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n
ij j i
j 1
(*) a . x b (i 1, m)
=
s
(
(
s =
(
=
- f(x) c gi l hm mc tiu
- H (*) c gi l h rng buc
- B s x = (x
1
,. . ., x
n
) tha mn h rng buc
c gi l mt phng n ca bi ton. Tp hp tt
c cc PA ca bi ton c gi l min xc nh ca
bi ton, k hiu: D.
Cc dng ca bi ton QHTT Dng TQ
Phng
n
=
Tha
mn cht
> hoc <
Tha
mn lng
Phng n Cc
bin
Cht n
= n PACB
ko suy bin
> n PACB
suy bin
Cc dng ca bi ton QHTT Dng TQ
VD: Cho bi ton QHTT:
f(x) = 2x
1
3x
2
+ 4x
3
+ 5x
4
Min
X
1
= (0;1;2;0) X
2
= (0;3;0;0) X
3
= (0; 1;1; 0)
Trong cc phng n sau u l: PACB;
PACB suy bin; PACB khng suy bin:
1 2 3 4
1 2 3 4
1 2 3 4
2x x x x 3
x x x 2x 1
x 0; x 0; x 0; x 0
+ + s
+ + >
+ + + =
+ + + =
+ + + =
> =
th ta cng thm vo n ph x
n + 1
c:
n
ij j n 1 i n 1
j 1
a .x x b (x 0)
+ +
=
+ = >
th ta tr i n ph x
n + 1
c:
n
ij j n 1 i n 1
j 1
a .x x b (x 0)
+ +
=
= >
+ + >
+ + =
> s
Lu :
- Nu bi ton dng chnh tc khng c PATU
th bi ton tng qut cng ko c PATU
- Nu bi ton chnh tc c PATU th bi ton
tng qut c PATU l PATU ca bi ton chnh tc
b i n ph
Cc dng ca bi ton QHTT Dng chun
Bi ton QHTT dng chun l bi ton
QHTT dng chnh tc c b
i
> 0 i v mi rng
buc chnh c t nht mt n c s
n x
j
c gi l n c s ca rng buc
chnh th i nu h s rng buc i bng 1 cn cc
rng buc chnh cn li bng 0
Cc dng ca bi ton QHTT Dng chun
Bi ton QHTT dng chun:
1 1 n n
f (x) c x .... c x Min (Max) = + +
1 1(m 1) m 1 1n n 1
2 2(m 1) m 1 2n n 2
m m(m 1) m 1 mn n m
j
x a x ... a x b
x a x ... a x b
....................................................................
x a x ... a x b
x 0 j 1, n
+ +
+ +
+ +
+ + + =
+ + + =
+ + + =
> =
PA CB xut pht:
x
0
= (b
1
, b
2
, . , b
m
, 0, . , 0)
Cc dng ca bi ton QHTT Dng chun
V d: Cho bi ton QHTT:
f(x) = x
1
- 2x
2
+ x
3
- 3x
4
+ x
5
Min
1 2 5
2 3 5
2 4 5
j
x x x 1
3x x 2x 4
2x x x 1
x 0 j 1, 5
+ =
+ + =
+ =
> =
+ =
>
+ + + =
+ + + =
x
1
, , x
m
l n c s ca h phng trnh
trn v ta c mt phng n c bn tng ng s l:
x
0
= (b
1
, b
2
, . , b
m
, 0, . , 0)
Phng php i n c s ca h rng buc
Ta bin i tng ng trn h phng trnh
sao cho n c s ca rng buc chnh k l x
k
vi
k = 1,, m c thay th bi n x
h
vi h= m+1,, n.
Khi ta bin i tng ng trn h pt sao cho:
- H s x
h
ti rng buc chnh th k l 1 v ti
cc rng buc chnh cn li bng 0.
Phng php i n c s ca h rng buc
V d: Cho bi ton QHTT:
f(x) = x
1
- 2x
2
+ x
3
Min
Hy thay th n c s x
3
bng n c s x
2
v
ch ra PACB mi.
1 2 5
2 3 5
2 4 5
j
x x x 3
3x x 2x 4
2x x x 1
x 0 j 1, 5
+ =
+ + =
+ =
> =
n m
i i,m k m k i
k 1
j i
x a . x b (i 1, m)
x 0 j 1, n; b 0 i 1, m
+ +
=
+ = =
> = > =
Gi tr hm mc tiu ti x
0
:
f(x
0
) = b
1
c
1
+ . + b
m
c
m
C s ca phng php n hnh
Gi x = (x
1
, , x
n
) l mt phng n bt k
ca bi ton trn, xt:
V x l phng n nn tha mn rng buc
sau thay vo hm mc tiu v bin i ta c:
n
i i
i 1
f (x) c .x
=
=
n
0
j j
j 1
f (x) f (x ) .x (*)
=
= A
m
j i ij j
i 1
c .a c j 1, n
=
A = =
Vi:
j
0 j 1, m A = =
Lu :
Vi x
j
l n c s
C s ca phng php n hnh
Do x l phng n nn: x
j
> 0, khi nu
A
j
s 0 vi mi j th f(x) > f(x
0
). Hay x
0
l phng
n ti u.
nh l:
Nu mt PACB m A
j
s 0 vi mi j th l
PATU.
n
0
j j
j 1
f (x) f (x ) .x (*)
=
= A
Nu mt PACB m tn ti A
j
> 0 v a
ij
s 0
vi mi i, th bi ton khng c PATU
Nu mt PACB no m mi A
j
> 0 u tn
ti t nht mt a
ij
> 0 th ta c th tm c mt
phng n mi tt hn
C s ca phng php n hnh
Chng minh:
ii) Gi s ta c PACB: x
0
= (b
1
,,b
m
,0, . , 0)
tha mn iu kin ca nh l.
Tc l tn ti A
m + h
> 0 m a
i,m + h
s 0 vi mi i
Xt dy s x
p
= {x
j
p
} j = 1, 2,, n xy dng
nh sau:
R rng x
p
c xy dng nh trn l mt
phng n ca bi ton dng chun vi mi p > 0. V
x
p
l mt phng n nn ta c:
p
m h
p p
i m k
p
i i i, m h
x p p 0
x x 0 k 1, n m, k h
x b a .p j 1, m
+
+
+
= >
= = = =
= =
0 p
m h m h
f (x ) . x
+ +
= A
0
m h
f (x ) p.
+
= A
C s ca phng php n hnh
Chng minh:
Tc l vi mi A
m + k
> 0 u tn ti a
i,m + k
> 0
vi mi k . Chn A
m + h
= Max {A
m + k
: A
m + k
> 0}
iii) Gi s ta c PACB: x
0
= (b
1
,,b
m
,0, . , 0)
tha mn iu kin ca nh l.
Xt dy s x = {x
i
} i=1, ,n xc nh nh sau:
R rng x tha mn cc rng buc chnh ca
bi ton QHTT.
,
m h
, ,
i m k
,
i i i, m h
x 0
x x 0 k 1, n m, k h
x b a . i 1, m
+
+
+
= u u >
= = = =
= u =
0
m h 0
f (x ) .
+
= A u
C s ca phng php n hnh
V d: Gii bi ton QHTT
f(x) = x
1
x
2
- 2x
4
+ 2x
5
- 3x
6
Min
1 4 5 6
2 4 6
3 4 5 6
j
x x x x 2
x x x 12
x 2x 4x 3x 9
x 0 j 1, 6
+ + =
+ + =
+ + + =
> =
+ =
+ + + =
> =
Ch : Nu x
j
l n c s th A
j
= 0
Thut ton n hnh:
H
s
H n
CS
Phng
n CB
c
1
c
2
. . . . c
m
. . c
n
x
1
x
2
. . x
m
...x
n
c
1
c
2
.
.
.
c
m
x
1
x
2
.
.
.
x
m
b
1
b
2
.
.
.
b
m
1 0 . .. . . 0a
1n
0 1 . . . 0...... . . a
2n
. . . .
. . . .
. . . .
0 0 . . . 1. .. ... ..a
mn
f(x) f(x
0
) 0 0 . . . 0 A
m+ 1
. A
n
Thut ton n hnh
Bc 1: Tnh cc A
j
v kim tra cc iu kin:
- Nu A
j
s 0 vi mi j th l PATU
- Nu A
j
> 0 v a
ij
s 0 vi mi i, th bi ton
khng c PATU
Nu khng tha mn th chuyn qua bc 2.
Bc 2: (Xc nh n c s mi)
- Trong s A
j
> 0 chn: Max{A
j
: A
j
> 0} = A
h
n
x
h
s l n a vo.
- n x
r
l n c loi khi h n c s c
xc nh:
ij
i r
0
a 0
i, m h r, m h
b b
Min
a a
>
+ +
= = u
Thut ton n hnh:
Bc 3: (Chuyn bng n hnh)
- Lp bng n hnh mi:
+ Dng th r trong bng mi ta ly dng
th r bng c chia cho phn t ch yu.
+ Trong ct h bng mi ch c v tr
a
rh
= 1 cn cc v tr khc trong ct h bng 0
+ Cn cc v tr khc cn li trong bng
n hnh mi ta tnh theo cng thc hnh ch nht:
- Phn t a
rh
nm trn dng r v ct h c gi
l phn t ch yu.
rh ij ih rj
ij
rh
a .a a .a
a'
a
=
Tip tc nh gi phng n mi (quay v bc 1)
Thut ton n hnh
V d 2: Gii bi ton QHTT:
f(x) = 2x
1
+ 3x
2
x
3
x
4
Min
Gii: Bi ton dng chun:
f(x) = 2x
1
+ 3x
2
x
3
x
4
Min
1 2 3 4
2 3 4
2 3 4
j
x x x 1/ 2x 10
x 4x 8x 8
2x 2x 3x 20
x 0 j 1, 4
+ + =
+ s
+ + s
> =
1 2 3 4
2 3 4 5
2 3 4 6
j
x x x 1/ 2x 10
x 4x 8x x 8
2x 2x 3x x 20
x 0 j 1, 6
+ + =
+ + =
+ + + =
> =
= x
0
- .z
k
vi 0 s s
0
= min{b
i
/a
ik
} vi a
ik
> 0
Phng n ti u
V d: Cho bi ton QHTT:
f(x) = 5x
1
+ 4x
2
+ 5x
3
+ 2x
4
+ x
5
+ 3x
6
Min
a) Gii bi ton trn
b) Bi ton c PAT khc hay khng? Nu c
hy tm mt PAT khc?
c) Hy tm PAT x
*
ca bi ton c x
*
4
= 36
1 2 3 4
1 2 3 5
1 3 6
j
2x 4x 3x x 152
4x 2x 3x x 60
3x x x 36
x 0 j 1, 6
+ + + =
+ + + =
+ + =
> =
Phng n ti u
a) Gii bi ton:
5 4 5 2 1 3
c
i
x
i
b
i
x
1
x
2
x
3
x
4
x
5
x
6
2 x
4
152 2 4 3 1 0 0
1 x
5
60 4 2 3 0 1 0
3 x
6
36 [3] 0 1 0 0 1
f(x) 472 12 6 7 0 0 0
Xy dng PA mi tt hn. A
1
= 12 > 0 ln
nht nn x
1
l n a vo, ly b
i
chia cho a
i1
> 0 gi
tr nh nht t ti hng i = 3 nn x
6
l n a ra.
a
31
= 1 l phn t ch yu.
Phng n ti u
c
i
x
i
b
i
5 4 5 2 1 3
x
1
x
2
x
3
x
4
x
5
x
6
2 x
4
128 0 4 7/3 1 0 -2/3
1 x
5
12 0 2 5/3 0 1 -4/3
5 x
1
12 1 0 1/3 0 0 1/3
f(x) 328 0 6 3 0 0 -4
Xy dng PA mi tt hn. A
2
= 6 > 0 ln nht
nn x
2
l n a vo, ly b
i
chia cho a
i2
> 0 gi tr
nh nht t ti hng i = 2 nn x
5
l n a ra.
a
22
= 1 l phn t ch yu.
Phng n ti u
Phng n ti u ca bi ton l : (12,6,0,104,0,0)
Gi tr hm mc tiu t c l : f(x) = 292
c
i
x
i
b
i
5 4 5 2 1 3
x
1
x
2
x
3
x
4
x
5
x
6
2 x
4
104 0 0 -1 1 -2 2
4 x
2
6 0 1 5/6 0 1/2 -2/3
5 x
1
12 1 0 1/3 0 0 1/3
f(x) 292 0 0 -2 0 -3 0
Phng n ti u
b) Lp bng n hnh mi vi x
6
l n a vo v
x
1
l n a ra:
PATU khc ca bi ton l: (0, 30,0, 32,0,36)
Gi tr hm mc tiu t c l : f(x) = 292
c
i
x
i
b
i
5 4 5 2 1 3
x
1
x
2
x
3
x
4
x
5
x
6
2 x
4
32 -6 0 -3 1 -2 0
4 x
2
30 2 1 9/6 0 1/2 0
3 x
6
36 3 0 1 0 0 1
f(x) 292 0 0 -2 0 -3 0
Phng n ti u
c) T cui bng n hnh trong cu a) ta c: PAT
x
0
= (12, 6, 0,104, 0, 0) v x
6
khng l n c s
nhng A
6
= 0 nn ta c b s:
Khi tp PAT ca bi ton c dng:
z
6
= (1/3, -2/3, 0, 2, 0, -1)
x
= x
0
- .z
6
= (12 - /3; 6 + 2 /3, 0, 104 - 2 , 0, )
PAT x
*
c x
*
4
= 32 th: = 36. Ta c
PAT cn tm l:
Vi 0 s s 36
x
*
= (0, 30, 0, 32, 0, 36)
Phng php gii bi ton Max
Cch 1: Nu bi ton Max c hm mc tiu:
f(x) Max
Khi ta chuyn v bi ton Min c hm mc tiu:
g(x) = - f(x) Min
Nu bi ton Min khng c PAT th bi ton
Max cng khng c PAT
Nu bi ton Min c PAT l x
0
th cng l
PAT ca bi ton Max v: f
max
= - g(x
0
)
Phng php gii bi ton Max
Cch 2: Thut ton n hnh i vi bi ton Max,
ta lp bng n hnh i vi PACB x
0
:
i) A
j
> 0 vi j th PAT
ii) - A
k
< 0 v a
ik
s 0 vi i th bi ton
khng c PAT
iii) A
k
< 0 u - a
ik
> 0. Ta xy dng PA mi
tt hn. n c a vo ng vi A
k
< 0 b nht
i,k
i r
0
a 0
i, k r, k
b b
Min
a a
>
= = u
Khi n x
r
l n a ra khi c s
Phng php gii bi ton Max
V d: Gii bi ton QHTT sau:
f(x) = 7x
1
x
2
- 3x
3
x
4
x
5
- 6x
6
Max
1 3 5 6
1 4 6
1 2 3 6
j
x x x x 15
2x x 2x 9
3x x 2x 4x 2
x 0 j 1, 6
+ =
+ =
+ + + =
> =
n
ij j i
j 1
j
a . x b (i 1, m)
x 0 j 1, n
=
= =
> =
+ = =
> > = =
Vi M l s dng ln ty
Phng php n hnh m rng
Nh vy bi ton M c n + m n v ta k hiu
phng n ca bi ton M l:
(x, x
n + i
) = (x
1
, x
2
, . , x
n
, x
n + 1
, ., x
n + m
)
Nu x l mt phng n ca bi ton xut
pht th: (x, 0) = (x
1
, x
2
, . , x
n
, 0, ., 0)
l mt phng n ca bi ton m rng
Nu (x, 0) l mt phng n ca bi ton m
rng th x = (x
1
, x
2
, . , x
n
) l phng n ca bi
ton xut pht
Vi bi ton m rng ta c phng n c bn
xut pht:
(0, 0, ,0, b
1
, b
2
, . , b
m
)
Phng php n hnh m rng
Tnh cht 1: Nu bi ton M khng c PAT th
bi ton xut pht cng khng c PAT.
Chng minh: Gi s ngc li, bi ton xut pht c
PAT l x
0
, ta s chng minh (x
0
, 0) l PAT ca bi
ton M. Tht vy, gi s (x, x
n + i
) l mt phng n
ca bi ton M
- Nu x
n + i
= 0 vi mi i = 1, 2,. , m th:
g(x, x
n + i
) = g(x, 0) = f(x) > f(x
0
) = g(x
0
, 0)
Vy (x
0
, 0) l PATU ca bi ton M (Mu thun
vi gi thit bi ton M khng c PAT)
g(x, x
n + i
) > f(x) + M. > f(x
0
) = g(x
0
, 0)
0
n i
x
+
- Nu tn ti th :
0
n i
x 0
+
>
Phng php n hnh m rng
Tnh cht 2: Nu bi ton M c PAT l (x, x
n + i
),
khi :
- Nu (x, x
n + i
) = (x, 0) khi x s l PAT ca
bi ton xut pht.
- Nu x
n + i
> 0 th bi ton xut pht khng c
phng n nn khng c PAT
Phng php n hnh m rng
Chng minh kt lun th 3:
Khi gi s x
0
l mt phng n ca bi ton
xut pht th (x
0
, 0) l phng n ca bi ton m
rng. Ta c:
g(x, x
n + i
) > f(x) + u.M > g(x
0
, 0)
Bi ton M c PAT (x, x
n + i
) tn ti
0
n i
x 0
+
= u >
iu ny mu thun vi (x, x
n + i
) l PAT
Phng php n hnh m rng
Khi xy dng bi ton n hnh m rng ta ch
thm n gi vo nhng rng buc cha c n c s
Bi ton n hnh m rng th f(x), A
j
ph
thuc vo M nn ta chia dng tnh f(x), A
j
thnh 2
hng, 1 hng ghi gi tr khng ph thuc M, mt
hng ghi h s M. Nu ti bc no m cc n
gi b loi khi h n c s th ta khng chia hng
tnh gi tr f(x), A
j
thnh 2 hng na.
Trong bng n hnh khng cn ghi cc ct
ng vi n gi
Nu f(x) max th h s ca n gi nm trong
hm mc tiu ca bi ton m rng l M (Vi M s
dng ln ty )
Bi ton n hnh m rng
V d: Gii bi ton QHTT
f(x) = x
1
+ 2x
2
x
3
Max
1 2 3
1 2 3
1 2 3
j
4x 4x 2x 6
x x 2x 6
2x x 2x 4
x 0 j 1, 2, 3
+ + >
+ + >
+ =
> =
+ + + =
+ + =
> =
+ + s
+ + =
> s >
+ + s
+ >
> >
+ + s
+ >
> >
+ =
+ + >
> > s
+ =
+ >
> s >
>
+ + >
> > s
+ s
+ >
> =
+ + + =
+ + + >
> =
+ + + + =
+ + + + =
> =
+ + >
+ + >
+ + >
> s
+ + =
+ >
+ =
+ s
s >
+ + >
+ + >
> =
+ + s
+ + s
> =
+ + + =
+ + + =
> =