
Quy tc 5:
Bin 0 ca BTG Rng buc ca BTN.
Bin 0 ca BTG Rng buc ca BTN.
Bin c du tu ca BTG Rng buc = ca BTN.
Quy tc 6:
Rng buc BTG Bin 0 ca BTN.
Rng buc BTG Bin 0 ca BTN.
Rng buc = BTG Bin c du tu ca BTN.
47
Ch . Cc quy tc vit bi ton i ngu tng qut trn y c p dng khi bi ton gc
cho l BTQHTT dng Max. Trong mc 1.4 (tnh cht 1) ngay tip theo, chng ta s m rng
cc quy tc ny cho BTQHTT dng Min. Bng III.2 sau y cho bit cch vit bi ton i ngu
trong mt trng hp c th.
Bng III.2. Vit bi ton i ngu cho bi ton gc dng Max
Bi ton gc (BTG)
Bi ton i ngu (BTN)
Max z = 2x1 + 4x2 + 3x3
Min u = 60y1 + 40y2 + 80y3
vi cc rng buc:
vi cc rng buc:
3x1 + 4x2 + 2x3 60

2x1 + x2 + 2x3 = 40
3y1 + 2y2 + y3 2
(3.3)
x1 + 3x2 + 2x3 80
x1 0, x2 0, x3 du tu .
4y1 + y2 + 3y3 4
(3.4)
2y1 + 2y2 + 2y3 = 3

(3.4)
y1 0, y2 du tu , y3 0.
(3.3)
1.4. Cc tnh cht v ngha kinh t ca cp bi ton i ngu
Trong phn ny chng ta s nghin cu cc tnh cht ca cp bi ton i ngu c

pht biu mc 1.1 v ngha kinh t ca chng thng qua mt v d n gin.
V d 2. Xt li cp bi ton gc v bi ton i ngu trong v d 1 (bng III.1).
Tnh cht 1. Bi ton i ngu ca bi ton i ngu li chnh l bi ton gc.
Tnh cht ny c th c chng minh mt cch tng qut. Tuy nhin, trnh by vn
n gin, hy xt bi ton gc sau:
Max z = 2x1 + 4x2 + 3x3
vi cc rng buc
3x1 + 4x2 + 2x3 60
2x1 +
x2 + 2x3 40
x1 + 3x2 + 2x3 80
x1, x2, x3 0.
Lc , bi ton i ngu l:
Min u = 60y1 + 40y2 + 80y3
3y1 + 2y2 + y3 2
4y1 + y2 + 3y3 4
2y1 + 2y2 + 2y3 3
y1, y2, y3 0.
48
hay:
Max t = 60y1 40y2 80y3
3( y1) + 2( y2 ) + ( y3) 2
4( y1) + ( y2 ) + 3( y3) 4
2( y1) + 2( y2 ) + 2( y3) 3
y1, y2, y3 0.
Chng ta i tm bi ton i ngu cho BTQHTT trn theo cc quy tc bit, vi cc bin
i ngu c k hiu l x1, x2 v x3.
Min v = 2x1 4x2 3x3
vi cc rng buc
3x1 4x2 2x3 60
2x1
x2 2x3 40
x1 3x2 2x3 80
x1, x2, x3 0.
t z = v, d thy rng y chnh l bi ton gc cho ban u:
Max z = 2x1 + 4x2 + 3x3
vi cc rng buc:
3x1 + 4x2 + 2x3 60
2x1 +
x2 + 2x3 40
x1 + 3x2 + 2x3 80
x1, x2, x3 0.
Bng III.3. Vit bi ton i ngu cho bi ton gc dng Min
Bi ton gc (BTG)
Bi ton i ngu (BTN)
z = 60x1 + 40x2 + 80x3 Min
u = 2y1 + 4y2 + 3y3 Max
vi cc rng buc:
3x1 + 2x2 + x3 2
4x1 + x2 + 3x3 4
3y1 + 4y2 + 2y3 60

(3.5)
y2 + 2y3 = 40
(3.6)
y1 + 3y2 + 2y3 80
2x1 + 2x2 + 2x3 = 3

x1 0, x2 du tu , x3 0.
2y1 +
(3.6)
y1 0, y2 0, y3 du tu .
(3.5)
Tnh cht 1 khng nh vai tr bnh ng ca bi ton gc v bi ton i ngu. Bi vy, c

th gi cc BTQHTT ny l cp bi ton i ngu (m khng cn phi phn bit u l bi ton
49
gc, cn u l bi ton i ngu). Hn na, c th b sung vo cc quy tc vit bi ton i ngu

nh trong nhn xt sau y.
Nhn xt. Cc quy tc vit bi ton i ngu tng qut mc 1.3 cng c th c theo
chiu ngc li. Chng hn, quy tc 1 cng c th c hiu l BTG l bi ton Min BTN
l bi ton Max. i vi cc quy tc khc cng c iu tng t (v d minh ha trong bng
III.3).
Tnh cht 2. Vi mi phng n x ca bi ton gc (bi ton Max) v vi mi phng n y
ca bi ton i ngu (bi ton Min), ta lun c z(x) u(y).

Tip tc xt v d 2 minh ho tnh cht ny. Bng III.4 sau y cho bit phng n ti
u ca bi ton gc (sau khi a bi ton gc v dng chnh tc bng cch s dng 3 bin b
thiu x4, x5 v x6). Cn bng III.5 trnh by kt qu gii bi ton i ngu bng phng php
n hnh m rng (sau khi thm vo ba bin b tha y4, y5, y6 v ba bin gi y7, y8, y9).
Bng III.4. Phng n ti u ca bi ton gc
H s cj
Bin c s
Phng n
c1 = 2
c2 = 4
c3 = 3
c4 = 0
c5 = 0
c6 = 0
x1
x2
x3
x4
x5
x6
1/3
1/3
1/3
x2
x3
16 32
5/6
1/6
2/3
x6
26 32
5/3
2/3
1/3
76 32
23/6
5/6
2/3
11/6
5/6
2/3
Hng z
Hng j
6 32
Tnh cht 2 c th c minh ho trong hai bng III.4 v III.5. Vi mi phng n x ca

bi ton gc v mi phng n y ca bi ton i ngu ta u c z(x) 76 32 u(y).
V mt ngha kinh t, c th lp lun l gii tnh cht ny nh sau: Vi mi phng
n nh gi nguyn liu th tng chi ph (pha mun mua) phi b ra mua cc n v nguyn
liu khng bao gi thp hn c tng li nhun mang li khi dng cc n v nguyn liu
sn xut ra sn phm v tiu th chng trn th trng. Tht vy, z(x) = 60x1 + 40x2 + 80x3
chnh l tng li nhun mang li trong mt phng n sn xut. Cn u(y) = 2y1 + 4y2 + 3y3 l
tng gi tr c nh ca ngun d tr nguyn liu c s dng trong cc phng n sn xut.
R rng, mt phng n nh gi hp l ngun nguyn liu s phi tho mn u(y) z(x). Trong
trng hp tng qut, chng ta c th thay cm t ngun d tr nguyn liu bi cm t ngun
d tr ti nguyn c ngha tng qut hn.
50
Bng III.5. Phng n ti u ca bi ton i ngu

H s
CB
Bin
c s
Phng
n
60
40
80
yB
y1
y2
y3
y4
y5
y6
y7
y8
y9
y7
y8
y9
9M
9M
5M
6M
60
9M
40
5M
80
6M
Hng uj
Hng j
60
y1
2/3
2/3
1/3
1/3
1/3
y8
4/3
5/3
5/3
4/3
4/3
y9
5/3
2/3
4/3
2/3
2/3
40+3M
60
40
M
20
+3M
20
+2M
20
2M
60
3M
20
2M
20
Hng uj
Hng j
+3M
60
y1
1/4
3/4
1/4
1/4
y4
5/4
5/4
3/4
3/4
y9
3/2
1/2
1/2
1/2
60+M
60
15+
45+
15
3M/2
M/2
15
M/2
25
3M/2
35
M/2
15
M/2
15+
Hng uj
Hng j
+M/2
3M/2
60
y1
5/6
2/3
1/3
1/6
1/3
1/6
y4
11/6
5/3
1/3
5/6
1/3
5/6
40
y2
2/3
1/3
1/3
2/3
1/3
2/3
76 32
60
40
53 13
6 32
16 32
6 32
16 32
26 32
6 32
16 32
M
6 32
M
16 32
Hng uj
Hng j
Tnh cht 3. Nu tn ti hai phng n x* ca bi ton gc v y* ca bi ton i ngu sao

cho z(x*) = u(y*) th x* chnh l phng n ti u ca bi ton gc, cn y* l phng n ti u
ca bi ton i ngu. Ngc li, nu x* l phng n ti u ca bi ton gc, cn y* l phng
n ti u ca bi ton i ngu th z(x*) = u(y*).
Tnh cht ny c minh ho r trong cc bng III.4 v III.5. Lc ny, z(x*) = u(y*) =
76 32 . V mt ngha kinh t, tnh cht ny ch ra rng tng chi ph thp nht phi b ra nu
51
mun mua cc n v nguyn liu (trong mt phng n nh gi ti u) chnh bng tng li

nhun cao nht khi s dng cc n v nguyn liu (trong mt phng n sn xut ti u).
Khng th tn ti mt phng n nh gi cho php tng gi c nh nh hn c tng li
nhun ln nht.
Mt cch tng qut, gi tr cc ti nguyn ca mt cng ty c c nh da trn trnh
t chc sn xut, trnh cng ngh v gi tr th trng ca cc sn phm m cc ti nguyn ny
to nn ti thi im hin ti. Quy tc ny t ra c bit cn thit trong vic nh gi ti nguyn /
ti sn ca mt cng ty. i vi cc cng ty lm n thua l th gi c nh cc ti nguyn thng
kh thp, cn cc cng ty lm n pht t th gi c nh cc ti nguyn thng cao.
Tnh cht 4. Xt cp phng n ti u (x*, y*) ca cp bi ton i ngu. Nu mt iu
kin rng buc hay iu kin v du c tho mn khng cht (khng xy ra du =) trong mt
bi ton, th iu kin tng ng trong bi ton kia phi c tho mn cht (xy ra du =). Tnh
cht ny cn c gi l tnh cht lch b: Nu trong mt iu kin xy ra lch dng th
trong iu kin tng ng lch l bng 0.
Trc ht, chng ta hy minh ho tnh cht ny qua v d 2. T bng III.4 ta thy x1 = 0,
x 2 = 6
2
2
5
2
, x 3 = 16 . Cn bng III.5 cho bit y 1 = , y 2 = , y 3 = 0.
3
3
6
3
i vi bi ton gc ta c
3 x1 + 4 x 2 + 2 x 3 = 60 (tho mn cht)
(3.7)
2 x1 +
(3.8)
x 2 + 2 x 3 = 40 (tho mn cht)
x 1 + 3 x 2 + 2 x 3 < 80 (tho mn khng cht)

x 1 = 0 (tho mn cht),
x 2 = 6
2
> 0 (tho mn khng cht)
3
x 3 = 16
2
> 0 (tho mn khng cht).
3
(3.9)
(3.10)
(3.11)
(3.12)
Cn i vi bi ton i ngu ta c
3 y 1 + y 2 +
4 y 1 +
y 3 > 2 (tho mn khng cht)
y 2 + 3 y 3 = 4 (tho mn cht)
(3.11)
2 y 1 + 2 y 2 + 2 y 3 = 3 (tho mn cht)
(3.12)
y 1 =
5
> 0 (tho mn khng cht),
6
(3.7)
y 2 =
2
> 0 (tho mn khng cht),
3
(3.8)
y 3 = 0 (tho mn cht).
52
(3.10)
(3.9)
Chng ta i phn tch ngha kinh t ca cc cp iu kin tng ng. Xt cp iu kin

tng ng: x 1 + 3 x 2 + 2 x 3 < 80 (3.9) tho mn khng cht nn y 3 = 0 (3.9) tho mn cht.
iu ny c ngha l trong phng n sn xut ti u lng nguyn liu loi C cha c s
dng ht. Do gi c nh ca cc n v d tha ra c coi l bng 0. Xt cp iu kin
tng ng: x 2 = 6 32 > 0 tho mn khng cht (3.11) nn 4 y 1 + y 2 + y 3 = 4 tho mn cht
(3.11). iu ny c ngha l nu mt loi sn phm c a vo sn xut trong phng n sn
xut ti u th tng gi c nh cc n v ca cc loi nguyn liu to nn mt n v sn phm
loi ny chnh bng li nhun m n v sn phm mang li.
Ngc li, xt cp iu kin tng ng: y 1 =
5
6
> 0 (3.7) tho mn khng cht nn 3 x 1 +
4 x 2 + 2 x 3 = 60 (3.7) tho mn cht. Nh vy, nu gi c nh ti u cho mi n v nguyn

liu loi A l dng th iu ny chng t nguyn liu loi A ang c s dng ht (vt cn)
trong mt phng n sn xut ti u. Cn khi xt cp iu kin tng ng: 3 y 1 + y 2 + y 3 > 2
(3.10) tho mn khng cht nn x1 = 0 (3.10) tho mn cht. iu ny chng t rng, nu tng
gi c nh cc n v ca cc loi nguyn liu to nn mt n v sn phm loi no cao hn
li nhun m mt n v sn phm loi ny mang li th loi sn phm ny khng c sn xut
ra trong phng n sn xut ti u.
Tnh cht 5. Phng n ti u ca bi ton i ngu c th tm c trong bng n hnh
ti u ca bi ton gc v ngc li.
Xt v d 2. Phng n ti u ca bi ton i ngu y 1 =
5
6
, y 2 =
2
3
, y 3 = 0 c th tm
c trong hng zj ca bng III.4 ng vi cc ct bin b x4, x5 v x6. iu ny c th c gii

thch nh sau: Ti tnh hung phng n sn xut ti u, nu chng ta mun sn xut thm mt
n v nguyn liu no (xem li chng II, mc 2.1), th phi b ra mt chi ph tng ng cho
trong hng zj. chnh l gi c nh (bin) ca mi n v nguyn liu (cn gi l gi bng
shadow price).
2
2
, x 3 = 16 c th tm c
3
3
trong hng cui (hng j) ca bng III.5 ng vi cc ct bin b y4, y5 v y6.
Tng t, phng n ti u ca bi ton gc x 1 = 0, x 2 = 6
2. Chng minh mt s tnh cht ca cp bi ton i ngu
trnh by vn n gin, xt cp bi ton i ngu sau y.

Bi ton gc: Max z = cTx, vi x D = {x Rn: Ax b, x 0}.
Bi ton i ngu: Min u = bTy, vi y E = {y Rm: AT y c, y 0}.
Cc k hiu c s dng nh sau:
c1
c
c = 2,
...

cn
x1
x
x = 2 ,
...

x n
b1
b
b= 2,
...

bm
y1
y
y= 2 ,
...

ym
53
a11
a
A = 21
...
a m1
a12
a 22
...
am 2
... a1n
... a2n
l ma trn h s cc iu kin rng buc.
... ...
... amn
2.1. nh l i ngu yu
nh l 1. Vi mi phng n x ca bi ton gc v vi mi phng n y ca bi ton i
ngu ta lun c z(x) u(y). Hn na, nu tn ti hai phng n x* ca bi ton gc v y* ca bi
ton i ngu sao cho z(x*) = u(y*) th x* chnh l phng n ti u ca bi ton gc, cn y* l
phng n ti u ca bi ton i ngu.
Chng minh
T Ax b, x 0 v AT y c, y 0 suy ra yT(Ax b) 0 hay yTAx yTb. Mt khc:
xT(ATy c) 0 xTAy xTc yATx = (xTAy)T (xTc)T = cTx. Vy yTb yTAx cTx. Do
u(y) z(x) vi mi phng n x v y ca cp bi ton i ngu.
chng minh phn sau ca nh l, gi s x* l phng n ca bi ton gc, cn y* l
phng n ca bi ton i ngu vi z(x*) = u(y*). Cn chng minh x* v y* l cc phng n
ti u ca cp bi ton i ngu. Gi s x* khng l phng n ti u ca bi ton gc th phi
tn ti phng n x ca bi ton gc sao cho z(x*) < z(x). T ta c u(y*) < z(x), mu thun vi
phn u ca nh l (pcm).
Nh vy, tnh cht 2 ca cp bi ton i ngu c chng minh.
2.2. nh l i ngu mnh
nh l 2. Nu x* l phng n ti u ca bi ton gc, cn y* l phng n ti u ca bi
ton i ngu th z(x*) = u(y*).
Chng minh
Trc ht xt bi ton gc: Max z = cTx, vi x D = {x Rn: Ax b, x 0}, c th a
c v dng chnh tc bng cch s dng cc bin b. Vi k hiu vc t bin b l xS, bi ton
gc dng chnh tc c vit nh sau: Max z = cT x vi cc rng buc Ax + IxS = b, x T = (xT,
xST) 0, trong c T = (cT , cST ) vi cS l vc t 0.
K hiu A = [A I], bi ton gc dng chnh tc c vit li di dng sau:
Max z = cT x , vi cc rng buc: A x = b, x 0.
V d 3. hnh dung vic chng minh c th hn, chng ta xt li BTQHTT v d 1,
chng II.
Bi ton gc: Max z = 8x1 + 6x2

vi cc rng buc
4x1 + 2x2 60
2x1 + 4x2 48
x1, x2 0.
54
Phng n ti u ca bi ton gc l ( x1 , x 2 )T = (12, 6)T.

Dng chnh tc ca bi ton gc l:
Max z = 8x1 + 6x2 + 0x3 + 0x4
vi cc rng buc
4x1 + 2x2 + x3
2x1 + 4x2
= 60
+ x4 = 48
x1 , x2, x3, x4 0.
Phng n ti u ca bi ton trn l ( x 1 , x 2 , x 3 , x 4 )T = (12, 6, 0, 0)T.
Bi ton i ngu: Min u = 60y1 + 48y2
vi cc rng buc
4y1 + 2y2 8
2y1 + 4y2 6
y1, y2 0.
Phng n ti u ca bi ton i ngu l ( y 1 , y 2 )T = (5/3, 2/3)T.
Nh vy, trong v d 3 ta c x T = (xT, xST) = (x1, x2, x3, x4) vi xT = (x1, x2),
xST = (x3, x4), c = (cT, cST) = (c1, c2, c3, c4)T vi c = (c1, c2)T = (8, 6)T , cST = (c3, c4)T = (0, 0)T v
A = [A
4 2 1 0
I] =
.
2 4 0 1
Cc vc t ct ca ma trn rng buc A l:
2
4
1
0
a1= , a2 = , a3 = , a4 = .
4
2
0
1
Vn s dng cc k hiu mc 3 chng II, chng ta c A = [N B] v c = [ cNT , cBT ].
Do = [N , B] = [ cNT cBT B 1N, cBT cBT B 1B] vi N = cNT cBT B 1N v B = cBT
cBT B 1B. i vi ct j th j = c j cBT B 1 a j .

V x* l phng n ti u ca bi ton gc (vi B l ma trn c s tng ng), nn ta c: j
0, j cBT B 1 a j c j , j = 1,n + m
cBT B 1 a j c j ,j = 1,n cBT B 1A cT
( cBT B 1A)T = AT( cBT B 1)T c.
t y = ( cBT B 1)T th AT y c. Chng ta s ch ra rng y l phng n ca bi ton i
ngu: Min u = bTy, vi cc rng buc AT y c, y 0. Do y tho mn iu kin AT y c, ch cn
55
cn
chng
minh
0.
Tht
vy,
do
cBT B1 a j
c j,
j = n + 1,n + m nn y T = cBT B 1I cST 0. Nh trong v d 3, vi a 3 = (1, 0)T v a 4 = (0, 1)T

ta c c BB 1 a j c j vi j = 3, 4, trong cS = (c3, c4)T = (0, 0)T. Vy y 0.
Bc tip theo, ta i chng minh rng z(x*) = u( y ) hay cn chng minh: c Tx* = bT y =
y Tb cTx* = cBT B 1b cTx* = cBT x B (do x B = B 1b). iu ny l ng. Do , theo phn 2

ca nh l 1, y phi l phng n ti u ca bi ton i ngu. Vy, nu x* v y* l cc phng
n ti u ca cp bi ton i ngu th z(x*) = u( y ) = u(y*) (pcm).
Nh vy, tnh cht 3 ca cp bi ton i ngu c chng minh.
Nhn xt
Ta c: (y*)T = y T= cBT B 1I cST 0 zS = cBT B 1I = (zn+1, ..., zn+m) cST = (cn+1, ...,
cn+m)T = (0, ..., 0). Nh vy, tnh cht 5 cng c chng minh: Phng n ti u ca bi ton
i ngu c th tm c trong bng n hnh ti u ca bi ton gc (trn hng zj).
Ta c minh ho hnh hc cho nh l 1 v 2 v gi tr cc hm mc tiu ca cp bi ton
i ngu trn trc s (xem hnh III.1). Ta c th thy ngay, nu bi ton gc c phng n ti u
th bi ton i ngu cng c phng n ti u (nh l 2). Hn na, nu bi ton gc c phng
n v hm mc tiu khng b chn trn min phng n th bi ton i ngu s khng c phng
n (nh l 1). Cn nhc li rng, ta c th chn tu mt trong hai bi ton ca cp bi ton i
ngu l bi ton gc, bi ton cn li l bi ton i ngu.
z(x)
z(x*)
u(y*)
u(y)
Hnh III.1. Gi tr cc hm mc tiu ca cp bi ton i ngu
2.3. nh l lch b
nh l 3. Gi s x* v y* l cc phng n ti u ca cp bi ton i ngu. Lc (x*,
y*) tho mn h
y T (Ax b) = 0,
T
T
x (c A y) = 0.
Chng minh
Vi x = x* v y = y*, theo nh l 2 ta c z(x) = u(y) hay yTb = bTy = cTx = xTc. Mt khc:
yTAx = xTATy
yT(Ax b) = xT(ATy c) yT(Ax b) + xT (c ATy) = 0

T
y (Ax b) = 0
T
T
x (c A y) = 0
56
Ch rng: yT 0, Ax b 0, xT 0, c ATy 0. Vy chng ta c iu phi chng minh.

Nhn xt. nh l 3 chnh l h qu ca nh l 2. Ngoi ra, t nh l 3 s suy ra c
tnh cht 4 ca cp bi ton i ngu. Vi mc ch minh ho, chng ta xt v d 3 trn y. Lc
ny, iu kin: yT(Ax b) = 0
4 2 x1 60
(y1, y2)
= 0 (y1, y2)
2 4 x 2 48
4x1 + 2x 2 60
2x + 4x 48 = 0
2
1
y1(4x1 + 2x2 60) + y2 (2x1 + 4x2 48) = 0.

Do 4x1 + 2x2 60, 2x1 + 4x2 48, y1 0 v y2 0 nn nu 4x1 + 2x2 < 60 th y2 = 0, cn
nu y1> 0 th 4x1 + 2x2 = 60 ... Tht vy, do y 1 = 5/3 > 0 nn ta c 4 x1 + 2 x 2 = 60, do y 2 = 2/3 >
0 nn ta c 2 x1 + 4 x 2 = 48.
Tng t, iu kin:
8 4 2 y 1
xT(cT ATy) = 0 (x1, x2)
= 0
6 2 4 y 2
8 4y1 + 2y 2
(x1, x2)
= 0 x1(8 4y1 2y2) + x2 (6 2y1 4y2) = 0.
6 2y1 + 4y 2
Do 4y1 + 2y2 8, 2y1 + 4y2 6, x1 0 v x2 0 nn nu 4y1 + 2y2 > 8 th x2 = 0, cn nu
x1> 0 th 2y1 + 4y2 = 6 ... Tht vy, do x 1 = 12 > 0 nn ta c 4 y 1 + 2 y 2 = 8, do x 2 = 6 > 0 nn
ta c 2 y 1 + 4 y 2 = 6.
3. Thut ton n hnh i ngu
Trong mc ny chng ta xt mt phng php cho php gii mt lp BTQHTT mt cch

kh tin li. Phng php ny c xy dng da trn tnh cht ca cp bi ton i ngu.
3.1. Quy trnh tnh ton v pht biu thut ton
Trc ht, chng ta trnh by thut ton thng qua mt v d minh ha thy c mi
lin quan gia cp bi ton i ngu, ng thi nm c bn cht ca phng php n hnh i
ngu.
V d 4. Xt cp bi ton i ngu.
Bi ton gc:
Min z = 3x1+ 2x2
vi cc rng buc
x1 + 2x 2 4
x1 + x 2 3
2x 1 + x 2 4
x , x 0.
1 2
Nu gii trc tip bi ton trn bng phng php n hnh, th cn a bi ton v dng
chnh tc vi 8 bin (thm ba bin b tha v ba bin gi). Mt phng php khc nh bit
57
l, trc ht tm cch gii bi ton i ngu (ch vi 5 bin), sau s tm c phng n ti u

ca bi ton gc.
Bi ton i ngu:
Max u = 4y1+3y2+ 4y3
vi cc rng buc
y 1 + y 2 + 2y 3 3
2y 1 + y 2 + y 3 2
y , y , y 0.
1 2 3
Vit bi ton i ngu di dng chnh tc:
Max u = 4y1+3y2+ 4y3 + 0y4 + 0y5
vi cc rng buc
y 1 + y 2 + 2y 3 + y 4 = 3
2y1 + y 2 + y 3 + y 5 = 2
y , y , y , y , y 0.
1 2 3 4 5
Cch 1. Gii bi ton i ngu bng phng php n hnh. Kt qu c cho trong bng
III.6. Theo tnh cht 5 ca cp bi ton i ngu, ta c phng n ti u ca bi ton gc l x 1 =
1, x 2 = 2 vi zmin = 7.
Bng III.6. Gii bi ton i ngu
H s
hm mc tiu
0
0
uj
y3
y5
y3
y1
/j
4
3
uj
/
j
c3 = 4
c4 = 0
c5 = 0
y1
y2
y3
y4
y5
3
2
1
2
1
1
2
1
1
0
0
1
0
4
0
3
0
4
0
0
0
0
3/2
1/2
1/2
3/2
1/2
1/2
1
0
1/2
1/2
0
1
2
2
2
1
4
0
2
2
0
0
4/3
1/3
0
1
1/3
1/3
1
0
2/3
1/3
1/3
2/3
20/3
4
0
8/3
1/3
4
0
4/3
4/3
4/3
4/3
1
1
1
3
0
1
1
0
1
1
1
2
5
1
3
0
4
0
1
1
2
2
y4
y5
/
j
4
4
uj
c2 = 3
Phng n
/
j
4
0
uj
c1 = 4
Bin c s
y3
y2
Cch 2. Gii bi ton gc bng phng php n hnh i ngu.
58
Trc ht a Bi ton gc v dng sau:

Min z = 3x1+ 2x2 + 0x3 + 0x4 + 0x5
vi cc rng buc
x 1 2x 2 + x 3 = 4
x 1 x 2 + x 4 = 3
2x1 x 2 + x 5 = 4
x , x , x , x , x 0.
1 2 3 4 5
Ni dung tm tt ca phng php n hnh i ngu: Trong phng php n hnh,
chng ta dch chuyn dn t phng n kh thi, tc l xj 0, j nhng iu kin j 0, j cha
c tho mn, ti phng n ti u, tc l xj 0 v j 0, j. Trong phng php n hnh i
ngu, chng ta dch chuyn dn t phng n khng kh thi (nhng i ngu kh thi), tc l iu
kin xj 0,j khng c tho mn nhng lun c j 0, j, ti phng n ti u, tc l c xj
0 v j 0, j. Minh ha hnh hc ca vn ny s c trnh by mc 1, chng IV, trong
phn phng php ct Gomory gii BTQHTT nguyn.
Quy trnh gii bi ton gc dng chun tc trn y bng phng php n hnh i ngu
c m t trong bng III.7.
Bng III.7. Gii bi ton gc bng phng php n hnh i ngu
3
x1
x2
x3
x4
x5
4
3
4
1
1
2
2
1
1
1
0
0
0
1
0
0
0
1
0
3
0
2
0
0
0
0
0
0
2
1
2
0
0
1
3/2
1/2
1/2
1
0
0
0
1
0
1/2
1/2
1/2
3
0
3/2
1/2
0
0
0
0
3/2
3/2
4/3
1/3
4/3
0
0
1
1
0
0
2/3
1/3
1/3
0
1
0
1/3
1/3
2/3
20/3
4
0
2
0
1/3
1/3
0
0
4/3
4/3
2
1
1
0
0
1
1
0
0
0
1
0
2
3
1
1
1
1
3
0
2
0
0
0
1
1
1
1
H s
hm mc tiu
Bin c s
Phng n
0
0
0
x3
x4
x5
zj
j
0
0
3
x3
x4
x1
zj
j
2
0
3
x2
x4
x1
zj
j
2
0
3
zj
j
x2
x3
x1
Sau y l khung thut ton ca phng php n hnh i ngu c pht biu cho
BTQHTT: Min z = cTx, vi x D = {x Rn: Ax = b, x 0}.
59
Bc khi to
Tm mt phng n i ngu kh thi x = B-1b tng ng vi ma trn c s B trong mt

phn r no A = [N B]: iu kin xj 0, j c th khng c tho mn nhng lun c j
0, j.
Tnh j = cj zj, j = 1,n , trong n l s bin ca bi ton ang xt.
Cc bc lp
Bc 1: Kim tra iu kin ti u. Nu iu kin ti u xj 0, j = 1,n c tho mn

th in / lu tr kt qu ca bi ton v dng.
Bc 2: Nu tn ti mt ch s j sao cho xj < 0 th tin hnh th tc xoay gm nm bc
tng t vi nm bc bit trong th tc xoay ca phng php n hnh vi cc khc bit
sau:
Trc tin chn hng xoay l hng vi bin xj c gi tr m (thng thng vi tr tuyt
i ln nht, hoc chn ngu nhin).
Sau chn ct xoay theo quy tc t s m ln nht (cc t s c to ra bng cch ly
hng j chia cho hng xj v ch xt cc t s c mu s m). Nu khng tm c ct xoay th
kt lun bi ton khng c phng n kh thi, in / lu tr kt qu ca bi ton v chuyn sang
bc kt thc.
Nu tm c ct xoay th thc hin cc bc tip theo ca th tc xoay.
Tnh li cc j, j = 1,n v quay li bc 1.
Nhn xt
K hiu cc s gia hm mc tiu cho bi ton gc v bi ton i ngu ln lt l j v
. So snh hai bng III.6 v III.7, ta thy ti mi bng n hnh ca cc bc tng ng lun
/
1
c:
x1
x 2
x 3
x 4
x
5
= 4/
=
/
5
/
1
/
2
= 3/
y1
y 2
v y 3
y
4
y 5
= 3
= 4
= 5
= 1
= 2 .
Chng hn trong bng n hnh bc 1 ca bng III.7 v III.6 c
x1
x 2
x 3
x 4
x
5
60
= 4/ = 0
y1
= = 0
y 2
/
= 1 = 4 v y 3
y
= 2/ = 3
4
= 3/ = 4
y 5
/
5
= 3 = 0
= 4 = 0
= 5 = 0
= 1 = 3
= 2 = 2.
Vic thc hin gii bi ton gc bng phng php n hnh i ngu theo bng III.7
thc cht l vic gii bi ton i ngu bng phng php n hnh. iu ny cng gii thch l
do ti sao khi thc hin th tc xoay ca phng php n hnh i ngu cn trc ht xc nh
hng xoay ri sau mi xc nh ct xoay.
3.2. C s ca phng php n hnh i ngu
Phng php n hnh i ngu c th c chng minh mt cch cht ch nh trnh by

sau y.
Xt bi ton gc: Min z = f(x) = cTx vi x D = {x Rn: Ax b, x 0}. D dng a bi
ton ny v dng chnh tc: Min z = cT x vi cc rng buc A x = b, x 0, trong A = [A
I], c T = (cT, csT) v x = (xT, xsT)T, vi ch s di s dng k hiu cc ch s b (xem li cc
k hiu nh l 2, v d 3).
Chng ta xt mt vc t x tha mn A x = b. Bng cch phn r A = [N
B], x =
(x , x ) v cho x N = 0, chng ta c x B = B b. Cc vc t ct a j , j JB, ca B c gi l:

T
N
T T
B
C s gc chp nhn nu x B = B1b 0, nhng khng nht thit
cBT B 1 A c T ,
(3.13)
C s i ngu chp nhn nu
cBT B1 A
c T , nhng khng nht thit
x B = B1b 0.
Chng ta kim tra li cc bc ca thut ton n hnh i ngu bit trn (bn c t
i chiu vi bng III.7). Gi s, x = (x NT , x BT )T l mt phng n i ngu kh thi, tc l cc
vc
ct
a j,j
JB,
ngu
chp
nhn.
Do
(3.13)
nn
j = cj cBT B 1 a j 0. Nu x B = B1b 0 th x l phng n ti u. Ch rng, thut ton n

hnh i ngu c bt u vi ma trn B I, do c x B = B1b = Ib. Trong v d 4, ta c:
x 3 1 0 0 4 4

x B = x 4 = 0 1 0 3 = 3 .
x 5 0 0 1 4 4
Nu x B = B1b 0 cha c tha mn th tn ti x q < 0 vi q JB (nh trong v d 4,
bng III.7). Lc chng ta cn thc hin th tc xoay.
Trng hp 1: j J (J l tp cc ch s ca cc vc t ct ca ma trn A ), x qj 0.
iu ny c ngha l tt c cc ta th q ca cc vc t B1 a j ,j J u khng m. Chng ta
s ch ra rng bi ton gc khng c phng n, hay bi ton i ngu c hm mc tiu khng b
chn trn. Xt vc t y = ( cBT B 1)T. D dng chng minh c y ng l phng n ca bi
ton i ngu. Tht vy, theo (3.13) ta c:
61
A Ty c .
(3.14)
t UqT l vc t hng q trong ma trn B1 v xt y / = y Uq vi > 0 no . Th th

( y / )T a j = ( y T UqT) a j = y T a j UqT a j y T a j (do UqT a j = x qj 0). Theo (3.14), ta c
y T a j c j , nn ( y / )T a j c j. Do A T y / c hay y / cng l phng n ca bi ton i

ngu. Mt khc, gi tr ca hm mc tiu trong bi ton i ngu l u( y / ) = ( y / )Tb = ( y T
UqT)b = y Tb UqTb = u( y ) x q + khi +.

chng minh bi ton gc khng c phng n c th lp lun ngn gn hn. Tht vy,
ta c
x
jJ
qj
x j = x q < 0 (do B1 A x = B1b). Nu bi ton gc c phng n vi cc ta
khng m th y l iu v l v x qj , x j 0, j J.
Trng hp 2: j J sao cho x qj 0. Ta chn ct xoay theo quy tc t s m ln nht,
tc l chn ch s s sao cho:

s
= M in j .
x qs x qj <0 x qj
Tip tc thc hin th tc xoay nh pht biu trong thut ton n hnh i ngu, chng
ta s chuyn c sang phng n i ngu kh thi mi (bn c t chng minh). Trong phng
n mi x s s l bin c s thay ch cho bin x q.
V mi phng n i ngu kh thi tm c trong qu trnh gii tng ng vi mt ma
trn c s B trong mt phn r no A = [N B], nn s phng n i ngu kh thi c xem
xt l mt s hu hn. Do , sau mt s hu hn bc, chng ta s kt thc vic gii BTQHTT
bng phng php n hnh i ngu.
4. Bi ton vn ti
4.1. Pht biu bi ton vn ti
Bi ton vn ti c p dng rt rng ri trong lnh vc lp k hoch phn b sn phm

hng ho (dch v) t mt s a im cung / cp pht ti mt s a im cu / tiu th. Thng
thng, ti mi a im cung (ni i) ch c mt s lng gii hn hng, cn mi a im cu
(ni n) cn mt s lng nht nh hng p ng nhu cu tiu th. Vi cc cung ng vn
chuyn hng a dng, vi cc ph vn ti khc nhau, mc tiu t ra l xc nh phng n vn
ti ti u. Ni cch khc, vn t ra l cn xc nh nn vn chuyn t mi a im cung ti
mi a im cu bao nhiu n v hng nhm tho mn nhu cu ca tng a im tiu th ng
thi t tng chi ph vn ti l nh nht.
V d 5. Ta c 3 im cung cp hng C, D, E v 4 im cu S, T, U v V vi lng hng
cung v cu ti mi im cng nh cc ph vn ti trn mt n v hng cho mi cung ng
nh trong bng III.8.
T im cung i n im cu j ta c cc ph vn ti / mt n v hng l cij bit, chng

hn nh c11 l 3 USD / mt n v hng. Cn thit lp phng n vn ti hng p ng c cung
62
cu v tng chi ph vn ti l nh nht. Ch rng bi ton vn ti ang xt c tng cung bng

tng cu, nn c gi l bi ton vn ti cn bng thu pht. y l dng n gin nht trong cc
dng bi ton vn ti.
Bng III.8. Cc d liu ca bi ton vn ti
im cung
Lng hng
im cu
Lng hng
5000
6000
6000
4000
2500
2000
Tng
13500
1500
Tng
13500
Cc ph vn ti / n v hng cij (USD) n
Ni i
Khi nim bng vn ti
Bng vn ti c m hng, n ct gm m n , m l s im cung, n l s im cu vi cc

ph cij c ghi trong (i, j) cho cung ng (i, j). Khi m = 3, n = 4 nh trong v d trn, ta c
bng vn ti III.9.
Bng III.9. Bng vn ti
3
7
2
Cu1: 6000
Cu 2: 4000
Cu 3: 2000
Cu4: 1500
Cung 1: 5000
Cung 2: 6000
Cung 3: 2500
Tng: 13500
Ta cn tm phng n phn hng vo cc (i, j) sao cho tng theo hng hay ct u khp
vi cc lng cung, cu v tng chi ph vn ti l nh nht. Mi (i, j) biu din mt cung ng
vn chuyn hng t im cung i v im cu j.
Cc phng php to phng n xut pht
C mt s phng php to phng n xut pht. Ta nghin cu hai phng php sau y.
Phng php "gc ty bc"
63
Phng php ny c pht biu nh sau:

Phn pht hng ti a vo gc ty bc ca bng vn ti.
Sau khi (hng) cung hoc (ct) cu tho mn th ta thu gn bng vn ti bng cch b
bt hng cung hoc ct cu i (ch b mt trong hai th hoc hng hoc ct, y l ton
t hoc loi tr, OR exlusive).
Tip tc lp li hai bc trn y cho ti khi hng c phn phi ht vo cc .
Bng phng php gc ty bc ta to c phng n trong bng III.10.
Bng III.10. Phng n xut pht vi phng php gc ty bc
3
5000
7
1000
2
4000
1000
5
1000
1500
Tng chi ph vn ti: CPVT = (3 5 + 7 1 + 5 4 + 2 1 + 4 1 + 5 1,5) 1000 =

55500.
Phng php cc ph ti thiu
Phng php ny c pht biu tng t nh phng php "gc ty bc" nhng u tin
phn pht hng vo c cc ph b nht (nu c nhiu nh vy th chn bt k trong s ).
Lc ny ta c phng n xut pht l phng n cho trong bng III.11.
Bng III.11. Phng n xut pht vi phng php cc ph ti thiu
3
2
1000
4000
5
2500
2
2000
5
1500
5
2500
Tng chi ph vn ti: CPVT = (3 1 + 2 4 + 7 2,5 + 2 2 + 3 1,5 + 2 2,5) 1000 =

42000.
Mt s nhn xt
Phng php cc ph ti thiu thng cho phng n xut pht tt hn phng php
gc ty bc.
Bng vn ti tng ng vi v d 5 c s s dng l 3 + 4 1 = 7 1 = 6. Mt cch
tng qut bng vn ti m hng, n ct c s s dng l m + n 1.
64
Bi ton vn ti cng l BTQHTT. Trong v d ang xt, nu k hiu xij l lng hng
cn c vn chuyn trn cung ng (i, j), chnh l lng hng cn in vo (i, j), th chng ta
BTQHTT sau:
3
Min z = cij x ij = 3x11 + 2x12 + 7x13 + 6x14 + 7x21 + 5x22

i =1 j =1
+ 2x23 + 3x24 + 2x31 + 5x32 + 4x33 + 5x34

vi cc rng buc
x11 + x12 + x13 + x14
= 5000
x21 + x22 + x23 + x24
= 6000
x31 + x32 + x33 + x34 = 2500
x11
+ x21
x12
+ x31
+ x22
x13
= 6000
+ x32
+ x23
x14
(3.15)
= 4000
+ x33
+ x24
= 2000
+ x34 = 1500
xij 0, i = 1,3 , j = 1,4 .

i tn bin: X1 = x11, X2 = x12, X3 = x13, X4 = x14, X5 = x21, ..., X12 = x34, th bi ton trn
y l BTQHTT 12 bin, vi ma trn A cc h s rng buc nh sau:
1
0
A = 1
0
0
0
1
0
0
0
1
0
0
1
0
0
0
0
1
0
1
0
0
0
0
0
1
0
1
0
1
0
0
0
0
1
0
0
1
0
0
0
1
0
0
0
1
0
0
1
0
0
0
0
1
0
0
1
1
0
0
0
0
0
1
0
1
0
0
0
0
1
0
0
1
0
0
0
1
0
0
0
1
(Ma trn A gm 12 vc t ct c k hiu l A11, A12, ..., A34)

H cc rng buc c 7 phng trnh. Nu ly tng 4 phng trnh cui tr i tng cc
phng trnh th 2 v 3 th c phng trnh u. Mt khc, do bi ton vn ti l c phng n,
nn nu gi A l ma trn m rng ca ma trn A ( A thu c t A bng cch thm mt ct cc
h s v phi ca h (3.15)) th hng A = hng A 6. Sau y, chng ta s ch ra rng, hng A =
hng A = 6.
Mi phng n xut pht (xem bng III.10 v III.11) tm c ca bi ton vn ti trn
y chnh l mt phng n cc bin xut pht khi gii BTQHTT. Bi ton vn ti c th hon
ton gii c bng phng php n hnh. Tuy nhin, do c cu trc c bit, bi ton vn ti c
th c gii bng cc phng php khc vi cc thut ton chuyn dng. l cc phng php
phn phi v phng php th v.
65
Pht biu bi ton vn ti tng qut
Trong mt mng li cung cp v tiu th mt mt hng c m im cung, vi cc lng

m
cung l a1, a2, , am v n im cu, vi cc lng cu l b1, b2, , bn. Gi s
a = b
i =1
j =1
, tc
l tng cung v tng cu bng nhau, th ta c bi ton vn ti cn bng cung cu hay cn gi l

bi ton vn ti cn bng thu pht.
Cho bit cij l cc ph / trn mt n v hng vn chuyn t im cung i ti im cu j.
K hiu xij l lng hng cn vn chuyn t im cung i ti im cu j, chng ta c bi ton vn
ti cn bng thu pht tng qut sau y:
m
Min z =
c x
i =1 ij =1
ij
ij
vi cc rng buc
n
x
j =1
ij
= a i , i = 1,m
ij
= b j , j = 1,n
x
i =1
x ij 0, i = 1,m, j = 1,n .
4.2. Cc tnh cht ca bi ton vn ti
Tnh cht 1. Bi ton vn ti cn bng thu pht lun c phng n ti u.
Chng minh
Chng ta ch ra rng bi ton vn ti cn bng thu pht lun c phng n xut pht (tm
c chng hn bng phng php gc ty bc nh trong v d 5 v bng III.10). Hn na, ng
vi mi phng n vn ti th hm mc tiu (hay tng chi ph vn ti tng ng) lun lun b
chn di bi 0. Theo nhn xt cui mc 2.2, i vi mt BTQHTT ch c th xy ra ba trng
hp: i) bi ton c phng n ti u, ii) bi ton khng c phng n v iii) bi ton c phng
n nhng hm mc tiu khng b chn. T suy ra, bi ton vn ti cn bng thu pht lun c
phng n ti u (pcm).
nghin cu tnh cht 2 ca bi ton vn ti, trc ht chng ta xem xt cc nh ngha
sau y.
nh ngha 1. Mt tp hp cc trong bng vn ti c ni l to nn mt chu trnh khp
kn nu c th tm c mt ng i khp kn xut pht t mt no thuc tp hp trn li
tr v xut pht sau khi ln lt i qua cc khc trong tp hp (mi i qua ng mt ln)
dc theo cc hng hay cc ct ca bng vn ti, bc ny theo hng th bc sau phi theo ct
hoc ngc li. Nh vy, s ti thiu trong mt chu trnh khp kn l 4.
Xt v d 5 v bng III.9, lc cc (1,1), (1,2), (2,2), (2,1) to nn mt chu trnh khp

kn v chng ta c th to nn mt ng i qua 4 ny nh sau: (1,1) (1,2) (2,2)
(2,1) (1, 1).
66
nh ngha 2. Mt tp hp mt s ca bng vn ti c ni l khng to nn c mt

chu trnh khp kn no l mt tp hp cc c tnh cht: khng mt tp con no ca n c th to
nn mt chu trnh khp kn.
ly v d v tp hp mt s ca bng vn ti khng to nn c mt chu trnh khp

kn no, chng ta tip tc xt v d 5 v cc s dng trong phng n bng III.10. l cc
(1, 1), (2, 1), (2, 2), (2, 3), (3, 3) v (3, 4). y l cc khng to nn c mt chu trnh khp
kn no. Tht vy, gi s c mt s no trong tp hp 6 trn to nn mt chu trnh khp
kn, th chu trnh ny khng th i qua (1, 1) (v trong s 6 trn (1, 1) ng mt mnh trn
hng 1, ta ni (1, 1) l treo trn hng 1). Xt tip 5 cn li l cc (2, 1), (2, 2), (2, 3), (3, 3)
v (3, 4), th chu trnh cng khng th i qua (2, 1) (v trong s 5 trn (2, 1) ng mt mnh
trn ct 1, ta ni (2, 1) l treo trn hng 1). Tng t, c th lp lun rng tip theo (2, 3)
khng th nm trong chu trnh cho ti khi cn li 3 cui cng (2, 3), (3, 3) v (3, 4). Do ba
ny khng th to nn c chu trnh khp kn no (v s ti thiu trong mt chu trnh khp kn
l 4), nn iu gi s ban u v l. Vy cc (1, 1), (2, 1), (2, 2), (2, 3), (3, 3) v (3, 4) khng
to nn c mt chu trnh khp kn no.
Tnh cht 2. Nu tp hp gm mt s ca bng vn ti khng to nn c mt chu trnh
khp kn no th cc vc t ct ca ma trn A tng ng vi cc trn l cc vc t c lp tuyn
tnh v ngc li.
Chng minh
Trc ht ta i chng minh chiu ngc li, tc l nu tp hp gm mt s ca bng vn
ti khng tho mn gi thit ca tnh cht 2 (t mt s trong s chng c th to nn c mt
chu trnh khp kn no ) th cc vc t ct ca ma trn A tng ng vi cc trn l cc vc t
ph thuc tuyn tnh
hnh dung c th hy xt li v d 5 v cc vc t ct tng ng vi cc (1,1), (1,2),
(2,2), (2,1) to nn mt chu trnh khp kn l A11, A12, A22 v A21. D thy rng vc t ny ph
thuc tuyn tnh v rng A11 A12 + A22 A21 = 0. Hn na, nu c b sung vo 4 trn y mt
s na to thnh mt tp hp mi th cc vc t ct tng ng vi cc ca tp hp ny
cng ph thuc tuyn tnh v chng cha mt tp con cc vc t ph thuc tuyn tnh. Vi cc
to nn mt chu trnh khp kn bt k chng ta cng c lp lun tng t.
By gi chng ta i chng minh nu tp hp gm mt s ca bng vn ti khng to nn
c mt chu trnh khp kn no th cc vc t ct ca ma trn A tng ng vi cc trn l cc
vc t c lp tuyn tnh. hnh dung c th, xt v d 5 v cc (1, 1), (2, 1), (2, 2), (2, 3), (3,
3) v (3, 4) khng to nn c mt chu trnh khp kn no trong bng III.10. Cn phi ch ra
rng cc vc t ct tng ng A11, A21, A22, A23, A33 v A34 ca ma trn A, l c lp tuyn tnh.
Xt ng thc vc t sau:
11 A 11 + 21 A 21 + 22 A 22 + 23 A 23 + 33 A 33 + 34 A 34 = 0 .
(3.16)
Do (1, 1) l treo trn hng 1 trong s nhng trn nn to th nht ca A11 l 1, cn

to th nht ca tt cc cc vc t cn li phi bng 0 (hy quan st li cu trc c bit ca
ma trn A v h (3.15)). T (3.16) suy ra rng 11 = 0. Vy (3.16) tr thnh
21 A 21 + 22 A 22 + 23 A 23 + 33 A 33 + 34 A 34 = 0 . Lp lun tng t, do (2, 1) l treo trn
ct 1 trong s 5 cn li nn to th n + 1 (n =3 trong v d 5) ca n bng 1, cn to th
67
n+1 ca 4 vc t khc bng 0. Do 21 = 0. C nh vy, cui cng s chng minh c cc h

s ij trong (3.16) u bng 0. Chng ta ch ra rng A11, A21, A22, A23, A33 v A34 l cc vc t
c lp tuyn tnh.
Tnh cht 3. Mt phng n cc bin ca bi ton vn ti l mt phng n ng vi m + n
1 s dng khng to nn mt chu trnh khp kn no.
Chng minh
Cho A l ma trn cc h s rng buc ca bi ton vn ti, trc ht chng ta i chng
minh: hng A = hng A = m + n 1. Tht vy, do bi ton vn ti lun c phng n nn hng A
= hng A . Chng ta cn phi ch ra rng: hng A = hng A = m + n 1. hnh dung c th, xt
li v d 5 vi h rng buc (3.15) gm 7 phng trnh. Ta thy ngay, phng trnh u l h qu
ca 6 phng trnh sau. T h rng buc, sau khi b bt i phng trnh u, c th biu din
c:
x 21
x 31
x11
x12
x
13
x14
= a2 (x 22 + x 23 + x 24 )
= a3 (x 32 + x 33 + x 34 )
= b1 (x 21 + x 31 )
= b2 (x 22 + x 32 )
= b3 (x 23 + x 33 )
= b4 (x 24 + x 34 ).
Nh vy, trong h phng trnh rng buc cho c th coi 6 bin x21, x31, x11, x12, x13 v
x14 l cc bin c s, cc bin cn li l bin ngoi c s. Do hng A = hng A = 6. Trong bi
ton vn ti tng qut, c th chn cc bin x21, x31, ..., xm1, x11, x12, x13, ...v x1n l cc bin c s.
Vy ta c hng A = hng A = m + n 1.
Do hng A = m + n 1, nn mt phng n cc bin ca bi ton vn ti c cc bin c s
ng vi m + n 1 vc t ct c lp tuyn tnh ca ma trn A. Vy tnh cht 3 c suy ra t tnh
cht 2.
Xt v d 5 v cc bng III.10, bng III.11. Cc phng n xut pht to nn bng phng
php gc ty bc hay phng php cc ph cc tiu l cc phng n cc bin v cc s
dng ca chng khng to nn chu trnh khp kn no.
4.3. Phng php phn phi gii bi ton vn ti
Chng ta c th p dng phng php nhy trn (tm dch t Stepping Stone Method),
hay chnh thc hn cn gi l phng php phn phi (Distribution Method) gii bi ton vn
ti.
Phng php nhy trn l mt quy trnh tnh ton nhm tng bc ci thin phng
n vn ti c cui cng tm c phng n vn ti ti u.
Xc nh hiu sut ca cc cha s dng
Quay li bng vn ti III.10 vi phng n xut pht tm c theo phng php gc ty

bc. Trong bng ch c mt s s dng, ta coi chng nh cc hn nh ln trong mt ci
68
ao. Xt mt (i, j) bt k cha s dng trong phng n c. Ta cn tnh hiu sut eij (e l vit tt
ca t effect) ca (i, j) theo cc bc sau:
u tin ta cn tm mt ng i c tnh cht: i qua ng mt cha s dng l (i, j)
( xut pht) v mt s s dng khc, mi bc phi i theo hng hoc theo ct xen k nhau
(khng c i lin hai bc trn mt hng hay mt ct) cui cng quay v (i, j). iu ny
ging nh ang trn thuyn, mun ra khi thuyn m khng t ta phi nhy qua cc hn
nh ln trong ao cui cng li quay v thuyn (v vy phng php c tn l phng php
nhy trn ). Mt iu th v na l con ng nhy trn cc hn nh vy l duy nht.
Tm li xut pht t (1, 2) chng hn, ta s c ng i nh sau: (1, 2) (2, 2) (2, 1)
(1, 1) (1, 2). Trn ng i ny ch duy nht c mt cha s dng (xem bng III.12).
Bng III.12. Tnh hiu sut cc cha s dng
3
5000
6000
1000
4000
1000
4
2500
1000
1500
2000
1500
5000
( 7)
6000
( 2)
4000
13500
nh du cng tr xen k ti cc nh trn ng i m trong cha s dng c

nh du +. Gi s ta cn lun chuyn mt n v hng theo ng i xc nh m vn tho
mn c cung cu (tc l cc mang du +: (1, 2) v (2, 1) c thm mt n v hng, cc
mang du : (2, 2) v (1, 1) rt bt i mt n v hng). Lc ny tng chi ph s thay i mt
lng tin l: e12 = +c12 c22 + c21 c11= 2 5 + 7 3 = +1. Ni cch khc, tng chi ph vn ti s
tng thm ln 1 USD cho mi mt n v hng lun chuyn theo ng i trn. Nh vy ta
tnh c hiu sut ca (1, 2): e12 = 1. Mt cch tng t, ta c:
e13 = 7 2 + 7 3 = +9, e14 = 6 5 + 4 2 + 7 3 = +7,
e24 = 3 5 + 4 2 = 0, e31 = 2 7 + 2 4 = 7, e32 = 5 5 + 2 4 = 2.
Ch c hai vi hiu sut m l (3, 1) v (3, 2) (xem bng III.12) c th la chn
a vo s dng trong phng n mi ( lm gim tng chi ph vn ti). Ta quyt nh trong
phng n mi s chn (3, 2) a vo s dng, mi n v hng a vo s dng ti (3, 2)
s lm tng chi ph gim 2 USD. K hiu e = e32.
Ch . C th chng minh c eij = ij vi ij l gi tr trn hng ng vi ct xij nu gii
bi ton vn ti bng phng php n hnh (xem thm mc 4.5 cng chng).
69
Xc nh lng hng a vo chn
Nh trn phn tch, mt n v hng a vo (3, 2) lm gim tng chi ph vn ti 2

USD. Ta cn tm q, lng hng ti a c th a vo (3, 2). ng i qua (3, 2) v mt s
c s dng l: (3, 2) (2, 2) (2, 3) (3, 3) (3, 2), vi cc c nh du cng tr
xen k ( (3, 2) mang du +). Lng hng q c tnh theo quy tc:
q = min {cc lng hng ti cc mang du } = min {lng hng ti (2, 2), lng hng
ti (3, 3)} = min {4000, 1000} = 1000.
Vy trong phng n mi, lng hng ti cc mang du + (cc (3, 2), (2, 3)) c
tng thm 1000 n v, cn ti cc mang du (cc (2, 2) v (3, 3)) lng hng gim i
1000 n v (xem bng III.13). Phng n mi gm 6 s dng ( (3, 3) ng vi q = 1000 b
loi ra).
Bng III.13. Phng n vn ti sau hai bc
3
500
6000
2500
5000
7
1000
2
( 5)
3000
5
2000
4
1000
6000
4000
1500
2000
1500
13500
Tng chi ph vn ti c tnh bi: CPVT = (3 5 + 7 1 + 5 3 + 2 2 + 5 1 +

5 1,5) 1000 = 53500, hoc CPVT mi = CPVT c eq = 55500 2 1000 = 53500.
iu kin ti u
Quy trnh trn c thc hin cho ti khi tt c cc hiu sut eij 0, (i, j) l cc cha
s dng. y chnh l iu kin ti u hay iu kin dng. iu kin ny thc cht l iu kin
ij 0 ng vi mi bin ngoi c s xij khi gii bi ton bng phng php n hnh (xem mc
4.5 cng chng).
Chng ta i kim tra iu kin ti u i vi phng n vn ti trong bng III.13. Cn tnh
cc hiu sut cho cc cha s dng trong phng n mi:
e12 = 2 5 + 7 3 = +1;
e13 = 7 2 + 7 3 = +19;
e14 = 6 5 + 5 5 + 7 3 = +5;
e24 = 3 5 + 5 5 = 2;
e31 = 2 7 + 5 5 = 5;
e33 = 4 5 + 5 2 = +2.
Do phng n trong bng III.13 cha phi l phng n ti u. Chng ta quyt nh s

dng chn (3, 1) trong phng n mi v e31 = 5. Tm c q = 1000 theo quy tc bit. C
hai ng vi q tm c, chng ta ch b i (2, 1) cn phi gi li (3, 2) a vo s dng.
Phng n vn ti tm c sau ba bc c cho trong bng III.14.
70
Bng III.14. Phng n vn ti sau ba bc

3
5000
5000
7
4000
2
5
0
6000
4000
6000
2000
4
1000
( 2)
2500
1500
2000
1500
13500
Tng chi ph vn ti: CPVT = 53500 5 1000 = 48500.

Tip tc tnh cc hiu sut: e12 = +1; e13 = 7 2 + 5 5 + 4 = 9; e14 = 6 5 + 2 3 = 0; e21
= 7 2 + 5 5; e24 = 3 + 5 + 5 5 = 2; e33 = 4 5 + 5 2 = +2.
Chn (2, 4) a vo s dng v tnh q = 1500. T c phng n mi sau bn bc
nh trong bng III.15
Bng III.15. Phng n vn ti sau bn bc
3
( 4)
5000
5000
7
2
2500
5
1000
6000
3
2000
4
1500
4000
6000
1500
5
2000
2500
1500
13500
Tng chi ph vn ti: CPVT = 48500 2 1500 = 45500.

Tip tc tnh cc hiu sut:
e13 = 7 2 + 5 5 + 2 3 = +4;
e12 = 2 5 + 2 3 = 4;
e14 = 6 3 + 5 5 + 2 3 = 2;
e21 = 7 2 + 5 5 = +5;
e34 = 5 5 + 5 2 = +3.
e33 = 4 5 + 5 2 = +2;
Ta c e12 = 4 v chn (1, 2) lm chn vi q = 1500 v chuyn sang phng n mi
nh trong bng III.16
Bng III.16. Phng n vn ti sau nm bc
3
2
3500
5000
6000
1500
5
2500
2000
4
1500
5
2500
2500
6000
4000
2000
1500
13500
Tng chi ph vn ti: CPVT = 45500 41500 = 39500.
71
Lc ny eij 0, (i, j) cha s dng. iu kin ti u c tho mn. Phng n vn

ti ti u cho trong bng III.16 vi tng chi ph nh nht l 39500.
Bi ton vn ti khng cn bng thu pht
Trng hp tng lng cung ln hn tng lng cu, cn b tr thm mt im (ct) cu

gi m mi chi ph vn ti n u c coi bng 0. Tng t, nu cu vt cung th cn b tr
mt im (hng) cung gi v coi mi chi ph vn chuyn t i u bng 0. Lc ta c bi
ton vn ti cn bng thu pht vi cc cc ph trong cc trn ct cu gi hoc trn cc hng
cung gi u bng 0. Ch rng lc ny, bng vn ti mi s c thm mt ct cu gi (nm bn
phi cng) hoc mt hng cung gi (nm di cng). tm phng n xut pht, chng ta vn
thc hin cc phng php gc ty bc hoc phng php cc ph ti thiu nhng cn u tin
phn hng vo cc ca bng vn ti ban u trc khi phn hng vo cc trn ct gi hay hng
gi.
4.4. Phng php th v gii bi ton vn ti
Phng php nhy trn hay phng php phn phi c mt nhc im l vic tnh
hiu sut ca cc kh di dng. V vy, ta s nghin cu phng php th v nhm tnh cc hiu
sut eij ngn gn hn.
Xt phng n xut pht tm c bng phng php cc ph cc tiu cho trong bng
III.17 (vi tng chi ph vn ti l 42000).
Bng III.17. Phng n vn ti xut pht
3
2
1000
5000
6000
4000
5
2500
2
2000
5
1500
5
2500
2500
6000
4000
2000
1500
13500
Ta c e13 = 7 2 + 7 3 = +9. Ta tm cch tnh e13 bng cch khc nhanh hn nh trnh by
sau y.
Trc ht cn xy dng h thng s th v hng v ct {ui, vj}, trong ui vi
i = 1, 2, 3 l cc th v hng, cn vj vi j = 1, 2, 3, 4 l cc th v ct. C th gn cho mt th v
bt k gi tr 0 (hoc mt gi tr bt k khc), th v ny thng c chn hng hay ct c
nhiu s dng nht. Chng hn chn u2 = 0. Cc th v khc c tnh bi cng thc:
ui + vj = cij , (i, j) s dng.
Chn u2 = 0 v1 = 7 (= c21 u2);
u1 = 4 (= c11 v1);
v3 = 2 (= c23 u2);
u3 = 5 (= c37 v1);
v4 = 3 (= c24 u2);
v2 = 6 (= c12 u1).
Cng thc tng qut tnh cc hiu sut cho cc (i, j) cha s dng l:
eij = cij (ui + vj). Chng hn ta c e13 = c13 (u1 + v3) = 7 (4 + 2) = 9. Cc hiu sut khc
c tnh tng t (xem bng III.18).
72
Bng III.18. Tnh ton cc th v v cc hiu sut
v1 = 7
u1 = 4
v2 = 6
2
1000
u2 = 0
v3 = 2
5000
6000
4000
5
( 1)
2500
u3 = 5
v4 = 3
2000
5
1500
5
2500
2500
6000
4000
2000
1500
13500
Trong bng III.18 ta thy e22 = 1 < 0. Chn (2,2 ) a vo s dng ng vi q =

2500, ta chuyn sang phng n mi v tnh li cc h thng s th v nh trong bng III.19.
Bng III.19. Tnh ton cc th v v cc hiu sut cho phng n mi
v1 = 6
u1 = 3
v2 = 5
2
3500
u2 = 0
v3 = 2
7
5000
6000
1500
5
2500
u3 = 4
v4 = 3
2000
4
1500
5
2500
2500
6000
4000
2000
1500
13500
Chn u2 = 0 v2 = 5 (= 5 0); v3 = 2 (= 2 0); v4 = 3 (= 3 0); u1 = 3 (= 2 5); v1 = 6

(= 3 (3)); u3 = 4 (= 2 6).
Tng chi ph vn ti: CPVT = (3 3,5 + 2 1,5 + 5 2,5 + 2 2 + 3 1,5 + 2 2,5)
1000 = 39500 (tnh cch khc, CPVT mi = 42000 1 2500).
Tip tc tnh ton cc hiu sut:
e13 = c13 (u1 + v3) = 7 ( 3 + 2) = 8;
e14 = c14 (u1 + v4) = 6 ( 3 + 3) = 6;
e21 = c21 (u2 + v1) = 7 (0 + 6) = 1;
e32 = c32 (u3 + v2) = 5 ( 4 + 5) = 4;
e33 = c33 (u3 + v4) = 4 ( 4 + 2) = 6;
e34 = c34 (u3 + v4) = 5 ( 4 + 3) = 6.
73
Ta thy eij 0, (i, j) cha s dng nn iu kin ti u c tho mn. Phng n

ti u cho trong bng III.19, vi tng chi ph vn ti nh nht l 39500.
Ch
i vi bi ton vn ti cn cc i ho hm mc tiu th tiu chun dng s l eij 0,
(i, j) cha s dng.

i vi bi ton vn ti c cm (cung ng khng c s dng) th t cc ph M
=+ cho cc cm vi bi ton Min hoc M = vi bi ton Max.
4.5. C s ca phng php phn phi v phng php th v
Xt li v d 5 vi bi ton vn ti c cho trong bng III.20. Vit bi ton di dng

BTQHTT nh sau:
3

i =1 j =1
+ 2x23 + 3x24 + 2x31 + 5x32 + 4x33 + 5x34

vi cc rng buc
x11 + x12 + x13 + x14
= 5000
x21 + x22 + x23 + x24
= 6000
x31 + x32 + x33 + x34
x11
+ x21
x12
+ x31
+ x22
x13
= 6000
+ x32
+ x23
x14
= 2500
= 4000
+ x33
+ x24
= 2000
+ x34
= 1500
xij 0, i = 1,3 , j = 1,4 .

Bng III.20. Bng vn ti trong v d 5
3
Cung 1: 5000
Cung 2: 6000
Cung 3: 2500
Cu1: 6000
Cu 2: 4000
Cu 3: 2000
Cu4: 1500
Tng: 13500
C s ca phng php phn phi
Chn phng n tm c bng phng php gc ty bc (xem bng III.10) lm phng n

cc bin xut pht, chng ta c bng n hnh xut pht nh sau (bng III.21).
74
Bng III.21. Bng n hnh xut pht gii bi ton vn ti

cB
xB
x11
x12
x13
x14
x21
x22
x23
x24
x31
x32
x33
x34
x11
5000
x21
1000
x22
4000
x23
1000
+1
x33
1000
x34
1500
ij = cij zij
Chng ta s chng minh rng cc hiu sut eij ca cc (i, j) cha s dng chnh l cc gi
tr ij = cij zij c tnh hng cui ca bng III.21. Chng hn, chng ta s ch ra rng e12 = 12.
Tht vy, ct h s ca x12 l cc h s m A12 biu th tuyn tnh qua cc vc t c s A11,
A21, A22, A23, A33 v A34. Xt vc t ct ng vi x12, ta c: T = (1, 2, 3, 4, 5, 6)T = (1,
1, 1, 0, 0, 0) v ma trn c s B = [A11
A21 A22 A23
A33 A34].
Theo cc phn tch chng II, mc 3.3, ta c = B 1A12 hay A12 = B. Vy c th vit
A12 = 1A11 + 2A21 + 3A22 + 4A23 + 5A33 + 6A34 v cch biu din A12 di dng t hp
tuyn tnh ca cc vc t ct c s (trong ma trn B) l duy nht.
Xt chu trnh i qua (1, 2) v mt s trong cc s dng (1, 1), (2, 1), (2, 2), (2, 3),
(3, 3) v ((3, 4). Chu trnh ny l duy nht: (1,2) (2,2) (2,1) (1,1) (1,2). Do ta c
ngay: A12 A22 + A21 A11 = 0
= 1, 2 = 1, 3 = 1
A12 = A11 A21 + A22 1
4 = 5 = 6 = 0
12 = c12 z12 = c12 (c111 + c212 + c223 + c234 + c335 + c345)
= 2 (31 71 + 51) = 2 3 + 7 5 = 1
12 = c12 c11 + c21 c22 = e12.

Tng t, khi xt chu trnh i qua cha s dng (3,1) v cc (2,1), (2,3) v (3,3) th c
A31 = A21 A23 + A33. T cng ch ra c 31 = c31 c21 + c23 c33 = e31 31= 2 7 + 2
4 = 7.
Theo bng n hnh III.21, ta c 31 = 7 v 32 = 2, cc ij cn li u khng m. p
dng th tc xoay, chn ct xoay l ct tng ng vi bin x32, tc l s a (3,2) vo s dng.
Theo quy tc t s dng b nht, hng xoay c chn l hng ng vi bin x33 ng vi lng
hng Min trong cc mang du trong chu trnh i qua cc (3,2), (2,2), (2,3) v (3,3). Kt qu
75
ny cng c ch ra trong bng III.12. Sau chng ta s chuyn sang bng n hnh bc
tip theo cho kt qu tnh ton trng vi kt qu trong bng III.13 khi gii bi ton vn ti theo
phng php phn phi.
C s ca phng php th v
Xt bi ton vn ti trong v d 5:
3

i =1 j =1
+ 2x23 + 3x24 + 2x31 + 5x32 + 4x33 + 5x34

vi cc rng buc
x11+x12+x13+x14
= 5000
x21+x22+x23+x24
x11
+x21
x31+x32+x33+x34
= 2500
+x31
= 6000
+x22
x12
+x32
+x23
x13
= 6000
x14
+x33
+x24
= 4000
= 2000
+x34 = 1500
xij 0, i = 1,3 , j = 1,4 .

y l BTQHTT vi phng trnh cui cng l h qu ca cc phng trnh ng trn. Gi
u1, u2, u3 l cc bin i ngu ca 3 phng trnh u v v1, v2, v3, v4 l cc bin i ngu ca 4
phng trnh sau. Lc ta c bi ton i ngu sau ca BTQHTT cho.
Max w = 5000u1 + 6000u2 + 2500u3 + 6000v1 + 4000v2 + 2000v3 + 1500v4
vi cc rng buc
u 1 + v 1 3
u 1 + v 2 2
u 1 + v 3 7
u 1 + v 4 6
...
u 3 + v 4 5
{u
+ v j cij , i = 1,3, j = 1,4.
Cc bin i ngu ui, vj c gi l cc th v.

nh l 4. iu kin cn v mt phng n vn ti {xij 0, i = 1,m v j = 1,n }
l phng n ti u, l tn ti mt h thng s th v {ui, i = 1,m , vj, j = 1,n } tha mn h

iu kin sau:
u i + v j cij , i = 1,m, j = 1,n
u i + v j = cij , (i, j) : x ij > 0.
76
Chng minh
Trc ht, chng ta s ch rng vi h thng th v {ui, i = 1,m , vj, j = 1,n } thu c
ng vi phng n vn ti {xij} cho, ta lun c ij = eij = cij (u i + v j ) , (i, j).
cho d hiu, chng ta xt li v d 5 v bng III.12. Lc ny, h thng th v c xc
nh t h phng trnh:
u 1 + v 1 = 3
u 2 + v 1 = 7
u 2 + v 2 = 5
u 2 + v 3 = 2
u + v = 4
3
3
u
+
v
3
4 = 5.
Bng III.12. Tnh hiu sut cc cha s dng
3
5000
6000
2500
5000
7
1000
2
( 7)
4000
5
( 2)
1000
4
1000
6000
4000
2000
1500
1500
13500
H phng trnh gm 6 phng trnh v 7 n, hng ca ma trn h s (nh bit) l hng

A = 6. Vy h c v s nghim ph thuc vo mt tham s (tc l, cc gi tr ca cc n c s
xc nh duy nht khi cho n ngoi c s / n t do nhn mt gi tr ty ). Gi s v4 = 0 ( y
v4 c coi l n t do), lc ta c:
T
u 3 = 5 v 4
v 3 = 4 u 3 = 1 + v 4
u 2 = 2 v 3 = 3 v 4
v 2 = 5 u 2
v = 7 u = 4 + v
2
4
1
u
=
3
v
=
v
1
1
4
u 3 = 5
u 3 = 1
u 2 = 3
v 2 = 5
v = 4
1
u 1 = 1.
Do , khi cho mt th v chn bt k nhn mt gi tr ty th lun tnh c cc th v

cn li mt cch duy nht. Hn na cij (ui + vj) lun khng thay i d th v u tin chn gi
tr no (hy quan st k h phng trnh trn suy ra iu ny). Nh vy c th chn v4 = 0
vic tnh ton c n gin.
77
Theo cch xy dng y = (u1, u2, u3, v1, v2, v3, v4)T trn y th c y = (cBB 1)T vi B l ma
trn c s (gm cc ct vc t c s ca ma trn A). Theo tnh cht ca cp bi ton i ngu ta
c: ij = cij cB B 1 A ij = cij y T A ij . Chng hn:
11 = c11 (u 1 ,u 2 ,u 3 , v1 , v 2 , v 3 , v 4 )(1,0,0,1,0,0,0)T = c11 (u 1 + v1 ).
Mt cch tng qut, chng ta c ij = eij = cij (u i + v j ) ng vi tt c cc (i, j). T y,

theo nh l 1 ca chng II, v da theo li chng minh nh l 2 ca chng III (cn thay BTG
l bi ton Min, cn BTN l bi ton Max), chng ta c th ch ra c (bn c hy t chng
minh): iu kin cn v mt phng n vn ti l ti u l h thng s th v tng ng
phi tha mn:
u i + v j cij i = 1,m
u i + v j = cij (i, j) :
j = 1,n
x ij > 0.
y chnh l pcm.
Bi tp chng III
Bi 1. Xt BTQHTT Max z = 2x1 + 5x2 + 8x3, vi cc iu kin rng buc
6x1 + 8x2 + 4x3 96

2x1 + x2 + 2x3 40
5x1 + 3x2 + 2x3 60
x1, x2, x3 0.
a. Gii bi ton trn bng phng php n hnh.
b. Hy vit bi ton i ngu v tm phng n ti u ca n.
c. Hy pht biu ngha kinh t ca cp bi ton i ngu.
Bi 2. Xt BTQHTT
Max z = 2x1 6x2 + 5x3 x4 4x5, vi cc iu kin rng buc
x1 4x2 + 2x3 5x4 + 9x5 = 3

x2 3x3 + 4x4 5x5 = 6
x2 x3 + x4 x5 = 1
x1, x2, x3, x4, x5 0.
a. Vit bi ton i ngu.
b. p dng l thuyt i ngu, chng minh rng x* = (0, 0, 16, 31, 14) l phng n ti u
ca BTQHTT cho.
78
Bi 3. Xt BTQHTT
Min z = x1 + x2 + x3 + x4 + x5, vi cc iu kin rng buc

3x1 + 2x2 + x3
=1
5x1 +
=3
x2 + x3 + x4
2x1 + 5x2 + x3
+ x5 = 4
x1, x2, x3, x4, x5 0.

b. Cho bit bi ton gc c phng n ti u l x* = (0, 1/2, 0, 5/2, 3/2). Hy tm phng
n ti u ca bi ton i ngu.
Bi 4. Xt BTQHTT
Min z = 5x1 + 5x2, vi cc iu kin rng buc

x1 + 5x2 7
5x1 + x2 3.
b. p dng l thuyt i ngu, tm gi tr ti u ca bi ton i ngu v bi ton gc ty
theo .
Bi 5. Gii BTQHTT sau y bng thut ton n hnh i ngu:
Min z = 2x1 + 5x2, vi cc iu kin rng buc

6x1 + 8x2 96
2x1 + x2 40
x1, x2 0.
Bi 6. Gii BTQHTT sau y bng thut ton n hnh i ngu:
Min z = 3x1 + 4x2 + 2x3 + x4 + 5x5, vi cc iu kin rng buc

x1 2x2 x3 + x4 + x5 3
x1 x2 x3 + x4 + x5 2
x1 + x2 2x3 + 2x4 3x5 4
x1, x2, x3, x4, x5 0.
Bi 7. Hy pht biu thut ton n hnh i ngu v lp chng trnh my tnh bng ngn ng
Pascal hay ngn ng C gii BTQHTT dng tng qut. Chy kim th chng trnh
trn mt s v d bit.
79
Bi 8. Xt bi ton vn ti vi cc d kin cho trong bng (chng hn cc ph vn chuyn c23 = 5).

a. Khng gii bi ton, hy chng t rng n nht nh c mt phng n vn ti ti u m
cc thnh phn u l s chn.
b. Chng minh rng phng n x11 = x12 = x21 = x24 = x33 = x34 = 0, x13 = x22 = x23 = 2, x14 = x31
= x32 = 4 l ti u. Sau cho bit bi ton c cc phng n ti u khc hay khng?
3
Cung 1: 6
Cung 2: 4
Cung 3: 8
Cu 1: 4
Cu 2: 6
Cu 3: 4
Cu 4: 4
18
Bi 9. Hy gii bi ton lp k hoch vay ba ngn hng thc hin cc d n u t trong bn

lnh vc khc nhau, bit s tin cc ngn hng c th cho vay cng nh li sut / nm cc ngn
hng tnh cho tng d n (thi hn thc hin cc hp ng cho vay l mt nm).
a. S dng phng php phn phi.
b. S dng phng php th v.
c. S dng phn mm Lingo.
6%
3%
5%
8%
Ngn hng 1: 60
4%
5%
4%
6%
Ngn hng 2: 50
7%
6%
6%
4%
Ngn hng 3: 30
D n 1: 40
D n 1: 20
D n 1: 50
D n 1: 30
140
Bi 10. Trong mt bi ton vn ti cho bit vc t cung l a = (30, 10 + , 45, 30), vc t cu l b

= (25, 20 + , 6, 7, 22, 35) v ma trn chi ph vn chuyn C = [cij] nh sau:
30 11 5 35 8 29
2 5 2 5
1 9
C=
35 20 6 40 8 33
19 2 4 30 10 25
K hiu g() l gi tr ti u ca hm mc tiu ca bi ton ph thuc vo tham s .

Chng minh rng g() l hm nghch bin trn on 0 22 (y l nghch l vn ti: trong
mt s trng hp, khi lng hng cn vn chuyn tng ln th tng chi ph vn chuyn li c th
c rt bt i).
Bi 11. Hy pht biu thut gii theo phng php th v cho bi ton vn ti cn bng thu pht
v lp chng trnh my tnh bng ngn ng Pascal hay C. Sau chy th nghim
chng trnh cho mt s v d kim th.
80
Chng IV
Quy hoch nguyn
1. Phng php ct Gomory gii bi ton quy hoch tuyn tnh nguyn
1.1. Pht biu bi ton quy hoch tuyn tnh nguyn
Vi mc ch tm hiu bc u, xt m hnh ton hc sau y, cn gi l m hnh quy

hoch tuyn tnh nguyn hay bi ton quy hoch tuyn tnh nguyn (BTQHTT nguyn), m trong
chng ta mun ti u ho / cc i ho hay cc tiu ho hm mc tiu vi iu kin cc bin
quyt nh l cc bin nguyn:
z = c1x1 + c2x2 + .... + cnxn Max (Min),
a11x1 + a12x2 + ... + a1nxn b1
a21x1 + a22x2 + ... + a2nxn b2
...
x1, x2, ..., xn 0 (iu kin khng m)
x1, x2, ..., xn nguyn (iu kin nguyn).
Trong trng hp tng qut, BTQHTT nguyn c th bao gm cc rng buc dng ,
hoc dng =, cc bin c th c du 0, 0 hoc du ty .
V d 1. Xt BTQHTT: Max z = x1 + 4x2
vi cc rng buc
2x1 + 4x2 7
10x1 + 3x2 15
x1 , x2 0
x1, x2 nguyn .
81
Cn tm cc gi tr nguyn ca cc bin quyt nh x1, x2 cc rng buc c tho mn

v hm mc tiu t gi tr ln nht.
1.2. Minh ha phng php Gomory bng th
Chng ta i tm phng n ti u cho BTQHTT nguyn trong v d 1 bng

th.
Bc 1: V min cc phng n kh thi (cn gi l min rng buc) l tp hp cc phng
n kh thi (cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s
(x1, x2), tho mn tt c cc rng buc c k c iu kin khng m v iu kin nguyn ca
cc bin (xem hnh IV.1).
Trc ht chng ta v ng thng c phng trnh l 2x1 + 4x2 = 7. ng thng ny
chia mt phng lm hai na mt phng. Mt phn gm cc im (x1, x2) tho mn: 2x1 + 4x2 7,
phn cn li tho mn: 2x1 + 4x2 7. Ta tm c na mt phng tho mn: 2x1 + 4x2 7.
x2
10x1 + 3x2 = 15
7/4
1 D
B(39/34;20/17)
F
G
O
2x1 + 4x2 = 7
1,5
7/2
x1
Hnh IV.1. Phng php th gii BTQHTT nguyn
Tng t, c th tm na mt phng tho mn: 2x1 + 4x2 48.

Lc ny, giao ca hai na mt phng tm c trn cho ta tp hp cc im (x1, x2) tho
mn cc rng buc. Tuy nhin, tho mn iu kin khng m v iu kin nguyn ca cc
bin, ta ch xt cc im nm trong gc phn t th nht c cc ta u nguyn. Vy min cc
phng n kh thi l min gm cc im vi ta nguyn c gii hn bi t gic OABC.
Bc 2: Trong min (OABC) ta tm im (x1, x2) vi cc ta nguyn sao cho
z = x1 + 4x2 t gi tr ln nht. D thy l im F(1, 1)
Kt lun. Trong cc phng n kh thi th phng n ti u l (x1 = 1, x2 = 1). Ti phng
n ny, gi tr hm mc tiu l ln nht zmax = 1 1 + 4 1 = 5.
Tm tt phng php Gomory
Chng ta quy nh gi BTQHTT nh cho trong v d 1 nhng b qua iu kin nguyn ca

cc bin l BTQHTT khng nguyn tng ng vi BTQHTT nguyn cho. Trc khi gii
82
BTQHTT nguyn cho trong v d 1 bng bng n hnh theo phng php Gomory, chng ta c
th m t phng php ny bng th nh sau:
Khi gii BTQHTT khng nguyn chng ta ch xt cc iu kin rng buc sau:
2x1 + 4x2 7
10x1 + 3x2 15
x1, x2 0.
Ta c z(O) = z(0, 0) = 0, z(C) = z(1,5, 0) = 1,5, z(B) = z(39/34, 20/17) = 199/34 v z(A) =
z(0, 7/4) = 7. Vy phng n ti u (cha xt iu kin nguyn l (0, 7/4) vi zmax = 7.
Tuy nhin phng n (0, 7/4) cha tha mn iu kin nguyn do ta x2 = 7/4 cha
nguyn. Chng ta a thm vo iu kin x2 1 hoc x2 2. Chng ta gi hai iu kin b sung
ny l hai lt ct L1 v L1. Lm nh vy, tuy chng ta thu hp min phng n ca BTQHTT
khng nguyn, nhng vn gi nguyn min phng n ca BTQHTT nguyn cho. Vy min
rng buc tr thnh
2x1 + 4x2 7
10x1 + 3x2 15
x2 1 (L1) hoc x2 2 (L1)
x1, x2 0.
Min ny chnh l min
ODEC = min OABC {min {(x1, x2) R2: x2 1} min {(x1, x2) R2: x2 2}}.
Nhn
vo
hnh
IV.1
th
nhn
thy
ngay
rng
iu
kin
x2 2 c th b qua. Do c th ni, min ODEC thu c t min OABC bng nht ct L1: (x2 1).
Gii BTQHTT khng nguyn vi min phng n thu hp ODEC, xut pht t phng
n i ngu kh thi A(0, 7/4) t ti phng n ti u l im E(6/5, 1) vi zmax = 26/5.
Phng n ny c ta x1 = 6/5 khng nguyn.
Lc ny chng ta s dng lt ct L2: x1 1 v lt ct L2: x1 2, v khng lm thu hp
min phng n kh thi ca BTQHTT nguyn cho. D thy, lt ct L2 c th b qua (xem
hnh IV.1). Min phng n thu hp ca BTQHTT khng nguyn chnh l min ODFG c quy
nh bi cc rng buc sau:
2x1 + 4x2 7
10x1 + 3x2 15
x2 1 (L1) hoc x1 1(L2)
x1, x2 0.
Min ODFG thu c t min OABC bng nht ct L1: (x2 1) v L2: (x1 1).
83
Tip tc gii BTQHTT khng nguyn vi min phng n ODFG, xut pht t phng
n i ngu kh thi E(6/5, 1) t ti phng n ti u l im F(1, 1) c cc to nguyn
vi zmax = 5. V cc min phng n OABC v ODFG cha cng cc im c ta nguyn nh
nhau, nn y cng chnh l phng n ti u ca BTQHTT nguyn cho trong v d 1.
1.3. Gii bi ton quy hoch tuyn tnh nguyn bng bng
Xt BTQHTT nguyn dng chnh tc.
V d 2. Max z = x1 + 4x2 + 0x3 + 0x4, vi cc rng buc
2x1 + 4x2 + x3
10x1 + 3x2
=7
+ x4 = 15
x1, x2, x3, x4 0

x1, x2, x3, x4 nguyn .
Trc ht gii BTQHTT khng nguyn tng ng (xem bng IV.1).
Nh vy, phng n ti u bc 2 cha tha mn iu kin nguyn. Xt phng trnh
(xem bng IV.1, bng th 2):
1
1
7
1
1
7
x 2 + x1 + x 3 = .
x1 + x 2 + x 3 =
2
4
4
2
4
4
Bng IV.1. Cc bng n hnh gii BTQHTT nguyn
H s hm
mc tiu cj
Bin c s
Phng n
c1 = 1
c2 = 4
c3 = 0
c4 = 0
x1
x2
x3
x4
Bng n hnh bc 1
0
x3
x4
15
10
z0 = 0
z1 = 0
z2 = 0
z3 = 0
z4 = 0
1 = 1
2 = 4
3 = 0
4 = 0
Hng z
Hng j = cj zj
Bng n hnh bc 2
4
x2
7/4
1/2
1/4
x4
39/4
17/2
3/4
z0 = 7
z1 = 2
z2 = 4
z3 = 1
z4 = 0
1 = 1
2 = 0
3 = 1
4 = 0
Hng z
Hng j = cj zj
Mt cch tng qut chng ta c th vit: x r + zr j x j = zr0 , trong JN l tp cc ch s

jj N
tng ng vi cc bin ngoi c s. Cn xr l bin c s nm trong phng trnh ang xt. Gi s

zr j = zr j + f r j th c:

x r + ([zr j ] + f r j )x j = [zr0 ] + f r0 x r + [zr j ]x j [zr0 ] = f r0 f x j x j .
jj N
84
jj N
jj N
V tri bt buc l s nguyn theo iu kin ca BTQHTT nguyn nn v phi phi l s

nguyn nh hn 1 (do v phi f r0 < 1). Vy v phi lun nh hn hoc bng 0.
Trong v d trn ta c: x2 +
j{1,3}
[ z 2 j ] x j [ z 20 ] = f 20
j{1,3}
f x j x j . Nu t v phi l x5
(vi iu kin x5 nguyn v x5 0), th c phng trnh mi sau y:
1
1
3
f 2 j x j + x5 = f 2 0 x1 x3 + x5 = .
2
4
4
j{1,3}
(4.1)
Ch . Khi thm vo cc rng buc phng trnh trn, min phng n ca BTQHTT
nguyn vn gi nguyn (v phng trnh (4.1) l h qu ca cc iu kin rng buc ca
BTQHTT nguyn).
Mt khc, ta c:
1
1
7
x1 + x 2 + x 3 = .
2
4
4
(4.2)
T (4.1) v (4.2) suy ra x2 + x5 = 1. Do x5 0 nn ta c x2 1 (y chnh l lt ct L1 trong

mc 1.2, c minh ha trn mt phng 0x1x2). Nh vy, khi b sung phng trnh (4.1),
chng ta thu hp min phng n ca BTQHTT khng nguyn, nhng vn gi nguyn min
phng n ca BTQHTT nguyn cho. Vy phng trnh (4.1) cng c coi l lt ct L1. Lc
ny chng ta c bng n hnh IV.2 vi phng n i ngu kh thi c (xem chng III, mc
3). Chng ta s s dng phng php n hnh i ngu tip tc qu trnh gii v tm phng
n ti u tha mn iu kin nguyn (xem bng IV.2).
Bng IV.2. Cc bng n hnh gii BTQHTT nguyn (tip)
H s hm mc
Bin c s
tiu
Bng n hnh bc 3
x2
4
0
x4
0
x5
zj
j
Bng n hnh bc 4
x2
4
0
x4
1
x1
zj
j
Bng n hnh bc 5
x2
4
0
x3
1
x1
zj
j
1
x1
4
x2
0
x3
0
x4
0
x5
7/4
39/4
3/4
7
1/2
17/2
1/2
2
1
1
0
0
4
0
1/4
3/4
1/4
1
1
0
1
0
0
0
0
0
1
0
0
1
3
3/2
11/2
0
0
1
1
0
1
0
0
4
0
0
5
1/2
1/2
1/2
0
1
0
0
0
1
17
2
2
2
1
3/5
6/5
26/5
0
0
1
1
0
1
0
0
4
0
0
1
0
0
0
0
1/5
1/10
1/10
1/10
1
17/5
3/10
37/10
37/10
Phng n
85
Ta nhn thy: phng n ti u bc 5 cha tha mn iu kin nguyn. Xt phng

trnh th 3 trong bng n hnh th 5 (bng IV.2) lm c s cho vic a vo lt ct L2:
1
7
1
x4
x5 + x6 = .
10
10
5
T y chng ta tip tc qu trnh gii s dng phng php n hnh i ngu (xem bng
IV.3):
Bng IV.3. Cc bng n hnh gii BTQHTT nguyn (tip)
H s hm mc
tiu
Bin c
s
x1
x2
x3
x4
x5
x6
1
3/5
6/5
1/5
0
0
1
0
1
0
0
0
0
1
0
0
0
1/5
1/10
1/10
1
17/5
3/10
7/10
0
0
0
1
26/5
1
0
4
0
0
0
1/10
1/10
37/10
37/10
0
0
1
1
1
2
0
0
1
0
1
0
0
0
0
1
0
0
0
0
0
1
1
2
1
7
0
2
1
10
1
0
4
0
0
0
0
0
3
3
1
1
Phng n
Bng n hnh bc 6
4
0
1
0
x2
x3
x1
x6
zj
j
Bng n hnh bc 7
4
0
1
0
x2
x3
x1
x4
zj
j
Phng n ti u bc 7 tha mn iu kin nguyn. Vy phng n ti u ca

BTQHTT nguyn l x 1 = 1, x 2 = 1 v zmax = 5.
1.4. Khung thut ton ct Gomory
Xt BTQHTT nguyn
Max z = c1x1 + c2x2 + ... + cnxn
vi h iu kin rng buc
a11x1 + a12 x 2 + ... + a1n x n = b1
a x + a x + ... + a x = b
22 2
2n n
2
21 1
a x + a x + ... + a x = b
m2 2
mn n
m
m1 1
x 0, j = 1, n v nguyn.
j
Vi cc k hiu ma trn nh bit, BTQHTT trn c vit li nh sau: z = Max z, vi

cc rng buc Ax = b, x 0 v c cc to nguyn, b 0. Vi k hiu D = {x: Ax = b, x 0},
86
khung thut ton ct Gomory c th c pht biu nh sau cho BTQHTT nguyn dng Max vi
min rng buc gii ni khc rng.
Bc khi to
Gii BTQHTT: Max z = cTx, vi x D bng phng php n hnh thu c phng
n ti u x1. t k := 1 v D1 = D.
Bc 1: Nu xk c cc ta nguyn th chuyn sang bc kt thc.

Bc 2: Nu tri li xk c t nht mt to khng nguyn th cn chn ra mt bin c s
xr c gi tr khng nguyn xy dng rng buc b sung (lt ct th k): f r j x j + x n + k = f r 0 .
jJ N
Bc 3: Gii bi ton thu c bng phng php n hnh i ngu tm ra phng n

ti u. t k: = k+1 v chuyn v bc 1.
Bc kt thc. In / lu tr kt qu v dng.
2. Phng php nhnh cn Land Doig gii bi ton quy hoch tuyn tnh nguyn
2.1. Minh ha th
V d 3. Gii BTQHTT nguyn: Max z = 3x1 + 4x2
vi cc rng buc
7x1 + 16x2 52
3x1
2x2 9
x1 , x2 0
x1, x2 nguyn.
Cn tm cc gi tr nguyn ca cc bin quyt nh x1, x2 cc rng buc c tho mn
v hm mc tiu t gi tr ln nht.
Bc 1: V min rng buc / min cc phng n kh thi l tp hp cc phng n kh thi
(cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s (x1, x2),
tho mn tt c cc rng buc c k c iu kin khng m v iu kin nguyn ca cc bin
(xem hnh IV.2).
Trc ht chng ta v na mt phng tho mn: 7x1 + 16x2 52.
Sau tm na mt phng tho mn: 3x1 2x2 9.
Lc ny, giao ca hai na mt phng tm c trn cho ta tp hp cc im (x1, x2) tho
mn cc rng buc. Tuy nhin, tho mn iu kin khng m v iu kin nguyn ca cc
bin, ta ch xt cc im nm trong gc phn t th nht c cc ta u nguyn. Vy min cc
phng n kh thi l min gm cc im vi ta nguyn c gii hn bi t gic OABC.
87
x2
F(2, 19/8)
A(0, 52/16)
G(4/7, 3)
D(20/7, 2)
B(4, 3/2)
K
E(11/3, 1)
2
1
H(2, 2)
x1
O
C(3, 0)
52/7
7x1 + 16x2 = 52
3x1 2x2 = 9
9/2
Hnh IV.2. Phng php th gii BTQHTT nguyn
Bc 2: Trong min (OABC) ta tm im (x1, x2) vi cc ta nguyn sao cho

z = 3x1 + 4x2 t gi tr ln nht. Ta s chng t phng n ti u l im H(2, 2) vi zmax = 14.
2.2. Ni dung c bn ca phng php nhnh cn
Trc ht, chng ta quy nh gi BTQHTT, nh cho trong v d 3 nhng b qua iu kin
nguyn ca cc bin, l BTQHTT khng nguyn tng ng vi BTQHTT nguyn cho. Chng
ta c th m t phng php nhnh cn Land Doig bng phng php th (xem hnh IV.2 v
hnh IV.3), trong LPi l k hiu ca BTQHTT vi hm mc tiu cho v min rng buc Di.
Vi i = 1, D1 l min rng buc quy nh bi:
7x1 + 16x2 52
3x1
2x2 9
x1, x2 0.
2.3. Khung thut ton nhnh cn Land Doig
Khung thut ton nhnh cn Land Doig c th c pht biu nh sau cho BTQHTT
nguyn dng Max c min rng buc gii ni khc rng.
Bc khi to
a bi ton v dng chnh tc LP1 v t Record = .

Xt tp hp cc BTQHTT khng nguyn cn gii S = {LP1}. t k : = 1.
88
Gii LP1, c phng n ti u l B(4, 3/2) vi zmax =18. Do phng n c ta

khng nguyn nn t Record = . Chia BTQHTT nguyn tng ng vi
LP1 thnh hai bi ton cn c ta x2 = 3/2.
Xy dng LP2 vi min rng buc

D2 = {x D1: x2 2}. LP2 c phng n
ti u l D(20/7, 2) vi zmax = 116/7.
Chia BTQHTT nguyn tng ng vi
LP1 thnh hai bi ton cn c ta
x1 = 20/7.
Xy dng LP4
vi min rng
buc D4 = {x
D2: x1 3}.
LP4 c min
phng n l
min rng.
Loi b bi
ton LP4.
Xy dng LP5 vi
min rng buc D5 =
{x D2: x1 2}.
LP5 c phng n ti
u l F(2, 19/8) vi
zmax = 31/2. Chia
BTQHTT nguyn
tng ng vi LP5
thnh hai bi ton
cn c ta x2 =
19/8 khng nguyn.
Xy dng LP3 vi min rng buc

D3 = {x D1: x2 1}. LP3 c phng n
ti u l E(11/3, 1) vi zmax = 15. Chia
BTQHTT nguyn tng ng vi LP1
thnh hai bi ton cn c ta x1 = 11/3.
Xy dng LP6 vi
min rng buc D6
= {x D3: x1
3}. LP6 c phng
n ti u l K(3,
1) c cc ta
nguyn vi zmax =
13. Lu tr x* =
(3, 1) v Record =
13. Loi b bi
ton LP6.
Xy dng
LP7 vi
min rng
buc D7 =
{x D3: x1
4}. LP7 c
min
phng n
l min
rng. Loi
b bi ton
Xy dng LP9 vi min rng buc D9

= {x D5: x2 2}. LP9 c phng n
ti u c cc ta nguyn l H(2, 2)
vi zmax = 14. Lu tr x* =
(2, 2) v Record = 14. Loi b bi
ton LP9.
Xy dng LP8 vi min rng

buc D8 = {x D5: x2 3}. LP8
c phng n ti u l G(4/7, 3)
vi zmax = 96/7 < Record = 14.
Loi b bi ton LP8.
Dng
Hnh IV.3. M t phng php nhnh cn Land Doig
Bc 1: Gii ln lt tng bi ton LPi S bng phng php n hnh v xt cc trng

hp sau y:
89
i) Nu bi ton khng c phng n th loi bi ton ra khi tp S.

ii) Nu bi ton c phng n vi ta nguyn th so snh zmaxvi Record hin c:
Nu zmax Record th loi b bi ton ra khi tp S.
Nu zmax > Record th t li Record = zmax v ghi li phng n ti u sau loi bi
ton ra khi tp S.
iii) Cn nu bi ton c phng n ti u nhng c t nht mt ta khng nguyn th so
snh zmax vi Record hin c:
Nu zmax Record ta loi b bi ton ra khi tp S.
Nu zmax > Record ta chia bi ton thnh hai bi ton cn c vo mt ta khng
nguyn bt k ca phng n ti u tm c.
Bc 2: Thit lp mi tp S gm tt c cc bi ton thu c t bc 1. Kim tra xem S c
bao nhiu bi ton: Nu S khc rng th t k := k+1 v quay v bc 1, cn nu S l tp rng th
v bc kt thc.
Bc kt thc. Dng v in ra Record.
3. Gii bi ton quy hoch tuyn tnh nguyn bng quy hoch ng
3.1. Bi ton ngi du lch
hiu r cc khi nim c bn ca quy hoch ng, trc ht chng ta hy xt bi ton

ngi du lch. Trong bi ton ngi du lch, chng ta mun xc nh ng i ngn nht t mt
a im xut pht (im gc) i ti im cn n (im ch) trn mt mng hnh trnh du
lch.
V d 4 (Bi ton ngi i du lch). C mt ngi i du lch, xut pht t nt 1 v kt thc
hnh trnh nt 10 theo hnh trnh vi s nh trn hnh IV.4.

300
400
100
150
175
100
275
200
1
200
10
250
175
200
3
150
275
350
125
Hnh IV.4. S hnh trnh ng i
90
Ngi du lch xut pht t nt 1. Trong giai on u anh ta ch c quyn (v bt buc)

chn mt trong ba nt (thnh ph) 2, 3, 4 vo thm quan. Giai on tip theo, anh ta ch c
chn mt trong ba nt 5, 6, 7 du lch. Trong giai on tip ni, anh ta c quyn vo mt trong
hai nt 8 hoc 9 trc khi kt thc hnh trnh ti nt 10.
Nh vy, trong mi giai on ngi i du lch ch c quyn i vo mt thnh ph (mi
thnh ph c coi l mt trng thi ca giai on ). Hy tm cch xc nh ng i ngn nht
t nt 1 ti nt 10 tho mn cc iu kin t ra ca bi ton.
Nguyn tc ti u Bellman trong quy hoch ng
S dng nguyn tc ti u Bellman trong quy hoch ng gii bi ton ngi du lch,
chng ta chia bi ton thnh nhiu giai on, tc l thnh nhiu bi ton nh. Ti mi giai on ta
cn tm phng n ti u l cc phng n tt nht ca tnh trng hin c, xt trong mi quan h
vi cc phng n ti u tm c ca cc giai on trc.
Ta c th gii quyt bi ton dn theo tng giai on theo cch tnh ton tin hoc tnh ton
li. gii bi ton ny, ta p dng cch tnh ton li (Backward Computing) vi cc k kiu v
d kin cho trong bng IV.4.
Bng IV.4. D kin ca cc giai on trong bi ton ngi du lch
Giai on
u vo
8
9
u ra
10
10
Giai on II
5
6
7
8
9
Giai on III
2
3
4
1
Giai on I
Giai on IV
Khong cch ti ch
150
100
5
6
7
ng i ti u
8 10
9 10
58
69
78
26
35
46
2
3
4
12
13
14
700
775
650
400
300
275
600
600
500
Gii thch. S dng nguyn tc ti u Bellman, tm ng i ngn nht t nt 4 ti nt

10 chng ta tm c phng n ti u l i t nt 4 ti nt 6 cho giai on III Lc ny khong
cch ngn nht t nt 4 ti nt 10 l d(4,10) = d(4,6) + min d(6,10) = 200 + 300 = 500. iu ny
l do hai la chn khc l i t nt 4 ti nt 5 hay 7 th u cho khong cch t nt 4 ti ch l
nt 10 ln hn (chng hn nu i qua nt 5 th d(4,10) = d(4,5) + min d(5,10) = 175 + 400 = 575).
Trong bng IV.4, ti giai on IV, ta thy khong cch ngn nht ti ch l 650. i ngc
li, t im gc ti im ch ta xc nh c ng i ngn nht l: 1 4 6 9 10 vi
tng chiu di l 650.
3.2. Quy trnh tnh ton tng qut
Trc ht, cn chn cc bin trng thi (State variables) nh m t trong bng IV.5.
91
Bng IV.5. Cc bin trng thi ca bi ton quy hoch ng

Gi tr c th xy ra ca cc bin
trng thi
Bin
S trng thi
Cc trng thi (nt)
x4
x3
2, 3, 4
x3 = 2, x3 = 3, x3 = 4
x2
5, 6, 7
x2 = 5, x2 = 6, x2 = 7
x1
8, 9
x1 = 8, x1 = 9
x0
10
x0 = 10
x4 = 1
Bin trng thi m t trng thi ca h thng trong tng giai on.
Xc nh hm mc tiu: t Fi(xi) l khong cch ngn nht ti ch tnh ti giai on i.
Theo bng IV.4, ta thy:
150 vi x 1 = 8
F1(x1) =
100 vi x 1 = 9
400 vi x 2 = 5
F2(x2) = 300 vi x 2 = 6
275 vi x 2 = 7.
Mc ch ca bi ton l cn tm c gi tr F4(x4) = F4(1).

Lp hm truy ton: Fi+1(xi+1) = Min {Fi(xi) + fi (ui)}, Min tm theo mi t hp thch hp xi
v ui, trong ui l bin iu khin iu khin chuyn trng thi t trng thi xi sang xi+1 v
fi(ui) l hiu ng ca bin iu khin tc ng ln hm truy ton (v ln hm mc tiu nu tnh
n bi ton cui cng). Theo biu thc ca hm truy ton ta thy, nu Fi(xi) + fi (ui) l hm phi
tuyn th phi dng k thut ti u thch hp tm ra Fi+1(xi+1) .
Sau y chng ta i tm cc hm truy ton Fi+1(xi+1) vi quy trnh tnh ton li gii bi
ton theo tng giai on, nhm cui cng tm ra c F4(x4) = F4(1).
Giai on 1: Trong giai on ny, mun chuyn t nt 10 (x0 = 10) v nt 8 (x1 = 8) chng
hn, th bin iu khin u0 phi c gi tr 150 (u0 = 150). Hiu ng gy nn bi u0 l f(u0) = 150.
iu ny c ngha l nu chuyn t nt 10 ngc v nt 8 th cn i qung ng c chiu di l
150.
x1
x0 = 10
u0
f0(u0)
F1(x1)
x1 = 8
+ u0 = 150
150
150
150
x1 = 9
+ u0 = 100
100
100
100
Ch . Khng phi bi ton no cng c ui trng vi hiu ng fi(ui) ca n. Ni chung,

bin iu khin ui c th gy ra hiu ng fi(ui) khc vi ui c v ln cng nh n v o.
Giai on 2:
x2
92
x1 = 8
x1 = 9
F1 (x1) + f1(u1)
F2(x2) =
x1 = 8
x1 = 9
Min{F1(x1) +f1(u1)}
+u1 = 250
+u1 = 400
400
500
400 = 150 + 250
+u1 = 200
300
300 = 100 + 200
+u1 = 125
275
275 = 150 + 125
Giai on 3:
x3
x2
F2(x2) + f2(u2)
F3 (x3) = Min
x2 = 5
x2 = 6
x2 = 7
{F2(x2) +
f2(u2)}
u2 = 275
u2 = 300
675
600
600
u2 = 200
u2 = 350
600
625
600
u2 = 175
u2 = 200
u2 = 275
575
500
550
500
Giai on 4:
x4
x3 = 2
x3 = 3
u3 =100
x3 = 4
u3 =175
u3 =150
F3(x3) + f3(u3)
F4 (x4) = Min
x3 = 2
x3 = 3
x3 = 4
{F3(x3) + f3(u3)}
700
775
650
650
p s: F4(x4) = F4(1) = 650 vi ng i ngn nht trn hnh IV.5.

x4 = 1
x3 = 4
u3 = 150
x2 = 6
u2 = 200
x1 = 9
u1 = 200
x0 = 10
u0 = 100
Hnh IV.5. ng i ngn nht 146910
3.3. p dng quy hoch ng gii bi ton quy hoch tuyn tnh nguyn
V d 5. Gii BTQHTT nguyn: Max z = 8x1 + 5x2 + x3
vi iu kin rng buc

3x1 + 2 x2 + x3 13
x1 , x 2 , x3 0 v nguyn.
ph hp vi cch k hiu mc 3.2 trn y, chng ta vit li bi ton trn nh sau:

Max z = 8u0 + 5u1 + u2, vi iu kin rng buc
3u0 + 2u1 + u2 13
u0 , u1 , u2 0 v nguyn.
K hiu li: X0 = 0, X1 = X0 + 3u0, X2 = X1 + 2u1 = 3u0 + 2u1, X3 = X2 + u2 = 3u0 + 2u1 +

u2. Gi cc bin trng thi l X1, X2, X3 v cc bin iu khin l u0, u1, u2. Cc hiu ng gy nn
bi cc bin iu khin l f(u0) = 8u0, f(u1) = 5u1, f(u2) = u2,
X0 = 0
Bin iu khin
X1
u0
X2
u1
X3
u2
93
Thit lp hm truy ton Fi+1(Xi+1) = Max {Fi(Xi) + fi (ui)} vi F0(X0) = 0. D thy: F1 (X1)
= Max f(u0), F2 (X2) = Max {f(u0) + f(u1)} v F3(X3) = Max {f(u0) + f(u1) + f(u2)} = 8u0 + 5u1 +
u2 . Mc tiu cui cng l cc i ho z = F3 (X3). Trong v d ny, chng ta p dng cch tnh
ton tin.
Giai on 1: (Coi F0(X0) = 0)
X0 = 0
X1
u0 = 0, 1, ,
[13/3]
12
13
f0(u0) = 8u0
F1(X1) = Max{F0(X0) + f0(u0)}
u0 ti u
16
24
32
16
24
32
12
F2 (X2) = Max{F1(X1) + f1(u1)}
u1 ti u
Giai on 2:
X1
X2
u1 = 0, 1, , [(13 X1)/2]
94
10
13
16
18
21
24
10
26
11
29
12
32
13
34
Giai on 3:
X2
X3
10
11
12
13
u2 = 0, 1, , 13 X2
F3(X3) =
Max{F2(X2)
+ f2(u2)}
u2
ti
u
10
13
16
18
21
24
10
10
26
11
11
29
12
12
10
32
13
13
11
10
34
p s: u2 = 0, u1 = 2, u0 = 3 v zmax = 34.
3.4. Bi ton ci ti
Mt nh thm him c n vt cn mang theo ngi. Cc vt c ng trong mt

chic ti c th cha nhiu nht l b (kg). Bit vt th j c trng lng aj (kg) v c gi tr l
cj (n v tin t), j = 1, 2, , n. Hi nh thm him cn mang theo cc loi vt no v vi s
lng l bao nhiu tng gi tr s dng ca chng l ln nht?
Gi xj l s lng vt loi j m nh thm him quyt nh mang theo. Lc chng ta
c bi ton sau:
Max z = c1x1 + c2x2 + + cnxn
vi rng buc
a1x1 + a2x2 + + anxn b
x1, x2, , xn 0 v nguyn.
Cc iu kin c mc nh l b v cj, aj, j l cc s nguyn dng.
R rng rng v d 5 l trng hp ring ca bi ton ci ti. Chng ta s s dng phng
php phng trnh truy ton ca quy hoch ng gii bi ton ci ti, nh trnh by sau y:
i) Trc ht t F0(y) = 0, y = 0, b .
(4.3)
ii) k = 1,n , y = 0, b , ta nh ngha hm s
95
k
k
Fk(y) = Max c j x j : a j x j y , x j 0, j = 1, k
j =1
j =1
(4.4)
Nh vy, Fk(y) l gi tr ln nht ca hm mc tiu khi cc vt c chn t k loi u

tin v ti ch cha hn ch ti y (kg).
Khi k = 1 th cng thc (4.4) trn y tr thnh:
F1(y) = Max{c1x1 : x1 = 0, 1, , [y/a1]} = c1[y/a1], y = 0, b .
k = 2,n , (4.4) c vit di dng:
k 1
k
Fk(y) = Max c j x j : a j x j y ak xk , vi x j 0, j = 1, k
j =1
j =1
k 1
k 1

= Max ck xk + Max c j x j : a j x j y ak xk , vi x j 0, j = 1, k 1 ,
xk J k
j =1
j =1

k 1
k 1

Max ck xk + Max c j x j : a j x j y ak xk , vi x j 0, j = 1, k 1 trong Jk = {0,

xk J k
j =1
j =1

1, [y/ak]}. Vy ta c phng trnh truy ton sau k = 1,n :

Fk(y) = M ax {ck x k + Fk 1 (y a k x k )} vi Jk = {0, 1, [y/ak]}.
x k J k
(4.5)
Kt lun. Thc hin ln lt cc cng thc (4.3) v (4.5) vi k = 0,n , y = 0, b , chng ta

s tm c phng n ti u cho bi ton ci ti.
Chng ta s tin hnh gii li v d 5 bng phng php va nu trn. C th nhn thy
rng cc bng thit lp sau y l kh ging vi cc bng trong mc 3.3.
Giai on 1: Coi F0(y) = 0, y = 0, b v tnh F1(y).
96
[y/a1]
F1(y) = c1[y/a1]
x1 ti u
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
0
0
1
1
1
2
2
2
3
3
3
4
4
0
0
0
8
8
8
16
16
16
24
24
24
32
32
0
0
0
1
1
1
2
2
2
3
3
3
4
4
Giai on 2: Tnh F2(y)

y
x2 = 0, 1, , [y/a2]
F2(y) =
x2
Max{c2x2 + F1(y a2x2)}
ti u
10
13
16
18
21
24
10
26
11
29
12
32
13
34
Giai on 3:
y
x3 = 0, 1, , [y/a3]
x3
F3(y) =
Max{c3x3+F2(y
a3x3)}
ti
u
10
13
16
18
21
24
10
10
26
11
11
10
29
12
12
11
10
32
13
13
12
11
10
34
97
Sau khi hon thnh giai on 3, tm phng n ti u ca bi ton chng ta lm nh sau:

Cn c bng giai on 3 th zmax = Max F3(y3) = 34 ng vi y3 =13 v x3 = 0. Li cn c bng
giai on 2 th y2 = y3 a3x3 = 13 10 = 13 v x2 = 2. Da vo bng giai on 1 th y1 = y2
a2x2 = 13 22 = 9 v x1 = 3. Do phng n ti u l x3 = 0, x2 = 2, x1 = 3 v zmax = 34.
Cc nhn xt
i) Ti giai on 3 ta ch cn xt hng tng ng vi gi tr y = 13 l .
ii) Nu ta nh s bin trng thi y ti mi giai on l y0, y1, y2, y3 th c s iu khin
sau, m trong mi gi tr ca bin iu khin xj c th gy nn mt hoc mt s gi tr ca bin
trng thi yj, j = 1, 2, 3.
y0
Bin iu khin
y1
x1
y2
x2
y3
x3
iii) Xt bi ton ci ti vi rng buc dng ng thc

z = 8x1 + 5x2 + x3 Max
vi rng buc dng ng thc
3x1 + 2x2 + x3 = 13
x1, x2, x3 0 v nguyn.
gii bi ton ny chng ta c th p dng phng php nu trn, nhng phi t F0(0) =
0 v F0(y) = , y 0. iu ny l do trong phng trnh truy ton: F1(y) =
M ax {8x 1 + F0 (y 3x 1 )} , vi J1 = {0, 1, [y1/3]}, ta phi c: y 3x1 = 0. Nu tri li, rng buc
x1 J1
ng thc 3x1 + 2x2 + x3 = 13 khng c tha mn.

iv) Thay v h thc truy ton Fk(y) =
M ax {ck x k + Fk 1 (y a k x k )} trong
x k J k
Jk = {0, 1, [y/ak]} k = 1,n , c th s dng h thc Dantzig:

M ax {Fk 1 (y),c k +Fk (y a k )} , y a k
Fk (y) =
Fk 1 (y), y < a k .
Tht vy, ta c
k 1
k
Fk(y) = Max cj x j : a j x j y a k x k , vi x j 0, nguy n, j = 1,k .

j =1
j =1
Do nu y < ak th xk = 0, v Fk(y) = Fk 1(y). Cn nu y ak, th ta vit:

k 1
k 1
Fk(y) = Max cj x j + ck (x k 1) + ck : a j x j y a k a k (x k 1) .
j =1
j =1
Nu t x k/ = xk 1 th thy ngay
98
(4.6)
F (y), khi x k = 0
Fk(y) = M ax k 1
ck + Fk (y a k ), khi x k 1.
v) p dng h thc Dantzig (4.6) cho v d 5 vi c1 = 8, c2 = 5, c3 = 1, a1 = 3, a2 = 2, a3 = 1

chng ta thu c cc ct F0(y), F1(y), F2(y), F3(y) nh trong bng IV.6 sau y:
Bng IV.6. Bng tng hp tnh ton truy ton
y
F0(y)
F1(y)
j1(y)
F2(y)
j2(y)
F3(y)
j3(y)
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
8
8
8
16
16
16
24
24
24
32
32
0
0
0
1
1
1
1
1
1
1
1
1
1
1
0
0
5
8
10
13
16
18
21
24
26
29
32
34
0
0
2
1
2
2
1
2
2
1
2
2
1
2
0
1
5
8
10
13
16
18
21
24
26
29
32
34
0
3
2
1
2
2
1
2
2
1
2
2
1
2
Cc ch s jk(y) c tnh nh sau: Khi k = 1 th j1(y) = 0 nu F1(y) = 0 v j1(y) = 1 nu F1(y)

0. Vi k > 1 ta c:
j (y) khi Fk 1 (y) = Fk (y)
j k (y) = k 1
k khi Fk 1 (y) Fk (y).
Ta thy jk(y) chnh l ch s ln nht ca bin s dng nu ti c trng lng mc y khi

xt giai on k (khi ch c th chn mang theo k loi vt u tin). Theo bng IV.6 c zmax =
34 ng vi y = 13 v j3(13) = 2 nn x 3 = 0.
tm x 2 , trc ht t gi tr ban u x 2 := 1. Do j3(13) = j3(13 a2) = j3(13 2) = j3(11) =
2 nn x 2 := x 2 + 1 = 2 (tht vy, khi y = 11 th ch s ln nht ca bin s dng l 2 v khi y =
11 + a2 = 13 th ch s ny vn l 2 nn gi tr ca x2 bt buc phi tng ln 1 n v). Tip tc xt
j3(11) = 2 j3(11 a2) = j3(11 2) = j3(9) = 1 = j3(9) nn ti mc trng lng ti l y = 9 th ch
s ln nht ca bin s dng l 1 (ch ng vt loi 1). Vy ta c x 2 = 2. tm x 1 , trc
ht t gi tr ban u x 1 := 1. Do j3(9) = j3(9 a1) = j3(9 3) = j3(6) = 1 nn x 1 := x 1 +1 = 2.
Tip tc c j3(6) = j3(6 a1) = j3(6 3) = j3(3) = 1 nn x 1 := x 1 +1 = 3. Do j3(3) = 1 j3(3 a1) =
j3(3 3) = j3(0) = 0 nn x 1 = 3. Dng.
Khung thut ton gii bi ton ci ti
Bc khi to
99
Nhp cj, aj, j = 1, 2, , n v b. t k := 0.

Nu rng buc dng th t F0(y) = 0, y = 0, b .
Nu rng buc dng = th t F0(0) = 0 v F0(y) = , y = 1, b .
Cc bc lp
Bc 1: t k := k + 1.
Bc 2: y = 0, b
i) Tnh Fk(y) theo h thc truy ton:

Fk(y) = M ax {ck x k + Fk 1 (y a k x k )} trong Jk = {0, 1, [y/ak]}
x k J k
hoc theo h thc Dantzig:

M ax {Fk 1 (y),c k +Fk (y a k )} , y a k
Fk (y) =
Fk 1 (y), y < a k .
ii) Tnh jk(y):

Khi k = 1 th j1(y) = 0 nu F1(y) = 0 v j1(y) = 1 nu F1(y) 0.
j k 1 (y) khi Fk 1 (y) = Fk (y)
Cn vi k > 1 th j k (y) =
k khi Fk 1 (y) Fk (y).
Bc 3: Nu k < n th quay v bc 1.
Bc kt thc
i) zmax = Fn(b). Gi s jn(b) = m n v m > 0, th c x n = x n 1 = = x m +1 = 0.

t b/ := b, i := m.
ii) Nu gi s l s nguyn khng m sao cho:
jn(b/) = jn(b ai) = jn(b 2ai) = = jn(b sai)
jn(b sai) jn(b (s+1)ai
th x i = 1 + s.
iii) t b/ := b (s+1)ai, i := jn(b/). Nu i > 0 th quay v bc ii), cn nu tri li th in /
lu tr kt qu v dng.
3.5. Hp nht ha cc rng buc ca bi ton quy hoch tuyn tnh nguyn
V d 6. Xt BTQHTT nguyn vi min rng buc cho bi
3x1 + 2 x2 + x3 = 10
3x1 + 2 x2 10
x + 4 x 11
x1 + 4 x2 + x4 = 11
1
2
3x1 + 3x2 + x5 = 13
3x1 + 3x2 13
x1 , x2 ,...., x5 0 v nguyn.
x1 , x2 0 v nguyn.
100
(4.7)
(4.8)
(4.9)
(4.10)
H rng buc trn c ba rng buc dng ng thc (khng k iu kin nguyn khng m
ca cc bin). a BTQHTT nguyn trn y v bi ton ci ti, chng ta cn hp nht ha
cc rng buc ny thnh mt rng buc dng ng thc. Trc ht chng ta xt cch hp nht ha
hai ng thc.
nh l 1. Xt h hai phng trnh
a
j =1
1j
x j = b1 ,
(4.11)
a
j =1
2j
x j = b2 .
Trong , cc h s aij 0, bi > 0, j = 1,n v i = 1,2 .

Nu t1 v t2 tha mn cc iu kin:
t1, t2 N+ v (t1, t2) = 1
(4.12)
t1 khng l c ca b2
(4.13)
t2 khng l c ca b1
(4.14)
t1 > b2 amin, t2 > b1 amin,
(4.15)
trong amin = Min {aij , j = 1,n v i =1, 2}.

th tp nghim nguyn khng m ca h (4.11) s trng vi tp nghim nguyn khng m ca
n
phng trnh
(t a
1 1j
j =1
+ t 2a2 j )x j = t 1 b1 + t 2 b2 .
(4.16)
Chng minh
R rng mi phng n nguyn khng m ca (4.11) cng l phng n nguyn khng m
ca (4.16). Chng ta s i chng minh chiu ngc li: mi phng n nguyn khng m ca
(4.16) cng l phng n nguyn khng m ca (4.11).
Gi s x* = ( x1 , x 2 , , x n ) l phng n nguyn khng m ca (4.16) (cn ch rng
n
lc lun tn ti ch s k sao cho x k > 0). t y i = a ij x j bi , i = 1,2. D dng kim tra

j =1
c y 1 v y 2 l cc nghim nguyn ca phng trnh t1y1 + t2y2 = 0. T , theo gi thit (4.12)

ca nh l suy ra: y 1 = ( y 2 /t1)t2 = qt2 , vi q l mt s nguyn. Do y 2 = ( y 1 /t2)t1 = qt1.
Chng ta s ch ra q = 0. Tht vy, nu q 1 th:
n
j =1
j =1
t2 t2q = y 1 t2 y1 = b1 a1j x j t2 qt 2 = b1 a1j x j .

n
Mt khc: b1 qt 2 = a1j x j 0 (do gi thit (4.14))

j =1
a
j =1
1j
x j amin (do tn ti ch s k sao cho x k > 0)
101
t2 b1 a1j x j b1 amin mu thun vi (4.15).

j =1
Cn nu q 1 th t1 y 2 v dn ti t1 b2 amin cng mu thun vi gi thit (4.15).

Vy q = 0, nn y 1 = y 2 = 0, tc l
a
j =1
1j
a
j =1
2j
x j = b1
x j = b2 .
Chng ta hon thnh vic chng minh nh l 1.

Quay li v d 6, hp nht ha cc rng buc (4.7), (4.8) v (4.9) chng ta tin hnh
nh sau:
Trc ht chng ta hp nht ha hai phng trnh u bng cch nhn (4.7) vi t1 = 12 v
nhn (4.8) vi t2 = 11 (cc s ny tha mn iu kin nu trong nh l) v cng cc kt qu li
c: 47x1 + 68x2 + 12x3 + 11x4 = 241. Lc h cc rng buc trong v d 6 l tng ng vi
h sau:
47 x1 + 68 x2 + 12 x3 + 11x4 = 241
3x1 + 3x2 + x5 = 13
x , x , x , x , x 0 v nguyn.
1 2 3 4 5
(4.17)
(4.9)
(4.10)
T , nhn (4.13) vi 15 v (4.9) vi 242 ri cng li, theo nh l nu trn chng ta thu
c h rng buc tng tng:
1431x1 + 1746 x2 + 180 x3 + 165 x4 + 242 x5 = 6761
x1 , x2 , x3 , x4 , x5 0 v nguyn.
Qu trnh hp nht ha cc rng buc hon thnh.

Nhn xt. Vic hp nht ha cc rng buc nhanh chng lm cc h s ca cc phng
trnh hp nht tr nn rt ln. Ngoi ra, vic thc hin hp nht ha nh trn cn c nh l 1 i
hi iu kin: cc h s aij 0, bi > 0, j = 1,n v i = 1,2 .
102
Bi tp chng IV
Bi 1. Gii BTQHTT nguyn bng phng php ct Gomory:
Max z = 6x1 + 4x2 + x3, vi cc iu kin rng buc

3x1 + 2x2 + x3 20
6x1 + 5x2 + x3 25
x1 + 3x2 + 3x3 10
x1, x2, x3 0 v nguyn.
Bi 2. Gii BTQHTT nguyn bng phng php ct Gomory hoc phng php nhnh cn Land
Doig:
Min z = 2x1 x2, vi iu kin rng buc

x1 x 2 3
2x1 x2 8
x1 + 4x2 24
x1 + 2x2 14
x1, x2 0 v nguyn.
Kim tra li phng n ti u tm c bng cch s dng phn mm Lingo.
Bi 3. Gii BTQHTT hn hp nguyn bng phng php thch hp:
Max z = 5x1 + 8x2, vi iu kin rng buc

6x1 + 5x2 30
9x1 + 4x2 36
x1 + 2x2 10
x1, x2 0, x2 nguyn.
Bi 4. Hy pht biu thut ton ct Gomory v lp chng trnh my tnh bng ngn ng Pascal
hoc C gii BTQHTT nguyn. Sau chy kim th chng trnh trn mt s v d.
Bi 5. Hy pht biu thut ton nhnh cn Land Doig v lp chng trnh my tnh bng ngn
ng Pascal hoc C gii BTQHTT nguyn. Sau chy kim th chng trnh trn
mt s v d.
Bi 6. S dng phn mm thch hp gii BTQHTT nguyn:
Max z = 90x1 + 40x2 + 10x3 +37x4, vi cc iu kin rng buc
103
15x1 + 10x2 + 10x3 + 15x4
80
20x1 + 15x2
+ 10x4
100
20x1 + 20x2
+ 10x4
120
15x1 +
5x2 +
4x3 + 10x4
70
x1, x2, x3, x4 0 v nguyn.

Bi 7. S dng quy hoch ng tm ng i ngn nht cho bi ton sau:
i ti thnh ph
i t thnh ph
10
11
10
10
4
5
4
8
10
12
12
10
11
Bng d kin trn c hiu nh sau: Chng hn, t thnh ph 2 ch c th i ti cc thnh

ph st gn l 5, 6, 7, 8 vi cc khong cch tng ng l 8, 10, 5, 7.
Hy kim tra kt qu thu c bng cch s dng phn mm Lingo.
Bi 8. Hy tm ng i di nht cho cc d kin trong bi 7.
Bi 9. Gii bi ton ci ti sau:
Max z = 8x1 + 5x2 + x3 + 12x4, vi iu kin rng buc

3x1 + 2x2 + x3 + 4x4 23
x1, x2, x3, x4 0 v nguyn.
Bi 10. Pht biu thut gii bi ton ci ti bng phng php quy hoch ng vi h thc truy
ton Dantzig v lp chng trnh my tnh. Sau chy kim th chng trnh trn mt
s v d.
104
Chng V
Mt s phng php quy hoch phi tuyn
1. Cc khi nim c bn ca bi ton ti u phi tuyn

1.1. Pht biu bi ton ti u phi tuyn
Cho cc hm s f, gj : Rn R, j = 1, 2, ..., m. Bi ton ti u tng qut c dng chnh tc

nh sau:
Max (Min) f(x),
vi cc rng buc
(i) gj(x) 0,
j = 1, 2, , k,
(ii) gj(x) = 0,
j = k+1, k+2, , m.
Nu hm mc tiu f(x) hoc t nht mt trong cc hm rng buc gj(x), j = 1,

2, , m l phi tuyn th chng ta c bi ton ti u phi tuyn, hay cn gi l bi ton quy hoch
phi tuyn (BTQHPT). Cc dng khc ca bi ton ti u c th a v dng chnh tc trn y
theo nhng quy tc nht nh.
Vi k hiu D Rn l min rng buc (hay min cc phng n kh thi) cho bi cc rng
buc (i) v / hoc (ii) th BTQHPT c th vit gn hn nh sau: f(x) Max (Min), vi x D.
Trong trng hp D Rn, ta c BTQHPT khng rng buc. Nu tri li, D l tp con thc s ca
Rn th c BTQHPT c rng buc.
V d 1. Bi ton sau l BTQHPT khng c rng buc:
Min z = f(x) = 2x12 + 3x22 + 4x1x2 6x1 3x2.

Trong khi , bi ton sau y l BTQHPT c rng buc:
Min f(x) = 2x12 + 3x22 + 4x1x2 6x1 3x2
vi cc rng buc
x1 + x 2 1
2x 1 + 3x 2 4
x , x 0.
1 2
105
nh ngha 1. im x = (x1, x2, ..., xn) D Rn c gi l phng n kh thi (hay
phng n, nu ni vn tt) ca bi ton ti u: Max (Min) f(x), vi x D Rn. Cc to thnh

phn ca im x c gi l cc bin quyt nh.
nh ngha 2. i vi bi ton cc i ho: Max f(x), vi x D Rn, im
x* = ( x 1 , x 2 , ..., x n ) Rn c gi l im ti u (hay phng n ti u) ton cc nu x* D

v f(x*) f(x), x D. im x Rn c gi l im ti u (hay phng n ti u) a phng
nu x D v f( x ) f(x), x N D vi N l mt ln cn nh ca im x . i vi bi
ton cc tiu ho: Min f(x), vi x D Rn, im x* Rn c gi l im ti u (hay phng
n ti u) ton cc nu x* D v f(x*) f(x), x D. im x Rn c gi l im ti u
(hay phng n ti u) a phng nu x D v f( x ) f(x), x N D vi N l mt ln cn
nh ca im x .
Cc phng n ti u a phng hay ton cc u c gi chung l phng n ti u. D
thy, mi phng n ti u ton cc cng l phng n ti u a phng, trong khi mt
phng n ti u a phng khng nht thit l phng n ti u ton cc. Trong cc BTQHPT
ng dng, phng n ti u ton cc c mt ngha quan trng. Chng hn trong thit k my,
sau khi dng phng php phn tch hi quy nhiu chiu, ta thng thu c hm mc tiu f(x)
c dng phi tuyn v sau phi tm kim phng n ti u ton cc. Cc BTQHPT ton cc
cng c th ny sinh trong quy hoch kinh t sinh thi vng, chuyn i c cu cy trng v
nhiu lnh vc kinh t k thut khc.
C nhiu phng php gii cc lp BTQHPT, nhng cha c phng php no t ra hu
hiu cho mi BTQHPT. Bi vy l thuyt v thut ton ti u phi tuyn l mt khoa hc ang
ngy cng pht trin phong ph c v chiu su cng nh chiu rng.
1.2. Phn loi cc phng php gii bi ton quy hoch phi tuyn ton cc
Cc phng php gii BTQHPT ton cc c phn ra thnh hai lp: phng php tt nh
(deterministic methods) v phng php ngu nhin (stochastic methods).
Phng php tt nh s dng cc tnh cht gii tch ca hm mc tiu v cc hm rng
buc. Mt s dng bi ton ti u ton cc vi nhng tnh cht gii tch nht nh ca hm mc
tiu v cc hm rng buc c th gii c bng cc phng php tt nh thch hp, chng hn
nh phng php quy hoch ton phng, quy hoch tch, quy hoch li, quy hoch d.c Trong
cc trng hp phng n ti u ton cc c th tm c sau mt s hu hn bc tnh ton
vi chnh xc chn trc. Tuy nhin, i vi nhiu lp bi ton ti u ton cc phng php
tt nh t ra khng c hiu qu.
Trong khi , cc phng php ngu nhin nh: phng php a khi to (multistart), m
phng ti (simulated annealing), thut gii di truyn (genetic algorithm), k thut tm kim ngu
nhin c iu khin (controlled random search technique) c th p dng gii cc bi ton
ti u ton cc dng bt k, khng i hi cc tnh cht c bit ca hm mc tiu hay cc hm
rng buc. Cc phng php ngu nhin c bit t ra c hiu qu i vi cc BTQHPT nguyn
106
v hn hp nguyn. Tuy nhin, cc phng php ny thng ch cho phng n gn ti u kh

tt sau mt s hu hn bc m khng kim sot c chnh xc ca phng n tm c.
bt u nghin cu v quy hoch phi tuyn, trong chng ny, chng ta s gii hn
trong vic tm hiu mt s khi nim c bn cng nh lm quen vi mt s phng php c in
trong ti u phi tuyn.
1.3. Bi ton quy hoch li
nh ngha 3. Tp li l tp S Rn c tnh cht: mi on thng ni x1, x2 S u
nm trong S. Ni cch khc, S Rn l tp li khi v ch khi x1, x2 S, [0,1] th x
= x1 + (1 ) x2 S.
V d 2. Cc tp S sau y l tp li:
i) S = {x = (x1, x2, x3) R3: 2x1 x2 + 3x3 = 5}.

ii) S = {x = (x1, x2, , x3) R3: 2x1 x2 + 3x3 5}.
iii) S = {x = (x1, x2, , x3)T R3: Ax b} l tp li, vi
2 1 3
A=
,
3 1 2
x1

x = x 2 ,
x 3
5
b = .
10
Trong trng hp iii) S l giao ca cc na khng gian ng.

iv) S = {x R: x = (x1, x2): x12 + x22 9}.
Cc tnh cht ca tp li
Cho cc tp li S1, S2 Rn. Khi :

1) S1 S2 l tp li.
2) S1 + S2 = {x: x = x1+ x2 vi x1 S1, x2 S2} l tp li.
3) S1 S2 cng l tp li.
Chng minh
Chng ta chng minh tnh cht 2 chng hn theo hng sau: Do x S1 + S2 nn x = x1 +
x2 vi x1 S1, x2 S2; y S1 + S2 nn y = y1 + y2 vi y1 S1, y2 S2. D dng chng minh
c [0, 1] th x + (1 )y S1 + S2.
nh ngha 4. Cho tp li khc rng S Rn. Hm s f: S R c gi l hm li nu
x1, x2 S, [0, 1] th f(x1 + (1 )x2) f(x1) + (1)f(x2) .

V d 3.
i) Xt hm s f: S R R vi f(x) = x2. y l mt hm li. Tht vy, d thy S l tp

li. Ngoi ra, f(x1 + (1 )x2) f(x1) + (1)f(x2), [0, 1] v x1, x2 S (xem hnh V.1).
Chng hn vi = 1/3, x1 = 1, x2 = 2 ta c x1 + (1 )x2 = (1/3) (1) + (2/3) 2 = 1 v f(x1 +
(1)x2) = f(1) = 1 (1/3)f(1) + (2/3)f(2) = (1/3) + (2/3) 4 = 3.
107
y
4.5
4
3.5
3
2.5
2
1.5
1
0.5
2.2
1.2
0.8
1.8
0.5 0.2
Hnh V.1. th hm li y = x2
ii) Hm s hai bin f: S R2 R vi f(x, y) = x2 + y2 l hm li nu S l tp li khc rng.

nh ngha 5. BTQHPT ton cc: f(x) Min vi x S, trong S Rn l tp li v f(x)
l hm li, c gi l bi ton quy hoch li (BTQHL).
nh l 1. i vi BTQHL, mi phng n ti u a phng cng l phng n ti u ton
cc. BTQHTT l trng hp ring BTQHL nn n cng c tnh cht trn.
nh l ny s c chng minh chng VI.

1.4. Hm nhiu bin kh vi cp mt v cp hai
nh ngha 6 (hm kh vi cp mt). Cho tp khc rng S Rn v hm s f : S R . Hm
f c gi l hm kh vi ti x S nu x S ta lun c
f (x) = f (x) + f (x)T (x x) + x x (x, x x) ,
trong lim (x, x x) = 0 v f (x) l vc t gradient ca f ti x :

x x
f (x) f (x)
f (x)
f (x) =
,
, ...,
.
x 2
x n
x 1
Nhn xt. C th chng minh c rng nu f l hm kh vi (cp mt) v nu x l phng

n ti u (a phng) th f (x) = 0 .
V d 4. Xt hm s hai bin f (x1 , x 2 ) = x12 + x 22 .
T
f
f
T
f (x) =
,
= (2x 1 ,2x 2 ) .
x 1 x 2
108
Vi x = (1, 1) ta c f (x) = (2, 2)T.

T
2x 1
T
Vy f (x1 , x 2 ) = f (x1 , x 2 ) +
(x1 x1 , x 2 x 2 ) + o ( x x
2x 2
T
2
f (x1 , x 2 ) = f (1, 1) + (x 1 1, x 2 1)T + o
2
) hay
(x 1 1)2 + (x 2 1)2 .
T
f
f
= (0,0)T .
Ti im cc tiu (0, 0) c f (0,0) =
,
x1 x 2 (0,0)
nh ngha 7 (hm kh vi cp hai). Xt tp khc rng S Rn, v hm f: S R. Hm f c
gi l kh vi cp hai ti x nu tn ti vc t gradient f (x) v ma trn i xng cp n, c gi
l ma trn Hessian H( x ), sao cho:

f (x) = f (x) + f (x)T (x x) +
1
2
(x x)T H(x)(x x) + x x (x, x x)
2
ng x S, trong lim (x, x x) = 0 .

x x
V d 5. Xt hm s hai bin f (x 1 , x 2 ) = x12 + x 22 . y l hm kh vi cp hai vi ma trn
Hessian sau:
2
f x12 2 f x 1x 2 2 0
H (x) =
=
2 f x x 2 f x 2 0 2
1
2
2
f(x1, x2) = f( x 1, x 2) +
T
2x 1
2 0 x 1 x 1
1
2
T
(x 1 x 1 , x 2 x 2 ) + (x 1 x 1 , x 2 x 2 )
x x + ( x x ) .
2
0 2 2
2
2x 2
2. Mt s phng php gii bi ton quy hoch phi tuyn khng rng buc
Cc phng php gii tch gii BTQHPT khng rng buc chia thnh hai lp: phng php
khng s dng o hm v phng php s dng o hm. Trong mc ny chng ta s nghin
cu mt s phng php s dng o hm nh phng php ng dc nht (cn gi l phng
php gradient), phng php Newton v phng php hng lin hp thng qua vic trnh by
cc thut ton v v d.
2.1. Phng php ng dc nht
Phng php ng dc nht (The steepest descent method) l mt trong cc phng php
c in thng dng nht gii BTQHPT khng rng buc nhiu bin. Xt BTQHPT khng rng
buc tng qut: Min f(x), x = (x1, x2, , xn) Rn. Ta gi vc t d l hng gim ca hm f: Rn
R ti x nu > 0 sao cho f(x + d) < f(x), (0, ).
109
Gi s hm f l kh vi ti x. Ngoi ra gi s rng f(x) 0. Lc , c th chng minh

c hng d = f (x) / f (x) l hng gim nhanh nht, tc l d l li gii ca bi ton Min
f/(x, d), trong f/(x, d) l o hm theo hng d ti x, vi iu kin d 1.
Tht vy, do f kh vi ti x nn:
f (x + d) = f (x) + f (x)T (d) + d (x, d)
(5.1)
vi lim+ (x, d) = 0 . Vy o hm theo hng d ti x chnh l

0
f / (x,d) = lim+
0
f (x + d) f (x)
= f(x)Td.
Do d 1, nn theo bt ng thc Schwartz ta c f (x)T d f (x) d f (x) .

Vi d = f (x) / f (x) ta c f (x)T d = f (x) , nn d l hng gim nhanh nht ca hm
f ti x. Nu biu thc d (x, d) c coi l bng 0 trong cng thc (5.1), th vi mt gi tr
> 0 c nh v vi iu kin d 1, f(x + d) t gi tr cc tiu ti d = f (x) / f (x) . Tuy
nhin, biu thc d (x, d) khng nht thit phi bng 0, nn sau khi hng gim nhanh nht
d c chn, cn xc nh 0 cc tiu ha f(x + d ).

Sau y l thut ton ca phng php ng dc nht. Da trn l thuyt v nh x thut
ton ng, c th chng minh c thut ton ny hi t ti im x c f( x ) = 0 vi iu kin
dy im {xk} c pht sinh trong thut ton u nm trong mt tp gii ni. Nu hm f(x) l
hm li th x s l phng n ti u ton cc ca BTQHPT khng rng buc cho.
Thut ton ng dc nht
Bc khi to
Chn > 0 lm sai s kt thc. Ly mt im xut pht x1, t k :=1 v chuyn sang cc
bc lp.
Bc 1: Nu f (x k ) > th t dk = f(xk) v chuyn sang bc 2.

Bc 2: Tm k l phng n ti u ca bi ton cc tiu ha hm mt bin f(xk + dk)
(ph thuc vo bin 0). t xk+1 = xk + kdk, k := k+1 v chuyn v bc 1.
Bc kt thc. Nu f (x k ) th dng.
V d 6. Gii BTQHPT: Min f(x) = (x1 2)4 + (x1 2x2)2 bng phng php ng dc
nht. Qu trnh gii c tm tt trong bng V.1 (cc vc t c vit di dng hng) v c
minh ha trn hnh V.2.
110
Bng V.1. Tm tt cc bc lp trong phng php ng dc nht

f(xk )
Bc lp k
xk
f(xk)
f(xk)
(0;3)
52
(44;24)
(2,7;1,51)
0,34
(2,52;1,2)
dk = f(xk)
50,12
(44;24)
0,062
(0,73;1,28)
1,47
(0,73;1,28)
0,24
0,09
(0,80;0,48)
0,93
(0,80;0,48)
0,11
(2,43;1,25)
0,04
(0,18;0,28)
0,33
(0,18;0,28)
0,31
(2,37;1,16)
0,02
(0,30;0,2)
0,36
(0,30;0,2)
0,12
(2,33;1,18)
0,01
(0,08;0,12)
0,14
(0,08;0,12)
0,36
(2,3;1,14)
0,009
(0,15;0,08)
0,17
(0,15;0,08)
0,13
(2,28;1,15)
0,007
(0,05;0,08)
0,09
(0,05;0,08)
Ch . Phng php ng dc nht t ra kh hiu qu trong cc bc lp giai on u.

Tuy nhin, cng gn ti im dng th thut gii cng t ra km hiu qu khi n ch dch chuyn
c cc bc vung gc kh ngn (xem thm hnh V.2). iu ny c gii thch kh d dng
do ti bc lp th k hm mc tiu gim i mt lng l
2
(f(xk))Tdk = f (x k ) .
x2
x1
x2
5
x
8
x4
x3
0.05
1
O
x1
3
5
Hnh V.2. Minh ha phng php ng dc nht
2.2. Phng php Newton
Trong phng php ng dc nht, quy tc dch chuyn cho bi xk+1 = xk + kdk vi dk =
f(xk). Trong phng php Newton, ta cng c quy tc dch chuyn tng t vi k c thay
111
th bi H(xk)1, trong H(xk) l ma trn Hessian c tnh ti im xk vi iu kin ma trn ny

kh nghch. Gi s rng dy {xk} hi t ti x vi f( x ) = 0 v H( x ) xc nh dng, trong
f(x) l hm kh vi cp hai. Lc , vi cc im xk kh st x , H(xk) cng xc nh dng nn l
ma trn kh nghch.
Sau y, chng ta gii thch ngha ca quy tc dch chuyn: xk+1 = xk H(xk)1 f(xk) trong
phng php Newton. i vi hm kh vi cp hai chng ta c th vit:
f (x) = f (x k ) + f (x k )T (x x k ) +
1
(x x k )T H(x k )(x x k ) + x x k
2
(x k , x x k ) ,
trong , limk (x k , x x k ) = 0 . Bi vy, c th xp x f(x) bi:

x x
q(x) = f (x k ) + f (x k )T (x x k ) +
1
(x x k )T H(x k )(x x k ) f(x).
2
Ngoi ra, d thy iu kin cn q(x) t gi tr cc tiu l: q(x) = 0 f(xk) + H(xk)(x

xk) = 0. Gi s ma trn H(xk) kh nghch th im tip theo nn xem xt chnh l im xk+1 = xk
H(xk)1f(xk).
C th chng minh c phng php Newton hi t (kh nhanh) vi iu kin im xut
pht x nm st gn x vi f( x ) = 0 v ma trn H( x ) l kh nghch. khc phc iu kin
ngt ngho ny, phng php Newton ci bin c xut. Tuy nhin y l thut gii phc
tp, xin dnh cho cc bn c quan tm t tm hiu.
1
V d 7. Gii bi ton Min f(x) = (x1 2)4 + (x1 2x2)2 bng phng php Newton. Qu
trnh gii c minh ha trn hnh V.3 v c tm tt trong bng V.2.
x2
x1
5
3
1
x4
x5 x7
0.05
x8
x3
2
x
O
Hnh V.3. Minh ha phng php Newton
112
x1
Bng V.2. Tm tt cc bc lp trong phng php Newton
lp k
1
xk f(xk)
(0;3)
52
f(xk)
(44;
24)
H(xk)
H(xk)1
50 4
4 8
1 8 4
384 4 50
(0,67;0,33)
3,13
(9,39;
0,04)
23,23 4
8
4
4
1 8
169,84 4 23,23
(1,11;0,56)
0,63
(2,84;
0,04)
11,5 4
8
4
4
1 8
76 4 11,5
(1,41;0,7)
0,12
(0,8;
0,04)
6,18 4
8
4
(1,61;0,8)
0,02
(0,22;
0,04)
(1,74;0,87)
0,005
(0,07;
0)
(1,83;0,91)
0.0009
(0,0003;
0,04)
H(xk)1f(xk)
(0,67; 2,67)
xk+1
(0,67;
0,33)
(0,44; 0,23)
(1,11;
0,56)
(0,3; 0,14)
4
1 8
33, 4 4 6,18
(1,41;
0,7)
(0,2; 0,1)
(1,61;
0,80)
3,83 4
8
4
4
1 8
16,64 4 3,88
(0,13; 0,07)
(1,74;
0.87)
2,81 4
8
4
4
1 8
6, 48 4 2,81
(0,09; 0,04)
(1,83;
0,91)
2.3. Phng php hng lin hp

nh ngha 8 (hng lin hp). Cho H l mt ma trn i xng cp nn. Cc vc t d1, d2,
, dk c gi l cc hng lin hp (tng ng vi ma trn H) nu chng l c lp tuyn tnh
v (di)THdj = 0, i j.
V d 8. Xt BTQHPT: Min f(x) = 12x2 + 4x12 + 4x22 4x1x2. Hm f(x) l hm kh vi cp
hai vi ma trn Hessian sau y:
8 4
H=
.
4 8
Chng ta s xy dng cc hng lin hp cn c ma trn H v tin hnh cc tiu f(x) theo
cc hng lin hp. Trc ht chn hng d1 = (1, 0)T. Xut pht t im x1 = (1/2, 1)T cc
tiu ho f(x) trn hng d1, ta thu c im x2 = (1/2, 1)T.
Xy dng hng d2 = (a, b) lin hp vi d1 cn c iu kin (d1)THd2 = 8a 4b = 0. Ta chn d2
= (1, 2). Xut pht t x2 cc tiu ha f(x) trn hng d2, ta thu c im x3 = (1, 2)T. C th
chng minh c y chnh l im cc tiu ca f(x). Ngoi ra, cng c th chng minh c
rng, trong v d 8 khi xut pht t im x1 ty v vi cc hng lin hp ty chn, phng n
ti u trn cng lun t c sau ng hai bc (xem hnh V.4).
113
x2
x3
x1
x2
x1
Hnh V.4. Cc tiu ha theo cc hng lin hp
Sau y l thut ton ca phng php hng lin hp (the conjugate direction
method) do Zangwill xut. C th chng minh c thut ton s lun tm ra c phng
n ti u i vi cc BTQHPT c hm mc tiu dng f(x) = xTHx + pTx, vi p l vc t ct n
to , H l ma trn i xng cp nn. Ngoi ra, nu BTQHPT khng c hm mc tiu dng
trn th thut ton vn hi t ti im x c f( x ) = 0 nu tp ={x: f(x) f(x1)} l tp gii
ni trong x1 l im xut pht ca thut ton. Tuy nhin, y l cc vn kh phc tp,
bn c c th xem thm trong cc sch tham kho v vn nh x thut ton ng. D
thy, nu hm f(x) l hm li th thut ton s cho phng n ti u ton cc.
Thut ton hng lin hp Zangwill
Bc khi to
Chn > 0 lm sai s kt thc. Ly mt im xut pht x1, t y1 = x1, d1 = f(y1), t k

=j =1 v chuyn sang cc bc lp.
Cc bc lp
Bc 1: Tm j l phng n ti u ca bi ton cc tiu ha hm mt bin

f(yj + dj) (ph thuc vo bin 0). t yj+1 = yj + jdj. Nu j = n th chuyn v bc 4, nu tri
li chuyn v bc 2.
Bc 2: t d = f(yj+1) v l phng n ti u ca bi ton cc tiu ha hm mt
bin f(yj+1 + d) (ph thuc vo bin 0). t z1 = yj+1 + d, i = 1 v chuyn v bc 3.
Bc 3: Nu f (zi ) < th dng vi zi. Nu tri li, t i l phng n ti u ca bi
ton cc tiu ha hm mt bin f(zi + di) (ph thuc vo bin 0). t zi+1 = zi + idi. Nu i <
j th thay i bi i + 1 v lp li bc 3. Nu tri li, t dj+1 = zj+1 yj+1, thay j bi j + 1 v chuyn
v bc 1.
Bc 4: t y1 = xk+1 = yn+1. t d1 = f(y1), thay k bi k+1, t j = 1 v chuyn v bc 1.
V d 9. Gii BTQHPT: Min f(x) = (x1 2)4 + (x1 2x2)2 bng phng php hng lin
hp. Qu trnh gii c tm tt trong bng V.3.
114
Bng V.3. Tm tt cc bc lp trong phng php hng lin hp
x1 = (0;3)T
Bc lp k = 1
j yj
1 (0;3)
2 (2,7;1,51)
yj+1
dj
j
(44; 0,062 (2,7;
24)
1,51)
(2,34;
1,5
(0,24;
1,09)
0,28)
f(x1) = 52
d
(
0,73;
1,28)
Bc lp k = 2
x2 = (2,34;1,09)T
j yj
dj
1 (2,34;1,39) (9,48;
0,64)
j
0,10
yj+1
d
(2,29; (
1,15) 0,08;
0,04)
0,25
z1, f(z1)
1
(2,52;1,2)
0,0013
0,090
z2, f(z2)
(2,46;1,23)
0,045
f(x2) = 0,039
z1, f(z1)
(2;1,01)
0,004
3,6
z2, f(z2)
Nh vy ti bc lp k = 1, ta c quy trnh tnh sau: x1 y1 d1 1 tm y2 xut pht

t y1 trn hng d1 = f(y1) d tm z1 t y2 trn hng d = f(y2) 1 tm z2 t
z1 trn hng d1 d2 2 tm y3 t y2 trn hng d2 = z2 y2 x2.
Sau chuyn sang bc lp k =2: x2 y1 d1 1 y2 d z1 . Ti y
thut gii dng do f (z1 ) = 0,09, v phng n ti u tm c l: z1 = (2; 1,01) vi gi tr
hm mc tiu l 0,004 (xem hnh V.5).
x2
x1
y2
z
x2
z1
0.05
1
x1
O
5
Hnh V.5. Minh ha phng php hng lin hp
115
3. Thit lp iu kin ti u Kuhn Tucker cho cc bi ton quy hoch phi tuyn c rng buc
Trong mc ny, vi mc ch tm hiu bc u, chng ta s nghin cu cch thit lp iu

kin ti u Kuhn Tucker i vi cc BTQHPT c rng buc v xem xt n qua mt s v d c
th m khng i su vo vic chng minh cc iu kin ny mt cch cht ch. C th ni rng,
iu kin Kuhn Tucker l iu kin c bn nht trong l thuyt ti u phi tuyn v l c s cho
nhiu phng php ti u phi tuyn c in.
3.1. Hm Lagrange
Xt BTQHPT tng qut:

Min (Max) f(x), vi x D = {x Rn: gi(x) 0, i = 1,m }.
(5.2)
Lc , hm (i ngu) Lagrange tng ng vi bi ton trn c dng sau:
F(x, ) = f (x) + 1g1 (x) + 1g1 (x) + ... + m g m (x),

vi iu kin i 0, i = 1,m (cc s i 0, i = 1,m , c gi l cc nhn t).
K hiu
= 2 v G(x) =
...

m
g1 (x)
g 2 (x) th F(x, ) = f (x) + T G(x) .

...
g m ( )
t i = si2, hm Lagrange c nh ngha trn y c vit li di dng
F x,s2 = f (x) + s2ig i (x) , vi s2 = (s12 ,s22 ,...,sm2 ). Chng ta gi cc im (x, ) = (x, s2) l
i =1
im dng ca hm Lagrange nu im (x, s) Rn+m tha mn h iu kin sau y:
F
= 0, j = 1,n
x j
F = 0, i = 1,m
si
m
f
2 g i (x)
+
x si x = 0, j = 1,n
j
j i =1
si g i (x) = 0, i = 1,m.
nh l 2. Cho x l phng n ti u ca BTQHPT (5.2) vi hm mc tiu f(x) v cc
hm rng buc gi(x), i = 1,m , l cc hm kh vi. Xt tp cc ch s I c xc nh bi I = {i:

gi( x ) = 0}. Gi s cc vc t gi( x ), i I l c lp tuyn tnh. Lc , tn ti vc t m to
0 sao cho ( x , ) l im dng ca hm Lagrange.

Nh vy, tp cc im dng ca hm Lagrange lun cn c ch trng xem xt. Trong s
cc vc t x Rn, sao cho tn ti vc t m to 0 ( x , ) l im dng ca hm
Lagrange, c th tm c cc phng n ti u a phng ca BTQHPT (5.2). Hn na, theo
nh l 1 trong mc 1.3 ca chng ny, nu BTQHPT (5.2) l BTQHL, th vi mt kh nng kh
ln c th tm c phng n ti u ton cc trong s cc im dng trn. Chng ta tm thi
cng nhn nh l ny v s trnh by li chng minh trong nh l 33 chng VI tip theo.
116
3.2. Thit lp iu kin Kuhn Tucker
Xt h iu kin bao gm iu kin im dng ca hm Lagrange v iu kin rng buc

ca BTQHPT (5.2):
m
g i (x)
f
+
x i x = 0, j = 1,n
j
j i =1
g (x) 0, i 1,m
= =
i i
g i (x) 0, i = 1,m
0, i = 1,m
i
f (x) + i g i (x) = 0
i =1
T
G(x) = 0
G(x) 0
0.
H iu kin trn y c gi l iu kin Kuhn Tucker ca BTQHPT (5.2).

V d 10. Thit lp iu kin Kuhn Tucker cho BTQHPT sau:
Min f(x) = (x1 + 1)2 + (x2 1)2

vi iu kin x = (x1, x2) D l min rng buc c xc nh bi
x1 2 0
x 2 1 0
x , x 0
1 2
g1 (x) = x1 2 0
g 2 (x) = x 2 1 0

g 3 (x) = x1 0
g (x) = x 0.
1
4
C th kim nghim c rng trong v d ny chng ta c BTQHL vi hm Lagrange: F(x,
) = (x1+1)2 + (x21)2 + 1(x12) + 2(x21) 3x1 4x2, (i 0,i = 1,4 ).

iu kin Kuhn Tucker ca bi ton ny c vit nh sau:
2(x1 + 1) + 1 3 = 0
2(x 2 1) + 2 4 = 0
1 (x1 2) = 0
2 (x 2 1) = 0
( x ) = 0
1
3
4 ( x 2 ) = 0
x 2 0
1
x 2 1 0
x1 0
x 0
2
1 , 2 , 3 , 4 0.
(5.3)
(5.4)
(5.5)
(5.6)
(5.7)
(5.8)
(5.9)
(5.10)
(5.11)
(5.12)
(5.13)
T (5.3) v (5.7) suy ra: x1[(2(x1+ 1)+1] = 0 x1 = 0 theo (5.5) c 1 = 0.

T (5.4) v (5.8) suy ra: x2[2(x2 1) +2] = 0
x 2 = 0 t (5.6) c 2 = 0
2(x 2 1) + 2 = 0 t (5.6) c x 2 = 1, 2 = 0.
117
Vi iu kin: 1 = 2 = 0, ta thy trong hai im (x1 = 0, x2 = 0) v (x1 = 0, x2 = 1) ch c

im (x1 = 0, x2 = 1) (vi 1 = 2 = 0, 3 = 2, 4 = 0) tha mn iu kin dng ca hm Lagrange.
Vy phng n ti u ton cc l x1 = 0, x2 = 1 ng vi fmin = 1 (xem hnh V.6).
x2
1
O
x1
Hnh V.6. Minh ha iu kin Kuhn Tucker
V d 11. Xt BTQHPT: Min f(x) = x12 + x22, vi rng buc g(x) = (x11)3 + x22 0.
Lp hm Lagrange F(x, ) = x12 + x22+ [x22 (x11)3] v thit lp iu kin Kuhn

Tucker:
2x 1 3(x 1 1)2 = 0
2x 2 + 2x 2 = 0
2
3
[x 2 (x1 1) ] = 0
2
3
x 2 (x1 1) 0
0.
(5.14)
(5.15)
(5.16)
(5.17)
(5.18)
T iu kin (5.15) suy ra x2 = 0. Do iu kin (5.16) nn x1 = 1 (v nu tri li th = 0 v

theo (5.14) c x1 = 0, do (5.17) khng tha mn). Vi x1 = 1 ta c (5.14) khng c tha mn.
Vy h iu kin Kuhn Tucker v nghim. Tuy nhin, bi ton trn y c phng n ti u ti
im x1 = 1 v x2 = 0 vi fmin = 1 (xem hnh V.7).
x2
(x1 1)3 x22 0

O
x1
Hnh V.7. Minh ha iu kin Kuhn Tucker v nghim
118
iu ny khng mu thun vi nh l 2 nu trn, do ti x = (1, 0) vc t gradient

3(x 1 1)
0
g(x) =
= ph thuc tuyn tnh, v vy x khng bt buc tha mn iu
2x 2 (1,0) 0
kin Kuhn Tucker.
V d 12. Xt BTQHPT: Min f(x), vi iu kin rng buc
g i (x) 0, i = 1,m
h k (x) = 0, k = 1,r
g i (x) 0, i = 1,m
h k (x) 0, k = 1,r
h k (x) 0, k = 1,r.
K hiu cc nhn t l i ng vi gi(x), k+ ng vi hk(x) v k_ ng vi hk(x). Lc c

hm Lagrange:
m
i =1
k =1
k =1
F(x, , ) = f (x) + i g i (x) + k+ h k (x) k h k (x) .
Thit lp iu kin Kuhn Tucker nh sau:
f m g i (x) r + h k (x) r h k (x)

i
+ k
k
= 0, j = 1, n
x + i
x j
x j
x j
=1
k =1
k =1
j
g (x) = 0, i = 1, m
i i
k+ h k (x) = 0, k = 1, r

k h k (x) = 0, k = 1, r
g i (x) 0, i = 1, m
h (x) 0, k = 1, r
k
h k (x) 0, k = 1, r
i 0, i = 1, m; k 0, k 0, k = 1, r.
t k = k+ k , lc hm Lagrange c dng
m
i =1
k =1
F(x, , ) = f (x) + i g i (x) + k h k (x) .
Do , iu kin Kuhn Tucker c vit l

m
g (x) r
h k (x)
f
+ i i
+ k
= 0, j = 1,n
xj i =1
x j
x j
k =1
i g i (x) = 0, i = 1,m
g i (x) 0, i = 1,m
h k (x) = 0, k = 1,r
i 0, i = 1,m.
119
V d 13. Vit iu kin Kuhn Tucker cho BTQHPT sau:
Min f(x), vi xD cho bi cc iu kin rng buc

g i (x) 0, i = 1,m
x j 0, j = 1,n.
m
i =1
j =1
Thit lp hm Lagrange: F(x, ) = f (x) + i g i (x) m + j x j = 0 , trong i 0, i =

1,n + m . T c th vit c iu kin Kuhn Tucker nh sau:
m
g (x)
f
+
i i
m + j = 0, j = 1,n
x
x j
j i =1`
g (x) = 0, i = 1,m
i i
x = 0, i = 1,n
m+j j
g i (x) 0, i = 1,m
x 0, j = 1,n
j
0, i = 1,m + n.
i
4. Mt s phng php gii quy hoch ton phng

4.1. Bi ton quy hoch ton phng
V d 14. Xt BTQHPT sau:

Min f(x) = x1 x2 x3 + 12 (x12 + x22 + x32) 4x1x2 2x2x3,
vi cc rng buc
x1 + x 2 + x 3 1
4x 1 + 2x 2 x 3 0
x , x , x
0.
1 2 3
x1
1
1 / 2

K hiu x = x 2 , p = 1 , Q= 2
x 3
1
0
2
1/2
1
0
1 1 1
1 , A=
, b=
4 2 1
1 / 2
1
0 .

Lc , c th vit BTQHPT cho v dng:

Min f(x) = pTx + xTQx, vi x D = {x Rn: Ax b, x 0}.
Bi ton quy hoch ton phng (BTQHTP) tng qut l bi ton c dng trn y,
vi p = (p1, p2, , pn)T, x = (x1, x2, , xn)T, Q l ma trn i xng cp n: Q = [qij]n vi qij
= qji i, j . C th chng minh c nu Q xc nh dng th BTQHTP tr thnh
BTQHL.
120
4.2. Pht biu iu kin Kuhn Tucker cho bi ton quy hoch ton phng
Xt BTQHTP: Min f(x) =
p x + q x x
j =1
j =1 i =1
ij
vi iu kin rng buc

n
a ij x j bi 0, i = 1,m
j =1
x j 0, j = 1,n.
Thit lp hm Lagrange: F(x) = f(x) +
( a x
i =1
j =1
ij
bi ) s j x j ( phn bit
j =1
chng ta k hiu sj = m+j j = 1,n ). iu kin Kuhn Tucker c vit l:

m
f
x + i aij s j = 0, j = 1, n
j i =1
n
i ( aij x j bi ) = 0, i = 1, m
j =1
s j x j = 0, j = 1, n
n
aij x j bi 0, i = 1, m
j =1
x j 0, j = 1, n
i 0, i = 1, m, s j 0, j = 1, n.
m
f
+
x i aij s j = 0, j = 1, n
j i =1
n
aij x j + sn + i bi = 0, i = 1, m
j =1
s j x j = 0, j = 1, n
i sn + i = 0, i = 1, m
x j 0, j = 1, n
i 0, i = 1, m, s j 0, j = 1, n + m.
Trong sn+i = bi aij x j c gi l bin b ng vi rng buc th i,i = 1,m .

j =1
4.3. Phng php Wolfe gii bi ton quy hoch ton phng
Vi mc ch trnh by n gin, chng ta nghin cu phng php Wolfe thng

qua vic gii v d sau.
V d 15. Xt BTQHPT
Min f(x) = 2x12 + 3x22 + 4x1x2 6x1 3x2, vi cc rng buc
x1 + x 2 1
2x 1 + 3x 2 4
x , x
1 2 0.
iu kin Kuhn Tucker c vit nh sau:

4x 1 + 4x 2 + 1 + 2 2 s1 = 6
4x 1 + 6x 2 + 1 + 3 2 s2 = 3
x1 + x 2 + s3 = 1
2x 1 + 3x 2 + s4 = 4
x s = 0, x s = 0, s = 0, s = 0
2 2
1 3
2 4
1 1
x1 , x 2 ,s1 ,s2 ,s3 ,s4 , 1 , 2 0.
121
tm phng n tha mn iu kin trn, trc ht, chng ta tm thi b qua

iu kin lch b (l iu kin x1s1 = x2s2 = 1s3 = 2s4 = 0). Lc ny, h iu kin
trn tr thnh h phng trnh tuyn tnh. p dng bi ton (nh trong pha 1 ca
phng php hai pha gii BTQHTT), c th tm c phng n cho h phng trnh
tuyn tnh. Tuy nhin trong qu trnh gii chng ta s tun th mt quy tc m bo
iu kin lch b lun c tha mn ti mi bc lp.
a vo hai bin gi A1, A2 chng ta c BTQHTT dng bi ton sau y:
Min = A1 + A2 vi cc rng buc
4x1 + 4x 2 + 1 + 2 2 s1 + A 1 = 6
4x1 + 6x 2 + 1 + 3 2 s2 + A 2 = 3
x1 + x 2 + s3 = 1
2x + 3x + s = 4
2
4
1
x1 , x 2 ,s1 ,s2 ,s3 ,s4 , 1 , 2 , A 1 , A 2 0.
Bng V.4. Phng php Wolfe gii BTQHTP
H
s
CB
1
1
0
0
1
0
0
0
1
0
0
0
1
0
0
0
0
0
0
0
Bin
c s
Phng
n
A1
A2
s3
s4
j
A1
x2
s3
s4
j
A1
x1
s3
s4
j
A1
x1
s2
s4
j
1
x1
s2
s4
6
3
1
4
122
4
1/2
1/2
5/2
3
1/3
1/4
5/2
2
1
1
2
2
1
3
2
x1
x2
s1
s2
s3
s4
A1
A2
4
4
1
2
8
4/3
2/3
1/3
0
4/3
0
1
0
0
0
0
1
0
0
0
0
0
0
0
4
6
1
3
10
0
1
0
0
0
2
3/2
1/2
0
2
0
1
2
1
0
0
1
2
1
1
1
0
0
2
1/3
1/6
1/6
1/2
1/3
0
1/4
1/4
1/2
0
1
0
1
0
1
1
0
0
0
2
3
0
0
5
0
1/2
1/2
3/2
0
1
3/4
3/4
3/2
1
2
0
1
0
2
2
0
1
0
1
0
0
0
1
1
0
0
0
1
1
0
0
0
1
1
0
0
0
1
1
0
1
0
0
1
0
0
1
2/3
1/6
1/6
1/2
2/3
1
1/4
1/4
1/2
1
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
4
1
4
2
4
4
0
0
2
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
0
1
0
0
1
0
0
0
2/3
1/6
1/6
1/2
5/3
1
14
1/4
1/2
0
0
0
1
0
1
0
0
1
0
Quy tc m bo iu kin lch b

Ta gi cc cp bin (x1, s1), (x2, s2), (1,s3 ), (2, s4) l cc cp bin i b
tng ng. Trong qu trnh gii theo phng php n hnh, cn tun theo quy tc:
Nu c mt bin i b no nm trong s bin c s, th bin i b tng ng
phi nm ngoi c s. Chng hn, nu x1 c mt trong c s th s1 khng c c mt
trong c s ang xt v ngc li (xem bng V.4).
Nu iu kin lch b khng th thc hin c th iu c ngha l iu
kin Kuhn Tucker l v nghim.
p s. Vi BTQHPT trong v d 15, x1 = 1, x 2 = 0 l phng n tha mn
iu kin Kuhn Tucker vi f(x*) = 4. C th chng minh c y l phng n
ti u (do BTQHTP cho l BTQHL).
4.4. Gii bi ton quy hoch ton phng bng bi ton b
Bi ton b l bi ton: Hy tm cc vc t v z h sau c tha mn

= M z + q
T
z = 0 (hay i zi = 0, i = 1,n )
0,z 0.
Trong M l ma trn cp nn, M = [mij ]nn , q l vc t ct cho, q = (q1, q2, ,

T
qn) , v z l cc vc t ct n ta cn tm.
V d 16. Cho
1
M = 2
3
1
0 3 , q =
4 2
2
1
1
1 . Hy tm = v z =
2

3
1
z1

z2 sao cho:
z3
1 1 2 1 z1 1

2 = 2 0 3 z2 + 1
3 3 4 2 z3 1
1z1 = 2z2 = 3 z3 = 0
i 0,zi 0, i = 1,3.
1 = z1 + 2z2 z3 + 1
2 = 2z1 + 3z3 1
3 = 3z1 4z2 + 2z3 + 1
i zi = 0, i = 1,3
,z 0, i = 1,3.
i i
123
a iu kin Kuhn Tucker ca BTQHTP v bi ton b

Xt BTQHTP: Min f(x) = pTx + xTQx, vi x D = {x Rn: Ax b, x 0}, trong :
p = (p1, p2, , pn)T v Q l ma trn i xng cp n, Q = [qij]n . Trong trng hp Q l ma trn
xc nh dng th ta c BTQHL. BTQHTP trn c vit tng minh hn nh sau:
n
Min z =
p x + q x x
j =1
i =1 j =1
ij
, vi cc rng buc
n
a ij x j = bi 0, i = 1,m
j =1
x 0, j = 1,n, hay x 0, j = 1,n.
j
j
Thit lp hm Lagrange:
n
i =1
j =1
j =1
F(x, ,s) = p j x j + q ij x i x j + i ( a ij x j bi ) sj x j .
j =1
i =1 j =1
T c th vit c iu kin Kuhn Tucker nh sau:

n
m
n
m
p j + 2q ij x i + a ij i sj = 0, j = 1,n
sj = 2q ij x j + a i j i + p j , j = 1,n
i =1
i =1
i =1
i =1
n
n
a ij x j + sn + i = bi , i = 1,m
sn + i = a ij x j + bi , i = 1,n
j =1
j =1
x jsj = 0, j = 1,n
x jsj = 0, j = 1,m
i sn + i = 0, i = 1,m
i sn +1 = 0, i = 1,m
x j , i 0, i, j
x j ,sj , i 0, i, j
sj 0, j = 1,m + n.
sj 0, j = 1,m + n.
Vy chng ta c th thit lp bi ton b tng ng vi h iu kin trn

nh sau:
= M z + q
i zi = 0, i
,z 0, i,
i i
trong :
s1
p1

s2
p2
...
...

q = pn , = sn , z =
s
b
n +1
1
...
...

sn + m
bm
124
x1

x 2
...

x n v M =

1
...

m
2q11
...
2q1n
a11
...
a m1
...
2q n1 a11 ... am1
... ..
... ... ...
... 2q nn a ... amn
1n
.
... a1n 0 ... 0
... ..
... ... ...
... a 0 ... 0
mn
Chng ta s a h
= M z + q
i zi = 0, i
,z 0, i
i i
(5.19)
v h
= M z + q + Z 0
i zi = 0, i
,z 0, i.
i i
(5.20)
Trong h trn vc t (ct) Z0 = (z0, z0, , z0)T c gi l vc t gi. gii h

(5.19), cn xt trc tin h (5.20). p dng cc th tc xoay trong cc bng n hnh vi
cc quy tc c bit nhm a z0 ra khi c s, trong khi vn m bo c cc iu kin
lch b v iu kin khng m ca cc bin i v zi, i = 1,n , chng ta s tm c
nghim ca h (5.19).
V d 17. Xt BTQHTP
Min f(x1, x2) = 6x1 + 2x12 2x1x2 + 2x22 vi rng buc
x 1 + x 2 2
x 1 , x 2 0.
s1
x1
6
2 1

Ta c p = , Q=
, = s2 , z = x 2 , A = [1 1], B = [2].
0
1 2
s3
1
Vit iu kin Kuhn Tucker di dng bi ton b:

s1 4 2 1 x 1 6
s = 2 4 1 x + 0
2
2
s3 1 1 0 1 2
s1 x 1 = s2 x 2 = s3 1
x 1 , x 2 ,s1 ,s2 ,s3 , 1 0.
gii h ny, chng ta a thm vo ct bin gi Z0 = (z0, z0, z0)T c h:

4x1 + 2x 2 + s1 1 z0 = 6
+2x 1 4x 2 + s2 1 z0 = 0
x1 + x 2 + s3 z0 = 2.
x , x ,s ,s ,s , 0
1 2 1 2 3 1
Trong iu kin lch b: s1x1 = s2x2 = s31 = 0 s c tha mn bng cch

p dng quy tc thc hin th tc xoay cho bi ton b nu ngay sau y trong cc bng
n hnh (xem bng V.5).
Quy tc thc hin th tc xoay cho bi ton b
Trc ht, m bo iu kin khng m ca cc bin trong h trn y, cn
a z0 vo c s thay cho bin c s nhn gi tr m c tr tuyt i ln nht.
125
Sau , m bo iu kin lch b, cn tun theo quy tc: Bc trc chn

hng no lm hng xoay th bc sau chn ct vi ch s ca hng lm ct xoay (v p
dng quy tc t s dng b nht chn hng xoay) cho ti khi bin z0 b loi ra khi
c s. Quy tc ny cn c tn gi l th tc xoay b.
Bng V.5. Gii BTQHTP bng bi ton b
C s
Phng n
x1
x2
s1
s2
s3
z0
s1
s2
s3
z0
s2
s3
z0
1/3
2/3
x1
1/6
1/6
s3
1/6
5/6
z0
1/2
1/2
1/4
1/4
1/2
x1
7/4
1/4
1/8
1/24
1/2
x2
3/4
1/4
1/24
5/24
1/4
1/2
1/2
x1
3/2
1/4
1/12
1/4
1/2
x2
1/2
1/2
1/12
1/2
1/2
p s. Phng n tha mn iu kin Kuhn Tucker l x1* = 3/2, x2* = 1/2 vi

f(x*) = 11/2. V BTQHTP ang xt l BTQHL nn y l phng n ti u ton cc.
Ch . Xt BTQHTP vi cc phng n cc bin khng suy bin. C th chng minh
c (tt nhin cn mt thm nhiu thi gian): nu ma trn Q na xc nh dng v nu th
tc xoay b khng th thc hin c (do cc phn t trn ct xoay u khng dng) th
BTQHTP c hm mc tiu khng b chn di. Ngoi ra, nu ma trn Q l xc nh dng
th quy trnh gii trn y lun dng sau hu hn bc.
5. Quy hoch tch v quy hoch hnh hc
Trong mc ny chng ta s nghin cu hai phng php ti u c in, tuy nhin

chng c p dng kh rng ri gii nhiu bi ton ti u pht sinh t thc t.
5.1. Quy hoch tch
Chng ta xt cc bi ton quy hoch tch (BTQHT), trong hm mc tiu cng

nh cc hm rng buc l tng ca cc hm s ch ph thuc vo mt bin s:
n
Max(Min) z = f j (x j ) , vi cc rng buc

j =1
126
n
g ij (x j ) 0, i = 1,m
j =1
x , x ,..., x 0.
n
1 2
Cc hm fj(xj), g1j(xj),, gmj(xj), ty theo j, c th l tuyn tnh hoc phi tuyn. Chng
ta k hiu N = {j: fj(xj), g1j(xj),, gmj(xj) khng ng thi l cc hm tuyn tnh}.
Sau y chng ta s ch ra rng: Cc bi ton quy hoch tch c th c gii gn
ng bng cch s dng phng php n hnh. Phng php gii ny c minh ha
thng qua v d sau.
V d 19. Max z = x1 + x24 vi rng buc
3x1 + 2x 22 18
x 1 , x 2 0.
y l BTQHT vi f1(x1) = x1, f2(x2) = x24 (n = 2) v g11(x1) = 3x1 18, g12(x2) =

2x22 (m =1). Cn ch rng, cc gi tr ca cc hm f1(x1) v g11(x1) l cc hm tuyn
tnh s c tnh ng. Trong khi , cc hm phi tuyn tnh f2(x2) v g12(x2) s c tnh
gn ng bng phng php ni suy, hay cn gi l phng php xp x tuyn tnh ha
tng khc. Chng ta trnh by phng php ny nh sau: Xt hm phi tuyn mt bin s
y = u(x) xc nh trn on [a, b]. Trc ht chia [a, b] ra thnh cc on nh thch hp
bi cc im li 1 = a, 2, , k = b. Trn tng on nh [t, t+1], hm u(x) vi x =
t + (1 )t+1, [0, 1] c xp x bi: u(t + (1 )t+1) (x) = u(t) + (1
)u(t+1), (xem minh ho hnh V.8).
y
(x)
u(x)
x
x t+1
Hnh V.8. Xp x tuyn tnh ha tng khc

k
Mt cch tng qut hn, x [a, b] ta c th vit: x =
t =1
= 1,k v
t =1
, trong t 0, t
= 1 vi nhiu nht hai h s t k nhau l dng. Lc hm xp x tuyn
tnh tng khc ca u(x) trn [a, b] l hm sau: (x) =
u( ) .
t =1
Do , j N, ta c th vit biu thc xp x hm phi tuyn fj(xj)

kj
fj (x j ) = jt f (x jt ) vi
t =1
kj
t =1
jt
= 1, jt 0 t = 1,k j , trong c nhiu nht hai h s jt k
127
nhau l dng v {xjt , t = 1,k } l tp cc im li ng vi bin xj trn on [aj , bj ].

kj
Tng t, i vi hm gij(xj) cng c th vit: gij(xj) g ij (x j ) = jt g(x jt ) .

t =1
Tip tc xem xt vic gii v d 19. Vi bin x2, ta c 2x22 18 nn 0 x 2 3 .

Tng ng vi bin x2 chn cc im li ni suy l x21 = 0, x22 = 1, x23 = 2, x24 = 3 th
c bng gi tr cc hm s f2(x2) v g12(x2) ti cc nt ni suy (bng V.6).
Bng V.6. Tnh gi tr cc hm
x2t
f2(x2t)
g12(x2t)
0
1
2
3
0
1
16
81
0
2
8
18
Vy chng ta c BTQHTT sau:

Max z = x 1 + 0 21 + 1 22 + 16 23 + 81 24
vi iu kin rng buc

3x1 + 0 21 + 2 22 + 8 23 + 18 24 + s1 = 18
21 + 22 + 23 + 24 = 1
x ,s , , , , 0.
1 1 21 22 23 24
Bng V.7. Phng php n hnh c s hn ch gii BTQHT
H s cB
Bin c s
Phng n
1
x1
0
21
1
22
16
23
81
24
0
s1
0
0
s1
21
18
1
3
0
0
1
2
1
8
1
18
1
1
0
0
16
zj
j
s1
23
0
1
3
0
0
0
8
1
0
1
6
1
0
16
0
1
0
81
10
1
0
0
1
0
81
16
10
1
zj
j
16
0
1
16
16
16
15
16
0
16
65
0
0
24
23
1
0
3/10
3/10
4/5
9/5
3/5
8/5
0
1
1
0
1/10
1/10
zj
j
81
39/2
37/2
36
36
23
24
16
0
81
0
13/2
13/2
Chng ta cn gii BTQHTT vi 6 bin trn y, ng thi phi tha mn iu kin

c s hn ch: tn ti nhiu nht mt ch s t {1, 2, 3}sao cho cc h s 2t v 2t+1 l
128
dng. Nh vy, ti mi bc bin i bng n hnh, cn tm c ct xoay v hng

xoay tha mn iu kin c s hn ch (trong trng hp tng qut, iu kin c s hn
ch cn xem xt ng vi mi ch s j N).
Qu trnh gii kt thc hoc khi tiu chun ti u c tha mn, hoc khi khng
tm c ct xoay v hng xoay. Lc chng ta t c phng n gn ng tt nht
c th tm c ca BTQHT cho (xem bng V.7).
p s. T kt qu thu c trong bng V.7, ta thy phng n tt nht tm c l
x1 = 0, x2 = 3 vi z = 81. Phng n ny ng l phng n ti u ca BTQHT cho.
Ch . C th chng minh c rng: Nu trong BTQHT, cc hm fj(xj) l li ngt
v cc hm gij(xj) l li, j N, i = 1,m , th phng n tm c cho bi ton xp x
theo phng php trn y bao gi cng l phng n ca BTQHT ban u. Ngoi ra,
nu gin cch gia cc im li cng nh th phng n tt nht tm c ca bi ton
xp x v phng n ti u ca BTQHT cho cng c m bo l st gn nhau.
Trong mt s trng hp c bit, chng ta thu c phng n ti u mt cch chnh
xc ngay c khi gin cch cc im li thm ch cn kh ln (nh trong v d trn).
5.2. Quy hoch hnh hc
Quy hoch hnh hc l mt trong cc phng php ti u c in, tuy nhin cho ti
ngy nay n vn l mt trong cc phng php ti u c s dng trong mt s bi ton
cng ngh k thut. Trong khun kh ca gio trnh ny, chng ta s trnh by phng
php quy hoch hnh hc mt cch vn tt thng qua mt s v d ( tm hiu v c s
ca phng php ny cn c thm v bi ton i ngu Lagrange v iu kin ti u
Kuhn Tucker).
V d 20. Min z = x1x21 + 3x11/3x21/4x31/7+ 57 x12x31
vi cc rng buc
x11 + x 21 + x 31 1
1/ 2 3 / 4
1 2,5
1,5x1 x 2 + 2x 2 x1 x 3 1
x , x , x > 0.
1 2 3
BTQHPT trn y cn c gi l bi ton quy hoch hnh hc (BTQHHH).

BTQHHH tng qut c pht biu nh sau:
N
Min z =
i 0 =1
i0
(x) , trong u i = ci 0 x 1 i 0 1 ...x ni 0n ,i0 = 1,N ,

0
vi cc rng buc
g j (x) 1, j = 1,m
x = (x1 , x 2 ,..., x n ) > 0,
129
trong gj(x) =
g
i =1
ij
(x) vi gij(x) = cij x1aij1 ...x naijn .
Tt c cc h s ci0 cng nh cij c gi thit l dng.

i chiu vi v d 20 ta c:
Vi i0 = 2 th c2 = 3, a21 = 1/3, a22 = 1/4 v a23 = 1/7.
Vi j = 2 th g12(x) = 1,5 x11/2x23/4 v c12 = 1,5, a121 = 1/2, a122 = 3/4, v a123 = 0.
trnh by phng php gii BTQHHH mt cch d hiu, trc ht chng ta nhc
li mt s bt ng thc.
Bt ng thc C si:
u 1 + u 2 + ... + u N
(u 1u 2 ...u N )1/ N vi u1, u2, , uN > 0.
N
Bt ng thc C si c trng s:
1
1u 1 + 2 u 2 + ... + N u N
(u 11 u 22 ...u NN ) 1 +...+N vi u1, u2, , uN > 0.
1 + 2 + ... + N
t 1 + 2 + ... + N = th
T , nu k hiu
1
N
1 N
( i u i ) ( u i i ) .
i =1
i =1
i
= y i cng c
y i = 1 v
i =1
i =1
i =1
y i u i u iyi .
yi
U
t Ui = yiui th c: U i i vi iu kin
i =1
i =1 y i
N
y
i =1
= 1 (y l bt ng thc
C si vi cc trng s yi chun ho). Cng c th vit bt ng thc ny di dng:

i
U i U i (y l bt ng thc C si vi cc trng s i cha chun ho).
i =1
i =1 i
V d 21. Xt BTQHHH khng c rng buc

Min z = x11x21x31 + 2x2x3 + x1x3 + 4x1x2, vi iu kin x1, x2, x3 > 0.
t U1 = x11x21 x31 , U2 = 2x2x3 , U3 = x3x1, U4 = 4x1x2 th

y
x 1 x 1 x 1 1 2x x 2 x x 3 4x x
z = Ui 1 2 3 2 3 3 1 1 2
y1
i =1
y2 y3 y4
4
1 1 2 2 1 3 4
=
y1 y 2 y 3 y 4
y4
x 1 y1 + y3 + y 4 x 2 y1 + y 2 + y 4 x 3 y1 + y 2 + y3 .
Cn chn yi, i =1, 2, 3, 4, sao cho

130
y4
y 1 + y 3 + y 4 = 0
y 1 + y 2 + y 4 = 0
y 1 + y 2 + y 3 = 0
y + y + y + y = 1
2
3
4
1
(5.21)
y 1 = 2 / 5, y 2 = 1 / 5, y 3 = 1 / 5, y 4 = 1 / 5.
Ch . iu kin (5.21) c gi l iu kin chun. Nu s biu thc tch trong

hm mc tiu l N = n +1, vi n l s cc bin xi, v cc phng trnh ca iu kin
chun l c lp tuyn tnh th h (5.21) c nghim duy nht. Cn nu
N > (n+1) th vic gii h (5.21) kh khn hn. Tuy nhin, c th chng minh c rng:
cc bin yj s c xc nh mt cch duy nht tng ng vi gi tr zmin.
5
Tip tc gii v d 14, ta c: z

2
2 /5
(10 ) (5 ) ( 20 )
1/ 5
1/5
1/5
= 5 21/5 . Du = xy ra
khi
U1 U 2
U
=
= ... = 4 =
y1
y2
y4
U
y
i
i
= U i = zmin = 5 21/5 .
T c h sau:
1 1 1 2
2/5
6/5
x1 x 2 x 3 = 5 5 2 = 2
2x x = 1 5 21 / 5 = 21/ 5
2 3 5
x x = 1 5 21/ 5 = 21/5
3 4 5
4x1 x 2 = 1 5 21/5 = 21 /5
5
6
ln x1 ln x 2 ln x 3 = 5 ln 2
ln x + ln x = 4 ln 2
2
3
5

1
ln x + ln x = ln 2
1
3
ln x1 + ln x 2 = 9 ln 2
5
2
ln x 1 = 5 ln 2
x 1 = 22 /5
ln x 2 = ln 2 x 2 = 27 / 5
5
3 /5
3
x 3 = 2 .
ln x 3 = 5 ln 2
131
V d 22. Xt BTQHHH c rng buc

Min z = x11x21/2x31 + 2x1x3 + x1x2x3, vi iu kin rng buc
1
x12/ 2
2
+
1
2 2
x3
x1 x 2
x , x , x > 0.
1 2 3
Xt hai bt ng thc
y1
y3
y2
u u u
z = u1 + u2 + u3 1 2 3 ,
y1 y2 y3
vi cc iu kin : y1 + y2 + y3 = 1,
(5.22)
y5
y4
u u
v
u4 + u5 4 5 ,
y4 y5
trong : = y4 + y5 .
(5.23)
T (5.22) v (5.23) ta c:
y1
y2
y3
y4
y5
u u u u u
z (u1 + u2 + u3)(u4 + u5) 1 2 3 4 5
y1 y 2 y 3 y 4 y 5
y1
y2
y3
y4
1 2 1 1 2

y1 y 2 y 3 y 4 y 5
y5
( y 4 + y5 )
y 4 + y5
x1 y1 + y 2 + y3 2y 4 x 2(1 / 2)y1 + y 3 2y 4 +(1 / 2)y5 x 3 y1 + y 2 + y 3 y5 .
z t zmin , c th chng minh c rng yi , i = 1, 2, 3, 4 phi tha mn iu

kin chun sau y:
y1 + y 2 + y 3 = 1
y 1 + y 2 + y 3 2y 4 = 0
(1 / 2)y 1 + y 3 2y 4 + (1 / 2)y 5 = 0
y + y + y y = 0
2
3
5
1
y1
y 2
y 3
y
4
= 12 (1 y 5 )
= 14 (1 + y 5 )
(5.24)
= 14 (1 + y 5 )
= 12 y 5 .
Vi iu kin (5.24) ta c
2
z
1 y5
1 y5
2
1 + y5
1 + y5
4
1 + y5
1 + y5
4
y5
y5
3y
2 2 2 2 3 2
y5
y5 y5 2
= (y 5 ) .
C th chng minh c Min z = Max (y 5 ) . c c iu ny th du = bt

buc phi xy ra trong c (5.22) v (5.23), tc l phi c:
u1 u 2 u 3 u1 + u 2 + u 3
=
=
=
= u1 + u 2 + u 3 = M
y1 y 2 y 3 y1 + y 2 + y 3
u 4 u5 u 4 + u5 u 4 + u5 1
2
=
=
=
= =
.
y 4 y5 y 4 + y5
3y 5
Do :
132
u 1 = x11 x 21 / 2 x 31 = y 1 M
u 2 = 2x 1 x 3 = y 2 M
u 3 = x1 x 2 x 3 = y 3 M
u 4 = x 11 x 21 =
2y 4 2 1
=
3y 5 3 2
u 5 = 2x 12/ 2 x 31 =
2
.
3
x2 / 2 = 1 x2 = 2
x3 = 3 2
zmin =
x1 = 3 / 2.
1
+ 18 2 .
9
Bi tp chng V
Bi 1. Cho im xk = (1, 2, 3), hy xc nh im xk+1 bng cc phng php ng dc nht,
Newton v hng lin hp Zangwill vi cc hm mc tiu sau:
a. f(x) = x12 + x22 + x32.

b. f(x) = 2x12 + 2x1x2 + 3x22 + x3.
c. f(x) = exp(x12 + x22 x3 x1 + 4).
Bi 2. Tm cc tiu ca cc hm s bng ng dc nht:
a. f(x) = 1 2x1 2x2 4x1x2 + 10x12 + 2x22.

b. f(x) = x13 + x22 3x1 2x2 + 2.
Bi 3. Tm cc i ca hm s sau bng phng php ng dc nht v phng php Newton:
f(x) = 4x1 + 6x2 2x1x2 2x12 2x22.
Bi 4. Bt u t im x1 = (1, 1) cc tiu ha hm sau bng phng php Newton hay phng
php hng lin hp Zangwill: f(x) = x13 + x1x2 x12x22.
Bi 5. Bt u t im x1 = (2, 1) cc tiu ha hm sau bng phng php Newton hay phng
php hng lin hp Zangwill: f(x) = (1 x1)2 + 5(x2 x12)2.
Bi 6. Pht biu li cc thut ton ng dc nht, Newton v hng lin hp Zangwill, sau
lp chng trnh my tnh s dng ngn ng Pascal hay C chy kim th cho cc bi tp trn (bi
1 ti bi 5).
133
Bi 7. Hy gii cc BTQHTP sau y bng phng php thch hp (phng php Wolfe hoc
phng php thit lp bi ton b):
a. Min f(x) = x12 + x22 8x1 4x2, vi cc rng buc

x1 + x2 2
x1, x2 0.
b. Min f(x) = x12 + x22 x1x2 3x1, vi cc rng buc

x1 + x2 2
x1, x2 0.
c. Min f(x) = 2x12 + 4x22 4x1x2 15x1 30x2, vi cc rng buc

x1 + 2x2 30
x1, x2 0.
Bi 8. Hy gii cc BTQHTP sau y bng phng php thch hp (phng php Wolfe hoc
phng php thit lp bi ton b):
a. Min f(x) = 2x1 4x2 + x12 2x1x2 + x22, vi cc rng buc

x1 + x2 1
x1 2x2 4
x1, x2 0.
b. Min f(x) = 4x1 6x2 + x12 2x1x2 + x22, vi cc rng buc

2x1 + x2 2
x1 + x2 4
x1, x2 0.
c. Min f(x) = 5x1 + 6x2 12x3 + 2x12 + 4x22 + 6x32 2x1x2 6x1x3 + 8x2x3
vi cc rng buc
x1 + 2x2 + x3 6
x1 + x2 + x3 16
x1 + 2x2
x1, x2, x3 0.
Bi 9. Lp chng trnh my tnh phng php Wolfe hoc phng php thit lp bi ton b s
dng ngn ng Pascal hay C, sau chy kim th cho bi tp 7.
Bi 10. Gii cc bi ton sau y bng phng php quy hoch tch:
a. Min f(x) = exp(x1) + x12 + 4x1 + 2x22 6x2 + 2x3

134
vi cc rng buc sau

x12 + exp(x2) + 6x3 15
x14
x2 + 5x3 25
0 x1 4, 0 x2 2, 0 x3.
Cho bit cc im li l 0, 2, 4 cho x1 v 0, 1, 2 cho x2.

b. Min f(x) = exp(2x1 + x22) + (x3 2)2
vi cc rng buc sau
x1 + x2 + x3 6
x1, x2, x3 0.
bng cch i bin thch hp vi cc im li ty chn.

Bi 11. Gii cc bi tp sau y bng phng php quy hoch hnh hc:
a. Min f(x) = 2x11 + x22 + x14x22 + 4x12, vi iu kin x1, x2 > 0.

b. Min f(x) = 5x1x21x32 + x12x31+10x23+ 2x11x2x33 , vi iu kin x1, x2, x3 > 0.
c. Min f(x) = 4x11x2 0,5, vi iu kin: x1 + 2x22 1 v x1, x2 > 0.
Bi 12. Hy tm hiu c s v pht biu cc thut ton tng qut cho quy hoch tch v quy
hoch hnh hc.
135
Chng VI
Mt s vn c s ca l thuyt
quy hoch li v quy hoch phi tuyn
Xt bi ton quy hoch phi tuyn tng qut:

Min (Max) f(x), vi iu kin
x D = { x Rn: gi ( x ) 0 , i = 1,m 1 ; gi ( x ) = 0 , i = m 1 + 1,m }.
Vc t x = (x1,xn) D c gi l vc t quyt nh hay phng n kh thi (hoc

phng n, nu vn tt hn), xj l cc bin quyt nh,j = 1,n . Ngi gii bi ton cn tm mt
vc t x* D sao cho: f(x*) f(x), x D cho bi ton cc tiu ho hoc f(x*) f(x), x D
cho bi ton cc i ho.
1. Tp hp li
Trong phn ny chng ta nghin cu cc khi nim c bn ca gii tch li bao gm cc

vn sau lin quan n tp hp li (cn gi vn tt l tp li):
Bao li ca mt tp hp.
Bao ng v min trong ca tp li.
Siu phng tch v siu phng ta ca tp li.
Nn li v nn i cc.
1.1. Bao li
Trong chng V, chng ta bit, tp li l tp S Rn c tnh cht: mi on thng ni x1,

x2 S u nm trong S. Ni cch khc: S Rn l tp li khi v ch khi x = x1 + (1 ) x2 S ,
[0, 1], x1, x2 S .
Xt cc tp li S1, S2 Rn. Lc , S1 S2 li, S1 + S2 li v S1 S2 cng l tp li.
nh ngha 1. Xt tp S Rn v cc im x1 , x2, ..., xk S. im
k
j =1
j =1
x = j x j (vi j = 1 , j 0 ,j = 1,k ) c gi l mt t hp li ca cc im x1 , x2, ...,

k
x . Bao li (Convex hull) ca S, k hiu l H(S), gm tt c cc im x Rn c biu din di

dng mt t hp li ca mt s im no ca S.
V d 1. Bao li ca 3 im x1, x2 v x3 khng thng hng trong R3 l mt tam gic. Bao li
ca mt hnh vnh trng khuyt trong R2 l mt hnh khuyn.
136
nh l 1. Bao li H(S) ca mt tp S Rn l tp li nh nht cha S. Ni cch khc mi

tp li cha S u cha H(S).
Chng minh
Ta c H(S) ={x Rn: xj S, j = 1,k sao cho x =
x
j =1
vi
j =1
= 1 , j 0 ,j =
1,k }. Cn chng minh vi mi tp li A m S A th H (S) A.

k
Tc l, cho xj S A ,j = 1,k v
j =1
x=
x
j =1
= 1 , j 0 , cn phi chng t rng:
A.
(6.1)
Ta chng minh kt lun (6.1) bng php quy np. Vi k = 1, (6.1) hin nhin ng. Gi s
(6.1) ng vi k = s, cn chng minh (6.1) ng vi k = s + 1.
s+1
Tht vy, cho xj S A ,j = 1,s + 1 v j = 1 , j 0 . Chng ta s ch ra rng x =

j =1
s+1
x
j =1
s
j =1
A. Ta c
j =1
j =1
+ s+1 x s+1 , trong c th gi s rng 0 < s+1 < 1 . t
= , theo gi thit quy np c x/ =
(
j =1
hay
s+1
x
j =1
+ s+1 x s+1 =
s+1
x
j =1
/ )x j = /j x j A. Vy x/ + (1 )xs+1 A
j =1
A (pcm).
Ch . T nh l 1, ta thy ngay, H(S) l giao ca tt c cc tp li cha S.

nh ngha 2. Cho x1, x2, , xk, xk+1 Rn. Lc bao li ca x1, x2, , xk, xk+1 c k
hiu l H(x1, x2, , xk, xk+1) l mt a din li. Nu xk+1 x1, xk x1, , x2 x1 l cc vc t c
lp tuyn tnh th H(x1, x2, , xk, xk+1) c gi l mt n hnh k chiu vi cc nh x1, x2,, xk,
xk+1.
nh l 2 ( nh l Carathodory).
Cho mt tp bt k S Rn. Nu x H(S) th c th tm c cc im x1, x2,. xn+1 S

sao cho x thuc bao li H(x1, x2, , xn, xn+1).
Ni cch khc, tn ti cc im x1, x2,. xn+1 S sao cho x c biu din bi t hp li
ca x1, x2,. xn+1: x =
n +1
j x j vi j 0 v
j =1
n +1
j =1
=1.
Chng minh
Gi s x H (S) th x =
x
j =1
vi
j =1
= 1 , j 0 , xj S .
Trng hp 1: k n+1 th khng c g cn chng minh na.

Trng hp 2: k > n+1. Theo gi thit do x1, x2, , xk Rn, nn x2 x1, x3 x1, xk x1 l k
1 vc t ph thuc tuyn tnh. Lc 2, 3, , k khng ng thi bng 0, sao cho
137
j =2
j =2
j (x j x1 ) = 0 . t 1 = j th c
j x j = 0 vi
j =1
j =1
= 0 , trong j khng ng
thi bng 0. Vy tn ti t nht mt ch s i sao cho i > 0.

Lc , ta c:
k
k
k
x = j x j = j x j + j x j =
j =1
j =1
j =1
(
j =1
j )x j
(6.2)
ng R , nn (6.2) vn ng > 0.
Chn = min
j
j
vi j > 0 th ( j j ) 0 ,j = 1,k v
(
j =1
j ) = 1. Trong cc
h s ( j j ) c t nht mt h s ( j j ) = 0 . Theo (6.2), x c biu din di dng t

hp li ca k 1 im. Qu trnh ny c tip tc cho ti khi x c biu din di dng t hp
li ca n + 1 im (pcm).
1.2. Bao ng v min trong ca tp li
Chng ta c hc v khi nim bao ng v min trong ca mt tp hp S. Bao ng

ca S c k hiu l cl S, cn min trong ca S l int S.
nh l 3. Xt tp li S Rn vi int S khc rng. Cho x1 cl S v x2 int S. Lc ,
(0, 1) ta lun c x = x1 + (1 )x 2 int S .
Vic chng minh nh l ny khng qu kh, dnh cho bn c t chng minh hoc xem
thm trong ti liu tham kho.
Chng ta c th minh ha tng chng minh trn hnh VI.1.
x1
x
2
Hnh VI.1. Minh ha nh l 3.
H qu 3a. Nu S l tp li th int S cng l tp li.

H qu c d dng chng minh trc tip t nh l 3.
H qu 3b. Nu S l tp li v int S khc rng th cl S cng li.
Chng minh
Cho x1 v x2 cl S, ly z int S th x 2 + (1 )z int S , (0,1) v
x 1 + (1 ) x 2 + (1 )z int S , (0,1). C nh v cho 1 ta c x1 + (1)x2
cl S (pcm).
H qu 3c. Nu S l tp li v int S khc rng th bao ng ca min trong ca S trng vi bao
ng ca S, tc l cl (int S) cl S. Ngoi ra ta cng c: int (cl S) int S .
138
Chng minh
Chng ta chng minh phn u. R rng rng cl (int S) cl S. Chng ta cn cn chng
minh cl S cl (int S). Tht vy, gi s x cl S v y int S th x + (1 )y int S. Cho 1, ta
c x cl (int S) l pcm.
Phn th hai ca h qu c chng minh nh sau: Trc ht, d thy rng int S int (cl S).
Gi s x1 int (cl S), ta cn chng minh x1 int (S). Tht vy, ly x2 int S sao cho x2 x1 v xt
, > 0 nh ty . Do y x1 = / 2 nn y cl S. Hn
y = (1 + )x1 x2, vi =
1
2
2 x x
na, x1 = y + (1 )x2, vi = 1/(1+) (0, 1), nn theo nh l 3 th x1 int S (pcm).
1.3. Siu phng tch v siu phng ta ca tp li
y l cc kin thc c s trong mn ti u ha, c s dng nhiu trong vic thit lp
cc iu kin ti u v cc mi quan h i ngu. Trong phn ny chng ta s thy rng: vi mt
tp li S ng v mt im y S, ta lun tm c mt im duy nht x S sao cho khong

cch t x ti y l b nht (tc l y x = Min y x ), cng nh tm c mt siu phng phn
xS
tch (ni ngn gn hn, siu phng tch) y v S.

nh l 4. Xt tp li ng S Rn v mt im y Rn sao cho y S. Lc tn ti duy
nht mt im x S vi khong cch y x = M in y x . x c gi l im cc tiu. Ngoi

xS
ra, ta c: x l im cc tiu khi v ch khi (x x ) ( x y) 0, x S .

x
y
Hnh VI.2. Minh ha im cc tiu
Vic chng minh nh l 4 dnh cho bn c t tm hiu (xem hnh minh

ho VI.2).
nh ngha 3.
Siu phng l tp hp tt c im x Rn sao cho pTx = , vi p Rn \ {0} v R cho

trc (p c gi l vc t php tuyn ca siu phng). Siu phng H = {x: pT x = } chia khng
gian ra lm hai na khng gian (ng): H+ ={x: pT x } v H ={x: pT x }.
Xt hai tp hp khc rng S1, S2 Rn. Siu phng H = {x: pT x = } c gi l siu
phng tch S1 v S2 nu pTx , x S1 v pTx , x S2.
Ngoi ra, nu S1S2 H th H c gi l siu phng tch chnh (properly) S1 v S2.
H c gi l tch cht (strictly) S1 v S2 nu
139
x S1 : p T x >
T
x S2 : p x <
H c gi l tch mnh (strongly) S1 v S2 nu

> 0 : x S1 ,p T x +
T
x S2 ,p x
(xem hnh VI.3).
pTx=
S1
H tch khng chnh

S1
S2
S2
H tch mnh
Hnh VI.3. Minh ha cc kiu siu phng tch
Siu phng tch mt tp li v mt im

nh l 5. Cho tp li ng khc rng S Rn v mt im y Rn sao cho y S. Lc
tn ti vc t n to p 0 v R sao cho: pTy > , pTx , x S.

Chng minh
Theo nh l 4 ta thy: x S sao cho (x x )T(y x ) 0, do
x T(y x ) xT( y x ) .
Mt khc: y x
= (y x )T(y x ) = yT( y x ) x T(y x )
yT(y x ) xT(y x ) = (yT xT)(y x ),
Hay: y x
(y x)T( y x ) = (y x )T(y x).
t p = y x ta c
y x pT(y x), t c pTy
y x + pTx. Li t
= sup {pTx: x S} th ta c pcm: pTy > v pTx , x S .

H qu 5a. Cho tp li ng khc rng S Rn. Lc S l giao ca tt c cc na khng
gian cha S.
Chng minh
Ta ch cn chng minh rng giao G ca tt c cc na khng gian (ng) cha S l tp con
ca S. Tht vy, gi s iu ngc li, tc l y G sao cho y S. Lc theo nh l 5 trn
y, tn ti mt na khng gian cha S nhng khng cha y. iu ny mu thun vi nh ngha
tp G.
H qu 5b. Cho tp li ng khc rng S Rn v mt im y Rn sao cho
y S. Lc , lun tn ti
140
i) Mt siu phng tch cht S v y.

ii) Mt siu phng tch mnh S v y.
{
y< inf {p
}
x : x S} .
iii) Vc t p sao cho: pTy > sup p T x : x S .

iv) Vc t p sao cho: pT
Vic chng minh dnh cho bn c.

nh l 6 (nh l Farkas).
Cho A l ma trn cp m n, c l vc t n to . Lc ch c ng mt trong hai h sau

c nghim:
Ax 0
H 1: t
vi x l vc t thuc Rn. H 2:
c x > 0
A T y = c
vi y Rm.
y 0
2
1 2 3
v c = 4 . Lc ny, theo nh l 6 ch c ng mt trong

Gii thch. Cho A =
4 5 6
6
hai h sau c nghim:

x1
0
1 2 3
H 1:
x 2 v 2x1 + 4x2 + 6x3 > 0.
4 5 6
0
x3
H 2:
2
1 4
2 5 y1 = 4 v y 0, y 0.
1
2
6
3 6
Chng minh
Gi s h 2 c nghim. Lc y 0 sao cho ATy = c. Gi s Ax 0, ta c
cTx = yTAx 0 (do yT 0 v Ax 0). V vy h 1 v nghim.
Gi s h 2 v nghim. t S = {x: x = ATy, y 0}, ta thy ngay S l tp li ng. Lc ny
theo do h 2 v nghim nn c S. Theo nh l 5 (v siu phng phn tch mt tp li v mt
im), tn ti vc t p sao cho: pTc > , pTx , x S . V 0 S nn pTc > 0 . Vy cTp =
pTc > 0. Ngoi ra, ta c pTATy = yTAp, y 0. V cc to ca y c th chn dng v ln
tu nn bt buc phi c Ap 0.
Chng ta ch ra vc t n to p sao cho: Ap 0 v cTp > 0. Vy h 1 c nghim
(pcm).
H qu 6a. Cho ma trn cp mn A = [aij]m xn , c l vc t n to . Lc c ng mt
trong hai h sau c nghim: H 1: Ax 0, x 0, cTx > 0. H 2: ATy c, y 0.

Chng minh
Xt ma trn [AT I] thay cho AT trong chng minh ca nh l Farkas.
141
H qu 6b. Cho A l ma trn cp mn, B l ma trn cp ln, c l vc t n to . Lc c
ng mt trong cc h sau c nghim:

H 1: Ax 0, Bx = 0, cTx > 0. H 2: ATy + BTz = c, y 0.
Chng minh
Xt [AT
BT BT] thay cho AT trong nh l Farkas.
nh ngha 4 (Siu phng ta ca tp li ti im bin). Xt tp khc rng S Rn. Gi s
x S, vi S l bin ca S. Siu phng H = x R n : p T (x x) = 0 c gi l siu phng ta
ca S ti x nu mt trong hai trng hp sau lun xy ra:

S H + x S,p T (x x) 0
S H x S,p (x x) 0.
siu phng ta H
yk
y1
y2
y3
Hnh VI.4. Siu phng ta ti im bin
Siu phng ta (xem hnh VI.4) c gi l siu phng ta chnh (proper supporting plane)
nu S khng l tp con ca H.
Ch : i vi tp khc rng bt k S Rn c th xy ra cc trng hp sau:
Ti mt im c duy nht mt siu phng ta.
Ti mt im c nhiu siu phng ta.
Ti mt im khng c siu phng ta.
Ti hai im c th c cng mt siu phng ta.
nh l 7. Cho tp li khc rng S Rn, x S . Lc tn ti mt siu phng ta ca
S ti x , tc l tn ti vc t n to p 0 sao cho pT(x x ) 0, x cl S.

Chng minh
Gi s x S th tn ti mt dy {yk} cc im trong Rn khng thuc bao ng ca S sao
cho yk x khi k . Theo nh l 5, nu yk S th pk sao cho pTk yk > pTkx, x cl S.
Khng lm gim tnh tng qut, c th gi s p k = 1.
Xt dy {pk} Rn. Ta thy ngay y l dy gii ni (do di ca vc t pk lun bng 1).
Vy t dy ny c th trch ra c mt dy con hi t, cho n gin chng ta k hiu l
142
dy {pk}, sao cho pk p khi k . Lc vi dy con ny ta lun c pTk yk > pTkx, x cl

S. C nh x cl S. Do yk x nn c pTk yk pT x , suy ra pT x pTx hay pT (x x ) 0, x
cl S. Vy ta c pcm.
Ch . chng minh pTk yk pT x khi yk x
pT x
cn phi chng minh
pTk yk
0. Tht vy
pTk yk pT yk + pT yk pT x
pTk yk pT yk
pT y k pT x
p tk p t y k + p t y k x 1 + 2
vi 1, 2 l cc s dng nh tu chn trc khi k kh ln.

H qu 7a.
Cho tp li khc rng S Rn, x S. Lc tn ti vc t p 0 sao cho pT(x x ) 0, x

cl S.
Chng minh
Nu x cl S th h qu c chng minh da trn nh l 5. Mt khc, nu x S th
h qu chnh l ni dung ca nh l 7 trn y.
Siu phng tch hai tp li
nh l 8. Cho hai tp li khc rng khng giao nhau S1, S2 Rn. Lc tn ti mt siu
phng tch H vi phng trnh pTx = phn tch hai tp li trn, theo ngha sau: tn ti vc t p
0 sao cho inf {pTx vi x S1} sup {pTx vi x S2}.
pT x =
S1
S2
Hnh VI.5. Siu phng phn tch hai tp li
Chng minh
Cho hai tp li khc rng khng giao nhau S1, S2 Rn. Xt S = S1 S2 = {x: x = x1 x2
vi x1 S1, x2 S2} th S l tp li.
Ngoi ra, 0 S (v S1 S2 l tp rng). Theo nh l 5 (v siu phng phn tch mt tp
li v mt im) th tm c mt vc t n to p 0 sao cho pTx pT 0 = 0, x S (xem hnh
VI.5). Vy x1 S, x2 S th pT(x1 x2) 0 hay pTx1 pTx2 (pcm).
H qu 8a.
Cho hai tp li khc rng S1, S2 Rn vi iu kin int S1 khc rng v S1 int S2 rng.
Lc tn ti mt vc t p 0 sao cho
inf {pTx vi x S1} sup {pTx vi x S2}.
143
Chng minh
Thay S2 bi int S2 v p dng nh l 8 vi ch : sup {pTx vi xS2}= sup {pTx vi
xint S2} th c pcm.
H qu 8b.
Cho hai tp li khc rng S1, S2 Rn vi iu kin int S1, int S2 khc rng v int S1 int
S2 rng. Lc tn ti vc t p 0 sao cho
inf {pTx vi x S1} sup {pTx vi x S2}.
nh l 9 (nh l Gordan).
Cho A l ma trn cp mn. Lc c ng mt trong hai h sau c nghim: H 1: Ax < 0 vi

n
x R . H 2: ATp = 0 vi vc t p 0 (p c cc to khng m) v p 0.
Chng minh
Gi s h 1 c nghim sao cho Ax < 0. Ta i chng minh h 2 v nghim. Tht vy, gi s
iu ngc li ng: tn ti vc t p 0 sao cho ATp = 0 v p 0. Lc pTAx < 0 hay xTATp <
0. iu ny khng th xy ra do ATp = 0.
By gi gi s h 1 v nghim. Chng ta xt hai tp sau: S1 = {z: z = Ax, x Rn} Rm v
S2 = {z: z < 0} Rm. Ta thy S1 v S2 l hai tp li khc rng khng giao nhau. Theo nh l 8 (v
siu phng tch hai tp li khc rng khng giao nhau), lc tn ti vc t p 0 sao cho pTAx
pTz vi mi x Rn v z cl S2. Do cc to ca z c th chn gi tr m c tr tuyt i ln
tu nn bt buc phi c p 0. Mt khc, nu chn z = 0 th c pTAx 0, x Rn. Nu chn x

= ATp th A t p
0, do ATp = 0. Vy h 2 c nghim (pcm).
nh l 10 (nh l tch mnh). Cho hai tp li khng giao nhau S1, S2 trong Rn vi S1 l
tp gii ni. Lc , tn ti vc t n to p 0 v s dng sao cho inf {pTx vi x S1}

+ sup {pTx vi x S2}.
Chng minh
Vic chng minh dnh cho bn c t tm hiu hoc xem sch tham kho (xem hnh VI.5).
tng ca chng minh nh sau: t S = S1 S2, th S l tp li v 0 S. Hn na, S l tp
ng (hy t chng minh iu ny). Theo nh l 5, tn ti vc t p 0 v mt s sao cho x
S th pTx v pT 0 < . Do > 0. T y c pTx = pT(x1 x2) , hay pTx1 + pTx2, x1
S1 v x2 S2 (pcm).
1.4. Nn li v nn i cc
nh ngha 5.
Xt mt tp hp khc rng S Rn. S c gi l nn (cone) vi nh 0 nu

> 0 th t x S lun c x S . Nn S c gi l nn li nu S l tp li.
Cho mt tp hp khc rng S Rn. Nn i cc (polar cone) ca S, c k hiu l S*, l tp
hp p R n : p t x 0, x S . Nu S l tp rng th nn i cc s l Rn.
144
nh l 11. Gi s C l nn li, ng, khc rng. Lc C** . C.
C=C**
nn i
C*
Hnh VI.6. Minh ha nn i cc
Chng minh (xem minh ha trn hnh VI.6)

R rng C C**. Chng ta i chng minh chiu ngc li bng phn chng.
Gi s x C** nhng x C. Theo nh l 5 (v siu phng phn tch mt tp li v mt
im), lc tn ti vc t p 0 v mt s thc sao cho: pTy , y C v pTx > . Do y = 0
C, nn 0 v pTx > 0.
By gi chng ta s chng minh p C*. Tht vy, nu p C* th tn ti y C sao cho pT y
> 0. Do pT( y ) c th chn ln tu tu thuc vo nn iu ny mu thun vi khng nh: pTy
, y C. Vy p C*. Mt khc x C**, nn pTx 0.
iu ny tri vi khng nh: pTx > 0. Ta c pcm.

Ch . C th chng minh c rng nh l 6 l h qu ca nh l 11.
2. ng dng gii tch li vo bi ton quy hoch tuyn tnh
2.1. im cc bin v hng cc bin
nh ngha 6. Cho tp li khc rng S Rn. x S c gi l im cc bin ca S, nu t
x = x1 + (1 )x2 vi x1, x2 S v (0, 1) ta lun c x = x1 = x2.

nh ngha 7. Cho tp li khc rng S Rn. Mt vc t n to d 0 c gi l mt
hng ca S, nu t x S v 0 ta lun c x + d S . Hai hng d1 v d2 c gi l phn

bit nu d1 d2, > 0. Mt hng d c gi l hng cc bin nu n khng th biu din
di dng t hp tuyn tnh dng ca hai hng phn bit, tc l nu d = 1d1 + 2d2 vi 1 v
2 > 0 th d1 = d2 vi dng no .
c trng ca im cc bin v hng cc bin ca tp a din li
Xt BTQHTT: Max z = cTx, vi x D = {x Rn: Ax = b, x 0}. Chng ta lun c th sp

xp li cc ct ca ma trn A (l ma trn cp mn v c hng bng m) di dng A = [N B],
trong B l ma trn c s cp mm c hng l m, N l ma trn cp m(n m). Lc cc rng
buc trn c th vit c di dng NxN + BxB = b vi xN, xB 0.
nh l 12 (v c trng ca im cc bin).
145
Cho D = {x: Ax = b, x 0}, trong A l ma trn cp mn v c hng bng m. Mt im

x
x l im cc bin ca D khi v ch khi A c th c phn r thnh [N B] sao cho: x = N =
x B
0
1
1 , trong B l ma trn kh nghch cp mm tho mn iu kin B b 0.
B
b
Quay li BTQHTT chng I ta thy xB l vc t cc to ng vi cc bin c s (basic

variables) v xN l vc t cc to ng vi cc bin ngoi c s (nonbasic variables).
Chng minh
x 0
Gi s A c th c phn r di dng [N B] sao cho: x = N = 1 , trong B l
x B B b
ma trn kh nghch cp mm tho mn B1b 0.

R rng rng x D. Ta i chng minh x l im cc bin. Gi s x = x1 + (1)x2 vi x1,
x2 D v (0, 1), trong :
x
x
x1 = 11 v x2 = 21 .
x 22
x 12
Th th:
0
x 11
x 21
1 = + (1 ) .
x 12
x 22
B b
Do x11 , x21 0 nn x11 = x21 = 0. iu ny ko theo x12 = x22 = B1b (v x1, x2 D), nn ta
c x = x1 = x2. Vy x l im cc bin ca D.
Ngc li, gi s x l im cc bin ca D. Khng lm gim tnh tng qut, gi s x = (0,
..., 0, xnk+1, ..., xn)T trong xnk+1, ..., xn l cc s dng. Ta i chng minh k vc t ct sau
cng Ank+1, ..., An ca ma trn A l c lp tuyn tnh.
n
Gi s iu tri li: tn ti cc s nk+1 , ..., n khng ng thi bng 0 sao cho
j = n k +1
jA j
= 0. t = (0, ..., 0, nk+1, ..., n)T v xy dng hai vc t: x1 = x + 0 v x2 = x 0

vi > 0 chn thch hp. Ta thy Ax1 =
j = n k +1
(xj + j)Aj =
j = n k +1
xjAj +
jAj = b.
j = n k +1
Tng t, ta cng c Ax2 = b. Vy x1, x2 D v do > 0 nn x1, x2 l hai vc t phn bit. Hn

na, ta c x = (1/2)x1 + (1/2)x2. Kt qu thu c hon ton tri vi gi thit x l im cc bin
ca S.
Vy Ank+1, ..., An l k vc t ct c lp tuyn tnh. Do c th chn trong s (n k) vc
t ct cn li ca ma trn A, (m k) vc t ct hp vi k vc t c thnh h m vc t c lp
tuyn tnh. V vy, A c th c phn r di dng [N B] trong B = [Anm+1, , An] l ma
146
trn c hng l m. Do Ax = b nn [N B]x = b. T c xB = (0, , 0, xnk+1, , xn)T = B1b,

y xB c m to . Do xj > 0 vi j = n k + 1,n nn B1b 0. y l pcm.
H qu 12a.
S cc im cc bin ca D l hu hn.
(Dnh cho bn c t chng minh)
nh l 13. Cho D = {x Rn: Ax = b, x 0} khc rng, trong A l ma trn cp mn v
c hng bng m v b l vc t c m ta . Khi D c t nht mt im cc bin.
Chng minh
Gi s x D, khng lm gim tnh tng qut gi s x = (0, ..., 0, xnk+1 ..., xn)T vi xj > 0,
j = n k + 1,n . Nu Ank+1, ..., An l k vc t c lp tuyn tnh th k m v x l im cc
bin. Nu tri li, Ank+1, ..., An ph thuc tuyn tnh th tn ti cc s nk+1, ..., n (trong c t
n
nht mt s dng) sao cho
j = n k +1
j A j = 0. Chn =
min {xj/j : j > 0} = xi/i . Xt im
n k +1 j n
x/ vi cc to :
x j j , j= n-k+1,n
x /j =
j= 1,n-k.
0,
D thy x /j 0, j = n k + 1,n v x /j = 0 vi j = 1,n k . Hn na x i/ = 0.

n
Ta cng c:
j = n k +1
Aj x /j =
Aj(xj j) =
j = n k +1
j = n k +1
xj Aj
jAj = b. Nh
j = n k +1
vy chng ta xy dng c im x/ D vi nhiu nht (k 1) ta dng. Qu trnh ny

c tip tc cho ti khi thu c im x* D c cc ta dng tng ng vi cc vc t c
lp tuyn tnh (pcm).
nh l 14 (v c trng ca hng cc bin).
Cho D = {x: Ax = b, x 0} khc rng, trong A l ma trn cp mn v c hng bng m, b

l vc t c m to . Mt vc t d l mt hng cc bin khi v ch khi A c phn r thnh [N
ej
B] sao cho: B1Aj 0 vi ct Aj no ca N, v d l vc t t l vi vc t d = 1 , trong
B A j
ej l vc t (n m) ta c tt c cc ta bng 0 tr ta th j bng 1.
Chng minh
Nu B1Aj 0 th d 0. Ngoi ra, Ad = 0 (do Ad = [N B]d = N ej + B (B1Aj ) = Aj
Aj = 0) nn d l mt hng ca D.
By gi chng ta s chng minh d l hng cc bin. Tht vy, gi s d = 1d1 + 2d2 vi
1, 2 > 0 v d1, d2 l cc hng ca D. Ch rng d c t nht (n m 1) to bng 0 nn cc
to tng ng ca d1, d2 cng bng 0. Do ta c th vit:
e
e
d1 = 1 j v d2 = 2 j , vi 1, 2 > 0.
d12
d 22
147
Do Ad1 = Ad2 = 0 nn c th rt ra c d12 = d22 = B1Aj. Vy d1 v d2 trng nhau, hay d

l hng cc bin. T c d l hng cc bin.
Ta i chng minh chiu ngc li. Gi s d l hng cc bin ca D. Khng lm gim
tnh tng qut, gi s d = (0,...,d j ,...,0,d n k +1 ,...,d n )T vi cc to d i > 0 , i = n k + 1,n
v i = j. Chng ta s chng minh Ank+1, ..., An l cc vc t c lp tuyn tnh. Gi s iu tri li
ng th tn ti cc s nk+1, ..., n khng ng thi bng 0 sao cho
i = n k +1
i A i = 0. t = ( 0,
..., 0, nk+1, ..., n)T v chn > 0 nh sao cho c hai vc t d1 = d + v d2 = d khng
n
m. Ta thy Ad1 = A d + A = 0 +
i = n k +1
i A i = 0. Tng t cng c Ad2 = 0. Do d1, d2 0
nn chng l cc hng phn bit ca D (ch rng > 0 v 0). Ngoi ra, d = (1/2)d1 +
(1/2)d2. iu ny mu thun vi gi s d l hng cc bin ca D. Vy Ank+1, ..., An l cc vc
t c lp tuyn tnh.
Do hng ca A = m nn k m. Nh vy trong s (n k) vc t ct cn li (tr ct Aj) ca ma
trn A s c (m k) vc t ct hp vi k vc t c thnh h m vc t c lp tuyn tnh. Khng
lm gim tnh tng qut, gi s l h Anm+1, ..., An. Lc A c phn r di dng [N B]
trong B = [Anm+1, ..., An] l ma trn vung khng suy bin vi hng l m. Vy A d = B d + Aj d j
= 0, trong d l vc t m to cui ca d , cn d j l ta th j ca d (cn ch rng: nu
ct Aj cng nm trong s cc ct ca B th do cc ct Anm+1, ..., An l c lp tuyn tnh nn ta c
ngay d = 0 v d = 0, tri vi gi thit d l hng ca D). T c d = d jB1Aj v do d c
ej
dng d = d j 1 . D thy d 0 v d j > 0, nn B1Aj 0 (pcm).
B A j
H qu 14a.
S cc hng cc bin ca D l hu hn.

(Dnh cho bn c t chng minh)
2.2. Biu din tp li a din qua im cc bin v hng cc bin
Theo nh ngha, mt tp li a din l giao ca mt s hu hn cc na khng gian ng.
C th coi y l biu din ngoi ca tp li a din. Cn biu din trong ca tp li a din
(c ng dng rng ri trong quy hoch tuyn tnh v phi tuyn) thng qua cc im cc bin v
hng cc bin c pht biu ngn gn nh sau: Mi im ca tp li a din D = {x: Ax = b, x
0} c biu din di dng t hp li ca cc im cc bin ca D v mt t hp tuyn tnh

khng m ca cc hng cc bin ca n.
nh l 15. Xt tp li a din khc rng D = {x: Ax = b, x 0} Rn, trong A l ma
trn cp mn v c hng bng m. Gi s x1, ..., xk l cc im cc bin ca D v d1, ..., du l cc

hng cc bin ca D. Lc x D khi v ch khi x c th biu din di dng
k
x=
j =1
148
x + d
j
j =1
, vi
j =1
= 1,
(6.3)
j 0, j = 1,k ,
(6.4)
j 0, j = 1,u .
(6.5)
Chng minh
k
j =1
j =1
j =1
Chng ta xy dng tp ={ j x j + j d j : j = 1, j 0, j = 1,k v j 0,

j = 1,u }. C th chng minh c l tp li, ng v khc rng. Ngoi ra D.
chng minh D bng phng php phn chng, ta gi s iu ngc li: z D

m z . Theo nh l 5 (v siu phng tch mt tp li v mt im), lc tn ti mt s v
mt vc t n to p 0 sao cho:
k
j =1
j =1
pTz > v pT ( j x j + j d j ) ,
(6.6)
vi cc j , j tho mn (6.3), (6.4) v (6.5). V j c th chn dng v ln tu nn (6.6) c

tho mn ch khi pTdj 0, j = 1,u . Cng t (6.6) khi chn cc s j, j thch hp th s c pTxj
, j = 1,k .
Vy, tn ti p sao cho pTz > pTxj, j = 1,k , v pTdj 0, j = 1,u .

(6.7)
Xt im cc bin x xc nh bi pT x = Max{pTxj: j = 1, ..., k}. Theo nh l 12 (v c
0
trng ca im cc bin) th x = 1 trong A = [N B] v B1b 0. Khng lm gim tnh
B b
tng qut, c th gi s rng B1b > 0. Lc , do z D nn Az = b v zT = (zNT, zBT) 0 . T

c NzN + BzB = b v zB = B1b B1NzN. Vy 0 < pTz pT x = pNTzN + pBT(B1b B1NzN)
pBTB1b = (pNT pBTB1N)zN. Do zN 0, nn tn ti mt ta j m, sao cho zj > 0 v
pNT pBTB1Aj > 0.
(6.8)
Chng ta s chng minh rng yj = B1Aj l vc t c t nht mt ta dng. Tht vy, gi

ej
s iu ngc li yj 0. Xt vc t dj =
trong ej l vc t n v c (n m) to vi
y j
ta th j l 1. Theo nh l 14 (v c trng ca hng cc bin) th dj l mt hng cc bin

ca D. Do pTdj 0 (theo (6.7)) nn pj pBTB1Aj 0. iu mu thun vi pNT pBTB1Aj > 0
bit trn (xem (6.8)). Vy vc t yj c t nht mt ta dng.
ej
0
1
in { b i/yij:
Chng ta i xy dng vc t x = +
, trong b = B b v = M
1 i m
y
b

j
yij > 0} = b r/yrj > 0. Ta thy x c nhiu nht m ta dng (ta th r bng 0, cn ta th j
bng ). C th chng minh c x D (v Ax = B(B1b B1Aj) + Aj = b).
Mt khc, ta c: yj = B1Aj Byj = Aj
y
i =1
ij
A n m + i = Aj.
149
Do yrj 0 nn t y suy ra Anm+1, , Anm+r1, Anm+r+1, , An, Aj l h vc t c lp

tuyn tnh. Theo nh l 12 (v c trng ca im cc bin) th x l im cc bin. Ngoi ra, ta
cng c:
pTx = pNT
ej
T
T
T
T 1
pBT
= p j + pB b p B y j = p x + (p j p B B A j ) .
b
y
Do > 0 v p j pBT B 1 A j > 0 nn p T x > p T x . iu ny mu thun vi tnh cht ca im

cc bin x ( xc nh bi pT x = Max{pTxj: j = 1, ..., k}). Vy iu chng ta gi s: z D
v z l sai. Ni cch khc D (pcm).
H qu 15a.
Tp li a din D = {x: Ax = b, x 0} khc rng, vi A l ma trn cp mn v c hng

bng m, c hng cc bin khi v ch khi D l khng gii ni.
Chng minh (dnh cho bn c tm hiu) c th c suy ra ngay t nh l 16.
2.3. iu kin ti u trong phng php n hnh gii bi ton quy hoch tuyn tnh
nh l 16 (iu kin ti u).
Xt BTQHTT: Min z = cTx, vi x D = {x Rn: Ax = b, x 0} khc rng, trong A l

ma trn cp mn v c hng bng m. Gi s x1, ..., xk l cc im cc bin ca D v d1, ..., du l
cc hng cc bin ca D. iu kin cn v BTQHTT c phng n ti u l cTdj 0,
j = 1,u .
Ngoi ra, nu BTQHTT tha mn iu kin trn th phng n ti u t c ti t nht

mt im cc bin.
Chng minh
Theo nh l 15, BTQHTT c pht biu li nh sau:
k
j =1
j =1
Min cTx = cT( j x j + j d j ),

k
trong ,
j =1
= 1(6.3), j 0, j = 1,k (6.4) v j 0, j = 1,u (6.5).
Bi vy, nu BTQHTT c phng n ti u vi hm mc tiu b chn di, th cTdj 0,

j = 1,u (Nu tri li, j sao cho cTdj < 0. Lc do c th chn j > 0 v ln ty , s c ngay
cTx ). Ngc li, nu cTdj 0, j = 1,u th mun t gi tr Min cTx ch cn cho j =

0, j = 1,u v chn phng n ti u ti im cc bin xi xc nh bi cT xi = Min{ cTxj : j = 1, ...,
k} (pcm).
150
Tiu chun ti u v thut ton
Xt BTQHTT nh cho trong gi thit ca nh l 16. Theo nh l ny chng ta s tm

kim phng n ti u x trong cc im cc bin (trong trng hp BTQHTT c phng n).
T nh l 12 ta thy, im cc bin x c cho bi x T = ( x NT , x BT ) = ( b T, 0) trong b = B
1
b 0, tng ng vi vic A phn r thnh A = [N B]. Gi s x = ( x NT , x BT ) D, lc ta c:
Nx N + Bx B = b x B = B 1 b B 1Nx N .
Do
cT x = cNT x N + cBT x B = cBT B 1 b + cNT cBT B 1N x N = cT x + cNT cBT B 1N x N .
Vy cTx cT x nu cNT cBT B 1N 0 (do xN 0).

Ngc li, gi s iu kin cNT cBT B 1N 0 khng c tha mn, tc l j JN sao cho
ej
cj cBT B 1 A j < 0. t yj = B1Aj v dj =
. Xt im:
y j
x = x + dj .
Lc ta c:
(6.9)
cT x = cT x + cj cBT B 1 A j .
(6.10)
D thy cTx < cT x nu chn > 0. Xt hai trng hp sau y:

Trng hp 1: yj 0. Do Ax = A( x + dj) = A x + Adj = A x = b nn x s l phng n
(kh thi) nu x 0. iu ny lun xy ra v x = x + dj vi > 0 v dj 0. T (6.10) ta thy hm
mc tiu cTx khng b chn di.
Trng hp 2: iu kin yj 0 khng tha mn. t b = B1b = x B , chn theo quy tc:
b
b
= M in i : y ij > 0 = r 0 , trong yij l ta th i ca yj .
1 i m y
y r j
ij
K hiu cc bin c s ng vi ma trn c s B l x B1 , x B 2 ,..., x B m , th ta c:

x B i = bi
x = x + dj
br
y ij , i = 1,m
yrj
x j = br / y r j
x i = 0, i j, i {B 1 ,...,B m } J B .
D thy x l im cc bin c nhiu nht m ta dng. Nu b > 0 th > 0 v do

c x < cT x . Vy nu x l phng n cc bin khng suy bin th x l phng n cc bin tt hn
x.
T
Ch . Trong phn ny chng ta nghin cu mt cch kh chi tit c s (gii tch li)
ca phng php n hnh. Trong cc BTQHTT c trung bnh, phng php n hnh lun t ra
rt hiu qu. Tuy nhin trong cc BTQHTT c ln (vi s bin ln v nhiu rng buc), c th s
dng mt phng php khc: l phng php im trong do Karmarkar xut. Phng php
ny s c gii thiu trong phn cui ca chng VI.
151
3. Cc tnh cht ca hm li
3.1. Cc nh ngha v tnh cht c bn
Chng ta bit trong chng V khi nim hm li: Cho mt tp li khc rng S Rn.
Hm f: S R c gi l hm li nu ta lun c f(x1 + (1 )x2) f(x1) + (1 )f(x2),
[0, 1], x1, x2 S.
nh ngha 7. Xt hm li f: S R. Lc tp S = {x S : f (x) } vi R c
gi l tp mc di tng ng vi hm li f.
f(x1,x2) = x12+x22
x2
x1
S3/4 = {(x1,x2): x12+x22 3/4}
Hnh VI.6. Minh ha hm li v tp mc di
V d 2. z = f(x, y) = x2 + y2: S R2 R l hm li nu S l tp li khc rng. Tp mc

S3/4 c minh ha trn hnhVI.6.
Ta thy , S li nu f l hm li. Tht vy, cho x1, x2 S S v xt x = x1 + (1

)x2, (0, 1). Do f l li nn: f(x) f(x1) + (1)f(x2) + (1) = . Vy x S.
nh l 17 (tnh cht lin tc ca hm li).
Nu f: S R l hm li th f l hm lin tc trong int S.

(Chng minh: Dnh cho bn c t tm hiu).
o hm theo hng ca hm li
nh ngha 8. Cho tp khc rng S Rn v hm f: S R. Lc o hm ti x S theo
hng d R n c k hiu v nh ngha bi
f / (x,d) = lim+
0
f (x + d) f (x)
.
V d 3. Xt hm hai bin f(x1,x2) = x 12 + x 22 . Hy tm o hm f/( x,d ) ti im
x = (x 1 , x 2 ) = (1,1) theo hng d = (2, 1/2).
(x 1 + 2 )2 + (x 2 + 12 )2 (x 12 + x 22 )
= 4x1+x2=
f ( x ,d) = lim+
0
Ti (1, 1) ta c f/( x ,d) = df T(1,1) = 5.
152
2
[2x , 2x ]
1
2
1
2
nh l 18. Cho mt tp li khc rng S Rn v f: S R l hm li. Lc , x S v

hng bt k d R n sao cho x + d S vi > 0 nh, lun tn ti o hm theo hng:
f (x + d) f (x)
.
f/( x ,d) = lim+
0
Chng minh
Chn 2 > 1 > 0 v nh. Do f l hm li nn ta c:

f ( x + 1d ) = f 1 ( x + 2d ) + 1 1 x 1 f ( x + 2d ) + 1 1 f ( x ) .
2 2
2
2
suy
ra:
f ( x + 1d ) f ( x )
1
f ( x + 2d ) f ( x )
2
Nh
vy,
hm
[f (x + d) f (x)] / ph thuc > 0 l hm khng gim. Bi vy ta c gii hn:

lim+
f ( x + d ) f ( x )
= inf
f ( x + d ) f ( x )
> 0
(pcm).
3.2. Di vi phn ca hm li
nh ngha 9. Cho f: S R l hm li. Lc :
Epigraph ca f l tp hp Epi f = {(x, y) : x S, y f (x)} Rn+1.

Hypograph ca f l tp hp Hyp f = {(x, y) : x S, y f (x)} Rn+1.
Xem minh ha hnh VI.7.
y
Epi f
Hyp f
y=f(x)
Hnh VI.7. Minh ha Epigraph v Hypograph
C th chng minh c tnh cht sau y: Cho f: S R l hm li, lc Epi f l tp li

v ngc li.
nh ngha 10 (khi nim di vi phn).
Xt tp li khc rng S Rn v f: S R l hm li. Lc vc t Rn c gi l di
vi phn ca f ti x nu f (x) f (x) + T (x x) , x S .
V d 4. i) Xt hm y = f(x) = x2. Lc vc t = (2 x ) R1 chnh l di vi phn ca
hm cho ti x (trn hnh VI.8a: T = tg ).
153
f(x)
f (x)
f(x)
T = tg
f (x)
x
b) f(x) = x
a) f(x) = x2
Hnh VI.8. Minh ha hnh hc di vi phn
ii) Xt hm y = f(x) = x. x 0, vc t = sign x R1 chnh l di vi phn duy nht

ca hm cho ti x
(trn hnh VI.8b: T = tg
= 1 ti x
> 0). Cn ti
x = 0, tn ti v s di vi phn [1, 1] R1.

nh l 19 (v s tn ti di vi phn).
Cho f: S R l hm li. Lc vi x int S lun tn ti vc t sao cho siu phng

H =
{(x, y) : y = f (x) + (x x)}

T
l siu phng ta ca Epi f ti
( x,f (x))
tc l
f (x) f (x) + T (x x) , x S . Do , chnh l di vi phn ti x .
Chng minh
Ta bit Epi f l tp li v
( x,f (x)) (Epi
f), bin ca Epi f.
theo nh l 7 (v siu phng ta ca tp li ti im bin), lc

p = ( 0 , ) 0, sao cho (x, y) Epi f lun c:
0T (x x) + T (y f (x)) 0 .
Ngoi ra
tn ti vc t
(6.11)
R rng khng th dng c v nu tri li chn y dng ln th suy ra (6.11) l sai.

Ta i chng minh 0 bng phng php phn chng. Gi s = 0 th c:
0T (x x) 0, x S .
(6.12)
V x int S nn > 0 sao cho x = x + 0 S . Do , thay vo (6.12) ta c: 0T 0 0 ,

suy ra 0T 0 0 hay 0 = 0 . Vy ta c p = ( 0 , ) = (0,0) . iu ny mu thun vi gi thit p
0. Do < 0. t = 0 / . T (6.11) ta c:
T (x x) y + f (x) 0
(6.13)
ng mi (x,y) Epi f. Vy H = (x, y) : y = f (x) + T (x x) chnh l siu phng ta ca Epi f

ti ( x,f (x)) . Hn na, nu t y = f(x) trong (6.13) th c: f (x) f (x) + T (x x) , x S. Do
, chnh l di vi phn ti x (pcm).
154
H qu 19a.
Cho f : S R l hm li ngt v x int S . Lc tn ti di vi phn ti x sao cho:
f (x) > f (x) + T (x x), x S v x x .

Chng minh
Theo nh l 19, tn ti di vi phn sao cho:
f (x) f (x) + T (x x), x S .
(6.14)
= f (x) + T (x x) . Do f l hm li ngt nn
Gi s tn ti x x sao cho f (x)
(0,1) ta c:
= f (x) + (1 ) T (x x) .
f x + (1 ) x < f (x) + (1 ) f (x)
(6.15)
t x = x + (1 ) x trong (6.14) th ta c:
f x + (1 ) x f (x) + (1 )T (x x) , iu ny mu thun vi (6.15). Vy chng ta

c pcm.
Ch . Ti x c th c nhiu di vi phn (xem hnh VI.8b vi x = 0). Ngoi ra, iu
khng nh ngc li ca h qu 19a l khng lun ng. Tc l, nu f : S R l hm xc nh
trn tp li S khc rng v x int S , lun tn ti di vi phn sao cho:
f (x) > f (x) + T (x x), x S v x x , th f khng nht thit l hm li trong S. Tuy nhin,
chng ta li c nh l sau.
nh l 20. Cho f : S R l hm xc nh trn tp li khc rng S Rn.
Nu
x int S , lun tn ti di vi phn sao cho: f (x) f (x) + (x x), x S v

T
x x , th f l hm li trong int S.
Chng minh
Cho x1, x2 int S v cho (0, 1). Theo h qu 3a ca nh l 3, int S cng l tp li nn
x = x1 + (1 )x2 int S. T gi thit ca nh l suy ra rng tn ti di vi phn ca hm f
ti x = x1 + (1 )x2. Do c cc bt ng thc sau:
f (x1 ) f x 1 + (1 )x 2 + (1 ) T (x 1 x 2 ) ,
f (x 2 ) f x1 + (1 )x 2 + T (x 2 x 1 ) .
Nhn hai v ca cc bt ng thc trn theo th t vi v (1 ) ri em cng li, ta thu
c: f (x 1 ) + (1 )f (x 2 ) f x1 + (1 )x 2 (pcm).
3.3. Hm li kh vi
n
Trong chng V, chng ta bit nh ngha hm kh vi cp mt: Xt tp khc rng S

v f : S R . Lc , f l kh vi ti x S nu x S th
155
f (x) = f (x) + f (x)T (x x) + x x (x, x x) , trong lim (x, x x) = 0 , cn f (x)

x x
c gi l vc t gradient ca f
T
f (x) f (x)
f (x)
f (x) =
,
, ...,
.
x 2
x n
x 1
B . Cho f: S R l mt hm li. Gi s f kh vi ti x int S , lc tn ti duy nht
mt di vi phn ca f ti x l: = f (x) .
Chng minh
Theo nh l 19, ta bit ti x int S tn ti di vi phn. K hiu l di vi phn
ca f ti x , ta c f (x) f (x) + T (x x) . t x = x + d ta c
f (x + d) f (x) + T d .
(6.16)
Do f kh vi ti x nn
f (x + d) = f (x) + f (x)T d + d (x, d) .
(6.17)
Ly (6.16) tr (6.17) ta c 0 T f (x)T d d (x, d) . Chia c hai v cho

(gi s > 0) ta c:
0 [ f (x)] d d (x, d) .
T
(6.18)
Cho qua gii hn (6.18) khi 0 , ta thu c 0 [ f (x)] d . V d c th chn bt k,

T
ta chn d = f (x) th c: 0 f (x) . Vy = f (x) (pcm).

nh l 21. Cho tp li m khc rng S Rn v f: S R l hm kh vi trong S. Lc :
f l hm li f (x) f (x) + f (x)T (x x) , x, x S

T
f (x 2 ) f (x1 ) (x 2 x1 ) 0 , x1 , x 2 S .
(6.19)
(6.20)
i vi trng hp f l li ngt, trong (6.19) v (6.20) cn thay du bi du >.

Chng minh
Trc ht, chng ta chng minh (6.19). Cho f l hm li, theo nh l 19 v b trn ta
thu c ngay f (x) f (x) + f (x)T (x x) , x, x S . Chiu ngc li c suy ra t nh l 20
v b trn.
Chng ta i chng minh (6.20). Cho f l hm li th theo (6.19) s c:
f (x 1 ) f (x 2 ) + f (x 2 )T (x 1 x 2 ) v f (x 2 ) f (x 1 ) + f (x 1 )T (x 2 x 1 ) .
T
Cng hai bt ng thc trn s c f (x 2 ) f (x1 ) (x 2 x1 ) 0 .

Ngc li, cho x1 , x 2 S . Theo nh l gi tr trung bnh, vi x = x1 + (1 )x2 i vi
mt gi tr no (0, 1) ta c
156
f (x 2 ) f (x1 ) = f (x)T (x 2 x1 ) .
(6.21)
Theo gi thit, ta c f (x) f (x 1 ) (x x1 ) 0 hay:

T
(1 ) f (x) f (x 1 ) (x 2 x 1 ) 0 f (x)T (x 2 x1 ) f (x1 )T (x 2 x1 ) .
T (6.21) s c: f (x 2 ) f (x 1 ) + f (x 1 )T (x 2 x1 ) . Theo nh l 20, ta c pcm.

Hm li kh vi cp hai
Chng ta nhc li khi nim hm kh vi cp hai trong chng V. Xt tp khc rng S Rn

v hm f: S R. Lc , hm f c gi l kh vi cp hai ti x nu tn ti vc t gradient
f (x) v ma trn i xng cp n, c gi l ma trn Hessian H( x ), sao cho:
f (x) = f (x) + f (x)T (x x) +
1
2
(x x)T H(x)(x x) + x x (x, x x) ,
2
ng x S, trong lim (x, x x) = 0 .

x x
nh l 22. Nu S l tp li m khc rng v f: S R l hm kh vi cp hai th: hm f li
khi v ch khi H( x ) na xc nh dng vi mi x S.

Chng minh
Cho f l hm li v x S. Cn chng minh rng xT H( x )x 0 x Rn. Do S l tp m,
nn khi ly x bt k th x + x S nu chn nh. Theo nh l 21 v theo gi thit cho,
ta c:
f (x + x) f (x) + f (x)T x
f (x) = f (x) + f (x)T x +
(6.22)
1 2 T
2
x H(x)x + 2 x (x, x) .
2
Ly (6.22) tr (6.23) ta c:
(6.23)
1 2 T
2
x H(x)x + 2 x (x, x) 0 . Chia hai v cho v cho
2
0, ta thu c xT H( x )x 0.
Ngc li, gi s xT H( x )x 0 ng x Rn v x S. Theo nh l v gi tr trung

bnh, ta c:
f (x) = f (x) + f (x)T (x x) +
(x x)T H(x)(x
x) ,
2
trong x = x + (1 )x vi (0, 1). V x S nn
(x x)T H(x)(x
x) 0 , suy ra
2
f (x) f (x) + f (x)T (x x) (pcm).

V d 5. Xt hm mt bin f(x) = x3 + 2x + 1 xc nh trn R. Do H( x ) = f // (x) = 6x
khng l (na) xc nh dng ti x = 1 nn f(x) = x3 + 2x + 1 khng phi l hm li.
157
2 0
V d 6. Vi hm hai bin f (x) = x12 + x 22 ta c H ( x ) =
l (na) xc nh dng
0 2
nn f(x) l hm li.
Ch
Ma trn H( x ) l xc nh dng nu xT H( x ) x > 0, x Rn, x 0.
Ma trn H( x ) l na xc nh dng nu xT H( x ) 0, x Rn.
C th kim tra H( x ) l xc nh dng theo cc cch sau:
Theo nh ngha.
Cc nh thc con chnh ca H( x ) lun c gi tr dng.
Cc gi tr ring tm t phng trnh c trng det(HI) = 0 u c gi tr dng.
3.4. Cc i v cc tiu ca hm li
Cho hm f : S R n R . Chng ta mun cc tiu ho (cc i ha) hm f(x) vi

x S R n , lc c bi ton ti u sau: M in f (x)
xS
V d 7. Min f (x1 , x 2 ) = (x 1 3 / 2)2 + (x 2 5)2 , vi cc rng buc
x1 + x 2 2
2x 1 + 3x 2 11
x1 0
x 0.
2
D thy, min rng buc S l tp li a din, S l t hp li ca bn im cc bin (0, 0),

(0, 2), (1, 3) v (5,5, 0).
Xt bi ton cc tiu ha M in f (x) . Mt s khi nim sau c coi l bit: S c gi
xS
l min phng n kh thi hay min rng buc. im x S c gi l phng n kh thi hay
phng n (nu ni vn tt). x S c gi l phng n ti u ton cc nu f (x) f (x) ,
x S. im x S c gi l phng n ti u a phng nu f (x) f (x) , x S
N( x ) vi N( x ) l mt ln cn nh no ca x .
nh l 23 (cc tiu ha hm li).
Cho f : S R n R , vi S l tp li khc rng. Xt bi ton cc tiu ha M in f (x) . Gi

xS
s x S l mt phng n ti u a phng. Lc :
Nu f l hm li th x l phng n ti u ton cc.
Nu f li ngt th x l phng n ti u ton cc duy nht.
Chng minh
Gi s f l hm li v x S l mt phng n ti u a phng. Do tn ti mt ln cn
nh N( x ) ca x sao cho
f (x) f (x) , x S N( x ).
158
(6.24)
Chng minh bng phn chng, gi s iu ngc li: x khng l phng n ti u ton
cc, th th x S sao cho f( x ) < f( x ). V f l hm li nn vi (0, 1) ta c:
+ (1 )f (x) < f (x) + (1 )f (x) = f (x) .
f ( x + (1 )x ) f (x)
(6.25)
Do > 0 c th chn kh nh, nn x + (1 )x S N (x) , ta c (6.25) mu thun vi

(6.24).
Gi s f l li ngt, th theo phn trn, x l ti u ton cc. Cn chng minh n l phng
n ti u ton cc duy nht. Gi s tn ti mt phng n x S v c f(x) = f( x ), th th
1 1
1
1
f x + x < f (x) + f (x) = f (x) .
2 2
2
2
Ngoi ra,
1
1
x +
x S . iu ny mu thun vi tnh ti u ton cc ca x (pcm).
2
2
nh l 24 (cc tiu ha hm li).
Cho f : S R n R l hm li, xt bi ton cc tiu ha M in f (x) . Lc : x S l

xS
phng n ti u khi v ch khi x S , lun tn ti mt di vi phn ca f ti x sao cho

T (x x) 0 .
Chng minh
Minh ha hnh hc ca nh l c th hin trn hnh VI.9 (vi x < x th ta ch ra c
di vi phn = tg v iu kin t (x x) 0 c tha mn).
y
Hnh VI.9. iu kin ti u cho bi ton Min
Gi s T (x x) 0 , x S, trong l di vi phn ca f ti x . Do f l hm li, ta

c: f (x) f (x) + T (x x) f (x) , x S. Vy x l phng n ti u.
Ngc li, gi s x l phng n ti u ca bi ton. Chng ta xy dng hai tp sau y
trong Rn+1:
tp
1 = (x x, y) : x R n , y > f (x) f (x)
159
2 = {(x x, y) : x S, y 0} .
v tp
D dng kim tra c 1 v 2 l cc tp li. Ngoi ra, 1 2 = v nu tri li th tn

ti (x, y) sao cho x S v 0 y > f(x) f( x ), mu thun vi gi thit x l phng n ti u.
Theo nh l 8, s c mt siu phng phn tch 1v 2, tc l tn ti vc t (0, ) 0 v mt
s v hng sao cho:
0T (x x) + y ng vi x Rn, y > f(x) f( x ),
(6.26)
0T (x x) + y ng vi x S, y 0 .
(6.27)
Trong (6.27) cho x = x v y = 0 th c 0. Trong (6.26) cho x = x v y = > 0 th c

. Do c th chn ty , nn 0 . Tm li ta c 0 v = 0.
Gi s = 0, th t (6.26) c 0T (x x) 0 , x. t x = x + 0 th suy ra: 0

0T (x x) = 0
hay 0 = 0. Do (0, ) (0, 0) nn < 0. Chia c hai v ca (6.26) v (6.27) cho
v t 0 / = , chng ta c:
y T (x x) ng vi x Rn, y > f(x) f( x ),
T (x x) y 0 ng vi x S, y 0.
(6.28)
(6.29)
Trong (6.29) cho y = 0 th ta c T (x x) 0 , x S. T (6.28) suy ra ngay

f (x) f (x) + T (x x) , x Rn. Vy l di vi phn ca hm f ti x sao cho T (x x) 0 ,
x S (pcm).
H qu 24a. Trong iu kin ca nh l trn, nu S l tp m v x l phng n ti u th
tn ti di vi phn = 0 ti x .
H qu 24b. Trong iu kin ca nh l trn, nu f kh vi th x l phng n ti u khi
v ch khi f (x)T (x x) 0, x S . Ngoi ra, nu S l tp m th x l phng n ti u khi v

ch khi f (x) = 0 .
Vic chng minh hai h qu ny kh d dng, c dnh cho bn c.
V d 8. Xt bi ton ti u Min f (x1 , x 2 ) = (x1 3 / 2)2 + (x 2 5)2
vi min rng buc

x1 + x 2 2
2x 1 + 3x 2 11
x1 0
x 0.
2
y l BTQHL (xem minh ha hnh VI.10).
160
x2
I(3/2,5)
x B(1,3)
A(0,2)
. x
O
C(11/2,0)
x1
Hnh VI.10. Bi ton quy hoch li
im B(1, 3) l phng n ti u v :
f x1
f (1,3) =
=
f x 2 (1,3)
2(x 1 3 / 2)
1
= .
2(x 2 5) (1,3) 4
Trn hnh VI.10 ta thy, ti x = (1,3) , x thuc min rng buc S, lun c
f (1,3)T (x x) > 0 . Do x = (1,3) l phng n ti u ton cc.
3
Xt im x = (0, 0) c f (0,0) =
. Do tn ti x S sao cho x x hp vi
10
f (0,0) gc t hay f (0,0)T (x x) < 0 . Vy x = (0,0) khng l im ti u.

nh l 25 (cc i ha hm li).
Cho f : S R n R l hm li, xt bi ton cc i ha M ax f (x) . Nu x S l phng n

xS
ti u a phng th T (x x) 0, x S , trong l mt di vi phn bt k ca f ti x .
y
x x
x=b
Hnh VI.11. Cc i ha hm li
Chng minh
161
Gi s x S l phng n ti u a phng (xem hnh VI.11). Lc tn ti mt ln cn

N( x ) sao cho f(x) f( x ), x S N( x ). Ly x S v > 0 nh th x + (x x ) S
N( x ). Do f [ x + (x x)] f (x) .
Cho l di vi phn ca f ti x , do f l hm li nn:
f [ x + (x x)] f (x) T (x x) .
T cc bt ng thc trn y suy ra T (x x) 0 . Chia c hai v cho chng ta c
T (x x) 0 (pcm).
H qu 25a.
Nu ngoi cc iu kin ca nh l 25, ta gi thit iu kin f l hm kh vi th: t x S

l phng n ti u a phng suy ra f (x)T (x x) 0 , x S .
Vic kim nghim h qu ny dnh cho bn c.
Ch . iu kin nu trong nh l ch l iu kin cn ch khng phi iu kin .
V d 9. Xt bi ton: Max y = x2 vi x S = [ 1,2] . D thy ymax = 4 t ti x = 2 . Trong
khi ti x = 0 th f (x) = 0 nn f (x)(x x) 0 , x S . Tuy nhin, ti x = 0 hm y = x2

khng c cc i.
nh l 26.
Cho f : S R n R l hm li, S l mt tp li a din compact. Xt bi ton: Max f(x)

vi x S . Lc tn ti mt phng n ti u ton cc x vi x l mt im cc bin no
ca S.
Chng minh
Theo nh l 17, f l hm lin tc. V S l tp compact nn hm f s t max ti mt im
x S . Nu x/ l im cc bin ca S th chng minh xong. Nu x/ khng l im cc bin
ca S th c:
/
x / = i x i sao cho i 0 v
i =1
i =1
= 1 , vi xi l cc im cc bin ca S, i = 1,k ,
i =1
i =1
i =1
f (x / ) = f ( i x i ) i f (x i ) f (x / ) i = f (x / )
f (x i ) = f (x ) hm f t cc i ti im cc bin xi (pcm).
/
4. Cc iu kin ti u Fritz John v Kuhn Tucker

4.1. Bi ton ti u khng c rng buc
nh l 27. Xt hm f : R n R kh vi ti x . Nu tn ti hng d sao cho
f (x)T d < 0 th > 0 sao cho: f (x + d) < f (x) vi mi (0, ) . V vy, d c gi l
hng gim ca f ti x .
Chng minh
162
Do f kh vi ti
x , nn f (x + d) = f (x) + f (x)T d + d (x; d) , trong
(x; d) 0 khi 0. T c:
f (x + d) f (x)
= f (x)T d + d (x; d).
Do f (x)T d < 0 v (x; d) 0 khi 0, nn > 0 sao cho f (x + d) < f (x) vi

mi (0, ) (pcm).
Ch . Nu hng d l hng gim th ta c th dch chuyn mt bc tng i ngn trn
hng d hm mc tiu gim i.
H qu 27a. Trong iu kin ca nh l trn, nu gi s thm x l im cc tiu a
phng ca bi ton M inn f (x) th f (x) = 0 .

xR
Chng minh
Cho x l cc tiu a phng. Gi s f (x) 0 , t d = f (x) th c ngay
f (x)T d < 0 . Theo nh l 27, > 0 sao cho: f (x + d) < f (x) vi mi (0, ) . iu ny
mu thun vi gi thit x l cc tiu a phng. Vy bt buc f (x) = 0 .

nh l 28 (iu kin cn c cc tiu a phng).
Cho f : R n R l hm kh vi cp hai ti x . Nu x l cc tiu a phng ca bi ton

M inn f (x) th f (x) = 0 v H(x) l na xc nh dng.
xR
Chng minh
Do f l hm kh vi cp hai nn ta c khai trin Taylor ti vi phn cp hai l:
f (x + d) = f (x) + f (x)T d +
1 2 T
2
d H(x)d + 2 d (x, d) ,
2
vi (x, d) 0 khi 0. Theo h qu 27a, ta c f (x) = 0 . Mt khc, bng cch lm tng

t nh trong chng minh ca nh l 27 (chuyn v mt s s hng, chia hai v cho 2 v ly gii
hn khi 0), ta c: dTH( x )d 0, d
x T H(x)x 0, x = d H(x) l na xc nh dng (pcm).
nh l 29 (iu kin c cc tiu a phng).
Cho f : R n R l hm kh vi cp hai ti x , f (x) = 0 v H(x) xc nh dng. Lc ,

x s l cc tiu a phng. Nu ngoi ra f l li ti x th x l cc tiu ton cc.
Chng minh
Gi s x khng l cc tiu a phng, th ta xy dng c dy {xk} hi t ti x sao cho
f(x ) < f( x ). Ta c khai trin Taylor ti vi phn cp hai ti x nh sau:
k
f (x k ) = f (x) + f (x)T (x k x) +
2
1 k
(x x)T H(x)(x k x) + x k x (x, x k x) ,
2
163
vi (x, x k x) 0 khi 0. K hiu dk = (x k x) / x k x , ta s c

1 k T
(d ) H(x)d k + (x; x k x) < 0, k .
2
(6.30)
Do d k = 1 nn c th trch t dy {dk} ra mt dy con {dk}S hi t ti vc t

d no vi d = 1 khi k +. T (6.30) suy ra (d)T H(x)d 0 . iu ny mu thun vi gi
thit H( x ) xc nh dng. Vy x l cc tiu a phng.
Cho f li th f (x) f (x) + f (x)(x x) , x Rn. Do f (x) = 0, nn f (x) f (x) , x
Rn (pcm).
4.2. Bi ton ti u c rng buc
Xt bi ton ti u M in f (x) , vi hm f : S R n R l kh vi ti x S .
xS
nh ngha 11.
Cho mt tp khc rng S Rn v x cl S. Nn cc hng chp nhn ca S ti x l tp D

= {d : d 0, x + d S, (0, )} vi mt s > 0 no . d D c gi l hng chp
nhn.
Xt hm f kh vi ti x , lc F0 = d : f (x)T d < 0 c gi l nn cc hng ci thin

(Ch rng: khi dch chuyn trn hng d vi di bc dch chuyn l b t x ti im
x = x + d , ta c f (x + d) < f (x) ).
nh l 30. Xt bi ton M in f (x) , vi S khc rng v f : S R n R l hm kh vi ti
xS
x S . Lc , nu x l im ti u a phng th F0 D = .
Chng minh
Gi s iu ngc li: d F0 D. V d F0 nn theo nh l 27, d l hng gim, tc
l 1 > 0 sao cho :
f (x + d) < f (x) , (0, 1 ) .
(6.31)
Do d D nn 2 > 0 sao cho:

x + d S , (0, 2 ) .
(6.32)
T (6.31) v (6.32) suy ra x khng th l im ti u a phng (pcm).

Ta xt BTQHPT c rng buc c gi l bi ton P : M in f (x) , vi S =
xS
{x X : g (x) 0, i = 1,m} , trong g : R

i
R v X l tp m khc rng. Theo nh l 30,
iu kin cn x l cc tiu a phng l F0 D = .

nh l 31. Xt bi ton P. Gi s:
x l phng n ti u a phng.
164
I l tp cc ch s cc rng buc c tho mn cht ti x : I = {i : g i (x) = 0} .

Tt c cc hm f , g i , i I l kh vi ti x , cn gi lin tc ti x , i I .
Lc F0 G0 = , trong : G0 = d : g i (x)T d < 0, i I
l tp cc hng gim
cho tt c cc hm rng buc gi(x) m g i (x) = 0, cn F0 = d : f (x)T d < 0 l nn cc hng

ci thin ti x .
Chng minh
Gi s d G0. Do x X, vi X l tp m nn 1 > 0 sao cho x + d X , (0, 1 ) . Do
g i (x) < 0 v l hm lin tc i I nn 2 > 0 sao cho gi( x + d ) < 0, (0, 1 ) v i I . Cui
cng nu d G0 = d : g i (x)T d < 0, i I th theo nh l 27 s tn ti 3 > 0 sao cho gi( x + d )

< gi( x ), i I , (0, 3 ) . T cc phn tch trn y, ta c x + d S , (0, ) , trong =
Min {1, 2, 3}. Vy d D, vi D l nn cc hng chp nhn ca S ti x .
Nh vy chng ta chng minh c G0 D. Theo nh l 30, do x l im ti u a
phng nn F0 D = . T y suy ra F0 G0 = (pcm).
V d 20. Xt bi ton Min f(x) = (x13)2 + (x2 2)2, vi cc iu kin rng buc
x12 + x 22 5
x1 + x 2 3
x1 0
x 0
2
g1 (x) = x 12 + x 22 5 0
g 2 (x) = x1 + x 2 3 0
g 3 (x) = x 1 0
g (x) = x 0.
2
4
Ti x = (2, 1)T c:
2(x 3)
f (x) = 1
=
2(x 2 2)
2x1 4
1
2
2 , g1 (x) = 2x = 2 , g 2 (x) = 1 .

2
Do g1 (x) = 0,g 2 (x) = 0 , G0 = {d : g1 (x)d < 0, g 2 (x)d < 0} nn x = (2,1)T c kh

nng l phng ti u v F0 G0 = (xem hnh VI.12).
x2
g 2
g1
(2,1)
3
x1
Hnh VI.12. Minh ha trng hp F0 G 0 =
165
4.3. iu kin ti u Fritz John

nh l 32.
Cho tp m khc rng X Rn v cc hm f: Rn R, gi: Rn R ,vi i = 1,m . Xt bi
ton P: M in f (x) vi S = x X : g i (x) 0, i = 1,m .

xS
Xt im x S . K hiu I = {i : g i (x) = 0} . Gi s cc hm f , g i , i I kh vi ti x ,
cn gi lin tc ti x , i I . Lc , nu x l im cc tiu a phng ca bi ton P th tn ti
u0 v ui, i I, sao cho:
u 0 f (x) + u i g i (x) = 0
i I
u 0 ,u i 0, u 0 ,u i khng ng thi bng 0, i =1, m.

Ngoi ra, nu gi thit thm gi cng kh vi ti x ,i I, th ta c:
m
u 0 f (x) + u i g i (x) = 0
i =1
u i g i (x) = 0, i = 1,m
u 0 ,u i 0, u 0 ,u i khng ng thi bng 0, i =1, m.
Chng minh
Nu x l phng n ti u a phng th F0 G0 = nn d sao cho:
f (x) d < 0 v g i (x)T d < 0, i I

T
hay Ad 0 , vi A l ma trn c cc hng l
f (x)T , g i (x)T , i I . Vy h Ad 0 v nghim.

Theo nh l 9, c ng mt trong hai h sau c nghim: h 1: Ad 0, h 2: ATp = 0 v p
0. Vy p 0 v p 0 sao cho ATp = 0. Do tn ti u0 v ui 0, i I, sao cho:

u 0
...
f
(x),...,
g
(x),...
[
] u = 0 vi p =
i
i

...
u 0
...
0.
ui

...
Nh vy chng ta chng minh xong phn u ca nh l 32. Phn sau ca nh l c

th c chng minh bng cch t ui = 0, i I (pcm).
4.4. iu kin ti u Kuhn Tucker
nh l 33. Cho tp m khc rng X Rn v cc hm f , g i : Rn R, i = 1,m. Xt bi
ton P: M in f (x) vi S = x X : g i (x) 0, i = 1,m . Cho x S .

xS
166
K hiu I = {i : g i (x) = 0} . Gi s cc hm f , g i , i I kh vi ti x , cn gi lin tc ti
x , i I . Ngoi ra, gi s g i (x), i I l cc vc t c lp tuyn tnh. Lc , nu x l

im cc tiu a phng ca bi ton P th ui, i I sao cho:
f (x) + u i g i (x) = 0 vi ui 0, i I.
i I
Hn na, nu i I , gi cng kh vi ti x th ui , i = 1,m sao cho:

m
f (x) + u i g i (x) = 0
i =1
u i g i (x) = 0, i = 1,m
u i 0, i = 1,m.
Chng minh
Ta i chng minh phn u ca nh l. Theo nh l 32, tn ti u 0 , u i i I, sao cho
u 0 f (x) + u i g i (x) = 0 . Mt khc, ta thy u 0 0 (v nu u0 = 0 th cc vc t g i (x), i I

i I
l ph thuc tuyn tnh, mu thun vi gi thit). Chia c 2 v cho u0 v t u i = u i / u 0 th phn

u ca nh l c chng minh xong. chng minh phn sau ca nh l, ta ch cn t ui =
0, i I (pcm).
Tm li, nu x l phng n ti u a phng th x tho mn iu kin Kuhn Tucker
c vit mt cch ngn gn hn nh sau:
f (x) + g(x)u = 0
t
u g(x) = 0
u 0.
trong g(x) l ma trn vi cc ct l g i (x) , i = 1,m , cn u = (u1, u2, , um)T l vc t

m ta . Vy iu kin Kuhn Tucker l iu kin cn x l phng n ti u a phng.
nh l 34. Cho tp m khc rng X Rn v cc hm f , g i : R n R, i = 1,m. Xt bi
ton P: M in f (x) vi S = x X : g i (x) 0, i = 1,m . Cho x S .

xS
K hiu I = {i : g i (x) = 0} . Gi s cc hm f , g i , i I l cc hm li v kh vi ti x .
Lc , nu ui 0, i I sao cho: f (x) + u i g i (x) = 0 , th x l im cc tiu ton cc
i I
ca bi ton P.
Chng minh
Gi s x cng l mt phng n (kh thi) ca bi ton P. Lc , i I ta c gi(x)
gi( x ). Do gi l hm li ti x nn:
g i [x + (x x)] = g i [ x + (1 )x] Maximum {gi(x), gi( x )}= gi( x ), (0, 1).
167
iu ny c ngha l hm gi s khng tng khi ta dch chuyn t im x trn hng x x

mt bc tng i ngn. Theo nh l 27, ta c g i (x)T (x x) 0 . Nhn cc bt ng thc
ny
vi
ui
cng
li,
ta
nhn
c:
[ u i g i (x)T ](x x) 0 .
gi
i I
thit, f (x) + u i g i (x) = 0 , suy ra f (x)T (x x) 0 . Do f l hm li ti x , nn ta c f(x)

i I
f( x ) (pcm).
M rng iu kin ti u Kuhn Tucker
i vi cc BTQHPT tng qut hn, khi cc rng buc c dng bt ng thc v / hoc
ng thc, c th chng minh c nh l sau y (bn c c th xem thm trong cc ti liu
tham kho)
nh l 35 (iu kin ti u cn v ).
Cho tp m khc rng X Rn. Xt bi ton P: Min f(x) vi x S c xc nh bi cc

iu kin rng buc sau:
g i (x) 0, i = 1,m
h i (x) = 0, i = 1,r
n
x X R .
Gi s x S v cc hm f , g i , i I (vi I = {i : g i (x) = 0} ) l kh vi ti x , cn cc
hm gi l lin tc ti x , i I , cc hm hi l kh vi lin tc ti x , i = 1,r . Ngoi ra, gi s
g i (x), i I v h i (x), i = 1,r l cc vc t c lp tuyn tnh.

Lc , nu x l im cc tiu a phng ca bi ton P th ui, i I, v vi, i = 1,r ,
sao cho:
r
f (x) + u i g i (x) + v i h i (x) = 0
i I
i =1
u 0, i I.
i
Nu ngoi ra, cc hm g i : R n R, i I cng kh vi ti x S , th iu kin Kuhn

Tucker (iu kin cn) x S l phng n ti u c th c vit nh sau:
m
r
+
f
(x)
u
g
(x)
v i h i (x) = 0
i
i
i =1
i =1
u i g i (x) = 0, i = 1,m
u i 0, i = 1,m.
Ngc li, cho x S v cc iu kin sau y c tho mn:

r
ui 0, iI v vi, i = 1, r , sao cho: f (x) + u i g i (x) + v i h i (x) = 0 .

i I
Cc hm f , g i , i I l cc hm li v kh vi ti x ,
168
i =1
i J = {i : v i > 0} , cc hm hi l li, cn i K = {i : v i < 0} , cc hm hi l li.

Lc , x l im cc tiu ton cc ca bi ton P.
V d 11. Xt BTQHL: Min f(x) = x12 + x22, vi cc rng buc
x12 + x 22 5
x1 0
x 2 0
x + 2x = 4.
2
1
D thy:
2x
2x
1
0
1
f = 1 , g1 = 1 , g 2 = , g 3 = , h 1 = .
0
1
2
2x 2
2x 2
Vy iu kin Kuhn Tucker c dng:

2x1
2x 1
1
0
1
+ u1
+ u 2 + u 3 + v1 = 0
0
1
2
2x 2
2x 2
u 1 (x 12 + x 22 5) = 0
u 2 ( x1 ) = 0
u 3 ( x 2 ) = 0
u i 0.
4 / 5
Xt x =
. T h trn ta c u1= u2 = u3 = 0. Vy
8 / 5
8 / 5
1
16 / 5 + v 1 2 = 0 hay v1 = 8/5.
4 / 5
Do theo nh l 35, x =
l phng n ti u ton cc.
8 / 5
V d 12. Xt BTQHL:
M in f (x) = 2x 12 + 3x 22 + 4x1 x 2 6x1 3x 2

x 1
= [ 6 3] 1 + [ x 1
x 2 2
4 4 x 1
x2 ]

4 6 x 2
vi cc rng buc
x1 + x 2 1
2x 1 + 3x 2 4
x1 0
x 0.
2
Lc ny iu kin Kuhn Tucker c dng:
169
4x1 + 4x 2 6
1
2
1
0
+ u1 + u 2 + u 3 + u 4 = 0
1
3
0
1
6x 2 + 4x1 3
u 1 (x 1 + x 2 1) = 0
u 2 (2x1 + 3x 2 4) = 0
u 3 x1 = 0
u4x 2 = 0
u i 0, i = 1,4.
1
Xt x = . T h iu kin trn ta c u2 = u3 = 0 nn
0
2
1
0
1 + u 1 1 + u 4 1 = 0. Do

1
u1 = 2 v u4 = 1. Vy x = l phng n ti u ton cc.
0
5. Mt s phng php hng chp nhn gii bi ton quy hoch phi tuyn
Trong mc ny chng ta trnh by vn tt mt s phng php hng chp nhn gii

BTQHTT thng qua mt vi v d n gin. Cc phng php ny u hi t ti cc im tha
mn iu kin Kuhn Tucker. V vy, nu cc gi thit ca nh l 34 hay 35 c tha mn th
y chnh l cc im ti u ton cc.
5.1. Phng php hng chp nhn
Trc ht cn nhc li mt s khi nim sau y. Xt bi ton ti u Min f(x) vi x S, trong

f: Rn R v S l tp li khc rng, S Rn. Mt vc t d 0 c gi l mt hng chp nhn ti
x S nu > 0 sao cho x + d S ng (0, ). Ngoi ra, d c gi l hng ci thin ti
x S, nu > 0 sao cho x + d S v f( x + d) < f( x ), ng (0, ).
Ni dung ca phng php hng chp nhn, hay cn c gi l phng php hng kh
thi (method of feasible directions) nh sau: Ti mi bc lp, ng vi phng n xk hin c, phi
xy dng c mt hng ci thin dk. Sau , cn xc nh di bc dch chuyn, 0,
dch chuyn t xk sang phng n mi xk+1 trn hng dk, cn c bi ton ti u vi mt bin
(c gi l bi ton tm kim trn hng): Min f (x k + d k ) , sao cho xk + dk S. T , tm
c gi tr ti u ca v nhn c phng n xk+1 = xk + dk tt hn (hoc t nht tt bng)
phng n xk.
V d 13. Xt BTQHPT: Min f (x) = 8x 12 + 10x 22 + 12x 1 x 2 + 50x 1 80x 2
vi cc rng buc
g1 (x) = x1 + x 2 1 0
g 2 (x) = x 1 1 / 2 0
x , x 0.
1 2
170
Ta thy:
2 f / x 12
2 f / x 1x 2
H(x1,x2) = 2
=
2
2
f / x 1x 2 f / x 2
16
12
12
xc nh dng nn y l BTQHL.
20
Bc lp 1: Xt x1 = (0, 0), ta c:
f
x = 16x1 + 12x 2 + 50
50
1
f (0,0) =
.
80
f = 20x + 12x 80
2
1
x 2
D dng kim tra c x = (x 1 , x 2 ) S , trong S l min rng buc cho, ta c:

x
(x) = f (0,0)T (x x 1 ) = (50, 80) 1 = 50x 1 80x 2 .
x 2
x2
A(0,1)
B(1/2,1/2)
x1
C(1/2,0)
HnhVI.13. Minh ha phng php hng chp nhn
T c: (O) = 0 (xem hnh VI.13), (B) = 15, (A) = 80 v (C) = 25. Do (A) <
0, x1 = (0, 0) cha phi l phng n ti u. Chn hng d1= OA = (0,1) l hng chp nhn.
tm di bc dch chuyn 0, chng ta xt bi ton sau: Min f (x1 + d1 ) = 10 2 80 , vi
iu kin rng buc x1 + d1 S hay [0, 1]. T c = 1 . Do x2 = x1 + 1d1 = (0, 1).
Bc lp 2: Xt im x2 = (0, 1), ta c
16x1 + 12x 2 + 50
62
f (0,1) =
=
.
60
20x 2 + 12x 1 80
Xt bi ton Min (x) = f (0,1)T (x x 2 ) = (62x1 60x2 + 60) vi x = (x1 , x 2 ) S. D

dng tnh c (0) = 60, (A) = 0, (B) = 61 v (C) = 91 nn Min (x) = 0 t c ti
A(0, 1), Do , vi mi hng chp nhn d lun c f (0,1)T d 0 . Vy ta dng ti phng n
ti u x2 = A(0, 1) do khng cn kh nng ci thin c hm mc tiu.
171
5.2. Thut ton Frank Wolfe gii bi ton quy hoch li c min rng buc l tp li a
din
V d 13 minh ha cho thut ton Frank Wolfe, mt trong cc phng php hng chp
nhn gii BTQHPT: Min f(x) vi x S = {x: Ax b}, trong S c gi thit l gii ni.
Bc khi to
Tm mt im x1 S (ni chung x1 l im cc bin ), t k := 1.

Bc 1: Tnh f (x k ) .
Bc 2: Xc nh hm (x) = f (x k )T (x x k ) .
Gii bi ton Min (x) vi x S.
Bc 3:
i) Gi s = M in (x) = (x / ) v 0 th dng vi xk l phng n ti u.
xS
ii) Nu < 0 th dk = x/ xk chnh l hng gim tt nht.

iii) Nu f (x k )T (x / x k ) < th dng vi x/ l nghim gn ng c chnh xc , trong
l s dng kh nh tu chn trc.
Bc 4:
Hng ci thin l hng dk = (x/ xk). Tm di bc dch chuyn 0 bng cch s
dng k thut ti u thch hp gii bi ton Min f (x k + d k ) vi iu kin xk + dk S v tm
ra . Tnh xk+1 = xk + dk , t k := k + 1 v quay v bc 1.
Ch . gii bi ton bc 4 phi c k thut ti u thch hp cho BTQHPT vi mt
bin . K thut ny c gi l k thut tm kim trn hng (line search technique).
5.3. Phng php gradient rt gn
Trong mc ny, chng ta trnh by phng php gradient rt gn (the reduced gradient
method)
gii
BTQHPT
sau
y:
Min
f(x)
vi
{x
Rn:
Ax = b, x 0}, trong A l ma trn cp mn, f(x) l hm kh vi lin tc. Ngoi ra, iu kin
khng suy bin c gi s l ng, tc l m vc t ct bt k ca A l c lp tuyn tnh v mi
im cc bin ca D u c ng m ta dng (do , mi phng n x ca bi ton u c t
nht m ta dng).
Gi s x l mt phng n cc bin ca bi ton. Lc c th phn r A = [N B] vi B l
ma trn kh nghch, x T = [x NT , x BT ] vi vc t bin c s xB 0. Vc t gradient cng c phn
r mt cch tng ng: f (x)T = [ N f (x)T , B f (x)T ] . D dng chng minh c rng d l mt
hng ci thin ti x nu f (x)T d < 0 v Ad = 0, ta th j ca d l dj 0 nu ta th j ca
x l xj = 0. t dT = [d NT ,d BT ] , th 0 = Ad = NdN + BdB c tha mn vi dB = B1NdN.
t r T = [rNT ,rBT ] = f (x)T B f (x)T B 1 A = [ N f (x)T B f (x)T B 1N, 0] , th rT c
gi l vc t gradient rt gn. Lc d dng nhn c:
172
f (x)T d = N f (x)T d N + B f (x)T d B = [ N f (x)T B f (x)T B 1N ]d N = rNT d N .
(6.33)
xy dng hng ci thin d, cn chn dN sao cho rNT d N < 0 v dj 0 mt khi xj = 0, sau
chn dB = B1NdN.
Vy chng ta c quy tc xy dng hng ci thin nh sau: vi mi ta j ng vi bin
xj ngoi c s chn dj = rj nu rj 0, chn dj = xjrj nu rj > 0. Quy tc ny s m bo rng dj
0 mt khi xj = 0 v f (x)T d 0 (nu dN 0 th du bt ng thc l nghim ngt).
Nhn xt. Nu d 0 th d l hng ci thin hm mc tiu. Cn d = 0 khi v ch khi x l

im tha mn iu kin Kuhn Tucker.
Tht vy, x l im Kuhn Tucker khi v ch khi tn ti cc vc t u v v
sao cho:
u T = (u BT ,u NT ) (0,0)
T
T
T
T
T
[ B f (x) , N f (x) ] + v (B,N ) (u B ,u N ) = (0,0)
T
T
u B x B = 0,u N x N = 0.
(6.34)
Do xB > 0, u BT 0 nn u BT x B = 0 khi v ch khi u BT = 0 . T (6.34) suy ra

v T = B f (x)T B 1 v u NT = N f (x)T + v T N = N f (x)T B f (x)T B 1N . Do uN = rN. Vy
iu kin Kuhn Tucker tr thnh rN 0 v rNT x N = 0 . Nh vy, x l im Kuhn Tucker khi

v ch khi d = 0.
Sau y chng ta trnh by thut ton gradient rt gn. Vic chng minh tnh hi t ca
thut ton ti im Kuhn Tucker l khng d dng nhng cng khng qu kh, xin dnh cho
bn c t tm hiu.
Thut ton gradient rt gn
Bc khi to
Chn mt im x1 tha mn Ax1 = b, x1 0. t k := 1.

Bc 1: t Ik l tp m ta ln nht ca xk, B = {aj: j Ik} v N = {aj: j Ik},

r T = f (x k )T B f (x k )T B 1 A ,
k
r j , j I ,r j 0
dj =
k
x j r j , j I ,r j > 0.
Nu j Ik, dj = 0 th dng.
Nu tri li, t (d k )T = [d NT ,d BT ] , vi dN xc nh nh trn v dB = B1NdN.
173
Bc 2: Gii bi ton tm kim trn hng Min f(xk + dk) vi 0 max, trong
max
x j
M in k : d kj < 0
=
d j
khi d k 0
khi d k 0.
t xk+1 = xk + kxk vi k l phng n ti u ca bi ton trn v k := k+1, sau chuyn

v bc 1.
V d 14. Gii bi ton sau y bng phng php gradient rt gn.
Min f(x) = 2x12 + 2x 22 2x1 x 2 4x1 6x 2 , vi iu kin rng buc
x1 + x 2 + x 3 = 2
x1 + 5x 2 + x 4 = 5
x , x , x , x 0
1 2 3 4
Qu trnh gii c tm tt trong bng VI.1.
Bng VI.1. Tm tt cc bc lp trong phng php gradient rt gn
Bc
lp k
xk
f(xk)
Ik
(0,0,2,5)
(10/17, 15/17,
9/17,0)
(35/31,
24/31,3/31,0)
Hng tm kim
k
{3, 4}
(4,6,0,0)
6,436
{1, 2}
(0,0,57/17,
4/17)
7,16
{1, 2}
(0,0,0,1)
(4,6,10,
34)
(2565/1156,
513/1156,
513/289,0)
(0,0,0,0)
Tm kim trn hng
xk+1
5/34
(10/17, 15/17,
9/17,0)
(35/31,
24/31,3/31,0)
68/279
Phng php gradient rt gn trn y l do Wolfe xut. Sau ny, Abadie v Carpentier
a ra phng php gradient tng qut gii cc BTQHPT vi rng buc phi tuyn.
5.4. Phng php n hnh li Zangwill
Phng php sau y do Zangwill xut, ban u gii cc BTQHPT vi hm mc tiu

li v cc rng buc tuyn tnh. Phng php ny kh ging vi phng php gradient rt gn,
ch khc mt im: ti mi bc lp ch c ng mt bin ngoi c s thay i gi tr, cc bin
ngoi c s khc u gi nguyn gi tr. Cc gi tr ca cc bin c s cng c thay i tng
t nh trong phng php n hnh. Tn ca phng php v vy l phng php n hnh li.
Gi s x l mt phng n cc bin ca bi ton Min f(x) vi x D = {x Rn:
Ax = b, x 0}, trong A l ma trn cp mn, f(x) l hm kh vi lin tc. Ngoi ra, cng nh trong
phng php gradient rt gn, chng ta gi s iu kin khng suy bin l ng, tc l m vc t ct
bt k ca A l c lp tuyn tnh v mi im cc bin ca D u c ng m ta dng (do ,
174
mi phng n x ca bi ton u c t nht m ta dng). Bng cch phn r ma trn A v x mt

cch
thch
hp,
chng
ta
nhn
[ N f (x)T B f (x)T B 1N ]d N = rNT d N =
c:
r d
jI
f (x)T d =
N f (x)T d N + B f (x)T d B =
vi I l tp cc ch s ca cc bin c s (I
JB). xy dng hng ci thin d, cn chn rN v dN sao cho rNT d N < 0 v dj 0 mt khi xj = 0,
sau chn dB = B1NdN.
Vy chng ta c quy tc xy dng hng ci thin nh sau: Trc ht tnh
= Max {rj: rj 0} v = Max {xjrj: rj 0}. Nu = = 0 th x l im Kuhn Tucker. Nu

tri li, tc l c t nht mt trong hai s , l dng th cho = rv, dv = 1 v dj = 0, j I v j
v, khi , v cho = xvrv, dv = 1 v dj = 0 j I v j v, khi < . Lc hng d l mt
hng ci thin.
Nhn xt. Trong trng hp ch c duy nht mt bin ngoi c s xv c gi tr tng
ln, cc bin ngoi c s khc khng thay i gi tr. Cn khi < ch c duy nht mt bin
ngoi c s xv c gi tr gim i, cc bin ngoi c s khc khng thay i gi tr. Trong c hai
trng hp, cc bin c s c gi tr thay i trn hng dB= B1NdN. Nh vy khi , do dv
= 1 v dj = 0, j I v j v, nn dB= B1av vi av l vc t ct ca A tng ng vi xv. Cn khi
< th dB = B1av do dv = 1 v dj = 0, j I v j v.
Ta i chng minh rng khi = = 0 th x l im Kuhn Tucker. Tht vy, x l im
Kuhn Tucker khi v ch khi tn ti cc vc t u v v sao cho:
u T = (u BT ,u NT ) (0,0)
T
T
T
T
T
[ B f (x) , N f (x) ] + v (B,N ) (u B ,u N ) = (0,0)
T
T
u B x B = 0,u N x N = 0.
y chnh l iu kin (6.34) bit mc 5.3. Do xB > 0, u BT 0 nn u BT x B = 0 khi v
ch
khi
u BT = 0 .
(6.34)
suy
ra
v T = B f (x)T B 1 v
u NT = N f (x)T + v T N =
N f (x)T B f (x)T B 1N . Do uN = rN.. Vy iu kin Kuhn Tucker tr thnh rN 0 v
rNT x N = 0 . iu ny ng khi v ch khi = = 0.

Sau y chng ta trnh by thut ton n hnh li Zangwill. Vic chng minh tnh hi t
ca thut ton ti im Kuhn Tucker l khng d dng nhng khng qu kh, xin dnh cho bn
c t tm hiu.
Thut gii phng php n hnh li
Bc khi to. Chn mt im x1 tha mn Ax1 = b, x1 0. t k := 1.
175
Bc 1: t Ik l tp m ta ln nht ca xk, B = {aj: j Ik} v N = {aj: j Ik},
r T = f (x k )T B f (x k )T B 1 A .
Tnh = Max {rj: rj 0} v = Max {xjrj: rj 0}:
Nu = = 0, dng.
Nu , = rv th t dv = 1 v dj = 0, j Ik v j v,
Cn nu < , = xvrv th t dv = 1 v dj = 0, j Ik v j v.
(trong Ik l tp ch s cc bin ngoi c s)
t (d k )T = [d NT ,d BT ] , vi dN xc nh nh trn v dB = B1NdN .
Bc 2: Gii bi ton tm kim trn hng Min f(xk + dk) vi 0 max, trong
max
x kj
k
M in k : d j < 0
=
d j
khi d k 0
khi d k 0.
t xk+1 = xk + kxk vi k l phng n ti u ca bi ton trn, thay k := k+1, sau

chuyn v bc 1.
V d 15. Gii bi ton sau y bng phng php n hnh li.
Min f(x) = 2x 12 + 2x 22 2x 1 x 2 4x 1 6x 2 , vi iu kin rng buc
x1 + x 2 + x 3 = 2
x1 + 5x 2 + x 4 = 5
x , x , x , x 0.
1 2 3 4
Qu trnh gii c tm tt trong bng VI.2.
Bng VI.2. Tm tt cc bc lp trong phng php n hnh li
Hng tm kim
Tm kim trn hng
rk
dk
xk+1
{3, 4}
(4,6,0,0)
(0,1,1,5)
(0,1,1,0)
{2, 3}
(28/5,0,0,
(1,1/5,
35/31
2/5)
4/5,0)
(35/31
24/31,3/31,0)
Bc
lp k
xk
f(xk)
Ik
(0,0,2,5)
(0,1,1,0)
4,0
176
(35/31,24/31,
3/31,0)
7,16
{1, 2}
(0,0,0,1)
6. Gii thiu phng php im trong gii bi ton quy hoch tuyn tnh
Phng php n hnh nh chng ta nghin cu trong chng II c coi l ra i vo

nm 1947, khi Dantzig cng b phng php n hnh gii cc bi ton lp k hoch cho khng
qun M. Trc , vo nm 1939, nh ton hc ngi Nga Kantorovich (c gii thng
Nobel v khoa hc kinh t nm 1975), cp ti thut ton gii cc BTQHTT trong quyn
Cc phng php ton hc trong t chc v k hoch ha sn xut in ti Nh xut bn i hc
quc gia Leningrad. Tuy l mt cng c tuyt vi trong vic gii quyt cc bi ton thc t trong
rt nhiu lnh vc, thut ton n hnh li khng l mt thut ton a thc.
Nm 1984, Karmarkar cng b phng php im trong gii BTQHTT c phc tp a
thc. Khc hn phng php n hnh, xy dng dy cc im bin tt dn ln v gi tr hm
mc tiu, phng php im trong xy dng dy cc im trong hi t v im bin l phng n
ti u. y l mt phng php c c s ton hc tng i phc tp. trnh by vn ny
mt cch d hiu, chng ta s tm lc phng php im trong theo kiu phng php hng
chp nhn v minh ha n bng mt v d c th.
6.1. Bi ton ellipsoid xp x
nh ngha 12. Xt BTQHTT (gc): Min f(x) = cTx, vi x D Rn, D c xc nh bi
cc iu kin rng buc
Ax = b
x 0.
(6.35)
(6.36)
Mt phng n kh thi x k = x1k , x 2k ,..., x nk D c gi l nghim trong ca BTQHTT

trn nu xk > 0, tc l x ki > 0, i = 1,n .
cho n gin, ta cng gi nghim trong xk l im trong tng i, hay ngn gn hn,
im trong ca D (do xk lun nm trong a tp tuyn tnh {x Rn:
Ax = b}). Nu thay iu kin (6.36) trong BTQHTT trn bi iu kin sau y:
2
n
xi xik
n
2
x E = x R :
,
0<
1
vi
,
xik
i =1
(6.37)
th chng ta c bi ton elloipsoid xp x ca BTQHTT cho.

Bi ton ellipsoid xp x: Min f(x) = cTx vi cc rng buc
Ax = b (1)
2
n
x i x ik
n
2
,
1
vi
x E = x R :
.
x ki
i =1
Ek chnh l mt ellipsoid c tm ti xk =
(x
k
1
, x 2k ,..., x nk
vi cc bn trc
x 1k , x 2k ,..., x nk . Trong trng hp x 1k = x 2k = ... = x nk th Ek tr thnh hnh cu.
V d 16. Xt BTQHTT: Min z = x1 2x2 + 0x3 + 0x4
vi cc rng buc
177
x1 + x2 + x3
x1 + x2
= 3
+ x4 = 1
x1, x2, x3, x4

x2
B(1, 2)
x1 + x2 1
A
1
x 2Ox1x 2
x1 + x2 3
x1Ox x
1 2
C
C
3
x1
Hnh VI.14. Minh ha phng php im trong gii BTQHTT
Trn hnh VI.14, hnh chiu ca min D trn mt phng Ox1x2 l min
c gii hn bi t gic OABC (bn c c th t mnh chng minh iu ny). im x1 = (1, 1,
1, 1) l mt im trong ca D, cn hnh chiu ca n trn mt phng to Ox1x2 l im
x 1Ox1 x 2 = (1, 1). ng trn C c tm ti (1, 1) l hnh chiu ca ellipsoid E1 (lc ny l hnh cu
(x11)2 + (x21)2 +(x31)2 + (x41)2 = 2) trn mt phng Ox1x2:
2
4
xi 1
4
2
E = x R :
.
1
i =1
Lc , bi ton ellipsoid xp x (gi vn tt l bi ton xp x) s c dng sau:

Min z = x1 2x2 + 0x3 + 0x4, vi cc rng buc
= 3
x1 + x2 + x3
x1 + x2
+ x4 = 1
2
4
4
xi 1
4
2
2
2
(x
1)
x x R :
i
1
i =1
i =1
C th thy ngay rng nu < 1 th x E1 ta lun c x > 0, cn nu 1 th x E1 ta

lun c x 0. Nhn hnh VI.14, ta thy min rng buc ca bi ton xp x l min Sk = D Ek l
min con ca min D. Ta i gii bi ton xp x trn y (bi ton xp x bc 1) nhn c
mt im trong x2 tt hn im trong x1. Theo phng php hng chp nhn bit, xy
dng x2 = x1 + d1 nh vy, trc ht cn xc nh c hng ci thin (tt nht c th) d1 v
sau cn xc nh bc dch chuyn .
178
Xc nh hng ci thin v bc dch chuyn
Trng hp 1: Trc ht, ta i tm hng ci thin cho trng hp E1 c dng cu c tm ti

x1 vi tt c cc ta u bng 1 (nh trong trng hp ang xt ca v d 16). Theo kt qu bit
ca i s tuyn tnh, nu A = [aij]mn c hng bng r th khng gian nhn Ker A l khng gian con (n
r) chiu, cn khng gian hng R(AT) = {x Rn: x = ATy, y Rm} l khng gian con r chiu. Ngoi
ra, Ker A v R(AT) l phn b trc giao ca nhau. Sau y chng ta xt trng hp r = m.
Ta i chng minh rng php chiu mt phn t x Rn ln Ker A c
xc nh bi: P(x) = (I AT(AAT)1A)x. Tht vy, xt php chiu Q ln R(AT):
Q(x) =
hm
Ar g min x A T u , trong Arg min c hiu l im t min ca
uRm
Vy
cn
gii
bi
ton
M in(x A T u )T (x A T u )
sau:
hay
bi
ton
M in(x x 2x A u + u AA u ) vi u R . Nghim ca bi ton chnh l im dng u* = (AAT)

T
Ax. Vy Q(x) = ATu* (bn c hy chn mt v d n gin v kim nghim cc kt lun mt cch
c th). Do P(x) = x Q(x) = (I AT(AAT)1A)x (xem minh ha hnh VI.15). P = I AT(AAT)1A
c gi l ma trn chiu ln KerA.
Ker A
P(x)
Q(x)
T
R(A )
Hnh VI.15. Minh ha cc php chiu P v Q
Do x2 = x1 + d1 nn Ax2 =Ax1 + Ad1. Do d1 Ker A nn d1 c dng Pv, vi v Rn. Ta gi

s d1 = 1 . hm mc tiu z = cTx = cT(x1 + d1) = cTx1 + cTd1 gim nhanh nht trn hng
d1
khi
dch
chuyn
x1
ti
Pc
P( c)
Pc
=
d1 =
. Lc cTd1 = cT Pc
P( c)
Pc
x2,
phi
chn
hng
ci
thin
l s m vi tr tuyt i ln nht c th t
c. Trn hnh VI.16, cTd1 = OB, vi OB ln nht c th t c (do AB l ngn nht).

A
R(AT)
c
O
Ker A
d1
Pc
Hnh VI.16. Xc nh hng ci thin
179
Vy ta c x2 = x1
Min f( x1
A(x1
n
Pc
. Cn chn (x 2i 1)2 2 sao cho t c
Pc
i =1
Pc
Pc
) = cT (x1
), vi cc rng buc
Pc
Pc
Pc
)=b
Pc
x2 = x1
Pc
E1 =
Pc
(6.38)
2
n
n
xi 1
n
2
x
R
:
(x i 1)2 2 .
i =1
i =1
(6.39)
Rng buc (6.38) c tha mn do cch chn d1. tha mn (6.39) phi c
n
2
2
xi 1 .
i =1
Pc
Pc
Do x1i = 1, i = 1,n , nn c 2
2, hay . Vy c th chn = . Bng cch
lm nh trn, chng ta xy dng c im trong tip theo l:

x2 = x1
Pc
vi <1.
Pc
(6.40)
V d 16 (tip). Vi x1 = (1, 1, 1, 1) v = 0,995, ta c:
1 / 3 0
1 1 1 0
A=
(AAT)1 =
0 1 / 3
1 1 0 1
0
1 / 3 1 / 3
1/3
0
1 / 3 1 / 3 1 / 3
Pc =
P = I AT(AAT)1A =
1 / 3 1 / 3 2 / 3
0
0
2/3
1 / 3 1 / 3
1 / 3
2 / 3
1 / 3
Pc
Pc = 1,290994 (x ) = x1
= (1,257, 1,514, 0,229, 0,743).
Pc
2 T
Hnh chiu ca im x2 trn Ox1x2 c th hin bi im x 2Ox1x 2 trn hnh VI.14.

Trng hp 2: Ta c bi ton xp x: Min f(x) = cTx, vi cc rng buc
Ax = b
2
n
x i x 2i
n
2
x E = x R :
x 2i
i =1
180
(6.41)
Sau y ta i tm hng ci thin cho trng hp E2 c dng ellipsoid c tm ti x2 vi

khng phi tt c cc ta u bng 1 (nh trong trng hp ang xt ca v d 16 vi n = 4).
Lc ny (6.41) tr thnh
2
4
x x2
E2 = x R 4 : i 2 i 2
xi
i =1
(x 1 1,257)2 (x 2 1,514)2 (x 3 0,229)2 (x 4 0,743)2

+
+
+
2 .
2
2
2
2
1,257
1,514
0,229
0,743
(6.42)
Chng ta tm mt php bin i nh li t l affine (affine rescaling) a ellipsoid E2

trn y v dng cu. l php bin i:
0
0
0 x1/
x1 1,257

x
1,514
0
0 x 2/
2 = 0
,
x3 0
0
0,229
0 x 3/

0
0
0,734 x 4/
x 4 0
C th vit php nh li t l di dng x = X2x/, trong X2 l ma trn ng cho cp n:
X2 = diag x12 , x 22 ,..., x 2n vi cc phn t trn ng cho chnh l cc ta ca x2. Lc ny bi

ton ellipsoid xp x c dng:
Min f(x) = cTX2 x/ vi cc rng buc
AX2x/ = b
(6.43)
x/ (E2)/ = x / R 4 : x i/ 1
i =1
2 .
(6.44)
Nu t cTX2 = (c/)T v AX2 = A/, th ta a c trng hp 2 v trng hp 1. Tng t

nh bin i (6.40) ta c cng thc tm (x3)/ cn c (x2)/ nh sau:
(x3)/ = (x2)/
P / c/
X 2P / X 2 c
/
3
2
(3
)
x
=
x
, vi < 1,
P / c/
P / X 2c
(6.45)
trong P/ = (I X2AT(A(X2)2AT)1AX2) l php chiu xung Ker (AX2).

6.2. Mt s thut ton im trong
Trc ht chng ta xt khi nim phng n ti u ca BTQHTT. Nh bit trong

chng III, nu (x, y) l cp phng n ca cp bi ton i ngu th
sTx = (c ATy)Tx = cTx yTAx = cTx yTb chnh l lch gia gi tr mc tiu ca bi ton gc
v bi ton i ngu, cn c gi l l hng i ngu (duality gap). Theo nh l i ngu
mnh, nu x v y l cc phng n ti u ca cc bi ton gc v bi ton i ngu th sTx = 0.
Vy chng ta xt nh ngha sau:
nh ngha 13. Cp phng n (kh thi) ca cp bi ton i ngu c gi l cp nghim
gn ti u hay ti u nu sTx < .
181
Thut ton t l affine gc bc ngn

Bc khi to.
Nhp d liu u vo ca BTQHTT: A, b, c.

Chn v (0, 1].
Tm mt im trong (im trong tng i) x1 ca min phng n D nu c.
t k : = 1.
Bc 1. Cn c im trong xk, xc nh Xk = diag x 1k , x 2k ,..., x nk
l ma trn nh li t l
affine v tm yk = (A(Xk)2AT)1A(Xk)2c (yk c th l mt phng n ca bi ton i ngu nu n

tho mn thm mt s iu kin).
Bc 2. Tm vc t bin b sk ca bi ton i ngu ng vi yk va tm c theo cng
thc sk = c ATyk.
Bc 3. Kim tra iu kin ti u: Nu sk 0 (lc ny yk ng l mt phng n bi
ton i ngu) v (sk)Txk = (xk)Tsk = eTXksk < (e l vc t n v n ta ) th dng. Phng n
xk hin c l phng n ti u ca bi ton gc, cn phng n yk l phng n ti u ca
bi ton i ngu.
Bc 4. Kim tra tnh khng gii ni: Nu (Xk)2sk 0 th dng, hm mc tiu ca bi
ton gc khng b chn di (do bi ton i ngu khng c phng n kh thi).
Bc 5. Tm phng n tip theo
xk+1 = xk
(X k )2 sk
,
X k sk
iu ny l do xk+1 = xk
(6.46)
Xk P/ Xk c
, trong P/ = (I XkAT(A(Xk)2AT)1AXk).
P/ Xk c
Bc 6. Kim tra tnh ti u: Nu x kj +1 = 0 vi mt ch s j no th dng. Phng n xk+1

hin c l phng n ti u ca bi ton gc. Nu tri li, t k : = k + 1 v quay v bc 1.
Vic chng minh mt cch chnh xc tnh hi t ca thut ton trn (vi gi thit mi
phng n cc bin ca BTQHTT khng suy bin) i hi nhiu c gng, xin dnh cho bn c
quan tm t tm hiu. Thut ton im trong nh trnh by trn y c gi l thut ton t l
affine bc ngn, vi l do: Khi ta xy dng c cc im trong kh st gn phng n cc bin
ti u th ellipsoid xp x l rt dt (c t nht mt bn trc rt nh) nn bc dch chuyn tip
theo l rt ngn.
tm im trong xut pht, cn xt BTQHTT tng cng (bi ton M): Min(cTx +
Mxn+1), vi cc rng buc Ax + xn+1(b Ae)= b v (xT, xn+1) 0, trong M l s dng rt ln
v e l vc t n v n ta . R rng (xT, xn+1) = (eT, 1) l im trong ca min phng n ca
BTQHTT tng cng. C th gii c bi ton ny bng thut ton t l affine gc bc ngn.
Hn na, c th chng minh c rng nu bi ton M c phng n ti u (xT, xn+1)T vi xn+1 =
0 th x cng l phng n ti u ca bi ton gc.
182
Cc thut ton t l affine gc bc di
Cho vc t u Rn, xt cc k hiu sau: u
= Max u i v (u) = Max{ui: ui > 0}. D

i
thy, (u) u u . Lc , nu thay cng thc (6.46) trong thut ton t l affine bc ngn
bng mt trong hai cng thc (6.47) v (6.48) sau y th ta s c c cc thut ton t l affine
bc di loi 1 v loi 2:
xk+1 = xk
(X k )2 sk
,
X k sk
(6.47)
(X k )2 sk
.
(X k sk )
(6.48)
xk+1 = xk
Cc thut ton bc di nhn chung c tc hi t nhanh hn thut ton bc ngn. Hn

na, vi iu kin hn ch (0, 2/3), thut ton bc di loi 2 hi t ngay c khi iu kin tt
c cc phng n cc bin ca BTQHTT l khng suy bin khng c tha mn.
Cn ch rng, trong c ba thut ton im trong trn y, hng ci thin u l hng gim
nhanh nht ca hm mc tiu, c xc nh thng qua php chiu ln Ker A. Trong khi thut ton
bc ngn chng ta dng li im nm trong ellipsoid xp x, th cc thut ton bc di, xy
dng im xk+1 chng ta vn i tip ra ngoi bin ca ellipsoid nhng vn nm phn trong ca gc
ta dng.
Bi tp chng VI
Bi 1. Chng minh cc tp hp sau l tp li, sau m t bao ng, min trong v bin ca
chng:
a. S = {x = (x1, x2, x3) R3: x1 + x2 = 3, x1 + x2 + x3 6},

b. S = {x = (x1, x2, x3) R3: x12+ x22 + x32 4, x1 + x2 =1}.
Bi 2. Cho S = {x = (x1, x2, x3) R3: x12 + x22 + x32 1, x12 x2 0} v y = (1, 0, 2)T. Tm khong
cch t y n S v im cc tiu duy nht tng ng x* S ng vi khong cch .
Vit phng trnh ca mt siu phng tch.
Bi 3. Cho S1 v S2 l cc tp li ri nhau trong Rn. Chng minh rng tn ti cc vc t p1 v p2
khc vc t 0 sao cho p1Tx1 + p2Tx2 0 vi mi x1 S1 v x2 S2. Hy suy ra kt qu
tng qut hn cho trng hp nhiu tp li ri nhau.
Bi 4. Tm cc im cc bin v hng cc bin ca cc tp li a din sau:
a. S = {x = (x1, x2, x3) R3: x1 + x2 + x3 10, x1 + 2x2 = 4, x1, x2, x3 0}.

b. S = {x = (x1, x2, x3) R3: x1 + 2x2 2, x1 + x2 = 4, x1, x2 0}.
183
c. S = {x = (x1, x2, x3) R3: x1 + 2x2 3, x1 + x2 2, x2 1, x1, x2 0}, sau

biu th im (1, 1/2) thnh t hp li ca cc im cc bin v hng cc
bin.
Bi 5. Nu f: Rn R l hm kh vi cp mt th ta gi xp x tuyn tnh ca n l biu thc
f (x) + f (x)T (x x) .Tng t, nu f l hm kh vi cp hai th ta gi xp x ton phng
1
(x x)T H(x)(x x) .
2
Cho f(x) = exp(x12 + x22) 5x1 + 10x2, hy tm cc biu thc xp x tuyn tnh v xp x
ton phng ca f(x) v cho bit chng l hm li hay hm lm hay khng li khng lm, ti
sao?
Bi 6. Xt bi ton ti u:
ca n l f (x) = f (x) + f (x)T (x x) +
Max f(x) = 3x1 x2 + x32, vi cc rng buc

x1 + x2 + x3 0
x1 + 2x2 + x32 = 0.
Hy pht biu iu kin Kuhn Tucker cho bi ton trn v da vo tm

phng n ti u ca n.
Bi 7. Xt bi ton ti u:
Min f(x) = (x1 9/4)2 + (x2 2)2, vi cc rng buc

x12 + x2 0
x1 + x2 6
x1, x2 0.
Hy pht biu iu kin Kuhn Tucker cho bi ton trn v chng t rng iu kin ny
c tha mn ti x = (3/2, 9/4)T.
a. Minh ha iu kin Kuhn Tucker ti x bng th.

b. Chng t rng x l im ti u ton cc.
Bi 8. Dng phng php Frank Wolfe gii cc bi ton quy hoch li sau:
a. Min f(x) = 2x1 6x2 + x12 + x22, vi cc rng buc

x1 + 2x2 5
x 1 + x2 3
x1, x2 0.
b. Min f(x) = (x1 5/3)2 + x22 + (x3 1/3)2, vi cc rng buc

x1 + x2 x3 2
x1 + x2
12
2x1 + 4x2 + 3x3 2

x1, x2, x3 0.
184
Bi 9. Hy tm hiu c s l thuyt v pht biu chi tit thut ton Frank Wolfe. Sau lp
chng trnh my tnh bng ngn ng Pascal hoc C v chy kim th cho bi tp 7 trn
y.
Bi 10. Xt cc bi ton ti u
a. Min f(x) = 6x1 2x2 12x3 + x12 + 2x22 + x1x2, vi cc rng buc
x1 + x2 + x3 = 2
x1 + 2x2
x1, x2, x3 0
b. Min f(x) = x1 2x2 x12 + x13 + 2x23, vi cc rng buc

x1 + 2x2 6
x1 + 2x2 3
x1 , x2 0
Hy gii cc bi ton trn bng phng php gradient rt gn v phng php n hnh li
Zangwill.
Bi 11. Hy sa chnh phng php n hnh li Zangwill gii trc tip bi ton Min f(x) vi
cc iu kin rng buc Ax = b v a x b.
Sau p dng gii bi ton: Min f(x) = 4x1 6x2 + x12 x1x2 3x22 + exp (x1)
vi cc rng buc
2x1 + x2 8
x1 + x2 2
1 x1, x2 3.
Bi 12. Hy lp chng trnh my tnh cho cc thut ton gradient rt gn v n hnh li
Zangwill (c chnh sa), sau chy kim th cho cc bi tp 8 v 9.
Bi 13. Thc hin ba bc lp u tin ca thut ton t l affine gc bc ngn cho BTQHTT
sau:
Max f(x) = 4x1 + 0x2 + x3 x4,

vi cc rng buc
2x1 + 2x2 + x3 x4 = 0
x1 + x2 + x3 + x4 = 1
x1, x2, x3, x4 0
Bi 14. S dng ngn ng Pascal hay C hy lp trnh trn my tnh thut ton affine gc bc
ngn v bc di, sau chy kim th trn cc BTQHTT gii bng phng php
n hnh.
185
Ti liu tham kho

1.
. . , , , , 1981.
2.
M. S. Bazaraa, C. M. Shetty, Nonlinear programming: Theory and algorithms, John

Wiley and Sons, New York, 1990.
3.
D. P. Bertsekas, Dynamic programming: Deterministic and stochastic models,

Prentice Hall, London, 1987.
4.
B. E. Gillett, Introduction to operations research: A computeroriented algorithmic

approach, McGrawHill, New York, 1990.
5.
R. Horst, Hong Ty, Global optimization: Deterministic approaches, Springer,

Berlin, 1993.
6.
Hong Xun Hun, Gio trnh cc phng php s, Nxb. i hc Quc gia H Ni,
2004.
7.
. . , , , , 1986.
8.
N. Karmarkar, A new polynomial time algorithm for linear programming,

Combinatorica, Vol. 4, 373395, 1984.
9.
Phan Quc Khnh, Trn Hu Nng, Quy hoch tuyn tnh, Nxb. Gio dc, 2003.
10. C. Mohan and Nguyen Hai Thanh, A controlled random search technique
incorporating the simulated annealing concept for solving integer and mixed integer
global optimization problems, Computational Optimization and Applications, Vol.
14, 103132, 1999.
11. Nguyn c Ngha, Ti u ha, Nxb. Gio dc, 2002.
12. A. Osyczka, Multicriterion Optimization in Engineering with Fortran Programs,
Ellis Horwood Limited, New York, 1984.
13. H. A. Taha, Operations research, MacMillan, New York, 1989.
14. Bi Th Tm, Trn V Thiu, Cc phng php ti u ha, Nxb. Giao thng vn
ti, 1998.
15. Nguyn Hi Thanh, L thuyt quyt nh m v h chuyn gia, Bi ging cho Cao
hc, ngnh Ton Tin ng dng, Trng i hc Bch khoa, H Ni, 2005.
16. Nguyn Hi Thanh (ch bin) v cc tc gi khc, Tin hc ng dng trong ngnh
nng nghip, Nxb. Khoa hc v K thut, 2005.
17. Nguyn Hi Thanh, Ton ng dng, Nxb. i hc S phm H Ni, 2005.
18. Bi Minh Tr, Quy hoch ton hc, Nxb. Khoa hc v K thut, 1999.
19. Hong Ty, L thuyt ti u phi tuyn, Tp ch Vn tr hc v Nghin cu h
thng, Vin Ton hc, Vin khoa hc Vit Nam, S 39, 163, 1985.
20. . . , , ,
, 1980.
186
Ti u ha
Gio trnh cho ngnh Tin hc v Cng ngh thng tin
S xc nhn ng k KHXB ca CXB l: 547-2006/CXB/01-68/BKHN, ngy 14/7/2006.

Quyt nh XB ca G s: 134/Q-NXBBKHN, ngy 11/12/2006.
In xong v np lu chiu thng 12/2006.
187

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Trng i hc Nng nghip I

PGS. TS. NGUYN HI THANH

Nh xut bn Bch khoa H Ni

M s: 920 2006 / CBX / 01 130 / BKHN

1. BI TON TI U TNG QUT V PHN LOI

2. NG DNG BI TON TI U GII QUYT CC VN THC T

1. M HNH QUY HOCH TUYN TNH

2. PHNG PHP N HNH

3. C S TON HC CA PHNG PHP N HNH

4. B SUNG THM V PHNG PHP N HNH

1. PHT BIU BI TON I NGU

2. CHNG MINH MT S TNH CHT CA CP BI TON I NGU

3. THUT TON N HNH I NGU

3.1. Quy trnh tnh ton v pht biu thut ton

Cho hm s f: D Rn R. Bi ton ti u tng qut c dng: Max (Min) f(x), vi x

Xt bi ton cc i ho: Max f(x), vi x D Rn. im x* = x1 , x 2 , ..., x n Rn c

2.2. Mt s ng dng ca bi ton ti u

x5 + x9 + x11 + x13 + x18 45,30; x3 + x6 + x7 + x10 + x 12 + x16 + x17 64,89; x4 + x8 +

x7 = 0 vi hnh thc nui 2 loi c chnh kt hp vi cc loi c khc.

Gi tr sn xut (tr / ha)

Thu nhp rng (tr / ha)

V d ny ch nu vn tt mt ng dng ca m hnh ti u phi tuyn mt mc tiu trong

v 3/ sin(3 ) + v5sin5 yD1)2 min

Mc tiu 1 l cc tiu ho th tch ca trc my:

y, x = (x1, x2) l vc t quyt nh, vi x1, x2 l cc bin quyt nh sau: x1 di

Cc iu kin (1.2), (1.3), (1.4) l d hiu, cn iu kin (1.1) ny sinh l do yu cu: Mt

Lc c th p dng php ni suy tuyn tnh tnh cc gi tr ca 1(f1) hoc 2(f2) ti

1.2. Phng php th

Lc ny, giao ca hai na mt phng tm c trn y cho ta tp hp cc im (x1, x2)

V ng ng mc: 8x1 + 6x2 = c mc c = 24, (ta c th chn gi tr c bt k, nhng

A(0, 12) B(12, 6) dng

C(15, 0) B(12, 6) dng

Kim tra iu kin

2. Phng php n hnh

x1, x2, x3, x4 0.

gii BTQHTT dng chnh tc trn y, cn lp mt s bng n hnh nh trong bng

Cc bin b c gi tr ln hn 0 c ngha l cc nguyn liu loi tng ng cha c s

rng buc) th nht 4x1 + 2x2 + x3 = 60, x1 tng mt n v th x3 phi gim bn n v nu gi

Chng hn: nu (1)c = 4,(2)c = 2,

Hnh II.3. Quy tc hnh ch nht

Gii thch. Cc bc xoay trn y ch l php bin i tng ng h phng trnh

0x1 + 3x2 (1/2)x3 + x4 = 18

a11 x1 + a12 x 2 + ... + a1n x n = b1

a21 x1 + a22 x 2 + ... + a2n x n = b2

Ma trn h s cc iu kin rng buc

trong aj = (a1j, a2j, ,amj)T l vc t ct j ca ma trn A, j = 1,n .

BTQHTT trn y c gi l BTQHTT dng chun tc nu hng ca A bng m v b 0

x1, x2, x3, x4 0.

B] vi B l ma trn kh nghch. Chng ta s s dng cc k hiu sau:

J = {1, 2, ..., n} l tp cc ch s, JB = {j: aj l vc t ct ca B} l tp ch s cc bin c s, JN = J

v vc t h s hm mc tiu c = cNT , cBT

Trong v d 2, ta c: JN = {1, 2}, JB = {3, 4}. D dng thy, phng n ban u

(60, 48)T. Vc t h s hm mc tiu l c =

= (8, 6, 0, 0)T vi cN = (8 6)T,

cB = (0 0)T. Cc vc t ct ca ma trn rng buc A l:

trong xN = 0, xB 0. Ma trn B c gi l ma trn c

s tng ng vi x (c th xem thm v vn phng n cc bin trong chng VI). Nh vy,

= ( cNT cBT B1N)xN = ( cNT cBT B1N)xN + ( cBT cBT B1B)xB

= (8, 6, 0, 0) = (1, 2, 3, 4).

Nhn xt. C th chng minh c rng j =

bng n hnh bc 2 ta c: z = z(x + x) z(x) = cT(x + x) cTx = cTx = x = 1x1 +

3.3. Tiu chun ti u

Xt phng n cc bin x ca BTQHTT (2.3) dng chnh tc: x = x NT , x BT