Chuong 4

NG DNG QUY HOCH TUYN TNH
CHNG IV NG DNG QUY HOCH TUYN TNH

Chng ny trnh by cc bi ton thy kh nng ng dng rng ri ca quy hoch tuyn tnh. Bi ton tr chi c trnh by mt cch chi tit, cc by ton cn li ch trnh by m hnh. Vic gii cc bi ton ny c nghin cu thm trong cc mn tip theo. Ni dung chi tit ca chng ny bao gm : I- M U II- BI TON TR CHI 1- Tr chi c nghim n nh 2- Tr chi khng c nghim n nh III- BI TON VN TI 1- M u 2- Cc khi nim c bn 3- Bi ton vn ti cn bng thu pht 4- Cc bi ton c a v bi ton vn ti IV- BI TON DNG TRN MNG 1- M u 2- Pht biu bi ton dng trn mng V- QUY HOCH NGUYN 1- M u 2- Bi ton quy hoch nguyn trong thc t
CHNG IV
88
NG DNG QUY HOCH TUYN TNH Trong chng ny, chng ta s tm hiu s lc mt s khi nim v phng php c bn trong l thuyt tr v mt s bi ton thc t m ngi ta s a v bi ton quy hoch tuyn tnh gii .
I- M U
Trong thc t hay gp tnh hung l phi chn mt quyt nh (bp bnh) do phi i mt vi mt i th thng minh v c quyn li i lp vi ta : v d trong cc tr chi tranh chp, trong qun s, trong vn ng tranh c.... Nghin cu vic chn quyt nh trong nhng trng hp i khng ny c tn gi l l thuyt tr chi. y ngi chn quyt nh v i th u c gi l ngi chi. Mi ngi chi c mt tp hp cc hnh ng la chn c gi l chin lc. Chng ta xt mt trng hp n gin l tr chi hai ngi : phn thng s l ci c ca mt ngi v chnh l ci mt ca ngi kia. Gii mt tr chi ngha l tm chin lc tt nht cho mi ngi chi. Hai ngi chi thng c k hiu l A v B, chin lc tng ng ca mi ngi c k hiu l : A : i (i=1m) B : j (j=1n) Gii thng ng vi chin lc (i,j) ca hai ngi c k hiu l aij v c vit thnh mt bng nh sau :
B A 1 2 ... m V d :
1 a11 a21 ... am1
2 a12 a22 ... am2
... ... ... ... ...
n a1n a2n ... amn
89
1 2 -1
0 2 -1
-2 1 0
1 0 3
A 2
3 i vi A :
- Nu A i nc 1 (dng 1) th A s : . Thng 1 im nu B i nc 1 . Thng 0 im nu B i nc 2 . Thng -2 im nu B i nc 3 . Thng 1 im nu B i nc 4 Nhng trng hp cn li l tng t . i vi B : - Nu B i nc 2 (ct 2) th B s : . Thua 0 im nu A i nc 1 . Thua 2 im nu A i nc 2 . Thua -1 im nu A i nc 3 Nhng trng hp cn li l tng t . Nghim ti u ca tr chi, c khi gi tt l nghim, l b chin lc (i*,j*) c tnh cht l nu mt ngi ly chin lc khc cn ngi kia vn gi nguyn th phn thng cho ngi i khc s b thit hi. Gii tr chi c ngha l tm nghim ti u. (thng) (ho) (thua) (thng)
II- BI TON TR CHI

1- Tr chi c nghim n nh
Hai nh chnh tr A v B vn ng tranh c 1 gh ngh vin trong 2 ngy cui quan trng nht hai thnh ph P v Q. Mi ngi phi t k hoch vn ng m khng bit c k hoch ca i phng. Cc c vn a ra 3 chin lc : - mi thnh ph mt ngy - c 2 ngy thnh ph P - c 2 ngy thnh ph Q v nh gi kt qu vn ng tng ng nh sau :
90
B
1 1 1 0 2 0 1 4 5 -1
A 2
3
D liu l tng s phiu, tnh theo n v l ngn, m A s dnh c t B hay ngc li . y l mt trng hp n gin m ngi ta c th gii c bng khi nim chin lc b tri hn nh sau : - i vi A th chin lc 3 b tri hn bi chin lc 1 v 2 v n mang n cho A s im thng t, nn d B c chn chin lc no th A cng vn chn chin luc 1 hoc 2 m b chin lc 3 . Ta c :
1
1 1 1 0 2 0 1
2
4 5 -1
A 2
3
- i vi B th chin lc 3 b tri hn bi chin lc 1 v 2 v n mang n cho B s im thua nhiu nn B b chin lc 3. Ta c :
1
1 1 1 0 2 0 1
2
4 5 -1
A 2
3
- i vi A th chin lc 2 b tri hn bi chin lc 1 v vy A b chin lc 2. Ta c :
91
1 1 0
2 0 1
4 5 -1
A 2
3
- i vi B th chin lc 2 b tri hn bi chin lc 1 v vy B b chin lc 2. Ta c :
1
1 1 1 0 2 0 1
2
4 5 -1
A 2
3
Cui cng th b chin lc (1,1) l nghim ti u ca tr chi vi kt qu l ngi A thu thm c 1 (ngn) phiu t ngi B. Trong nhiu trng hp, khi dng chin lc b tri hn ch mi gim c c ca bi ton m cha gii quyt xong vn t ra. Chin lc MaxiMin v MiniMax Xt v d tng t nh v d trn nhng bng kt qu vn ng c cc c vn nh gi nh sau :
1
1 -3 1 5 -2 0 -2
2
6 2 -4
A 2
3
y l trng hp ngi chn quyt nh ngh l i phng thng minh v c chn quyt nh chng li mnh nn h lun ngh n chin lt n chc , l MaxiMin(A) v MiniMax(B) nh sau : a- MaxiMin(A) A lun xem B l i th thng minh. Khi A i nc i0 (dng i0) th B s chn nc i j0 (ct j0) sao cho A thng im t nht . Ngha l B i vo :
ai0 j0 = Min ai0 j
j
{ }
92
Trong tnh hung A s chn nc i sao cho A thng nhiu im nht. Chin thut ca A l i vo :
i
gA = ai A j A = MaxiMin (A) = max min { aij }

j
A i nc 1 th B s i nc 1 A i nc 2 th B s i nc 2 A i nc 3 th B s i nc 3
: a11=-3 : a22=0 : a33=-4
1
1 -3 1 5 -2 0 -2
2
6 2 -4
A 2
3
Vy MaxiMin(A) = a22 = 0 b- MiniMax(B) B lun xem A l i th thng minh. Khi B i nc j0 (ct j0) th A s chn nc i i0 (dng i0) sao cho B thua im nhiu nht . Ngha l A i vo
ai0 j0 = max aij0
i
{ }
Trong tnh hung B s chn nc i sao cho B thua t im nht. Chin thut ca B l i vo :
j
gB = aiB jB = MiniMax (B) = min max {aij }

i
}
B
1
1 -3 1 5 -2 0 -2
2
6 2 -4
A 2
3
B i nc 1 th A s i nc 3 B i nc 2 th A s i nc 2 B i nc 3 th B s i nc 1
: a31=5 : a22=0 : a13=6
Vy MiniMax(B) = a22= 0 Ln ny ta thy rng : MaxiMin(A) = MiniMax(B) = a22= 0
93
B chin lc (2,2) c gi tr l 0 l nghim ti u ca tr chi v nu ngi no i lch v ngi kia i ng th ngi i ng thu li nhiu hn gi tr ca tr chi. Nghim ti u trong trng hp ny cn c gi l nghim n nh.
2- Tr chi khng c nghim khng n nh

Xt v d tng t nh trn vi bng kt qu c cc chuyn gia nh gi nh sau :
1
1 0 -2 4 3
2
2 -3 -4
A 2 5
3 2
Khi A v B dng chin lc MaxiMin v MiniMax ca mnh th cho kt qu nh sau : MaxiMin(A) = a12 = -2 MiniMax(B) = a13 = 2 V MaxiMin(A) v MiniMax(B) l khc nhau nn tr chi khng c nghim n nh. Ta xem iu g c th xy ra ? - A tnh rng nu B thc hin ng chin lc ca mnh l chn ct 3 th A s chn chin lc 1 thng 2 t B (thay v thng -2)
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
- Lc ny B s suy tnh v thy rng phi chn chin lc 2 thua -2 t A (thay v thua 2).
94
B
1 0 5 2 -2 4 3 2 -3 -4
A 2
3
- n lt A cng thng minh tnh lin c 2 nc, bit c B s chn chin lc 2 nn A s dng chin lc 2 thng 4 t B .
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
- Nhng B cng tnh c iu ny nn s quay li chn chin lc 3 thua 3 t A .
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
- Cng nh B , A cng s tnh c iu ny nn s quay li chn chin lc 1 thng 2 t B.
1
1 0 5 2 -2 4 3
2
2 -3 -4
A 2
3
Nh vy ta xoay ng mt vng, v nu c lp lun nh vy th ta s xoay vng mi. Nhng b chin lc nhn c trong khi xoay vng l nhng nghim khng nh. Chin lc hn hp
95
c c li gii ca tr chi khng c nghim n nh ngi ta a ra khi nim chin lc hn hp. Mi ngi chi khng chn mt chin lc thun ty nh trc y m chn mt phn b xc sut s dng tt c cc chin lc. Xt tr chi gia A v B c ma trn im dng c dng tng qut :
1
1
a11 a 21 a 12 a 22
2
... ... ... ...
...
a 1n a 2n
A 2 ...
m Gi s rng :
... a m1
... a m2
... a mn
MaxiMin (A) = ai A j A = gA MiniMax (B) = aiB jB = gB aiA jA aiB jB

Gi : . pi > 0 (i=1 m ) l tn sut nc i th i ca A vi p1 + p2 + ... + pm = 1 . qj > 0 (j=1 n ) l tn sut nc i th j ca B vi q1 + q2 + ... + qn = 1
q1 1
p1 1
a11 a 21 a 12 a 22
q2 2
... ... ... ...
... ...
a 1n a 2n
qn n B
A p2 2 ... ...
pm m
... a m1
... a m2
... a mn
Vn t ra l :
96
-Tm tn sut pi > 0 ca nc i th i (i =1 m) ca A sao cho i vi mi nc i th j ca B s im thng trung bnh ca A khng nh thua gA : p1a1j + p2a2j + ..... + pmamj Cng c ngha l tm pi sao cho : p1a1j + p2a2j + ..... + pmamj g1 gA (j = 1 n) g1 max (j = 1 n)
- Tm tn sut qj > 0 ca nc i th j (j =1 n) ca B sao cho i vi mi nc i th i ca A s im thua trung bnh ca B khng ln hn gB : q1ai1 + q2ai2 + .... + qnain (i = 1 m) Cng c ngha l tm cc qj sao cho : q1ai1 + q2ai2 + ..... + qnain g2 gB g2 min Khi hai bi ton quy hoch tuyn tnh thu c l : (i = 1 m)
1 max g1 min g1 p + p + ... + p = 1 2 m 1 p1a1 j + p2a2 j + ... + pmamj g1 pi > 0 (i = 1 n)

1 min g 2 max g2 q + q + ... + q = 1 2 n 1 q1 a i1 + q 2 a i2 + ... + q n a in g 2 q j > 0 (j = 1 m)
(j = 1 n)
(i = 1 m)
Chia cc rng buc ca bi ton th nht cho g1>0 v t :
xi =
pi g1
(i = 1 m)
Chia cc rng buc ca bi ton th hai cho g2>0 v t :
97
yj =
qj g2
(j = 1 n)
Khi hai bi ton quy hoch tuyn tnh trn tr thnh :
1 min g = x 1 + x 2 + ... + x m 1 (D) a1 j x 1 + a 2 j x 2 + ... + a mj x m 1 x i > 0 (i = 1 m)
(j = 1 n)
1 max g = y 1 + y 2 + ... + y 3 2 (P) a i1 y 1 + a i2 y 2 + ... + a in y n 1 y > 0 (j = 1 m) j
(i = 1 m)
y l hai bi ton i ngu . Chn mt trong hai gii V d : Xt tr chi gia A v B c bng im nh sau :
1
1 2 3 -1 1 3 2 -2 4
2
1 2 -3
Theo chin thut ca A v ca B ta c : MaxiMin(A) = a11 MiniMax(B) = a23 Tng ng lot cc ca bng im ln 4 ta c :
1 A
1 2 3 3 5 7 6 2 8
2
5 6 1
98
Gi pi 0 l tn sut nc i th i ca A (i=1 3) p1 + p2 + p3 = 1 qj 0 l tn sut nc i th j ca B (j=1 3) q1 + q2 + q3 =1 Thc hin tng t nh trn ta c hai bi ton i ngu nh sau :
q1 A
p1 p2 p3 3 5 7 6 2 8
q2
5 6 1
q3
(D)
1 min w = g = x 1 + x 2 + x 3 1 3x 1 + 5 x 2 + 7 x 3 1 6x 1 + 2x 2 + 8x 3 1 5x 1 + 6 x 2 + x 3 1 x1 > 0 , x 2 > 0 , x 3 > 0
(P)
1 max z = g = y1 + y 2 + y 3 2 3y1 + 6 y 2 + 5 y 3 1 5y1 + 2 y 2 + 6 y 3 1 7 y1 + 8y 2 + y 3 1 y1 > 0 , y 2 > 0 , y 3 > 0
Ta chn bi ton (P) gii. a bi ton (P) v dng chun :

1 max z = g = y 1 + y 2 + y 3 + 0.y 4 + 0.y 5 + 0.y 6 2 3y 1 + 6y 2 + 5y 3 + y 4 = 1 5y 1 + 2y 2 + 6y 3 + y 5 = 1 7y 1 + 8y 2 + y 3 + y 6 = 1 y 1 > 0 , y 2 > 0 , y 3 > 0, y 4 > 0 , y 5 > 0 , y 6 > 0
(P)
Dng gii thut n hnh ci tin :
c B0
iB 0
y1
y2
y3
y4
y5
y6
b0
99
0 0 0
cT
T
4 5 6
3 5 7 1 1
6 2 8 1 1
5 6 1 1 1
1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
1 1 1
z0
0
c0
c B1
0
iB1
4
y1
y2
y3
32 7 37 7
y4
y5
0 1
y6
3 7 5 7
b1
18 7
1 0
4 7
26 7
2 7
1
cT
8 7
1 7
1 7
1 7
z1
1 0
1
1 7
1
6 7
0
1 7
c1
1 7
c B2
0 1 1
cT
iB 2
4 3 1
y1
y2
y3
0 1 0 1 0
y4
y5
32 37
y6
7 37 5 37
b2
0 0 1 1 0
214 37 26 37
1 0 0 0 0
12 37 2 37 5 37
z2
7 37 1 37
46 37
6 37
1
17 37
y2
0
6 37
0
1 37
c2
7 37
c B3
1 1 1
cT
iB3
2 3 1
y1
y3
0 1 0 1
y4
y5
16 107
y6
7 214 12 107
b3
0 0 1 1
1 0 0 1
37 214 13 107 23 107
6 107 10 107 7 107
9 107 17 107
13 107
z3
100

T
c3
17 214
10 107
9 214
23 107
Phng n ti u ca bi ton (P) l :
1 g 2 y 1 y 2 y 3
= = = =
23 107 q1 7 = g 2 107 q2 6 = g2 107 q3 10 = g 2 107
g 2 q1 suy ra q 2 q 3
= = = =
107 23 7 23 6 23 10 23
Phng n ti u ca bi ton i ngu (D) c tnh bng cng thc sau :
x T = [x 1
x2
T x 3 ] = c B B 1
37 214 13 = [ 1 1 1] 107 23 107
16 107 9 107 17 107
7 214 12 107 13 107
17 = 214
10 107
9 214
17 214 10 23 1 = = b T x = [1 1 1] w= g1 107 107 9 214

Ta c :
101
1 23 w = g = 107 1 x 1 = p1 = 17 g1 214 p 10 x2 = 2 = g1 107 x 3 = p 3 = 9 g1 214
g1 p1 suy ra p 2 p 3
= = = =
107 23 17 46 10 23 9 46
III- BI TON VN TI
1- M u
Bi ton vn ti l bi ton quan trng nht trong cc bi ton quy hoch tuyn tnh. Ngi ta tng kt rng 85% cc bi ton quy hoch tuyn tnh gp trong ng dng l bi ton vn ti hoc m rng ca n. Thut ng bi ton vn ti thng c hiu l bi ton vn chuyn sao cho cc ph nh nht.
2- Cc khi nim c bn
Bi ton vn ti c m t nh l mt bi ton v dng d liu gm tp hp cc nt N c chia thnh hai phn ri nhau : cc nt ngun S v cc nt ch D, tc l :
N = S D S D =
v mi cung (i,j) trong tp cc cung A u c gc trong S v c ngn trong D.
S:Cc nt ngun
D:Cc nt ch
Cc nt thuc S c gi l cc nt ngun (cung), cc nt thuc D c gi l cc nt ch (cu). Mt cch tng qut, bi ton vn ti trnh by c bng th. bi ton vn ti i khi cn c thm gi thit na l mi nt ngun u c cung ni vi mi nt ch. y ta ch cp n bi ton vn ti c thm gi thit ny v s gi tt l bi ton vn ti.
102
i vi bi ton vn ti ngi ta thng k hiu si S l ngun pht nt i(i=1m) dj D l nhu cu thu ca nt j (j=1n) Trong trng hp cc ngun pht khng chuyn ht sang cc nt cu v nhu cu th bi ton vn ti c gi l bi ton vn ti m. C th a mt bi ton vn ti m v mt bi ton vn ti (ng) bng cch thm vo mt nt cu gi th (n+1) vi nhu cu c xc nh nh sau :
dn+1 =
si dj
i=1 j=1
3- Bi ton vn ti cn bng thu pht

a- Thit lp bi ton
C m ni A1, A2,....,Am cung cp mt loi hng vi khi lng tng ng l a1, a2,....,am. Hng c cung cp cho n ni B1, B2,...., Bn vi khi lng tiu th tng ng l b1, b2,....,bn. Cc ph chuyn ch mt n v hng t im pht Ai n im thu Bj l cij . Hy lp k hoch vn chuyn t mi im pht n mi im thu bao nhiu hng : - Cc im pht u pht ht hng - Cc im thu u nhn hng - Tng cc ph phi tr l t nht Gi xij l lng hng chuyn t im pht Ai n im thu Bj , xij 0 . V tng lng hng pht i t mi im pht Ai n mi im thu Bj bng lng hng pht t Ai nn :
x i1 + x i2 + .... + x in = a i (i = 1,2,..., m)
V tng lng hng thu c ti mi im thu Bj t mi im pht Ai bng lng hng cn thu ti Bj nn :
x 1 j + x 2 j + .... + x mj = b ji (j = 1,2,..., n)
tng cc ph l t nht cn phi c :
min z(x) =
c
i j
ij
x ij
Vi cc phn tch trn ta c m hnh ca bi ton nh sau :
103
min z(x) =
c
i=1 j=1
ij
x ij
(1)
n x ij = ai (i = 1,2,..., m) j=1 m x = b (j = 1,2,..., n) j ij i=1 x ij 0

Phng n - Phng n ti u
(2)
(3)
Mt ma trn X=[xij]m.n tha (2) v (3) c gi l phng n, tha thm (1) c gi l phng n ti u.
b- Dng bng ca bi ton vn ti

C th gii bi ton vn ti theo cch ca quy hoch tuyn tnh. Tuy nhin do tnh cht c bit ca bi ton vn ti nn ngi ta ngh ra mt thut ton hiu qu hn. Trc tin ngi ta trnh by bi ton vn ti di dng bng nh sau :
b1 Thu Cc Pht a1 c11 x11 a2 .... ai .... am cm1 xm1 ci1 xi1 .... c21 x21 ....
b2
....
bj
....
bn
c12 x12 c22 x22 .... ci2 xi2 .... cm2 xm2
.... .... .... .... .... .... .... .... .... ....
c1j x1j c2j x2j .... cij xij .... cmj xmj
.... .... .... .... .... .... .... .... .... ....
c1n x1n c2n x2n cin xin .... cmn xmn
Trong bng mi hng m t mt im pht, mi ct m t mt im thu, mi m t mt tuyn ng i t mt im pht ti mt im thu. Dy chuyn - Chu trnh Mt dy cc ca bng m hai lin tip nm trong cng mt hng hoc mt ct, ba lin tip khng cng nm trn mt hng hoc mt ct c gi l mt dy chuyn. Ta thy rng hai lin nhau trong mt dy chuyn c ch s hng hoc ch s ct bng nhau
104
x x
x x
Dy chuyn : (1,2) (1,3) (2,3) (2,4) (4,4) (4,1) Mt dy chuyn khp kn, u tin v cui cng bng nhau, c gi l mt chu trnh.Ta thy rng s trong mt chu trnh l mt s chn. x x x x x
Chu trnh : (1,1) (1,3) (2,3) (2,4) (4,4) (4,1) (1,1) chn - loi Gi s ma trn X=[xij]m.n (i=1,2,...,m) (j=1,2,...,n) l mt phng n ca bi ton vn ti. Nhng trong bng tng ng vi xij >0 c gi l chn, nhng cn li c gi l loi. Phng n c bn Mt phng n m cc chn khng to thnh mt chu trnh c gi l phng n c bn. Mt phng n c m+n-1 chn c gi l khng suy bin, c t hn m+n-1 chn c gi l suy bin. Trong trng hp suy bin ngi ta chn b sung vo phng n c bn mt s loi c lng hng bng 0 phng n c bn tr thnh khng suy bin
c- Gii bi ton vn ti
Xt bi ton vn ti c s lng pht, s lng thu v ma trn cc ph dng bng nh sau :
50 40 70
80 5 3 7
20 4 2 9
60 1 6 11
105
LP PHNG N C BN BAN U Phng n c bn ban u c xc nh bng cch u tin phn phi nhiu nht vo c cc ph nh nht (r,s) ( gi l chn). Khi : nu im pht r pht ht hng th xa hng r ca bng v s lng cn thu ti im s ch cn l bs-ar ; nu im thu s nhn hng th xa ct s ca bng v s lng pht cn li ti im pht r l ar-bs Bng mi thu c c kch thc gim i. Tip tc phn phi nh trn cho n khi ht hng. Cc chn trong qu trnh phn phi, s khng cha chu trnh, l mt phng n c bn. Nu phng n c bn suy bin, cha m+n-1 , th b sung thm mt s " chn 0 " p dng vo bi ton ang xt : 1- Phn vo (1,3) 50 . Hng (1) b xa . Ct (3) cn thu 60-50=10 80 0 5 40 3 70 7 4 2 9 20 10 1 50 6 11
2- Phn vo (2,2) 20 . Ct (2) b xa . Hng (2) cn pht 40-20=20 80 0 5 20 3 70 7 4 2 9 0 20 10 1 50 6 11
3- Phn vo (2,1) 20 . Hng (2) b xa . Ct (1) cn thu 80-20=60 10 4 1 50 0 5 0 3 20 2 20 6 70 7 9 11 4- Phn vo (3,1) 60 . Ct (1) b xa . Hng (3) cn pht 70-60=10 0 0 5 0 3 10 7 20 60 4 2 9 0 20 10 1 50 6 11 60 0
106
5- Phn vo (3,3) 10. Ht hng. 0 0 5 0 3 0 7 20 60 4 2 9 0 20 0 1 50 6 11 10
c 5 c chn, chng to thnh mt phng n c bn khng suy bin v s bng vi m+n-1=3+3-1. THUT TON "QUY 0 CC PH CC CHN" nh l Nu cng vo hng i v ct j ca ma trn cc ph C=[cij] mt s ty ri v sj th bi ton vn ti mi vi ma trn cc ph mi C'=[c'ij=cij+ri+sj] th phng n ti u ca bi ton ny cng l phng n ti u ca bi ton kia v ngc li. Thut ton "Quy 0 cc ph cc chn" gm ba giai on. Giai on 1 : Quy 0 cc ph cc chn Sau khi xc nh c phng n c bn c m+n-1 chn, ngi ta cng vo mi hng i v mi ct j ca ma trn cc ph C=[cij] mt s ri v sj sao cho ma trn cc ph mi C' ti cc chn tha c'ij=cij+ri+sj=0. Tip tc v d trn ta thy : 5 3 20 7 60 s1=-3 4 2 20 9 s2=-2 1 50 6 11 10 s3=-7 r1=6 r2=0 r3=-4
Cc gi tr cng vo phi tha h phng trnh :

1 + r1 + s 3 = 0 3 + r2 + s 1 = 0 2 + r2 + s 2 = 0 7 + r + s = 0 3 1 11 + r3 + s 3 = 0
Chn r2=0 , gii h ta c kt qu trn Ma trn cc ph mi thu c l : 8 8 0 50
107
0 0
20 60
0 3
20
-1 0 10
Giai on 2 : Kim tra tnh ti u Sau khi quy 0 cc ph cc chn nu : cc loi u c cc ph 0 th phng n ang xt l ti u, ngc li th chuyn sang giai on 3 Trong v d ny ta chuyn sang giai on 3. Giai on 3 : Xy dng phng n mi tt hn 1- Tm a vo. a vo l loi (i*,j*) c cc ph nh nht v tr thnh chn Trong v d ny l (2,3). 2- Tm chu trnh iu chnh. Chu trnh iu chnh c tm bng cch b sung (i*,j*) vo m+n-1 chn ban u, khi s xut hin mt chu trnh duy nht, gi l chu trnh iu chnh V. Trong v d ny chu trnh iu chnh l : V : (2,3) (3,3) (3,1) (2,1) (2,3) 3- Phn chn l cho chu trnh iu chnh. nh s th t cc trong chu trnh iu chnh V bt u t (i*,j*). Khi chu trnh iu chnh V c phn thnh hai lp : VC : cc c s th t chn. VL : cc c s th t l. 4- Tm a ra v lng iu chnh. Trong s cc c th t chn chn (r,s) c phn phi t hng nht lm a ra, tr thnh loi. Lng hng xrs a ra gi l lng iu chnh. Trong v d ny a ra l (3,3), lng iu chnh l 10. 5- Lp phng n mi. Phng n mi c c bng cch thm hoc bt lng iu chnh trn chu trnh iu chnh nh sau : c th t chn b bt i lng iu chnh. c th t l c cng thm lng iu chnh. ngoi chu trnh iu chnh khng thay i
108
Trong v d ny ta thy nhng trong chu trnh iu chnh c s thay i nh sau : (2,3) c thm 10 tr thnh 10 (3,3) b bt 10 tr thnh 0 (3,1) c thm 10 tr thnh 70 (2,1) b bt 10 nn tr thnh 10 Khi phng n mi l : 8 0 0 Quay v giai on 1. Giai on 1 : Quy 0 cc ph chn 8 8 0 10 0 20 0 70 3 s1=0 s2=0 Ma trn cc ph mi l : 7 0 0 7 0 3 0 50 0 10 1 0 50 -1 10 0 s3=1 r1=-1 r2=0 r3=0 8 0 3 0 50 -1 10 0
10 70
20
10 70
20
Giai on 2 : Kim tra tnh ti u y l phng n ti u 80 50 40 70 Vi cc ph l : 1.50+3.10+2.20+6.10+7.70=670 Khi s dng phng n ban u 80 50 40 70 th cc ph l : 5 3 20 7 60 20 4 2 20 9 60 1 50 6 11 10 5 3 10 7 70 20 4 2 20 9 60 1 50 6 10 11
109
1.50+3.20+2.20+7.60+11.10=680
4- Cc bi ton c a v bi ton vn ti
C nhiu bi ton thc t c tnh cht khng phi l vn ti nhng c m hnh ton hc l bi ton vn ti. Mt s bi ton nh vy l : a- Bi ton b nhim Gi s tp hp S gm m ngi v tp hp D gm n cng vic (chc v). Cc ph ca vic b nhim ngi iS vo vic jD l cij (i=1m , j=1n). Bi ton t ra l tm cch chia mi ngi ng mt vic sao cho cc ph b nhim l nh nht. Ngi ta t bin (bin trn dng) nh sau :
1 x ij = 0
nung-i i nhn vic j nutr-ng hp khc
th bi ton tr thnh :
min
c
iS jD
ij
x ij
V mi ngi nhn ng 1 vic nn :
x
jD
ij
=1
(i S)
V mi vic ch giao cho mt ngi nn :
x
iS
ij
=1
(j D)
y l bi ton vn ti nhng c thm yu cu l cc bin xij ch ly gi tr 0 hoc 1. Bi ton b nhim cng c khi c gi l bi ton chn (Choice Problem). Nhiu bi ton thc t a dng c m hnh ton hc l bi ton b nhim, chng hn nh bi ton phn b ho lc vo mc tiu cn tiu dit. b- Bi ton vn ti vi cung t hn cu Xt mt bi ton mt bi ton vn ti vi S l tp hp m nt cung v D l tp hp n nt cu m tng ngun cung nh hn tng nhu cu, tc l
si
i=1
d
j=1
Trong trng hp ny tt nhin khng th p ng nhu cu dj cho mi nt j=1n cho nn rng buc c dng bt ng thc thay v l ng thc. Vy :
x
i=1
ij
dj
(j = 1 n)
110
Ngi ta thng a bi ton ny v bi ton vn ti (ng) theo mt trong hai trng hp sau y : 1.Trng hp th nht l c tnh n s thit hi bng tin khi thiu mt n v hng ho nt cu j l rj (j=1n) Lc ny ngi ta a thm vo mt nt cung gi (m+1) vi ngun cung l
s m+1 =
d s
j=1 j i=1
v cc ph tng ng l c(m+1) j = rj (j=1n)
Khi ta nhn c mt bi ton vn ti (ng)
min
m +1 n
c
i=1 j =1
ij
x ij
m+1 x ij = d j (j = 1 n) i=1 n (i = 1 m) x ij = s i j =1 x 0 (i = 1 m + 1, j = 1 n) ij
2.Trng hp th hai l khng tnh n s thit hi do thiu hng nt cu Lc ny ta cng a v bi ton vn ti (ng) nh trn, nhng v khng tnh n s thit hi nn mc tiu s l
min
Ghi ch :
c
i=1 j =1
ij
x ij
Vi bi ton vn ti m, ngun chuyn khng ht sang cc nhu cu, ngi ta c th tnh thm cc ph lu kho mi ngun cho mi n v hng l ci (ng) bng cch thm vo nt cu gi (n+1) th hm mc tiu tr thnh
(n+1)
(i=1m) . Hon ton tng t nh trn, khi a bi ton ny v bi ton vn ti
min c ij x ij
j=1 i=1
n +1 m
Nh vy ta ch cn xt bi ton vn ti (ng)
111
min c ij x ij
j =1 i=1
n +1 m
n (i = 1 m) x ij = s i j=1 m (j = 1 n) x ij = d j i=1 x ij 0 (i = 1 m, j = 1 n)
c- Bi ton vn ti c ng cm y l bi ton vn ti nhng khng phi mi ngun u c cung ni vi mi ch. ngha l c ng cm. Cch a v bi ton vn ti l dng phng php Mln, tc l phng php pht nh sau : Gi E l tp cc cung khng cm, tc l cc cung (i,j), iS, jD v bi ton c thm iu kin xij=0 vi (i,j)E ta a bi ton c cc yu cu
min c ij x ij
j =1 i=1 n +1 m
n (i = 1 m) x ij = s i j=1 m x =d (j = 1 n) j ij i=1 x 0 (i = 1 m, j = 1 n) ij x ij = 0 khi (i, j) E
(*)
v bi ton vn ti bng cch t cc vn chuyn mi nh sau :

c ij c ij = M nu (i, j) E nu(i, j) E
y M l mt s rt ln, c coi l s ln hn mi s gp phi khi tnh ton. Xt bi ton vi cc ph mi nh trn nh sau :
112
min c ij x ij
j =1 i=1
n +1 m
n (i = 1 m) x ij = s i j=1 (**) m (j = 1 n) x ij = d j i=1 x ij 0 (i = 1 m, j = 1 n)

th ta c : nh l : Gi s x * = [x * ]m.n l phng n vn chuyn ti u ca (**) th khi : ij 1. Nu x * = 0 (i, j) E th x * l phng n vn chuyn ti u ca ij bi ton vn ti c ng cm (*) 2. Nu tn ti x kl E m x kl > 0 th bi ton vn ti c ng cm (**) khng c nhim chp nhn c. d- Bi ton vn ti km ch bin trung gian Gi s rng trong m hnh vn ti c mt s im ngun, tc l im sn xut, cho ra mt s sn phm cn phi ch bin trc khi n im cu. Gi s c =1k im ch bin vi kh nng ch bin l a n v sn phm tng ng. Gi cc ph vn chuyn mt n v bn sn phm t i n l c v chuyn mt n v sn phm i t n j l c . Bi ton t ra l lp k hoch vn chuyn tt c cc sn phm qua i ch bin n tt c cc im cu sao cho cc ph nh nht. Gi xij l lng sn phm t i qua ri qua j, ta cn tm x=[ xij]mkn sao cho :
min
(c
i=1 =1 j =1
+ c j ) x ij (i = 1 m) (j = 1 n) ( = 1 k )
k n x i j =1 j=1 m k x i j i=1 =1 m n x i j i=1 j=1 x 0 i j
= si = dj = a
(i = 1 m, = 1 k , j = 1 n)
113
IV- BI TON DNG TRN MNG

1- M u
Nhiu bi ton quy hoch tuyn tnh c th quy v bi ton lm cc tiu ph tn vn chuyn hng trong mt mng (gm cc nt v cc cung ng) sao cho m bo c cc nhu cu mt s nt sau khi bit ngun cung cp ti mt s nt khc. Cc bi ton nh vy c gi l cc bi ton dng trn mng hay bi ton chuyn vn (TransShipment Problem). y l lp bi ton quan trng nht v hay gp nht trong quy hoch tuyn tnh. Lp ny bao gm cc bi ton quen thuc trong thc t nh : - Bi ton vn ti - Bi ton mng in - Bi ton mng giao thng - Bi ton qun l - Bi ton phn b vt t - Bi ton b nhim - Bi ton k hoch ti chnh - Bi ton ng ngn nht - Bi ton dng ln nht - ................. V l mt bi ton quy hoch tuyn tnh nn cc bi ton dng trn mng c th gii c bng bt k thut ton no gii c bi ton quy hoch tuyn tnh, chng hn bng thut ton n hnh nh bit . Tuy nhin, nu tn dng nhng cu trc c bit ca cc bi ton dng trn mng s lm cho phng php n hnh n gin hn v c thc hin nhanh hn.
2- Pht biu bi ton dng trn mng

Mng l mt th c hng k hiu G=(N,A), N l tp cc nt, A l tp cc cung, cng mt s thng tin v s lng b sung nh sau : . bi (iN) biu th ngun t ngoi vo nt i, gi tt l ngun . uij biu th ti nng ca cung (i,j)A . cij biu th cc ph cho mt n v ca dng trn cung (i,j)A
114
. xij biu th lng vn chuyn ca dng trn cung (i,j)A Gi tr tuyt i |bi| c gi l nhu cu ca nt i. Nu bi>0 th nt i c gi l im ngun, nu bi<0 th nt i c gi l im ht. Mt cch hon ton t nhin ngi ta t hai iu kin sau y : a- Tng lng trn dng vo nt i bt k phi bng tng lng trn dng ra khi nt i (lut bo ton dng). Nh vy :
bi +
Trong :
jI(i)
ji
jQ(i)
ij
(i N)
(1)
I(i)= {nt j / cung (j,i)A} : nhng nt c cung ni n nt i O(i)= {nt j / cung (i,j)A} : nhng nt c cung ni t nt i n n b- Dng trn cung l khng m v khng vt qu ti nng ca cung. Nh vy :
0 x ij uij
(i, j) A
(2)
Mi vect x c cc thnh phn xij , (i,j)A, c gi l mt dng. Dng x tho iu kin (1) v (2) c gi l dng chp nhn c. Ly tng ca (1) theo cc nt i ta c :
b
iN
=0
(3)
iu ny c ngha l tng dng t bn ngoi vo mng phi bng tng dng t mng ra ngoi. Nu iu ny iu ny khng tho th bi ton l khng chp nhn c. Mc tiu ca bi ton l lm cc tiu cc ph dng trn mng, tc l :
min
(i, j)A
ij
x ij
(4)
trong cc tiu ly trn mi dng chp nhn c. Nh vy ta nhn c mt bi ton quy hoch tuyn tnh nh sau :
115
min
(i, j)A
ij
x ij
b i + x ji = jI(i) 0 x ij uij
jO(i)
ij
(i N) (i, j) A
V- QUY HOCH NGUYN

1- M u
Quy hoch nguyn (Integer Programming) , vit tt l IP, l bi ton quy hoch m trong tt c hoc mt phn cc bin b rng buc ch ly gi tr nguyn. Trng hp th nht c gi l quy hoch nguyn hon ton (Pure Integer Programming PIP), trng hp th hai c gi l quy hoch nguyn b phn (Mixed Integer Programming MIP). Tuy vy thut ng quy hoch nguyn c dng chung cho c hai trng hp. Mng cc bi ton c v n gin nht m cng l quan trng nht trong lp cc bi ton quy hoch nguyn l cc bi ton chn cc quyt nh (chn/khng chn). Chng hn nh bi ton b nhim, bin quyt nh vic b nhim nhn gi tr nh sau :
1 nu ng-i i nhn cng vic j x ij = 0 nu ng-i i khng nhn cng vic j
V cc bin quyt nh thng ch nhn mt trong hai gi tr nn bi ton ny cn c gi l bi ton quy hoch nguyn nh phn (Binary Integer Programming) . Mt tng t nhin gii bi ton quy hoch nguyn l c gii nh mt bi ton quy hoch tuyn tnh tng qut tm b qua rng buc bin phi nguyn. Khi tm c phng n ti u th s lm trn n c phng n ti u nguyn gn ng. Phng php ny c th p dng trong thc t nhng phi ch n hai nguy c sau y : - Mt l phng n ti u c lm trn khng chp nhn c i vi bi ton quy hoch nguyn. - Hai l phng n ti u c lm trn chp nhn c nhng c th gi tr mc tiu tng ng l rt xa vi mc tiu ti u ca bi ton quy hoch tuyn tnh nguyn.
116
2- Bi ton quy hoch nguyn trong thc t

a- Bi ton bal
Mt nh thm him mang theo mt bal ch cha c mt trng lng khng qu b. C n loi vt dng phi mang theo. Mi vt loi vt i c trng lng l ai v gi tr s dng l ci. Hi ng ta phi chn la cc vt mang theo nh th no c gi tr s dng l ln nht ? Gi xi (i=1n) l s lng vt loi i m ng ta mang theo th m hnh ton ca bi ton bal ny l quy hoch nguyn nh sau :
max z =
c x
i=1 i
n ai x i b i=1 x 0 v nguy n (i = 1 n) i
V mt ton hc th nu hm mc tiu l min z hoc rng buc l ng thc th bi ton cng gi l bi ton bal. Bi ton bal c dng c bit v n gin v ch c mt rng buc ngoi rng buc du v tnh nguyn. Ngi ta nghin cu c nhiu cch gii ring cho bi ton v a bi ton quy hoch nguyn v bi ton bal gii.
b- Bi ton sn xut c l ph c nh
Gi s mt nh my c k hoch s sn xut n sn phm. Chi ph sn xut sn phm j=1n gm l ph c nh kj , khng ph thuc vo s lng sn phm j, v cc ph cj i vi mi n v sn phm j. Gi xj 0 l lng sn phm j=1n s sn xut th chi ph sn xut sn phm j s l :
k j + c j x j c j (x j ) = 0
mc tiu sn xut vi chi ph cc tiu s l :
nu x j > 0 nux j = 0
min z =
c (x )
j =1 j j
Trong trng hp ny hm mc tiu z l hm phi tuyn vi cc i s l xj (j=1n) mc d cc rng buc thc t nh nguyn liu, th trung,.... u l tuyn
117
tnh nn bi ton rt kh gii. Ngi ta c th a bi ton ny v bi ton quy hoch tuyn tnh nguyn b phn bng cch a vo cc bin ph nh phn nh sau :
1 yj = 0
nu x j > 0 nux j = 0
(1)
biu th yj (j=1n) l bin nh phn c lp, khng ph thuc vo xj nh trong (1) ngi ta a vo mt rng buc tuyn tnh nh sau : xj Myj (j=1n) y M>0 v rt ln rng buc xj l tha. Khi hm mc tiu v rng buc trn tr thnh :
min z =
(k y
j =1 j
+ c jx j )
(2)
0 x j My j 0 y j = 1
Tht vy :
- Nu xj > 0 th yj khng th bng 0 nn yj =1 - Nu xj = 0 th yj = 0 hoc yj=1 Nhng v kj>0 ( nu kj= 0 th khng cn a vo bin ph yj) v hm mc tiu l min z nn thut ton tm phng n ti u lun ly yj=0 v phng n vi xj=0 v yj=1 khng th l ti u. Khi vit cc rng buc tuyn tnh khc vo ta c bi ton quy hoch tuyn tnh nguyn b phn.
118
CU HI CHNG 4
1- Trnh by chin lc b tri hn. 2- Trnh by chin lc MaxiMin v MiniMax. 3- Xy dng quy hoch tuyn tnh trong trng hp khng c nghim n nh. 4- Trnh by cc giai on gii bi ton vn ti.
119
BI TP CHNG 4
1- Tm phng n ti u cho bi ton l thuyt tr chi c ma trn im c cho nh sau : 2 -1 -2 3 5 -5 -2 4 0 -1 -2 3
2- Gii bi ton vn ti c ma trn cc ph 100 80 20 60 2 5 6 70 1 3 2 40 4 2 1 30 3 6 5
120

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NG DNG QUY HOCH TUYN TNH

CHNG IV NG DNG QUY HOCH TUYN TNH

NG DNG QUY HOCH TUYN TNH

1 a11 a21 ... am1

2 a12 a22 ... am2

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

n a1n a2n ... amn

NG DNG QUY HOCH TUYN TNH

II- BI TON TR CHI

NG DNG QUY HOCH TUYN TNH

- i vi B th chin lc 3 b tri hn bi chin lc 1 v 2 v n mang n cho B s im thua nhiu nn B b chin lc 3. Ta c :

- i vi A th chin lc 2 b tri hn bi chin lc 1 v vy A b chin lc 2. Ta c :

NG DNG QUY HOCH TUYN TNH

- i vi B th chin lc 2 b tri hn bi chin lc 1 v vy B b chin lc 2. Ta c :

NG DNG QUY HOCH TUYN TNH

gA = ai A j A = MaxiMin (A) = max min { aij }

: a11=-3 : a22=0 : a33=-4

gB = aiB jB = MiniMax (B) = min max {aij }

: a31=5 : a22=0 : a13=6

Vy MiniMax(B) = a22= 0 Ln ny ta thy rng : MaxiMin(A) = MiniMax(B) = a22= 0

NG DNG QUY HOCH TUYN TNH

2- Tr chi khng c nghim khng n nh

NG DNG QUY HOCH TUYN TNH

- Nhng B cng tnh c iu ny nn s quay li chn chin lc 3 thua 3 t A .

- Cng nh B , A cng s tnh c iu ny nn s quay li chn chin lc 1 thng 2 t B.

NG DNG QUY HOCH TUYN TNH

MaxiMin (A) = ai A j A = gA MiniMax (B) = aiB jB = gB aiA jA aiB jB

NG DNG QUY HOCH TUYN TNH

1 max g1 min g1 p + p + ... + p = 1 2 m 1 p1a1 j + p2a2 j + ... + pmamj g1 pi > 0 (i = 1 n)

Chia cc rng buc ca bi ton th nht cho g1>0 v t :

Chia cc rng buc ca bi ton th hai cho g2>0 v t :

NG DNG QUY HOCH TUYN TNH

Khi hai bi ton quy hoch tuyn tnh trn tr thnh :

1 min g = x 1 + x 2 + ... + x m 1 (D) a1 j x 1 + a 2 j x 2 + ... + a mj x m 1 x i > 0 (i = 1 m)

1 max g = y 1 + y 2 + ... + y 3 2 (P) a i1 y 1 + a i2 y 2 + ... + a in y n 1 y > 0 (j = 1 m) j

NG DNG QUY HOCH TUYN TNH

1 min w = g = x 1 + x 2 + x 3 1 3x 1 + 5 x 2 + 7 x 3 1 6x 1 + 2x 2 + 8x 3 1 5x 1 + 6 x 2 + x 3 1 x1 > 0 , x 2 > 0 , x 3 > 0

1 max z = g = y1 + y 2 + y 3 2 3y1 + 6 y 2 + 5 y 3 1 5y1 + 2 y 2 + 6 y 3 1 7 y1 + 8y 2 + y 3 1 y1 > 0 , y 2 > 0 , y 3 > 0

Ta chn bi ton (P) gii. a bi ton (P) v dng chun :

Dng gii thut n hnh ci tin :

NG DNG QUY HOCH TUYN TNH

37 214 13 107 23 107

6 107 10 107 7 107

NG DNG QUY HOCH TUYN TNH

Phng n ti u ca bi ton (P) l :

23 107 q1 7 = g 2 107 q2 6 = g2 107 q3 10 = g 2 107

Phng n ti u ca bi ton i ngu (D) c tnh bng cng thc sau :

37 214 13 = [ 1 1 1] 107 23 107

16 107 9 107 17 107

7 214 12 107 13 107

17 214 10 23 1 = = b T x = [1 1 1] w= g1 107 107 9 214

NG DNG QUY HOCH TUYN TNH

1 23 w = g = 107 1 x 1 = p1 = 17 g1 214 p 10 x2 = 2 = g1 107 x 3 = p 3 = 9 g1 214

NG DNG QUY HOCH TUYN TNH

3- Bi ton vn ti cn bng thu pht

Vi cc phn tch trn ta c m hnh ca bi ton nh sau :

NG DNG QUY HOCH TUYN TNH

n x ij = ai (i = 1,2,..., m) j=1 m x = b (j = 1,2,..., n) j ij i=1 x ij 0

b- Dng bng ca bi ton vn ti

c1n x1n c2n x2n cin xin .... cmn xmn

NG DNG QUY HOCH TUYN TNH

NG DNG QUY HOCH TUYN TNH

2- Phn vo (2,2) 20 . Ct (2) b xa . Hng (2) cn pht 40-20=20 80 0 5 20 3 70 7 4 2 9 0 20 10 1 50 6 11

NG DNG QUY HOCH TUYN TNH