Chuong 2

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CHNG 2
QUI HOCH TUYN TNH
Mc tiu chng Sau khi hon thnh chng ny, sinh vin c th: 1. Nm c nhng thnh phn v cc dng khc nhau ca bi ton qui hoch tuyn tnh; 2. C th thc hin chuyn i gia cc dng bi ton qui hoch tuyn tnh; 3. Xy dng bi ton qui hoch tuyn tnh n gin trong kinh t; 4. Nm c cc phng php gii cc bi ton qui hoch tuyn tnh; 5. Hiu c bi ton i ngu v thc hin bin i gia bi ton i ngu v bi ton gc; 6. Hiu v s dng phn tch nhy trong phn tch; 7. Hiu v ng dng ca cc bi ton qui hoch nguyn trong kinh t; 8. S dng c cc phn mm ph bin gii cc bi ton qui hoch tuyn tnh khc nhau; 9. c v phn tch c ni dung kt xut ca cc phn mm ph bin v cc bi ton qui hoch tuyn tnh. Ni dung chng 2.1. t vn 2.2. Nhng dng bi ton qui hoch 2.3. Bin i dng ca bi ton qui hoch 2.4. Nhng phng php gii bi ton qui hoch tuyn tnh 2.5. Bi ton i ngu 2.6. Phn tch nhy 2.7. Qui hoch nguyn
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2.1. t vn
Qui hoch tuyn tnh l mt phng php c s dng rt ph bin nhm h tr cho nh qun tr ra quyt nh. Trong thc t, qui hoch tuyn tnh c s dng gii quyt nhng bi ton nh sau: 1. Nh sn xut mun xy dng tin sn xut v chnh sch d tr nhm m bo nhu cu bn trong tng lai. Tin v chnh sch d tr m bo cho cng ty cung cp hng ho vi chi ph sn xut v d tr thp nht. 2. Cc nh phn tch ti chnh phi chn danh mc u t sao cho li nhun thu c t u t l cc i. 3. Nh qun tr marketing mun phn phi qu qung co cho nhng phng tin qung co nh radio, television, bo, tp ch. Nh qun tr mun la chn phng tin qung co sao cho hiu qu qung co l ln nht. 4. Mt cng ty c mt s kho vi ni. Vi nhu cu ca khch hng xc nh, cng ty mun xc nh t mi kho, chng ta s vn chuyn bao nhiu hng n tng khch hng sao cho tng chi ph vn chuyn l nh nht Nhng v d ny ch l mt vi tnh hung m qui hoch tuyn tnh c s dng thnh cng, nhng chng minh ha tnh a dng ca nhng ng dng ca qui hoch tuyn tnh. Quan st k, cc bi ton ny c nhng c trng chung. Trong mi v d, chng ta quan tm n cc i hay cc tiu mt vi i lng. Trong v d 1, nh sn xut mun cc tiu chi ph; trong v d 2, nh phn tch ti chnh mun cc i li nhun t u t; trong v d 3, nh qun tr mun cc i hiu qu qung co; v trong v d 4, cng ty mun cc tiu chi ph vn chuyn. Trong tt c cc bi ton qui hoch tuyn tnh, mc tiu ca chng ta l cc i v cc tiu mt vi i lng. Tt c cc bi ton qui hoch tuyn tnh u c c trng l nhng rng buc. Trong v d 1, nh sn xut b rng buc bi s lng sn phm sn xut v nng lc sn xut. Bi ton c cu u t b rng buc bi qu u t. Quyt nh la chn phng tin qung co b rng buc bi ngn sch v tnh kh thi ca phng tin qung co. Trong bi ton vn ti, cc tiu chi ph b rng buc bi kh nng cung cp hng ho ca mi kho. Chnh v vy, rng buc l c trng chung th hai ca mi bi ton qui hoch tuyn tnh.
2.1.1. Bi ton cc i n gin

ABC l cng ty nh chuyn sn xut sn phm ho cht. Trong qu trnh sn xut, cng ty s dng 3 nguyn liu sn xut cht ph gia v baz ho tan. Cht ph gia c bn cho mt cng ty du ho v c dng sn xut du
PHNG PHP NH LNG TRONG KINH T
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ho v nhiu liu lin quan khc. Baz ho tan c bn cho cc cng ty ho cht khc v c dng sn xut sn phm lau chi cng nghip v gia dng. Ba nguyn liu th c pha trn thnh cht ph gia v baz ho tan nh trn Bng 2-1. N th hin mt tn cht ph gia l hn hp ca 0,4 tn nguyn liu loi 1 v 0,6 tn nguyn liu loi 3. Mt tn baz ho tan l hn hp 0,5 tn nguyn liu loi 1; 0,2 tn nguyn liu loi 2 v 0,3 tn nguyn liu loi 3. Bng 2-1: Nhu cu nguyn liu cho mi tn sn phm Sn phm Nguyn liu Nguyn liu 1 Nguyn liu 2 Nguyn liu 3 0,6 Cht ph gia 0,4 Baz ho tan 0,5 0,2 0,3
Vic sn xut ca ABC b rng buc bi kh nng b gii hn ca ba nguyn liu. Vi giai on sn xut hin ti, ABC c kh nng cung ng v lng ca mi nguyn liu sau: Nguyn liu 1, 2 v 3 ch c cung ng tng ng l 20 tn, 5 tn v 21 tn. B phn k ton phn tch s liu, xc nh tt c cc khon chi ph c lin quan, gi bn cho mi sn phm v tnh c li nhun t c ca mi tn cht ph gia, baz ho tan tng ng l 40 ngn ng v 30 ngn ng. By gi, chng ta hy dng qui hoch tuyn tnh xc nh s tn cht ph gia v s tn baz ho tan cn sn xut cc i li nhun. Xy dng bi ton (Problem formulation) l qu trnh chuyn mnh bng li ca bi ton sang mnh ton. Mnh ton ca bi ton c m t bng cc m hnh ton (mathematical model). Pht trin mt m hnh ton thch hp l mt ngh thut m ch c th tinh thng thc t v kinh nghim mi c th thc hin c. Mc d mi bi ton c t nht mt vi c trng ring nhng cng c nhng c trng chung hoc tng t. Chng ta s xy dng m hnh ton cho bi ton ABC v da vo s pht trin thnh bi ton tng qut. Vn u tin khi xy dng bi ton l hiu bi ton mt cch thu o bi ton. ABC mun xc nh mi loi sn phm phi c sn xut bao nhiu cc i li nhun. S tn c c ca 3 nguyn liu sn xut 2 loi sn phm s gii hn s tn ca mi sn phm c sn xut. Nhng bi ton phc tp hn i hi phi suy ngh nhiu c th hiu c. Tuy nhin, hiu bi ton mt cch thu o l bc u tin nhng rt quan trng trong vic xy dng m hnh ton. Khi hiu c bi ton, chng ta xc nh nhng thnh phn khc nhau ca bi ton.
CHNG 2: QUI HOCH TUYN TNH
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M t hm mc tiu (objective function): Mc tiu ca ABC l cc i tng li nhun. M t cc rng buc (constraints): Ba rng buc gii hn s tn cht ph gia v baz ho tan c sn xut chnh l ngun nguyn liu c gii hn ca cng ty. Rng buc 1: S tn nguyn liu 1 c dng phi nh hn hoc bng 20 tn. Rng buc 2: S tn nguyn liu 2 c dng phi nh hn hoc bng 5 tn. Rng buc 3: S tn nguyn liu 3 c dng phi nh hn hoc bng 21 tn. Xc nh bin quyt nh (Decision Variables): i vi bi ton ABC c 2 bin quyt nh: (1) s tn cht ph gia c sn xut v (2) s tn baz ho tan c sn xut. Trong vic xy dng m hnh ton i vi bi ton ABC, chng ta s dng nhng k hiu sau i vi bin quyt nh: F= s tn cht ph gia c sn xut B= s tn baz ho tan c sn xut Vit hm mc tiu theo cc bin quyt nh: Li nhun ca ABC do sn xut F tn cht ph gia v B tn baz ho tan. V ABC to 40 ngn ng li nhun cho mi tn cht ph gia v 30 ngn ng li nhun cho mi tn baz ho tan c sn xut, cng ty s to 40F li nhun do sn xut cht ph gia v 30B li nhun do sn xut baz ho tan. Chnh v vy, tng li nhun s l 40F + 30B. V hm mc tiu l hm ca cc bin quyt nh F v B, nn hm mc tiu l 40F + 30B. Dng Max k hiu cho cc i, chng ta c th vit mc tiu ca bi ton ABC nh sau: Max 40F + 30B. Vit cc rng buc theo cc bin quyt nh: ngun nguyn liu ca cng ty l c hn nn khi xy dng bi ton cn quan tm n n. Rng buc 1: S tn nguyn liu 1 c dng phi khng vt s tn nguyn liu 1 kh dng. Mi tn cht ph gia m ABC sn xut s dng 0,4 tn nguyn liu 1. V vy, 0,4F tn nguyn liu 1 c dng sn xut F tn cht ph gia. Tng t, mi tn baz ho tan m ABC sn xut s dng 0,5 tn nguyn liu 1. V vy, 0,5B tn nguyn liu 1 c dng sn xut B tn baz ho tan. V th, s tn nguyn liu 1 c dng sn xut F tn cht ph gia v B tn baz ho tan l: 0,4F + 0,5B. V ch c 20 tn nguyn liu 1 dng sn xut, nn mnh ca rng buc 1 l 0,4F+0,5B20. Rng buc 2: S tn nguyn liu 2 c dng phi khng vt s tn nguyn liu 2 kh dng. Cht ph gia khng cn dng nguyn liu 2. Tuy nhin, mi tn baz ho tan
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m ABC sn xut s dng 0,2 tn nguyn liu 2. V vy, 0,2B tn nguyn liu 2 c dng sn xut B tn baz ho tan. V th, s tn nguyn liu 2 c dng sn xut F tn cht ph gia v B tn baz ho tan l 0,2B. V ch c 5 tn nguyn liu 2 dng sn xut, nn mnh ca rng buc 2 l 0,2B 5. Rng buc 3: S tn nguyn liu 3 c dng phi khng vt s tn ca nguyn liu 3 kh dng. Mi tn cht ph gia m ABC sn xut s dng 0,6 tn nguyn liu 3. V vy, 0,6F tn nguyn liu 3 c dng sn xut F tn cht ph gia. Tng t, mi tn baz ho tan m cng ty ABC sn xut s dng 0,3 tn nguyn liu 3. V vy, 0,3B tn nguyn liu 3 c dng sn xut B tn baz ho tan. V th, s tn nguyn liu 3 c dng sn xut F tn cht ph gia v B tn baz ho tan l 0,6F + 0,3B. V ch c 21 tn nguyn liu 3 c th dng cho sn xut nn mnh ton ca rng buc 3 l 0,6F + 0,3B 21. Nhng rng buc khng m: S tn sn xut cht ph gia hoc baz ho tan khng th m. V th, cc rng buc khng m phi c thm vo ngn chn cc bin quyt nh F v B nhn gi tr m. Nhng rng buc ny l: F0 v B 0. Trong cc bi ton kinh t, cc rng buc khng m ca cc bin quyt nh l c im chung ca cc bi ton qui hoch tuyn tnh v c vit theo dng ngn gn nh sau: F, B 0 M hnh ton ca bi ton ABC: Xy dng bi ton hon thnh v chng ta thnh cng trong vic chuyn mnh bng li ca bi ton sang m hnh ton hc nh sau: Max 40F + 30B Rng buc 0,4F + 0,5B 20 Nguyn liu 1 0,2B 5 Nguyn liu 2 0,6F + 0,3B 21 Nguyn liu 3 F,B 0 Nhim v ca chng ta by gi l tm mt tp hp s lng cc sn phm m bo tho mn tt c cc rng buc v ng thi hm mc tiu t c gi tr cc i. Mt khi nhng gi tr ny ca cc bin F v B c tnh ton, chng ta s tm c phng n ti u cho bi ton. M hnh ton hc ca bi ton ABC l bi ton qui hoch tuyn tnh. Bi ton c hm mc tiu v cc rng buc u l hm tuyn tnh ca cc bin quyt nh F v B.
24 Hm ton hc m trong mi bin xut hin ring bit c bc 1 c gi l hm tuyn tnh. Hm mc tiu (40F +30B) l tuyn tnh v mi bin quyt nh c bc 1. Lng nguyn liu 1 c dng (0,4F + 0,5B) cng l hm tuyn tnh ca bin quyt nh. Tng t, hm bn tri ca rng buc bt phng v nguyn liu 2 v nguyn liu 3 (gi l cc hm rng buc) cng l hm tuyn tnh theo cc bin quyt nh.
2.1.2. Bi ton cc tiu n gin

Cng ty ho cht MDC sn xut hai sn phm A v B bn lm nguyn liu cho cc cng ty sn xut x phng. Da trn mc tn kho hin ti v nhu cu tim nng cho thng ti, cc nh qun tr xc nh tng mc sn xut trong thng ti ca c hai sn phm t nht 350 galng1. Ring sn phm A phi c sn xut t nht 125 galng. sn xut mi galng sn phm A, B tng ng ht 2 gi v 1gi. Trong thng n, tng qu thi gian l 600 gi. Mc tiu ca cng ty MDC l cc tiu tng chi ph sn xut. Chi ph sn xut mi galng sn phm A v B tng ng l 2 v 3 ngn ng. cc tiu chi ph, chng ta xy dng bi ton qui hoch tuyn tnh. Th tc xy dng bi ton tng t nh xy dng bi ton ca cng ty ABC, trc tin phi xc nh bin quyt nh v hm mc tiu ca bi ton. Gi: A= s galng sn phm A c sn xut, B= s galng sn phm B c sn xut. V chi ph cho mi galng sn phm A v B tng ng l 2 v 3 ngn ng, hm mc tiu s cc tiu tng chi ph sn xut v c vit nh sau: Min 2A+3B. Tip theo, chng ta xc nh cc rng buc ca bi ton. m bo nhu cu ca khch hng t nht 125 galng sn phm A, chng ta vit rng buc: 1A125 V tng sn phm sn xut ca c hai sn phm phi t nht 350 galng nn c rng buc nh sau: 1A+1B350 i vi gii hn nng lc sn xut l 600gi, chng ta c: 2A+1B600 Sau cng, chng ta cn thm rng buc khng m (A, B0). Nh vy, bi ton qui hoch tuyn tnh cho bi ton MDC c m t nh sau:
1
n v o lng cht lng bng 4,54 lt Anh v 3,78 lt M PHNG PHP NH LNG TRONG KINH T
25 Min (2A Rng buc 1A 1A 2A + 3B) 125 350 600 0 Nhu cu ca sn phm A Tng sn phm Thi gian sn xut
+ 1B + 1B A, B
2.1.3. Nhng k hiu chung ca bi ton qui hoch tuyn tnh

Trong chng ny, chng ta biu din m hnh ton ca bi ton qui hoch tuyn tnh ca cng ty ABC v MDC. xy dng m hnh ton ca bi ton ABC, chng ta xc nh hai bin quyt nh: F l s tn ca cht ph gia v B l s tn ca baz ho tan. Trong bi ton MDC, hai bin quyt nh c k hiu: A l s galng sn phm A v B l s galng ca sn phm B. Chn tn bin quyt nh theo cch ny d hnh dung cc bin quyt nh. Nhng cch ny s tt cho nhng bi ton c t bin quyt nh v n s kh khn khi bi ton c nhiu bin. Chng ta cn phi m t cc bin khi qut hn. K hiu chung thng c s dng trong cc bi ton qui hoch tuyn tnh l x vi nhng ch s di. Trong bi ton ABC, chng ta c th k hiu nhng bin quyt nh nh sau: x1= s tn cht ph gia c sn xut v x2= s tn cht baz ho tan c sn xut. Khi , m hnh s l: Max (40x1 + 30x2) Rng buc 0,4x1 + 0,5x2 20 Nguyn liu 1 0,2x2 5 Nguyn liu 2 0,6x1 + 0,3x2 21 Nguyn liu 3 x1, x2 0 Tng t, trong bi ton MDC, tn bin c k hiu nh sau: x1=s galng sn phm A c sn xut v x2=s galng sn phm B c sn xut. Nh vy, m hnh ton s l: Min 2x1+3x2 Rng buc 1x1 125 Nhu cu ca sn phm A 1x1 + 1x2 350 Nhu cu tng cc sn phm 2x1 + 1x2 600 Thi gian sn xut x1, x2 0
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2.2. Nhng dng bi ton qui hoch
2.2.1. Nhng thnh phn ca bi ton

Nh vy, bi ton qui hoch tuyn tnh bao gm nhng thnh phn c bn nh sau: Hm mc tiu: y l hm ton hc ca cc bin quyt nh v c th t cc tr. Thng thng, trong kinh t hm mc tiu th hin cc i v kt qu v cc tiu v chi ph. Cc rng buc: l nhng phng trnh hay bt phng trnh tuyn tnh th hin s kt hp cc bin quyt nh. Trong kinh t, cc rng buc th hin s hn ch v ngun lc. Cc rng buc v du ca cc bin quyt nh: cc bin quyt nh ca nhng bi ton trong kinh t thng khng m. Tuy nhin, trong trng hp tng qut, cc bin c th nhn gi tr m.
2.2.2. Cc dng bi ton qui hoch tuyn tnh

Qua nghin cu cc bi ton qui hoch tuyn tnh, chng ta c th khi qut cc bi ton qui hoch tuyn tnh gm cc dng c bn: dng tng qut, dng chnh tc v dng chun. Mi dng c nhng c trng ring v c cch gii ring. Trong dng chun s l c s cho phng php n hnh. Nm vng tng loi c th chuyn i gia cc loi. Dng tng qut: y l dng gp rt nhiu trong thc t, c th bi ton dng ny c cc thnh phn nh sau: Hm mc tiu
f ( x ) = c j x j min(max ) hay Min (Max ) c j x j
j=1 j=1 n n
Rng buc
n a ij x j =b i i I1 j=1 n a ij x j b i i I 2 j=1 n a ij x j b i i I 3 j=1
Trong : I1 I2 I3 ={1, 2,, m} Rng buc du xj0 (jJ1); xj0 (jJ2); xj tu (jJ3)
27 Trong : J1J2 J3 ={1, 2,, n} V d: Bi ton sau c dng tng qut: Max (3x 1 x 2 + 2x 3 + x 4 S.t. 2x 1 x 2 + x 3 + 2x 4 4x 1 2x 2 + x 3 x 1 x 2 + 2x 3 x 1 + x 2 + 2x 3 x4 x 1 , x 4 0; x 2 , x 5 0; x 3 ty Dng chnh tc Bi ton dng chnh tc l bi ton c nhng c trng c bn sau: - Cc rng buc u l phng trnh, - Cc bin s u khng m, - V phi c th nhn gi tr bt k. Bi ton dng chnh tc cn c m t theo k hiu ma trn nh sau: Min (Max) cxT Rng buc AxT =b x0 Vi
a 11 a 12 ... a 1 j ... a 1n a 21 a 22 ... a 2 j ... a 2 n ... ... ... ... ... ... A= a i1 a i 2 ... a ij ... a in ... ... ... ... ... ... a m1 a m 2 ... a mj ... a mn bT=(b1 b2 bm) vc t cc s hng t do (v phi) ca h rng buc x = (x1 x2 xn) vc t cc bin quyt nh c = (c1 c2 cn) vc t cc h s ca hm mc tiu. V d: Bi ton sau c dng c dng chnh tc Hm mc tiu Min (3x 1 x 2 + x 3 3x 4 + x 5 )
+ 5x 5 ) + + x5 x5 17 20 = 18 100
28 Rng buc 2x 1 + x 2 2x 1 2x 2 x1 x 2 x3 + x3 + 2x 3 + 3x 4 + x5 0 = = 20 = 18
Rng buc du x1, x2, x3, x4, x5 0 Dng chun Hm mc tiu

f ( x ) = c j x j min (max)
j=1 n
Rng buc
x 1 x2 O xm Rng buc du + + K + a 1( m +1) x ( m +1) a 2 ( m +1) x ( m +1) K a m ( m +1) x ( m +1) + + + K K K + + + a 1n x n a 2n x n K a mn x n = = = b1 b2 bm
K K K
K K
xj 0 j = 1, n v bi0 i = 1, m
Bi ton dng chun cn c m t theo k hiu ma trn nh sau: Min (Max) cxT Rng buc AxT =b x0 Vi
1 0 L 0 a 1( m +1) L a 1n 0 1 L 0 a 2 ( m +1) L a 2 n A= L L L L L L L 0 0 L 1 a L a mn m ( m +1) Nhn xt: Bi ton dng chun l dng bi ton dng chnh tc c thm cc iu kin, l: - Cc s hng t do khng m (cc s hng v phi khng m) ; - Ma trn cc h s cc rng buc A c cha mt ma trn n v cp m. Ni cch khc, h cc rng buc l h phng trnh chun.
29 V d: Bi ton sau c dng chun
Min (3x1- x2+ x3-3x4+x5) Rng buc 2x1+ x2- x3+x4 = 10 2x1-2x2+x3 + x6 = 20 18 x1- x2+2x3+ x5 = 0 x1, x2, x3, x4, x5, x6 Cc bin ng vi cc vc t ct n v trong ma trn A c gi l cc bin c bn. Bin c bn ng vi vc t n v th i gi l bin c bn th i. Cc bin cn li l cc bin khng c bn. Mt tp cc gi tr ca cc bin tho mn nhng rng buc ca bi ton gi l phng n ca bi ton. Mt phng n m cc bin khng c bn bng 0 gi l phng n c bn.. Mt phng n c bn c m thnh phn dng gi l khng suy bin. Nu c t hn m thnh phn dng gi l suy bin. Nhn xt: vi bi ton dng chun, lun c phng n c bn ban u:
b j = 1, m xj = j 0 j = m + 1, n Tc l xT=(x1 x2xm xm+1xn)=(b1 b2bm 00)
2.2.3. Bin i dng ca bi ton qui hoch

Nh nu, bi ton qui hoch tuyn tnh tn ti di nhiu dng khc nhau. Tuy nhin, trong mt s phng php gii bi ton i hi bi ton c dng nht nh. V vy, chng ta phi thc hin bin i bi ton t dng ny sang dng khc.
a. a dng tng qut v dng chnh tc

a bi ton dng tng qut v dng chnh tc, chng ta c th thc hin nhng bin i sau: 1. Nu rng buc dng j=1 a ij x j b i chng ta cng thm vo v tri
n
mt bin ph khng m xn+10 chuyn rng buc v dng phng trnh
j=1 a ij x j + x n +1 = b i
n
2. Nu gp rng buc dng
j=1 a ij x j b i
n
chng ta tr ra v tri mt
30
bin ph khng m xn+10 chuyn rng buc thnh phng trnh
j=1 a ij x j x n +1 = b i .
n
Ch : cc bin ph l nhng bin gip chng ta bin i cc rng buc dng bt phng trnh thnh phng trnh, ch khng ng vai tr g v mt kinh t, nn n khng nh hng n hm mc tiu. V vy, h s ca bin ph trong hm mc tiu bng 0.
3. Nu gp bin xj 0, chng ta thay xj=-tj vi tj 0 4. Nu gp bin xj tu , chng ta thay xj=xj-xj vi xj 0 v xj0. V d: a bi ton sau v dng chnh tc: Min (3x1- x2+2x3+ x4+5x5) Rng buc 2x1-2x2+ x3+2x4+x5 17 4x1-2x2+ x3 = 20 x1- x2+2x3+ x5 -18 x1+ x2+2x3+ x4 100 x1, x2, x3 0 ; x40 ; x5 tu . Nhn xt: - Rng buc 1, 3, 4 l nhng bt phng trnh - x40, x5 tu . Chng ta thm bin ph x6, x7, x8 vo rng buc 1,3 v 4; thay x4=-t4 v x5=x5-x5. Nh vy, chng ta c bi ton dng chnh tc nh sau: Min (3x1-x2+2x3-t4+5x5-5x5) Rng buc = 2x1-2x2+x3-2t4+x5- x5+x6 4x1-2x2+ x3 = = x1-x2+2x3+x5- x5-x7 x1+x2+2x3-t4+x8 = Rng buc du x1, x2, x3, t4, x5, x5, x6, x7, x8 0
17 20 -18 100
b. a dng chnh tc v dng chun

Trc tin, nu trong bi ton dng chnh tc, c mt s hng v phi no m, chng ta ch cn i du hai v c bi >0. Vy, t y chng ta c th
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gi thit bi ton dng chnh tc ang xt c bi0 ( i = 1, m) , tc v phi ca bi ton khng m. Xem xt bi ton dng chnh tc nh sau: Hm mc tiu
Min (Max ) c j x j
j=1 n
Rng buc a 11 x 1 + L + a 1n x n a x 21 1 + L + a 2 n x n L L L L L a m1 x 1 + L + a mn x n x j 0 (j = 1, n )
= = =
b1 b2 bm
L L
Chng ta thm vo mi phng trnh mt bin gi (Artifical variable) khng m xn+10 vi h s 1. Trong hm mc tiu f(x) min, cc bin gi c h s M (ln tu ), trong hm mc tiu f(x)max, cc bin gi c h s M. Chng ta c bi ton mi gi l bi ton m rng ca bi ton xut pht. Hm mc tiu
Min (max) c j x j M x n +i
j=1 i =1 n m
Rng buc
a 11 x 1 + L + a 1n x n a x 21 1 + L + a 2 n x n L L L L L a m1 x 1 + L + a mn x n x j 0 (j = 1, n + m) + L x n +1 L + + L x n +2 L + L + L x n +m = = = b1 b2 bm
L L
Ch : a. Phn bit bin ph v bin gi vi 3 im sau: - Bin ph c s dng a bi ton dng tng qut v dng chnh tc cn bin gi c s dng a bi ton dng chnh tc v dng chun. - Trong hm mc tiu, h s ca cc bin gi bng M khi f(x)min hay bng M khi f(x)max cn bin ph lun c h s bng 0.
32
- Bin ph l con s thc gip chng ta bin i rng buc dng bt phng trnh v dng phng trnh cn bin gi th 2 v bng nhau m vn cng thm l lm vic gi to to ra vc t n v m thi. b. Nu bi ton dng chnh tc c bi 0 v c sn mt s vc t ct n v trong A, th ch cn thm bin gi vo nhng phng trnh cn thit to bi ton m rng dng chun. c. Quan h gia bi ton xut pht v bi ton m rng: Chng ta thy rng cc bin gi u bng 0 th bi ton mi li chnh l bi ton c, v vy chng ta l phi lm sao cho cc bin gi bng 0. t c kt qu nh th, chng ta thc hin nh sau: Gi s bi ton c f(x) min, th iu ch t c nu cc bin gi bng 0. V nu bin gi dng th f(x) vn cn cha M vi h s dng m M li ln tu th f(x) khng t cc tiu; cn nu f(x) max th M li c thay bng M cng vi .
Nhn xt: 1. Nu x=(x1 x2xn) l phng n ca bi ton xut pht th x*=(x1 x2xn 00) s l phng n ca bi ton m rng. 2. Nu (x0)=(x10 x20xn0) l phng n ti u ca bi ton xut pht th (x*0)=(x10 x20xn0 00) l phng n ti u ca bi ton m rng. T iu ny, chng ta thy rng nu bi ton m rng khng c phng n ti u th bi ton xut pht cng khng c phng n ti u. 3. Nu (x*0)=(x10 x20xn0 00) l phng n ti u ca bi ton m rng th x0=(x10 x20xn0) l phng n ti u ca bi ton xut pht. Tc l, nu bi ton m rng c phng n ti u trong cc bin gi u bng 0, th b phn bin gi i cn li phng n ti u ca bi ton xut pht. 4. Nu bi ton m rng c phng n ti u trong c t nht mt bin gi nhn gi tr dng, th bi ton xut pht khng c phng n ti u. Tht vy, gi s f(x)min v bi ton m rng c phng n ti u l (x*0)=(x10 x20xn0 0 10) tc c bin gi xn+2 =1>0, trong khi bi ton xut pht vn c phng n (x1)=(x11 x21xn1). Khi , theo nhn xt (1) th (x*1)=(x11 x21xn100) l phng n ca bi ton m rng. Chng ta c:
0 f (x * ) = c jx 0 j +M j=1 n 0 f (x1 * ) = c jx j j=1 n
33
V M l s ln tu nn: f(x*1)<f(x*0) tc x*1tt hn x*0 tri vi vic x*0 l phng n ti u. Vy, bi ton xut pht khng c phng n ti u. Nhn xt: Bt c bi ton dng tng qut no cng a c v dng chnh tc v bi ton m rng dng chun. Nh vy, mu cht ca vn l gii bi ton dng chun.
2.3. Nhng phng php gii bi ton qui hoch tuyn tnh
2.3.1. Phng php th (phng php hnh hc)

Phng php th hay cn gi l phng php hnh hc khng c ngha nhiu trong gii cc bi ton qui hoch tuyn tnh. i vi cc bi ton c nhiu rng buc v nhiu bin th phng php ny khng thch hp.Tuy nhin, phng php ny vn thng c s dng trong thc t nhm m t trc quan mt s tnh cht ca bi ton qui hoch tuyn tnh. Mt bi ton qui hoch tuyn tnh ch bao gm 2 bin quyt nh c th c gii bng phng php th. Phng php th bao gm 2 bc c bn sau: - Xc nh min chp nhn bng th; - Tm gi tr ca hm mc tiu trn min chp nhn . Chng ta ln lt thc hin cc bc sau:
a. Xc nh min chp nhn c

Chng ta bt u th tc gii bng th t vic xy dng mt th biu th nhng phng n c th (nhng gi tr F v B) i vi bi ton ABC. th Hnh 2-1, trc honh biu th nhng gi tr ca F v trc tung biu th nhng gi tr ca B. Bt c im no trn th xc nh gi tr ca F v B. V vy, mi im trn th tng ng vi mt phng n c th. V c F v B khng m nn th Hnh 2-1 ch th hin phng n trong F0 v B 0. Mi rng buc, chng ta v mt ng thng: - Rng buc nguyn liu 1 l 0,4F + 0,5B 20 th hin tt c cc phng n tho mn mi lin h ny, chng ta v ng thng ng vi phng trnh 0,4F + 0,5B = 20. Chng ta v ng ny bng vic xc nh 2 im v ni chng li. Cho F=0 v gii c 0,5B = 20 hay B= 40; nn phng n (F = 0, B= 40) tho mn phng trnh. tm phng n th 2 tho mn phng trnh, chng ta cho B= 0 v xc nh F. Lm vy, chng ta c 0,4F=20, hay F=50. V th phng n th hai l (F= 50, B= 0). Vi hai im ny, chng ta c th v mt ng. Vi ng ny gi l ng rng buc nguyn liu 1, th hin Hnh 2-2.
34 Hnh 2-1 th biu th 2 phng n ca bi ton ABC
Hnh 2-2 ng rng buc nguyn liu 1
Xem xt bt phng trnh tng ng vi rng buc nguyn liu 1 l 0,4F + 0,5B 20.
35
Cn xc nh tt c cc phng n tho mn rng buc ny. u tin, ch rng bt c im no trn ng 0,4F + 0,5B = 20 u tho mn rng buc ny. Cn cc phng n tho mn 0,4F + 0,5B< 20 th nm u so vi ng thng ny? Xem xt hai phng n (F = 10, B= 10) v (F = 40, B= 30). Hnh 2-3 th hin phng n th nht nm pha di ng rng buc v im th hai nm pha trn ng rng buc. im no trong chng tho mn rng buc nguyn liu 1? Vi (F = 10, B= 10), chng ta c 0,4F + 0,5B= 0,4(10)+ 0,5(10)= 9. V 9 tn t hn 20 tn nguyn liu 1 kh dng, nn phng n F= 10, B =10 tho mn rng buc. Vi F= 40 v B=30, chng ta c 0,4F+ 0,5B= 0,4(40) + 0,5(30) = 31. Vi 31 tn ln hn 20 tn kh dng, nn phng n F= 40, B= 30 khng tho mn rng buc. Ch : Nu mt phng n tho mn rng buc, tt c cc phng n khc cng pha ca ng rng buc cng tho mn rng buc. Nu mt phng n khng tho mn rng buc th tt c cc phng n khc cng pha ca ng rng buc s khng tho mn rng buc. V th, chng ta ch cn nh gi ch mt phng n xc nh pha no ca ng rng buc cung cp nhng phng n tho mn cc rng buc. Min bng trn Hnh 2-3 th hin tt c phng n tho mn rng buc nguyn liu 1. Hnh 2-3: Cc phng n tho mn rng buc nguyn liu 1
- Tip theo, chng ta xc nh nhng phng n tho mn rng buc nguyn liu 2: 0,2B 5
36
Chng ta v ng rng buc tng ng vi phng trnh 0,2B=5. V phng trnh ny tng ng vi phng trnh B=25 nn v ng thng song song vi trc honh v ct trc tung ti im tung l 25. Trong hnh 2-4, chng ta v ng thng biu th rng buc nguyn liu 2. Theo nh cch tip cn ca rng buc nguyn liu 1, chng ta nhn thy ch nhng phng n nm trn hay di ng thng tho mn rng buc nguyn liu 2. V th, Hnh 2-4, din tch c bng tng ng vi phng n tho mn rng buc nguyn liu 2. Hnh 2-4: Cc phng n tho mn rng buc nguyn liu 2
Tng t, cc phng n tho mn rng buc nguyn liu 3 th hin trn Hnh 2-5. By gi, chng ta c 3 th ring th hin cc phng n tho mn tng rng buc. Trong bi ton qui hoch tuyn tnh, chng ta cn xc nh tt c cc phng n tho mn tho mn ng thi tt c cc rng buc. tm nhng phng n ny, chng ta c th v 3 rng buc ln cng mt th v quan st min cha nhng im tho mn ng thi cc rng buc. th trn cc Hnh 2-3, Hnh 2-4 v Hnh 2-5 c th c t chng ln xc nh mt th vi 3 rng buc. Trn Hnh 2-6 th hin th kt hp cc rng buc. Min bng trong hnh ny bao gm cc im phng n tho mn ng thi tt c cc rng buc. V nhng phng n tho mn ng thi cc rng buc c gi l nhng phng n chp nhn c, min bng c gi l min phng n chp nhn c, gi tt l min chp nhn c. Bt c cc im nm trn ng bin ca min chp nhn hoc trong min chp nhn c gi l im phng n chp nhn c i vi bi ton qui hoch tuyn tnh.
37 Hnh 2-5: Cc phng n tho mn rng buc nguyn liu 3
Hnh 2-6: Min chp nhn c ca bi ton ABC
38
By gi xc nh min chp nhn c, chng ta tip tc tm phng n ti u cho bi ton ABC. Nh rng phng n ti u ca bi ton qui hoch tuyn tnh l phng n chp nhn c m n xc nh gi tr c th tt nht ca hm mc tiu. Chng ta hy bt u bc ti u ca th tc th bng vic v li min chp nhn mt th ring nh th Hnh 2-7. Hnh 2-7: Min chp nhn c ca bi ton ABC
b. Tm gi tr ca hm mc tiu trn min chp nhn

Cch thc tm phng n ti u l nh gi hm mc tiu theo cc phng n c th chp nhn c (gi tt phng n chp nhn). Phng n ti u s cho gi tr hm mc tiu ln nht. Kh khn ca cch thc ny l c qu nhiu phng n c th chp nhn, nn vic nh gi tt c cc phng n chp nhn s khng kh thi. Chnh v vy, th tc th v sai khng th dng xc nh phng n ti u. Thay v tnh li nhun cho mi phng n chp nhn, chng ta chn gi tr li nhun bt k v xc nh tt c phng n tng ng vi li nhun . V d, nhng phng n chp nhn no c li nhun 240 ngn ng? Nhng phng n ny chnh l nhng gi tr ca F v B trong min chp nhn c m hm mc tiu s l 40F+ 30B = 240. Biu thc ny l phng trnh ca ng thng. V th tt c cc phng n chp nhn c (F, B) ng vi li nhun 240 ngn ng phi nm trn ng thng. Trong phn trc, chng ta bit v ng thng rng buc. Th tc v th i vi hm mc tiu cng tng t. Cho F=0, chng ta thy B phi l 8; v th im (F=0, B=8) nm trn ng thng. Tng t, cho B=0, chng ta c im (F=6, B=0) cng l im nm trn ng thng. V ng thng qua hai im ny s xc nh tt
39
c cc phng n m cho gi tr li nhun 240 ngn ng. th ny c biu din trn Hnh 2-8. N th hin v s cc kt hp sn xut s cho li nhun 240 ngn ng. Hnh 2-8: ng li nhun 240 ngn ng ca bi ton ABC
Mc tiu l tm phng n chp nhn m cho li nhun ln nht, v vy chng ta chn nhng li nhun ln hn v tm cc phng n tng ng. V d, nhng phng n no t li nhun 1200 ngn ng? tr li cu hi ny, chng ta phi tm F v B trn nhng ng li nhun 40F+ 30B=1200. Hnh 2-9: ng li nhun 1200 ngn ng ca bi ton ABC
40
Dng th tc nh trc v ng li nhun v kt qu ng li nhun 1200 ngn ng nh trn Hnh 2-9. Quan st, chng ta thy khng phi tt c cc im phng n trn ng li nhun 1200 ngn ng u nm trong min chp nhn. Liu chng ta c th tm c nhng phng n chp nhn c mc li nhun ln hn khng? Hy nhn Hnh 2-9 v thc hin quan st v ng li nhun. Chng ta c th xc nh nhng thuc tnh sau: - Nhng ng li nhun l nhng ng thng song song vi nhau, - ng li nhun cao hn s cch xa gc to hn. Bi v cc ng li nhun song song vi nhau v ng li nhun cao hn s cch xa gc to hn nn chng ta c th xc nh cc phng n lm tng gi tr ca hm mc tiu bng cch tnh tin ng li nhun xa gc to . Tuy nhin, ti mt vi im di chuyn xa hn s t ng li nhun nm ngoi min chp nhn c. V nhng im ngoi min chp nhn l khng th chp nhn nn im trong min chp nhn m nm trn ng li nhun ln nht l phng n ti u. By gi, chng ta c th xc nh im phng n ti u i vi bi ton ABC. Hy tnh tin ng li nhun cng xa gc to ti mc c th. im cui cng trong min chp nhn c l im no? im ny chnh l phng n ti u, c th trn th nh Hnh 2-10. Nhng gi tr ti u i vi bin quyt nh l nhng gi tr ca F v B ti im ny. Hnh 2-10: Phng n ti u ca bi ton ABC
41
Ph thuc vo chnh xc ca vic v th, chng ta c th hay khng th xc nh chnh xc gi tr ti u ca F v B mt cch trc tip t th. Nhn vo Hnh 2-10, im phng n ti u i v d ABC l giao im ca hai ng rng buc nguyn liu 1 v 3. Vy, phng n ti u nm c trn ng rng buc nguyn liu 1: 0,4F+ 0,5B=20 V, ng rng buc nguyn liu 3:
(2-1)
0,6F+ 0,3B=21 (2-2) V th, nhng gi tr ca bin quyt nh F v B phi tho mn ng thi phng trnh (2-1) v (2-2). Gii ra, chng ta c F=20, B=25. V th, v tr chnh xc ca im phng n ti u l F=25 v B=20. im ny cung cp lng sn xut ti u i vi ABC mc 25 tn cht ph gia v 20 tn baz ho tan v c li nhun l 4025+3020=1600. Tm tt v phng php th i vi bi ton cc i Nh chng ta thy, th tc gii bng th l phng php c dng vi nhng bi ton qui hoch tuyn tnh gm 2 bin quyt nh, nh bi ton ABC. Cc bc ca th tc gii bng th vi nhng bi ton cc i c tm lc nh sau: 1. V th cc rng buc: mi rng buc v mt ng thng v xc nh min chp nhn c ca mi rng buc; 2. Xc nh min chp nhn c bng vic xc nh cc phng n tho mn ng thi tt c cc rng buc; 3. V ng hm mc tiu; 4. i vi bi ton cc i, tnh tin ng hm mc tiu trong min chp nhn theo hng lm gi tr ca hm mc tiu ln hn cho n khi gi tr ca hm mc tiu ln nht (i vi bi ton cc tiu th ngc li) 5. Bt k phng n trn ng mc tiu vi gi tr ln nht (i vi bi ton cc i) l phng n ti u.
2.3.2. Phng php n hnh

i vi nhng bi ton c nhiu bin, chng ta khng th s dng phng php th c m phi s dng phng php n hnh. Phng php ny c G.Dantzig a ra nm 1947. Trong khong 40 nm, phng php ny thc s hiu qu duy nht gii cc bi ton qui hoch tuyn tnh c ln trong thc t. Hin nay, phng php im mi c th cnh tranh i vi phng php n hnh.
42
Trong gio trnh ny, chng ta khng i su nghin cu phng php ny m ch quan tm n ng dng n gii cc bi ton qui hoch tuyn tnh. Phng php ny c s dng rng ri v hin nay c nhiu phn mm my tnh ng dng phng php ny.
a. Thut ton n hnh gii bi ton dng chun

Thut ton c p dng cho tng bi ton cc tiu hay cc i. Chng ta ln lt nghin cu thut ton cho tng loi. - Trng hp Bi ton Min Thut ton gm 5 bc nh sau: Bc 1: Lp bng ban u: cn c vo bi ton dng chun lp bng v dng c bn nh trn Bng 2-2. Bng 2-2: Bng n hnh u tin Bin x1 c H c bn s 1 x1 x2 xr xm c1 c2 cr ... 1 0 0 ...
0
x2 xr c2 ... 0 1 0 0
0
m
xm cm
xm+1 cm+1 a1(m+1) a2(m+1) ... ar(m+1) ... m+1

m
xv cv ... a1v ... a2v ... ... ... arv ... ... ... v
xn ... ... ... ... ... ... ...

...
cr 0 0 1 0
0
cn a1n a2n ... arn ... amn n
Phng n b1 b2 ... br ... bm

f0
... ... ... ...

...
.. ... ... ... ...
0 0 ... 0 ... 1
0
...
... ... ... ...
... ... ... ...
cm 0
am(m+1) ... amv
Trong : f 0 = i =1 c i b i v j = i =1 c i a ij c j
Bc 2: Kim tra tnh ti u - Nu j 0 j th phng n ang xt l ti u v gi tr hm mc tiu l f(x)=f0. - Nu j >0 m aij 0 i th bi ton khng c phng n ti u. Nu c hai trng hp trn khng xy ra th chuyn sang bc 3. Bc 3: Tm bin a vo: Xt cc j >0, Nu v=max j th xv c chn a vo. Khi ct v gi l ct ch yu. Bc 4: Tm bin a ra:
43
Tnh i = bi/aiv ng vi cc aiv > 0 Nu r=min i th xr l bin a ra. Khi , hng r gi l hng ch yu, phn t arv l phn t trc xoay. Bc 5: Bin i bng nh sau: 1. Thay xr bng xv v cr bng cv. Cc bin c bn khc v h s tng ng nguyn. 2. Chia hng ch yu (hng r) cho phn t trc xoay arv, chng ta c hng r mi v c gi l hng chun. 3. Mun c hng i mi (ir), chng ta ly aiv nhn vi hng chun ri cng vo hng i c. 4. Mun c hng cui mi, chng ta ly -v nhn vi hng chun ri cng vo hng cui c. Ch : Hng cui (gm f v j) cng c th tnh trc tip nh bc 1 vi bng mi va c to. V d: Chng ta c bi ton qui hoch tuyn tnh sau: + 3x 4 + x 5 7 x 6 Min 6x 1 + x 2 + x 3 S.t. x1 + x 2 x4 + x 6 = 15 2x 1 x3 + 2x 6 = 9 4x 1 + 2x 4 + x 5 3x 6 = 2 xj 0 j = 1,6
; Li gii: Bi ton c dng chnh tc nhng c b2<0 nn thc hin bin i rng buc ny bng cch i du hai v. Nh vy, bi ton chnh tc tr thnh dng chun nh sau: + 3x 4 + x 5 7 x 6 Min 6x 1 + x 2 + x 3 S.t. x1 + x 2 x4 + x 6 = 15 2x 1 + x3 2x 6 = 9 4x 1 + 2x 4 + x 5 3x 6 = 2 xj 0 j = 1,6
Bi ton ny l bi ton dng chun, vy c th lp bng n hnh u tin nh trn Bng 2-3.
44 Bng 2-3: Bng n hnh u tin
Bin c bn x2 x3 x5
H s 1 1 1
x1 6 -1 -2 4
x2 1 1 0 0
X3 1 0 1 0
x4 3 -1 0 2
x5 1 0 0 1
x6 -7 1 -2 -3
Phng n 15 9 2
i 15
-5
-2
26
Chng ta nhn thy 6>0 v ch c a16>0 nn a x6 vo bng v loi x2 khi bng v thnh bng n hnh th hai nh trn Bng 2-4. Bng 2-4: Bng n hnh th hai Bin c bn x6 x3 x5 H s -7 1 1 x1 6 -1 -4 1 X2 1 1 2 3 x3 1 0 1 0 x4 3 -1 -2 -1 x5 1 0 0 1 x6 -7 1 0 0 Phng n 15 39 47 i
-2
-3
-19
Chng ta nhn thy 4>0 nhng cc ai4<0 nn bi ton khng c phng n ti u. -Trng hp Bi ton Max V c bn, thut ton gii bi ton Max ging thut ton gii bi ton Min, chng ch khc nhau bc 2 v bc 3. C th, thut ton c cc thay i cc bc nh sau: 1. bc 2 (kim tra tnh ti u) + Phng n ti u khi j0 j + Nu j <0 m aij 0 i th bi ton khng c phng n ti u. 2. bc 3: bin chn a vo l bin c j m v nh nht V d: Quay li bi ton ABC, chng ta thc hin bin i dng tng qut v dng chun tc. V trong cc rng buc c cc bt ng thc nn a thm cc bin ph vo cc rng buc nhm to thnh cc rng buc phng trnh, kt qu nh sau:
45
Max 40F+30B Rng buc 1S2 + S3 B, F, S1, S2, S3 0 Nh vy, bi ton c dng chun v c th thnh lp bng n hnh u tin nh trn Bng 2-5. Bng 2-5: Bng n hnh u tin Bin c bn S1 S2 S3 H s 0 0 0 F 40 0,4 0
0,6
0,4F + 0,5B +1S1 0,2B + 0,6F + 0,3B
=20 =5 = 21
Nguyn liu 1 Nguyn liu 2 Nguyn liu 3
B 30 0,5 0,2 0,3
S1 0 1 0 0
S2 0 0 1 0
S3 0 0 0 1
bi 20 5 21
i 50 M
35
-40
-30
Xem cc j hng cui cng ca Bng 2-5, chng ta thy 1 v 2 <0. Vi 1= -40 l nh nht nn chn bin F a vo v 3 = 35 l nh nht nn a bin S3 ra v c bng n hnh th hai. Xem Bng 2-6. Bng 2-6: Bng n hnh th hai Bin c bn S1 S2 F H s 0 0 40 F 40 0 0 1 B 30
0,3
S1 0 1 0 0
S2 0 0 1 0
S3 0 -2/3 0 10/6
bi 6 5 35
i
20
0,2 0,5
25 70
-10
200/3 1400
Xem cc j hng cui cng ca Bng 2-6, chng ta thy 2 <0. V 2=-10 l nh nht nn chn B a vo v v 1=10 l nh nht v loi b bin S1, chng ta c bng n hnh th ba. Xem Bng 2-7. Trong bng n hnh th ba c mi j khng m nn phng n ang xt l phng n ti u: B=20 v F=25 v gi tr ca hm mc tiu s l 4025+3020=1600 ngn ng.
46 Bng 2-7: Bng n hnh th ba
Bin c bn B S2 F
H s 30 0 40
F 40 0 0 1
0
B 30 1 0 0
0
S1 0 10/3 -2/3 -5/3

100/3
S2 0 0 1 0
0
S3 0 -20/9 4/9 25/9

400/9
bi 20 1 25
1600
b. Thut ton n hnh gii bi ton m rng

Nh cp trn, khi gp bi ton dng chnh tc cha phi dng chun, chng ta s dng bin gi a v dng chun (bi ton m rng) v gii bi ton y. Kt qu s l: - Nu bi ton m rng khng c phng n ti u th bi ton xut pht cng khng c phng n ti u. - Nu bi ton m rng c phng n ti u m cc bin gi u bng khng th b bin gi i, chng ta c phng n ti u ca bi ton xut pht. - Nu bi ton m rng c phng n ti u m trong , cn t nht mt bin gi dng th bi ton xut pht khng c phng n ti u. Ch : 1. Trong bi ton m rng, j v f(x*) s gm 2 phn: mt phn ph thuc vo M v mt phn khng ph thuc vo M, nn hng cui ca bng chia thnh hai dng nh: dng trn ghi phn khng ph thuc M, dng di ghi h s M. C hai dng u tun theo php bin i bng. Th d 3=2M-9 th ct 3 dng trn ghi -9, dng di ghi 2. Do M rt ln nn khi xt du j ta ch cn quan tm dng di. Khi no dng di bng 0 mi quan tm n dng trn. Cn mun so snh j no ln hn (hay nh hn) ta cng ch cn quan tm n dng di, tr khi dng di bng nhau ta mi ch n dng trn. 2. Mi khi mt bin gi b a khi h bin c bn th s khng c a tr li, v vy c th khng cn ch ti cc ct ng vi bin gi. V d: Gii bi ton qui hoch tuyn tnh sau: + x4 - 5x5) Min(x1 + 2x2 Rng buc = 0 3x3 - 9x4 x4 - 2x5 = 5 x2 - 7x3 PHNG PHP NH LNG TRONG KINH T
47
x1 1/3x2 + 2/3x3 + 4/3x4 + 1/3x5 = 2/3 xj0 (mi j) Bi ton cha phi dng chun nn dng bin gi x6 v x7 v m hnh s l: + x4 - 5x5 +Mx6 +Mx7) Min(x1 + 2x2 Rng buc 3x3 - 9x4 + x6 = 0 x4 - 2x5 + x7 = 5 x2 - 7x3 = 2/3 x1 1/3x2 + 2/3x3 + 4/3x4 + 1/3x5 xj0 (mi j) Chng ta a s liu vo bng gii v kt qu nh trn Bng 2-8. Bng 2-8: Kt qu cc bc gii x1 x2 x3 x4 x5 Bin Phng H s c bn n 1 2 0 1 -5 x6 x7 x1 M M 1 0 0 1 0 0 x6 x2 x1 M 2 1 F(x) 0 0 1 0 0 0 1 -1/3 -7/3
1
-3 -7 2/3 2/3 -10 -3 -7 -5/3 -47/3 -3
-9 -1 4/3 1/3 -10 -9 -1 1 -2 -9
0 -2 1/3 16/3 -2 0 -2 -1/3 2/3 0
0 5 2/3 2/3 5 0 5 7/3 37/3 0
0 1 0 0 0
bc 1, chng ta tnh c: f(x) = 5M+2/3, chng ta vit 2/3 ln trn v 5 xung di 1=0, 2=M-7/3, 3=-10M+2/3, 4=-14M+1/3, 5=-2M+16/3. Chng ta cng vit phn khng ph thuc M ln trn cn h s ca M xung di. Xem Bng 2-8. Trong Bng 2-8, chng ta thy c 2>0 nn phng n cha ti u v cha c du hiu chng t bi ton khng c phng n ti u. V 2 >0 duy nht nn chng ta chn bin a ra l x7. Lc ny, phn t trc xoay l 1.
48
Sau khi bin i bng, chng ta nhn thy c 5=2/3>0 m ai5 0 (mi i) nn bi ton m rng khng c phng n ti u v suy ra bi ton xut pht cng khng c phng n ti u. V d: Gii bi ton qui hoch tuyn tnh sau: Min(-16x1+7x2+9x3) Rng buc -2/3x1-1/3x2+x3=1/3 -5x1+5x2=7 xj 0 mi j Chng ta a bi ton v dng chun bng cch thm bin gi nh sau: Min (-16x1 +7x2 +9x3+Mx4) Rng buc -2/3x1-1/3x2+x3=1/3 -5x1+5x2+ x4=7 xj 0 mi j Vi bi ton ny, cc bng n hnh nh trn Bng 2-9. Bng 2-9: Cc bc ca thut ton n hnh Bin c bn x3 x4 H s 9 M F(x) x3 x2 9 7 F(x) x1 -16 -2/3 -5 10 -5 -1 -1 0 x2 7 -1/3 5 -10 5 0 1 0 x3 9 1 0 0 0 1 0 0 Phng n 1/3 7 3 7 4/5 7/5 17
Sau mt ln bin i bng, chng ta thy: x*0=(x1 x2 x3 x4)=(0 7/5 4/5 0) l phng n ti u ca bi ton m rng m bin gi x4=0 nn phng n ti u ca bi ton xut pht l: x0=(x1 x2 x3)=(0 7/5 4/5). Vi phng n ny, hm mc tiu t c l f(x0)=17. V d: Gii bi ton qui hoch tuyn tnh sau: Min(2x1+4x2-2x3) Rng buc x1-2x2+x3=27
49
2x1+x2+2x3=50 x1-x2-x3 18 xj 0 (mi j) Chng ta a bi ton v dng chun: Min(2x1+4x2-2x3+Mx5+Mx6) Rng buc x1-2x2+x3 +x5=27 2x1+x2+2x3+x6=50 x1-x2-x3 + x4=18 xj 0 (mi j) a s liu ca bi ton vo bng v kt qu nh trn Bng 2-10. Bng 2-10: Cc bc ca thut ton x1 x2 x3 x4 Bin c Phng H s bn n 2 4 -2 0 x5 x6 x4 M M 0 1 2 1 -2 3 x5 x3 x4 M -2 0 0 1 2 -4 0 -2 1 1 -4 -1 -5/2 1/2 -1/2 -5 -5/2 1 2 -1 2 3 0 1 0 0 0 0 0 1 0 0 0 0 1 0 0 27 50 18 0 77 2 25 43 -50 2
27 25
n y phng n ti u l (x*0)T=(x1 x2 x3 x4 x5 x6)= (0 0 25 43 2 0) nhng cn bin gi x5 =2>0 nn bi ton xut pht khng c phng n.
c. Gii bng my tnh

C th thc hin gii bi ton qui hoch tuyn tnh bng cc phn mm my tnh. Hin nay, c nhiu phn mm my tnh c th thc hin chc nng ny. Chng ta c th s dng cng c Solver trong EXCEL gii bi ton qui hoch tuyn tnh. (Xem li chng 1 c cng c Solver trong EXCEL). Cch thc thc hin nh sau: Bc 1: Nhp d liu u vo ca bi ton vo bng tnh.
50 Bc 2: Ch nh cc cha cc bin quyt nh: mi bin l mt . thun tin theo di cn nhp thm dng ch gii, nh: cc bin quyt nh hay c th hn l lng sn xut. Bc 3: Chn mt v nhp biu thc ca hm mc tiu. Cn ghi ch thm dng hm mc tiu. Bc 4: Chn mt v nhp biu thc tnh rng buc bn tri ca mi rng buc. Mi mt rng buc cn ghi ch tn mi rng buc. Bc 5: Chn mt v nhp biu thc tnh v phi ca mi rng buc. Thc t, bc ny c th b qua m dng a ch ban u ca cc cha ngun lc hay nhu cu nhng thun tin nn thc hin bc ny. Vi bi ton ABC, chng ta thc hin nhp s liu theo cc bc sau: Bc 1: Nhp s liu nh sau: Cc t B5 n C7 th hin nh mc nguyn liu cho mi tn sn phm. Cc B8 v C8 th hin li nhun ng gp ca mi tn sn phm sn xut. Cc t D5 n D7 th hin lng nguyn liu kh dng ca mi loi Bc 2: Ch nh v tr cho mi bin quyt nh: B15 cho cht ph gia v C15 cho cht baz ho tan. Bc 3: Chn nhp biu thc hm mc tiu: B17: =B8*B15+C8*C15 Bc 4: Chn mt v nhp biu thc tnh v tri ca mi rng buc, chng ta nhp: B20: = B5*B15+C5*C15 B21: =C6*C15 B22: =B7*B15+C7*C15 Bc 5: Chn mt v nhp biu thc tnh v phi ca mi rng buc, chng ta c: D20: =D5 D21: =D6 D22: =D7 Kt qu nhp d liu nh trn Hnh 2-11. Sau khi nhp s liu v nhng cng thc thch hp, chng ta s dng cng c ca Solver gii. Nhng bc sau m t s dng cng c Solver cho bi ton ABC. Chng ta ln lt thc hin cc bc sau:
51 Hnh 2-11: Nhp d liu u vo cho bi ton qui hoch dng Solver
Bc 1: Chn menu Tools Bc 2: Chn mc Solver Bc 3: Khi thoi xut hin, hy nhp nh sau: Nhp B17 vo hp Set Target Cell Chn Equal To: Max Nhp B15:C15 vo hp By Changing Cells Bc 4: Chn Add, hp thoi Add Constraint xut hin, khi hy: Nhp B20:B22 vo hp Cell Reference Chn <= Nhp D20:D22 vo hp Constraint Chn OK Bc 5: Khi hp thoi Solver Parameters xut hin, chn Options. Bc 6: Khi hp thoi Solver Options xut hin: Chn Assume Linear Model
52
Chn Assume Non-Negative Chn OK Bc 7: Khi hp thoi Solver Parameters xut hin, chn Solver Bc 8: Khi hp thoi Solver Results xut hin: Chn Keep Solver Solution Chn OK, kt qu nh trn Hnh 2-12 Hnh 2-12: Kt qu gii bng Solver
2.4. Bi ton i ngu
2.4.1. Khi nim bi ton i ngu a. Bi ton i ngu D ca bi ton gc P dng chnh tc
Cho bi ton gc dng chnh tc nh sau: Hm mc tiu
f ( x ) = c j x j min (max)
j=1 n
Rng buc
a
j=1
ij
x j = b i (i = 1, m)
x j 0( j = 1, n ) Bi ton D sau y c gi l bi ton i ngu ca n: Hm mc tiu g( y) = i =1 b i y i max(min)

m
53
Rng buc
a
i =1
ij
y i ()c j ( j = 1, n )
yi tu v du i = 1, m
Nhn xt: Hm mc tiu ca P l f(x) min th hm mc tiu ca D l g(y)max v ngc li; Cc rng buc bi ton D u l bt ng thc () nu f(x) min hoc() nu f(x)max; S bin ca bi ton ny l s rng buc ca bi ton kia v ngc li; Cc h s cj v cc s hng t do hai bi ton i ngc li nhau; Ma trn h s cc rng buc hai bi ton l chuyn v ca nhau. Hng i ca ma trn A=(aij)mn xc nh rng buc th i ca bi ton gc
i=1 a ij x j = b i cn ct j trong ma trn A xc nh rng buc th j ca m bi ton i ngu i =1 a ij y j = ()c j .

m
b. Bi ton i ngu ca bi ton dng tng qut

thnh lp bi ton i ngu ca bi ton tng qut, chng ta da vo qui tc lp bi ton i ngu nh trn Bng 2-11. Bng 2-11: Qui tc lp bi ton i ngu Bi ton P Bi ton D
f ( x ) = c j x j min
j =1 n
g( y) = bi yi max
i =1
Rng buc th i a ij x j b i (i = 1, m) j=1 =

n
Bin i: y i 0 ty
Rng buc j: a ij y i c j i =1 =
m
Bin j: x j 0 ty
Vn dng Bng 2-11 nh th no? - Nu bi ton gc c hm mc tiu dng Min, chng ta xem bi ton
54
phn bn tri bng v bi ton i ngu s c ch ra phn bn phi bng. - Nu bi ton gc c hm mc tiu dng Max, chng ta xem bi ton phn bn phi bng v bi ton i ngu c ch ra bn tri bng. Nhn xt: Bi ton i ngu ca bi ton i ngu chnh l bi ton gc. V d: Tm bi ton i ngu ca bi ton: Max(2x1+3x2-x3+x4) Rng buc 2x1-x2-x3+x45 x1+x2+2x3+x4=7 5x1+x2+3x3+x420 x1; x20; x30 v x4 tu . Bi ton i ngu s l: Min(5y1+7y2+20y3) Rng buc 2y1+y2+5y3 2 -y1+y2+y33 -y1+2y2+3y3-1 y1+y2+y3=1 y10; y2 tu ; y30. V d: Tm bi ton i ngu ca bi ton: Min(5x1-x2+2x3+3x4-6x5) Rng buc 3x1-x2+2x3+3x4+4x5=80 x1+x2+x3+x4+x5-10 3x1-2x2-2x3-x4+x530 x1+x3 6 x10; x2; x30; x4 v x5 tu . Bi ton i ngu s l: Max(80y1-10y2+30y3+6y4) Rng buc 3y1+y2+3y3+y45 -y1+y2-2y3-1 2y1+y2-2y3+y42 3y1+y2-y3=3
55
4y1+y2+y3=-6 y1 tu ; y20; y30; y40
2.4.2. Quan h gia bi ton gc v bi ton i ngu

Nhm nghin cu mi quan h gia bi ton gc v bi ton i ngu lm c s cho vic gii bi ton gc cng nh phn tch nhy, chng ta xem xt cc nh l i ngu sau: nh l 1: Vi cp bi ton P v D, ch xy ra 1 trong 3 trng hp sau: 1. C hai u khng c phng n; 2. C hai u c phng n, lc c hai cng c phng n ti u v gi tr hai hm mc tiu i vi phng n ti u bng nhau; 3. Mt trong hai bi ton khng c phng n, cn bi ton kia c phng n. Khi , bi ton c phng n s khng c phng n ti u v hm mc tiu ca n khng b chn. H qu 1: Nu mt trong hai bi ton c phng n ti u th bi ton kia cng c phng n ti u. H qu 2: iu kin cn v phng n x0 ca P v y0 ca D ti u l: f(x0) =g(y0) nh l 2: ( lch b yu): iu kin cn v phng n x0 ca P v y0 ca D ti u l:
0 m x j ( a ij y i0 c j ) = 0 ( j = 1, n ) i =1 n 0 y i ( a ij x 0 j b i ) = 0 (i = 1, m ) j=1 Tm nghim ti u ca bi ton gc qua nghim ti u ca bi ton i ngu ca n. Gi s gii c bi ton i ngu, khi : 1. Nu bi ton i ngu khng c phng n ti u th bi ton gc cng khng c phng n ti u (h qu 1 ca nh l 1) 2. Bi ton i ngu c phng n ti u:
0 0 y 0 = ( y1 , y0 2 Lym )
Theo nh l 2, chng ta tm phng n ti u ca bi ton gc nh sau:

Th nht: Nu y i0 > 0 th chng ta c
j=1 a ij x j = b i (iu ny m bo
n
cho
j=1 a ij x j b i = 0 tch y i0 ( j=1 a ij x 0j b i ) = 0 ).

n
n
56 Th hai: Thay
0 0 y 0 = ( y1 y2 Ly0 m ) vo biu thc
i=1 a ij y i0 c j = 0
m
( j = 1, n ) . Nu vi ch s j no , biu thc ny khc 0 th xj=0. Kt hp cc phng trnh phn th nht v kt qu phn th hai s tm c h phng trnh v tm nghim ti u ca bi ton gc. V d: Xem li bi ton ABC Hm mc tiu Min (20x1 + 5x2 + 21x3) Rng buc 0,6x3 0,4x1 + 0,5x1 + 0,2x2 + 0,3x3 x1, x2, x3 Bi ton i ngu s l:
40 30 0
Hm mc tiu Max (40y1 + 30y2) Rng buc 20 0,4y1 + 0,5y2 5 0,2y2 21 0,6y1 + 0,3y2 0 y1, y2 Phng n ti u ca bi ton i ngu s l y1=25 v y2=20 v gi tr ca hm tiu s l f(y0)=1600 ngn ng. Th cc nghim vo cc rng buc, chng ta thy rng buc 2: 0,2y2-5=0,2x20-5= 4-5= -1 0 vy x2=0 V y1=25 >0 v y2=20>0 nn chng ta h phng trnh nh sau: 0,4x1 + 0,6x3 = = 40 30 40 30 0,5x1 + 0,2x2 + 0,3x3 0,4x1 + 0,6x3 0,5x1 + 0,3x3 = =
V x2=0 nn chng ta c h phng trnh nh sau:
Gii h phng trnh ny, chng ta c phng n ti u ca bi ton gc nh sau: x1=300/9, x2=0, x3=400/9 v gi tr ca hm mc tiu l f(x0)=1600 ngn ng.
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2.4.3. ngha ca bi ton i ngu

Nh trn nu, nu s dng phng php n hnh gii mt trong hai bi ton, coi nh gii c bi ton kia m khng cn dng phng php n hnh. Vy, nu gp bi ton kh th nn a v bi ton i ngu c th s d gii hn. V d: xem xt bi ton sau: Hm mc tiu
f ( x ) = j=1 c j x j min
n
Rng buc
j=1 a ij x j b i (i = 1, m)
n
x j 0( j = 1, n ) Chng ta gi thit cj0 ( j = 1, n ) Nu gii trc tip, chng ta phi a vo m bin ph vi h s -1, ri li thm m bin gi vi h s 1 mi a c v dng chun gii bng thut ton n hnh. Cn nu a v dng i ngu: Hm mc tiu g( y) = b i y i max
i =1 n
Rng buc
a
i =1
ij
y i c j ( j = 1, n )
Rng buc du yi 0 i = 1, m Th ch cn a m bin ph vi h s 1 l ta c ngay bi ton dng chun. Ngoi ra, chng ta cn chng minh c khi c phng n ti u ca bi ton i ngu, tc bng j0 j th x0=(m+1 m+2m+n) chnh l phng n ti u ca bi ton gc. Trong , m+j l c lng ca bin ph ym+j. ngha kinh t ca bi ton i ngu Xem xt bi ton sn xut dng: Hm mc tiu
f ( x ) = j=1 c j x j max
n
58
Rng buc
j=1 a ij x j b i (i = 1, m)
n
x j 0( j = 1, n ) Bi ton i ngu s l: Hm mc tiu g( y) = i =1 b i y i min

m
Rng buc
i=1 a ij y i c j ( j = 1, n )
m
Rng buc du yi 0 i = 1, m Trong phn tch kinh t, bi ton i ngu c s dng ph bin, chng ta c th hnh dung qua nhng tnh hung sau: Gi s x nghip khng tin hnh sn xut cc loi sn phm thu li nhun m nhng li s nguyn liu hin c cho mt x nghip khc. Vn cn nh gi chuyn nhng nguyn liu vi gi bao nhiu x nghip thu c li nhun khng t hn li nhun do phng n sn xut mang li. Gi yi l gi chuyn nhng mt n v nguyn liu loi i. Vy, n gi nguyn liu l bao nhiu li nhun khi chuyn nhng ton b s n v nguyn liu cc loi cn thit sn xut ra mt n v sn phm loi i khng t hn s li nhun thu c khi sn xut n v sn phm ny, tc cn
i=1 a ij y i c j ( j = 1, n ) . ng nhin, gi chuyn nhng phi l nhng i

m
lng khng m, tc yi>0 vi mi i. Tng gi tr chuyn nhng ton b nguyn liu s l g( y) = i =1 b i y i min (nu hm mc tiu l max, khi cc
m
h s aij, bi, cj khng m bi ton i ngu khng c li gii. Mt khc, theo tnh cht ca bi ton i ngu, th d x nghip c chn phng n gi chuyn nhng nh th no i na th s tin thu c cng khng t hn li nhun ng vi bt k mt phng n sn xut no, tc l f(x)ming(y)max. Trong iu kin s liu ca bi ton qui hoch tuyn tnh c th b thay i hay khng chnh xc, chng ta s dng bi ton i ngu lm c s phn tch nhy. Phn tch nhy cung cp nhiu thng tin hu ch lm c s h tr rt tt cho cc nh qun tr. Vic phn tch nhy nh th no, chng ta s nghin cu k trong phn tip theo.
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2.5. Phn tch nhy
2.5.1. Gii thiu phn tch nhy

Trong thc t, cc d liu ban u ca bi ton qui hoch tuyn tnh kh c th coi l chnh xc hon ton, v chng c o bng thit b v c sai s hoc c xc nh xp x qua thng k, qua xy dng m hnh Hn na, cc d liu ny thay i theo thi gian do s bin ng ca tnh hnh. V vy, sau khi gii xong qui hoch tuyn tnh, chng ta cn bit ci g s xy ra nu d liu ca bi ton thay i. C th xem xt nhng mc thay i ca d liu nh sau: - S thay i d liu nhng bi ton ti u nhn c vn l ti u? Khi , chng ta khng phi gii li bi ton; - Mc th hai ca s thay i l lm nghim ti u b thay i, nhng chng ta c th tn dng c bng ti u c tm nghim mi m khng phi gii bi ton qui hoch mi t u; - S thay i qu ln nn phi gii li bi ton t u. Nghin cu v cc mc trn y v cc phng php cn thc hin c th cho tng trng hp gi l phn tch nhy (sensitivity analysis) hoc phn tch hu ti u (Postoptimality analysis). Phn tch nhy l nghin cu s thay i ca nhng h s trong bi ton qui hoch tuyn tnh nh hng n phng n ti u. Dng phn tch nhy, chng ta c th tr li nhng cu hi sau: - H s trong hm mc tiu thay i s nh hng nh th no n phng n ti u? - Gi tr ca v phi ca cc rng buc thay i s nh hng nh th no n phng n ti u? Bi v phn tch nhy quan tm n nhng thay i ny nh hng n phng n ti u nn phn tch nhy ch bt u sau khi phng n ti u ca bi ton gc c xc nh. Chnh v vy, phn tch nhy thng c gi l phn tch hu ti u. Phn tch nhy rt quan trng trong vic ra quyt nh v cc bi ton tn ti trong mi trng thay i. V d, c s thay i v gi c nguyn liu, nhu cu, nng lc sn xut Nu bi ton qui hoch tuyn tnh c s dng trong mi trng nh th, mt vi h s trong bi ton c th thay i. Khi , chng ta mun xc nh nhng thay i ny nh hng nh th no n phng n ti u. Phn tch nhy cung cp nhng thng tin cn thit ng vi nhng thay i . Cch tip cn ca chng ta trong phn tch nhy tng t nh cch tip cn c s dng trong bi ton qui hoch gii thiu. Chng ta c th thc
60
hin phn tch nhy bng phng php th hay bng bng n hnh nh gii thiu. Vic tip cn bng th s trc quan hn nhng khng c tng qut. Trong phm vi ca ti liu ny, chng ta khng mun i su v l lun phn tch nhy m c gng tip cn theo hng ng dng. Chng ta gii thiu phn tch nhy bng vic dng phng php th i vi bi ton qui hoch tuyn tnh vi 2 bin quyt nh. Sau , chng ta m rng cho nhng bi ton ln hn. Quay li bi ton ABC, cc nh qun tr ca cng ty ABC mun xc nh s tn cht ph gia (F) v s tn cht baz ho tan (B) sn xut nhm ti a li nhun vi hai sn phm. Ba rng buc nguyn liu th gii hn lng sn phm sn xut. M hnh qui hoch tuyn tnh ABC c trnh by li nh sau: Hm mc tiu Max 40F+30B Rng buc 0,4F+0,5B20 Nguyn liu 1 0,2B5 Nguyn liu 2 0,6F+0,3B21 Nguyn liu 3 F, B0 Phng n ti u, F=25 tn v B=20 tn, gi tr hm mc tiu 1600 ngn ng. Phng n ti u da vo li nhun mt tn cht ph gia l 40 ngn ng v li nhun ca mt tn cht baz ho tan l 30 ngn ng. Tuy nhin, gi s rng sau chng ta bit rng gi gim lm cho li nhun mt tn cht ph gia t 40 ngn ng xung cn 30 ngn ng. Phn tch nhy c th dng xc nh liu vic sn xut 25 tn cht ph gia v 20 tn cht baz ho tan vn cn tt hay khng. Nu th, gii bi ton qui hoch tuyn tnh vi hm mc tiu mi 30F+30B l khng cn thit. Phn tch nhy cng c th c dng xc nh cc h s no trong hm mc tiu ca bi ton qui hoch tuyn tuyn tnh l ch yu. V d, gi s rng nh qun tr tin tng rng li nhun ca mi tn cht baz ho tan l 30 ngn ng ch l c lng gn ng ca li nhun thc t t c. Nu phn tch nhy th hin rng 25 tn cht ph gia v 20 tn cht baz ho tan s l phng n ti u khi no li nhun ca mi tn cht baz ho tan nm trong khong 20 ngn ng n 50 ngn ng, nh qun tr s cm thy tho mi vi li nhun 30 ngn ng cho mt tn. Tuy nhin, nu phn tch nhy th hin rng 25 tn cht ph gia v 20 tn cht baz ho tan s l phng n ti u ch nu li nhun mi tn baz ho tan nm gia 29,9
61
ngn ng v 30,10 ngn ng mi tn, nh qun tr cn phi xem li tnh chnh xc ca 30 ngn ng mi tn c lng. Hng phn tch khc ca phn tch nhy l quan tm n s thay i gi tr ca v phi ca cc rng buc. Quay li bi ton ABC, phng n ti u dng tt c nguyn liu th 1 v 3. Chuyn g s xy ra i vi phng n ti u v tng li nhun nu cc nh qun tr ca cng ty ABC c th b sung mt trong hai ngun nguyn liu ny? Phn tch nhy c th gip chng ta xc nh s tn ca mi loi nguyn liu c th b sung thm vo. Chng ta ln lt xem xt tng trng hp:
2.5.2. Cc h s ca hm mc tiu
Khi phn tch nhy, chng ta c th thc hin bng phng php th hay bng bng n hnh. Chng ta bt u phn tch nhy bng dng th biu din h s hm mc tiu thay i nh th no c th nh hng n phng n ti u ca bi ton qui hoch tuyn tnh. Chng ta bt u vi phng n ca bi ton ABC gc nh Hnh 2-13. Hnh 2-13: Phng n ti u ca bi ton ABC gc
Min chp nhn c t bng. Hm mc tiu 40F + 30B nhn gi tr cc i ti im cc bin F=25 v B=20. V th, F=25 v B=20 l phng n ti u v 40(25) + 30(20) =1600 l gi tr ca hm mc tiu. Khi ch c s bin i ca cc h s ca hm mc tiu th min chp nhn ca bi ton khng thay i m ch lm thay i h s gc ca ng mc tiu.
62
By gi, gi s cc nh qun tr bit rng gim gi cht ph gia lm gim li nhun xung 30 ngn ng mi tn. Vi s gim gi ny, phng n ti u gc F=25 tn v B=20 tn c b thay i khng? Khi c s thay i cc h s ca hm mc tiu, bi ton qui hoch tuyn tnh vi hm mc tiu sa li nh sau: Max 30F + 30B Rng buc 0,4F + 0,5B 20 Nguyn liu 1 0,2B 5 Nguyn liu 2 0,6F + 0,3B 21 Nguyn liu 3 F,B 0 Ch rng ch c hm mc tiu thay i cn cc rng buc khng i. V cc rng buc khng thay i nn min chp nhn c i vi bi ton ABC mi tng t nh bi ton gc. Phng n th ca bi ton ABC vi hm mc tiu 30F + 30B th hin trn Hnh 2-14. Hnh 2-14: Phng n ti u c chnh sa vi hm mc tiu mi
Chng ta hy ch rng im cc bin cho phng n ti u vn l F=25 v B=20. V th, mc d tng li nhun gim xung 30(25) + 30(20) =1350 v li nhun mi tn cht ph gia gim t 40 ngn ng xung 30 ngn ng th phng n ti u F=25 v B=20 vn khng i. By gi, chng ta hy gi s rng li nhun mi tn cht ph gia gim cn 20 ngn ng mi tn, phng n F=25 v B=20 vn cn l phng n ti u khng? Xem kt qu iu chnh nh trn Hnh 2-15.
63 Hnh 2-15: Phng n ti u c chnh sa vi hm mc tiu mi
Hnh 2-15 th hin phng n ca bi ton ABC vi hm mc tiu c sa thnh 20F + 30B. im cc bin cho thy phng n ti u by gi l F=18,75 v B=25. Tng li nhun gim xung cn 20(18,75) + 30(25) =1125. Tuy nhin, trong trng hp ny, chng ta thy rng li nhun ca cht ph gia gim cn 20 ngn ng mi tn lm thay i phng n ti u. Nh vy, phng n F=25 tn v B=20 khng cn ti u. By gi, phng n F=18,75 v B=25 l phng n ti u ca ABC. Nhng g chng ta bit t phng n th trong Hnh 2-13, Hnh 2-14, Hnh 2-15? Trc tin, s thay i ca h s ca hm mc tiu lm thay i h s gc ca ng hm mc tiu nhng min chp nhn c khng thay i. Nu h s ca hm mc tiu thay i t, im cc bin cho phng n ti u i vi bi ton gc vn cho phng n ti u. Qua th Hnh 2-16, chng ta c th hnh dung ng mc tiu c th xoay quanh im (25, 20) v nm trong min ca 2 ng A v B th phng n ti u vn khng i. Mt cch tng qut ng mc tiu c dng: D=cFF+cSB hay B=-(cF/cS)F+D/cS ng A chnh l ng rng buc nguyn liu 3: 0,4F + 0,5B = 20 hay B=-0,8F+40 ng B chnh l ng rng buc nguyn liu 1: 0,6F + 0,3B = 21 hay B=-2F+40 Nh vy, h s gc ca ng mc tiu nm trong gii hn:
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-2-cF/cS -0,8 hay 2cF/cS 0,8. Vi cS khng i, tc bng 30 th 24cS60. Vi cF khng i, tc bng 40 th 20cF50. Hnh 2-16: Min thay i ca ng mc tiu nhng phng n ti u khng i
Tuy nhin, nu h s ca hm mc tiu thay i ln, im cc bin s cho phng n ti u mi. Tht may mn, phng n qui hoch tuyn tnh bng my tnh i vi bi ton gc ABC cung cp nhng thng tin phn tch nhy v cc h s ca hm mc tiu. Chng ta khng phi xy dng li v gii bi ton qui hoch tuyn tnh c thng tin phn tch nhy. Phn tch nhy rt hu ch trong phn tch nh lng nhm h tr ra quyt nh nhng vic tnh ton kh phc tp. Chnh v vy, chng ta cn s dng cc phn mm h tr phn tch nh lng. Trong EXCEL, nu mun phn tch nhy, trong hp thoi Solver Results, chn thm mc Sensitivity nh trn Hnh 2-17. Chn OK, kt qu s xut hin trong sheet c tiu Sensitivity Report 1. Phng n gii c bng EXCEL vi bi ton qui hoch tuyn tnh gc ABC nh trn Bng 2-12.
65 Hnh 2-17: Hp thoi Solver Results
Bng 2-12: Kt qu tnh ton nhy bng EXCEL

Adjustable Cells Name Cht ph gia Baz ha tan Constraints Name Nguyn liu 1 Nguyn liu 2 Nguyn liu 3 Final Value 20 4 21 Shadow Price 33,333333 0 44,444444 Constraint R.H. Side 20 5 21 Allowable Increase 1,5 1E+30 9 Allowable Decrease 6 1 2,25 Final Value 25 20 Reduced Cost 0 0 Objective Coefficient 40 30 Allowable Increase 20 20 Allowable Decrease 16 10
Hy xem dy h s ca hm mc tiu. Xem hng ca cht ph gia F: gii hn di l 24 ngn ng (40-16), gi tr hin ti l 40 ngn ng v gii hn trn l 60 ngn ng (40+20). Dy t 24 ngn ng n 60 ngn ng cung cp dy cc h s hm mc tiu i vi cht ph gia. V th, gi thit rng tt c nh hng khc n bi ton ti u ABC khng thay i, li nhun ca cht ph gia c th t 24 ngn ng mi tn n 60 ngn ng mi tn v phng n F=25 tn v B=20 tn s vn l phng n ti u. Khi li nhun mi tn cht ph gia gim cn 30 ngn ng mi tn (trong gii hn dy h s hm mc tiu t 24 n 60 ngn ng), phng n F=25 tn v B=20 tn vn ti u. Tuy nhin, khi li nhun mi tn cht ph gia gim xung cn 20 ngn ng (nm ngoi dy h s hm tiu), phng n F=25 tn v B=20 tn khng cn ti u na. Tm li, nu h s hm mc tiu ng vi cht ph gia nm trong dy h s hm mc tiu t 24 ngn ng n 60 ngn ng v tt c yu t ca bi ton gc vn khng thay i, phng n ti u ca bi ton ABC s vn l F=25 tn v B=20 tn. By gi, chng ta hy dng thng tin phn tch nhy nh bng trn gii
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thch v nhng thay i trong h s hm mc tiu i vi cht baz ho tan. Gi thit rng li nhun ca mi tn cht ph gia l 40 ngn ng mi tn v tt c nhng yu t khc ca bi ton gc vn khng i, dy h s hm mc tiu i vi cht baz ho tan l t 20 ngn ng n 50 ngn ng. V th, chng ta c th kt lun rng li nhun mi tn cht baz ho tan vn nm trong dy t 20 ngn ng n 50 ngn ng, phng n F=25 v B=20 vn ti u. Nu li nhun mi tn ca cht baz ho tan nm ngoi dy ny, im cc bin khc v phng n khc s ti u. S thay i ng thi Thng tin phn tch nhy theo h s ca hm mc tiu da vo gi thit rng mi lc ch mt h s hm mc tiu thay i v tt c nhng nh hng khc ca bi ton gc khng thay i. V th, dy h s hm mc tiu ch p dng i vi s thay i i tng h s hm mc tiu. Tuy nhin, trong mt vi tnh hung, chng ta c l quan tm ci g s xy ra nu hai hay nhiu hn h s ca hm mc tiu thay i ng thi. Khi chng ta biu din, mt vi phn tch thay i ng thi l c th vi s gip ca qui tc 100%. Chng ta trnh by li dy h s hm mc tiu i vi bi ton ABC Bng 2-13. Ct gim cho php (Allowable Decrease) v ct tng cho php (Allowable Increase) ch nh rng gi tr hin ti ca h s hm mc tiu c th gim hay tng bao nhiu m khng thay i phng n ti u. Gi tr ca gim cho php v tng cho php c my tnh tnh nh sau: Gim cho php =Gi tr hin ti gii hn di Tng cho php = Gii hn trn - gi tr hin ti Bng 2-13: Dy h s hm mc tiu, gim v tng cho php ca bi ton ABC
Bin quyt nh Gii hn di Gi tr hin ti Gii hn trn Gim cho php Tng cho php
F B
24 20
40 30
60 50
16 10
20 20
Gi s b phn k ton ABC nh gi c gi v chi ph ca hai sn phm. Theo kt qu, li nhun mi tn cht ph gia tng n 48 ngn ng v li nhun mi tn cht baz ho tan gim xung 27 ngn ng. V th, mi tn cht ph gia tng 48 - 40=8 ngn ng. Theo Bng 2-13, chng ta thy rng h s tng ca cht ph gia l 20 ngn ng. V th, t l tng ca h s hm mc tiu ca cht ph gia l 8/20=0,40, hay 40%, ca lng tng cho php. Tng t, mi tn cht baz ho tan gim 30-27=3 ngn ng. Vi lng gim cho php l 10 ngn ng, t gim ca h s hm mc tiu ca cht
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baz ho tan l 3/10=0,30 hay 30%, ca lng gim cho php. Tng % tng ca cht ph gia v % gim ca cht baz ho tan l 40%+30%=70%. Liu nhng thay i ny c lm thay i phng n ti u hay khng? By gi, chng ta hy xem xt qui tc 100% cho nhng thay i ng thi trong nhng h s ca hm mc tiu. Qui tc 100 % i vi cc h s ca hm mc tiu Tt c cc h s ca hm mc tiu thay i, tnh tng % tng cho cho php v % gim cho php. Nu tng % khng ln hn 100, phng n ti u khng thay i. p dng qui tc 100% i vi bi ton ABC, chng ta thy rng tng % tng cho php v gim cho php l 70%. V th, qui tc 100% ch ra rng nu li nhun mi tn cht ph gia tng n 48 ngn ng v li nhun mi tn cht baz ho gim cn 27 ngn ng, phng n F=25 tn v B=20 tn vn ti u. V th, vi h s ca hm mc tiu iu chnh v phng n ti u tng t, tng li nhun s l 48(25) + 27(20) =1740 ngn ng. Cui cng, ch rng qui tc 100% khng ni rng phng n ti u s thay i nu tng % tng cho php v gim cho php hn 100%. Chng ta c th ni rng nu tng % ln hn 100, mt phng n ti u khc c l tn ti. V th, bt c khi no tng % thay i l ln hn 100, bi ton iu chnh phi c gii li xc nh phng n ti u mi.
2.5.3. V phi
Chng ta hy m rng v m t phn tch nhy bng vic xem xt s thay i v phi ca rng buc nh hng nh th no n min chp nhn c v phng n ti u ca bi ton qui hoch tuyn tnh. Khi phn tch nhy vi nhng thay i v phi, chng ta xem xt nhng g xy ra khi chng ta thc hin thay i tng rng buc. V d, gi s rng trong bi ton ABC, chng ta c th tng 4,5 tn nguyn liu 3. Trong tnh hung ny, v phi ca rng buc th 3 tng t 21 tn ln 25,5 tn. M hnh qui hoch tuyn tuyn tnh ABC c sa nh sau: Max 40F + 30B Rng buc 0,4F+ 0,5B 20 Nguyn liu 1 0,2B 5 Nguyn liu 2 0,6F + 0,3B 25,5 Nguyn liu 3 F, B 0 Phng n th ca bi ton nh trn Hnh 2-18. By gi min chp nhn m rng v c thm vo 4,5 tn nguyn liu 3. Kt qu ca th tc gii bng th th hin im cc bin F=37,5 tn v B=10 tn l phng n ti u mi. Gi tr
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ca phng n ti u l 40(37,5) + 30(10)=1800 ngn ng. Xem li phng n ti u ca bi ton gc ABC l F=25 tn v B=20 tn v gi tr ca hm mc tiu l 1600ngn ng. Nh th, vi 4,5 tn nguyn liu 3 thm vo, bi ton iu chnh c phng n ti u v gi tr tng thm ca hm ti u l 1800 1600 = 200ngn ng. Nh vy, ng vi mi tn trong 4,5 tn nguyn liu 3 thm vo lm tng gi tr ca hm ti u vi t l 200/4,5=44,444 ngn ng mi tn. Shadow price (Dual price)2 l gi tr ci thin ca hm ti u ng vi mi n v tng thm v phi ca rng buc. Do , Shadow price i vi nguyn liu 3 l 44,444 ngn ng/ tn. Ni cch khc, nu chng ta tng v phi ca rng buc nguyn liu 3 mt tn, gi tr ca hm ti u s c ci thin thm 44,444 ngn ng. Ngc li, nu chng ta gim v phi ca rng buc nguyn liu 3 mt tn, gi tr ca hm ti u s mt i 44,444 ngn ng. Tng qut, Shadow price phn nh nhng g s xy ra i vi gi tr ca hm ti u nu thay i mt n v v phi ca rng buc. Hnh 2-18: Phng n ca bi ton ABC vi rng buc 3: 0,6F+ 0,5B 24,5
May mn, li gii qui hoch tuyn tnh bng cc phn mm i vi bi ton qui hoch tuyn tnh gc cung cp cc Shadow price cho tt c cc rng buc. Chng ta khng phi xy dng v gii li bi ton qui hoch tuyn tnh
2
Shadow price (Dual price): thut ng ny c mt s ti liu dch l gi bng (gi o). PHNG PHP NH LNG TRONG KINH T
69 c thng tin v Shadow price. Li gii bng my tnh i vi bi ton qui hoch tuyn tnh ABC gc c th hin trn Ct Shadow price trong bng kt qu. Ct c nhn Shadow price cung cp thng tin sau: Rng buc Shadow Price (ngn ng)
Nguyn liu 1 Nguyn liu 2 Nguyn liu 3
33,333 0,000 44,444
Ch rng Shadow price i vi nguyn liu l 3 l 44,444 ngn ng/tn ph hp vi vic tnh ca chng ta khi dng th tc gii bng th. Chng ta cng quan st thy rng Shadow price i vi nguyn liu 1 ch ra rng gi tr ca phng n ti u s ci thin mc 33,333 ngn ng/ tn nguyn liu 1. Cui cng, ch rng Shadow price i vi nguyn liu 2 l 0,00 ngn ng/tn. Xem kt qu, chng ta thy rng phng n ti u ca bi ton ABC th hin rng nguyn liu 2 tha 1 tn. Nh vy, phng n ti u c mt tn nguyn liu 2 l khng dng. Shadow price l 0,00 ngn ng bo chng ta rng mi tn thm vo ca nguyn liu 2 tng phn tha ca nguyn liu 2 v s khng thay i gi tr ca phng n ti u. y, chng ta ch rng gi tr Shadow price c l l ch p dng i vi mc tng nh v phi. Khi ngun lc cng nhiu v v phi tip tc tng, cc rng buc s thay i v phng n ti u c th thay i. Ti mt vi im, Shadow price c th khng cn dng ci thin gi tr ca phng n ti u. C th hnh thnh nn mt dy cc gi tr ca v phi m gi tr ca Shadow price c th s dng. Tu theo phn mm, dy cc gi tr ny c cung cp theo nhng dng khc nhau. Trong EXCEL, dy ny c cung cp trong cc ct Allowable Increase v Allowable Decrease. Khi v phi ca mi rng buc vn nm trong dy v phi ny, Shadow price vn c th dng. V d, vi rng buc 3, chng ta thy rng Shadow price l 44,444 ngn ng mi tn i vi nguyn liu 3 c p dng cho n khi v phi ca rng buc 3 cn nm gia 18,75 tn v 30 tn. Dy ny ch ra rng mi tn thm vo ca nguyn liu 3 m ABC c th thm vo, ln n 30 tn, gi tr ca phng n ti u s c ci thin 44,444 ngn ng cho mi tn thm vo. Tuy nhin, nu nhiu hn 30 tn, ABC khng th Shadow price l 44,444 ngn ng/tn c th dng c. Tng t, Shadow price i vi rng buc 1 l 33,333 ngn ng/ tn cho n khi lng nguyn liu 1 c th dng nm gia 14 v 21,5 tn. Ch rng Shadow price l 0,00 ngn ng i vi rng buc 2 l c s dng cho n khi lng nguyn liu 2 c th s dng t nht l 4 tn.
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Nh vy, chng ta quan tm n s thay i v phi ca tng v phi nhng khi c nhiu s thay i v phi th vn g s xy ra? Khi c s thay i ng thi v phi, chng ta nn s dng qui tc 100% sau. Qui tc 100% i vi s thay i ng thi v phi: Nu tng % thay i ng thi v phi ca cc rng buc khng vt qu 100% th gi tr ca Shadow Price vn cn hp l. minh ho cho qui tc ny, chng ta thc hin mt s tnh ton sau: i vi nguyn liu 1: Gim t 20 xung 19 20-19 % gim = 100 6 = 16,67% i vi nguyn liu 3: Tng t 21 ln 23 21-23 % tng = 100 9 = 22,22% Nh vy, tng % gim v % tng l 16,67 % + 22,22% =38,89%. Vi s thay i ny th cc gi tr ca Shadow price vn cn hp l.
2.6. Qui hoch nguyn
2.6.1. Cc dng m hnh qui hoch nguyn

Trong phn ny, chng ta m t nhng bi ton qui hoch tuyn tnh vi mt hay nhiu bin nhn gi tr nguyn. Nhng bi ton nh th c gi l qui hoch tuyn tnh nguyn. Trong cc ng dng ca qui hoch tuyn tnh nguyn, mt hay nhiu hn bin nguyn nhn gi tr 1 hay 0. Nhng bin nh th c gi l bin 0-1 hay bin nh phn. Nu tt c cc bin l bin 0-1, chng ta c bi ton qui hoch tuyn tnh nguyn 0-1. Cc bin nguyn (c bit bin 0-1) tng tnh linh hot ng k trong vic xy dng m hnh. So vi bi ton khng c bin nguyn, khi gii nhng bi ton gm nhng bin nguyn thng gp kh khn hn nhiu. Bi ton qui hoch tuyn tnh vi vi nghn bin lin tc c th c gii vi bt k phn mm qui hoch tuyn tnh no. Tuy nhin, gii mt bi ton qui hoch nguyn hon ton vi t hn 100 bin c th v cng kh khn. Nhng phn mm my tnh c tnh thng mi c kh nng gii qui hoch nguyn c qui m ln hn. Mc tiu ca phn ny l gii thiu c tnh nh hng ng dng nhng bi ton qui hoch tuyn tnh nguyn. Trc tin, chng ta m t cc loi khc nhau ca nhng m hnh qui hoch tuyn tnh nguyn. S khc nhau gia nhng bi ton c nghin cu trong phn ny v nhng bi ton c nghin cu trn, l trong qui hoch tuyn tnh c mt hay nhiu hn bin nguyn. Nu tt c cc bin u nguyn, chng ta c bi
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ton qui hoch nguyn hon ton. M hnh 2 bin sau y l m hnh qui hoch nguyn hon ton. Max 2x1 + 3x2 Rng buc 3x1 + 3x2 12 2/3 x1 + 1x2 4 1x1 + 2x2 6 x1, x2 0 v nguyn Ch rng nu chng ta b cm t v nguyn khi m hnh ny, chng ta c bi ton qui hoch tuyn tnh 2 bin nh nghin cu. Qui hoch tuyn tnh m do b yu cu nguyn gi l qui hoch tuyn tnh ni lng (LPR) ca qui hoch tuyn tnh nguyn. Nu mt vi nhng khng phi tt c cc bin u l bin nguyn, chng ta c qui hoch nguyn b phn. M hnh hai bin sau y l qui hoch nguyn b phn. Max 3x1 + 4x2 Rng buc -1x1 + 2x2 8 1x1 + 2x2 12 2x1 + 1x2 16 x1, x2 0 v x2 nguyn Chng ta c qui hoch nguyn ni lng (LPR) ca qui hoch nguyn b phn bng cch b rng buc x2 l nguyn. Trong mt vi ng dng, bin nguyn ch nhn gi tr 0 hay 1, chng ta c qui ho ch tuy n tnh nguyn 0-1 (qui hoch nguyn nh phn).
2.6.2. Gii bi ton qui hoch nguyn

Cng ty bt ng sn ASIA c vn 2000000$ v d nh mua ti sn cho thu mi. Sau nhng kho st ban u, cng ty thy c th u t vo bit th v chung c. Cng ty c th mua ti a 5 bit th vi gi mi ci 282000$. Mi chung c c th c mua vi 400000$. Cc nh qun tr ca ASIA c th dnh ti a n 140 gi mi thng cho nhng ti sn mi ny; mi bit th cn 4 gi mi thng v mi chung c cn 40 gi mi thng. Doanh thu hng nm, sau khi khu tr tin th chp v chi tiu hot ng, c lng 10000$ mi bit th v 15000$ mi chung c. Cc nh qun tr ca ASIA mun xc nh s bit th v s chung c cn mua sao cho cc i doanh thu hng nm.
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Chng ta bt u xc nh bin quyt nh nh sau: B = s bit th C= s chung c Hm mc tiu (1000$) l Max(10B +15C) Ba rng buc phi tho mn l: 282B + 400C 2000 Qu kh dng 4B + 40C 140 Thi gian ca nh qun tr B 5 S ngi nh c th mua Bin B v C phi khng m v nguyn. M hnh bi ton ASIA l qui hoch tuyn tnh nguyn hon ton nh sau: Max 10B + 15C Rng buc 282B + 400C 2000 Qu kh dng 4B + 40C 140 Thi gian ca nh qun tr B 5 S ngi nh c th mua B, C 0 v nguyn Vic gii bi ton ASIA ni ring v cc bi ton qui hoch nguyn kh phc tp. Thng thng, chng ta cn c s tr gip cc phn mm chuyn nghip. gii cc bi ton qui hoch nguyn c th s dng cc phng php sau:
Gii bng th bi ton qui hoch nguyn ni lng LPR Gi s chng chng ta b rng buc nguyn i vi B v C v gii bi ton LPR ca ASIA. Dng th tc gii bng th nh trnh by trn, phng n ti u ca bi ton qui hoch tuyn tnh nh trn Hnh 2-19. l B=2,479 bit th v C=3,252 chung c. Gi tr ti u ca hm mc tiu l 73,574. Khng may mn, ASIA khng th mua mt phn ngi bit th v chung c nn phn tch thm l cn thit. Lm trn c phng n nguyn Trong nhiu trng hp, phng n khng nguyn c th c lm trn c phng n nguyn c th chp nhn c. Lm trn s l mt cch tip cn chp nhn c. Bt c khi no lm trn m c nh hng nh n hm mc tiu v cc rng buc th hu ht cc cc qun tr u chp nhn. Mt phng n gn ti u l tt ri. Tuy nhin, lm trn c l khng phi l lun l chin lc tt. Khi bin quyt nh nhn gi tr nh m c nh hng ln n hm mc tiu v min chp nhn, mt phng n nguyn l cn thit. Chng ta hy quay li bi ton
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ASIA v kim tra nh hng ca lm trn. Phng n ti u ca bi ton LPR ca ASIA l B=2,79 bit th v C=3,252 chung c. V mi chi ph ca ngi nh l 282000$ v mi chung c l 400000$, lm trn thnh phng n nguyn s lm nh hng n gi tr hm mc tiu v rng buc v ngun lc. Hnh 2-19: Gii bng th bi ton LPR i vi bi ton ASIA
Gi s rng chng ta lm trn phng n LPR c phng n nguyn B= 2 v C=3, vi gi tr ca hm mc tiu l 10(2) + 15(3) = 65. Dng tin hng nm 65000$ thc cht nh hn 73574$ c xc nh bi phng n ca LPR. Liu lm trn cch khc c khng? Nghin cu phng n lm trn khc nh B=3 v C=3 l khng chp nhn c v n i hi qu tin t ln hn 2000000$ m ASIA c th c. Phng n lm trn B=2 v C=4 cng khng chp nhn c vi l do tng t. Trng hp ny, lm trn n 2 bit th v 3 chung c vi dng tin hng nm l 65000$ l phng n c th chp nhn tt nht. Khng may mn, chng ta khng bit phng n ny c phi l phng n nguyn ti u ca bi ton hay khng. Lm trn c phng n nguyn l phng php th v sai. Mi phng n lm trn phi c nh gi tnh chp nhn c cng nh nh hng ca n n gi tr ca hm mc tiu. D trong mt s trng hp phng n lm trn
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c th chp nhn, chng ta vn khng m bo rng chng ta c phng n nguyn ti u. Chng ta s thy rng phng n c lm trn (B=2 v C=3) khng phi l phng n ti u i vi ASIA.
Gii bng th i vi bi ton qui hoch nguyn hon ton Hnh 2-20 th hin s thay i trong th tc gii qui hoch tuyn tnh bng th gii bi ton qui hoch tuyn tnh nguyn hon ton ca ASIA. u tin, th ca min c chp nhn c v chnh xc nh trong bi ton LPR. V phng n ti u phi l gi tr nguyn, nn tip theo chng ta xc nh phng n nguyn c th chp nhn vi nhng im nh trn Hnh 2-20. Cui cng, thay v di chuyn ng ca hm mc tiu n im cc bin trong min chp nhn, chng ta di chuyn n theo hng ci thin n nhng im bin (im nguyn chp nhn c) s cho gi tr tt nht ca hm mc tiu. Xem li Hnh 2-20, chng ta thy rng phng n nguyn ti u ti im B=4 bit th v C=2 chung c. Gi tr ca hm mc tiu l 10(4)+15(2)=70 cung cp dng tin hng nm l 70000$. Phng n ny c ngha hn phng n tt bng cch lm trn: B=2, C=3 vi dng tin hng nm 65000$. V th, chng ta thy rng lm trn s khng phi l chin lc tt cho bi ton ASIA. Dng LPR thit lp cn Mt quan st quan trng t phn tch ca bi ton ASIA l thit lp mi lin h gia gi tr ca phng n nguyn ti u v gi tr ca phng n ti u i vi bi ton LPR. i vi qui hoch tuyn tnh nguyn dng Max, gi tr hm ti u ng vi phng n ti u ca LPR cung cp cn trn ca gi tr hm mc tiu ng vi phng n nguyn ti u. i vi qui hoch tuyn tnh nguyn dng Min, gi tr hm mc tiu ng vi phng n ti u ca LPR cung cp cn di gi tr hm mc tiu ng vi phng n nguyn ti u. S quan st ny l hp l i vi bi ton ASIA. Gi tr hm mc tiu ng vi phng n nguyn ti u l 70000$ v gi tr hm mc tiu ng vi phng n ti u ca LPR l 73574$. V th, chng ta bit t gi tr hm mc tiu ng vi phng n ti u ca LPR m cn trn ca gi tr hm mc tiu ca bi ton nguyn l 73574$. Tnh cht cn ca LPR cho php chng ta kt lun rng, bng s thay i, phng n ca LPR to ra phng n nguyn, n cng ti u i vi bi ton qui hoch tuyn tnh nguyn. Tnh cht cn ny cng c th gip xc nh phng n lm trn c tt hay khng. Nu lm trn phng n LPR l chp nhn v cung cp gi hm mc tiu tt gn nh gi tr ca hm mc tiu i vi LPR, chng ta bit phng n lm trn l phng n nguyn gn ti u. Trong nhng tnh hung nh th, chng ta c th trnh gii bi ton qui hoch tuyn tnh nguyn.
75 Hnh 2-20: Phng n gii bng th ca bi ton qui hoch nguyn
Gii bng my tnh Nh ni trc, cc phn mm my tnh c th gii bi ton qui hoch tuyn tnh nguyn. Tng qut, nhng phn mm ny ng tin cy cho nhng bi ton c xp x 100 bin nguyn v c l c dng gii nhng nhng bi ton c cu trc c bit vi vi ngn bin nguyn. D liu u vo hon ton ging nh bt k bi ton qui hoch tuyn tnh nhng ch thm iu kin l bin nguyn. Tu thuc vo phn mm m vic nhp liu cho bi ton nguyn hon ton hay qui hoch nguyn b phn c khc nhau. Trong EXCEL, chng ta ch cn thm rng buc nguyn i vi nhng bin nguyn l c th gii c. Trong WinQSB cng vy, khi nhp thuc tnh ca bin cn ch r bin no l bin nguyn. Gii bng phn mm nh lng WinQSB, chng ta c kt qu cho bi ton ASIA nh trn Hnh 2-21.
76 Hnh 2-21: Kt qu gii bng WinQSB
2.6.3. Nhng ng dng qui hoch c cc bin 01

Nhiu bi ton qui hoch tuyn tnh nguyn c bin 0-1. Trong nhng ng dng ny, bin 0-1 cung cp s la chn gi tr ca bin bng 1 tng ng vi hnh ng ng v bng 0 nu hnh ng l khng ng . Cc bi ton sau u dng bin 0-1.
D ton vn Cng ty thit b ng lnh ang quan tm u t vo mt s d n: M rng nh my, M rng kho, Mua mi my mc thit b, Nghin cu sn phm mi m nhu cu vn khc nhau qua 4 nm ti. V gii hn ngun vn mi nm, nh qun tr mun chn nhng d n c li nhun ln nht. Nhng gi tr li nhun thun c c lng cho mi d n, nhu cu vn v ngun vn c th dng qua cc giai on trong 4 nm nh Bng 2-14. Bng 2-14: Li nhun thun, nhu cu vn, vn kh dng ca Cng ty D n (1000$) Li nhun Vn nm 1 M rng M rng Mua mi Nghin cu Tng vn nh my kho MMTB sn phm mi kh dng 90 15 40 10 10 10 37 15
40 50 40 35
Vn nm 2 Vn nm 3 Vn nm 4
20 20 15
15 20 5 4
10 10 10
Bn bin quyt nh 01 nh sau: P=1 nu d n m rng nh my c chp nhn; 0 nu b bc b;

77
W=1 nu d n m rng kho c chp nhn; 0 nu b bc b; M=1 nu d n mua mi MMTB c chp nhn; 0 nu b bc b; R=1 nu d n nghin cu SP mi c chp nhn; 0 nu b bc b. Hm mc tiu l cc i li nhun theo gi tr hin ti thun ca cc d n. Bi ton c 4 rng buc: qu kh dng mi nm trong 4 nm n. M hnh qui hoch tuyn tnh nguyn 0-1 (1000$) nh sau: Max (90P + 40W + 10M +37R) Rng buc 15P + 10W + 10M + 15R 40 Kh nng vn nm 1 20P + 15W + + 10R 50 Kh nng vn nm 2 20P + 20W + + 10R 40 Kh nng vn nm 3 15P + 5W + 4M + 10R 35 Kh nng vn nm 4 P, W, M, R= 0,1 Phng n qui hoch nguyn ti u gii bng WinQSB nh trn Hnh 2-19. Phng n ti u l P=1, W=1, M=1, R=0, tng li nhun thun c c lng l 140000$. V th cng ty cp tin m rng my mc thit b, m rng kho v d n my mc thit b mi. D n nghin cu sn phm mi cha chp nhn ngoi tr huy ng thm vn. Gi tr ca bin ph (xem Hnh 2-22) th hin rng cng ty s cn li 5000$ trong nm 1; 15000$ trong nm 2 v 11000$ trong nm 4. Kim tra nhu cu vn cho d n nghin cu sn phm mi, chng ta thy rng ch vn cho nm 2 v nm 4. Tuy nhin, cng ty s huy ng thm vn l 10000$ trong nm 1 v 10000$ trong nm 3 cho d n nghin cu sn phm mi. Hnh 2-22: Gii bng my tnh bi ton D ton vn
78 Chi ph c nh Trong mt s ng dng, chi ph sn xut c hai thnh phn: l chi ph c nh (pht sinh khi c tin hnh sn xut) v chi ph bin i (l chi ph c lin quan trc tip n lng sn xut). Dng bin 0-1 a chi ph c nh vo trong m hnh sn xut. Xem li bi ton ABC. Ba nguyn liu th c dng sn xut 3 sn phm: cht ph gia, baz ho tan v cht chi thm. Bi ton gm nhng bin quyt nh sau: F=s tn cht ph gia c sn xut; B=s tn cht baz ho tan c sn xut; C=s tn cht chi thm c sn xut. Li nhun mi tn cht ph gia l 40 ngn ng, baz ho tan 30 ngn ng v cht chi thm l 50 ngn ng. Mi tn cht ph gia l hn hp ca 0,4 tn nguyn liu 1 v 0,6 tn nguyn liu 3. Mi tn baz ho tan s dng 0,5 tn nguyn liu 1; 0,2 tn nguyn liu 2 v 0,3 tn nguyn liu 3. Mi tn cht chi thm l hn hp 0,6 tn nguyn liu 1; 0,1 tn nguyn liu 2 v 0,3 tn nguyn liu 3. Hin nay, cng ty ABC c 20 tn nguyn liu 1; 5 tn nguyn liu 2 v 21 tn nguyn liu 3 v quan tm xc nh lng sn phm sn xut ti u. M hnh qui hoch tuyn tnh ca bi ton ABC l: Max 40F +30B + 50C Rng buc 0,4F + 0,5B +0,6C 20 Nguyn liu 1 0,2B +0,1 C 5 Nguyn liu 2 0,6F + 0,3B +0,3C 21 Nguyn liu 3 F, B, C 0 Gii ra, chng ta c phng n ti u c 27,5 tn cht ph gia, 0 tn baz ho tan v 15 tn cht chi thm vi gi tr ca hm mc tiu 1850 ngn ng nh Hnh 2-23. Hnh 2-23: Phng n gii bng my tnh i vi bi ton ABC
Xy dng bi ton qui hoch tuyn tnh ca bi ton ABC khng bao gm chi ph c nh sn xut sn phm. Gi s rng c ngun d liu v chi ph c nh v lng sn xut ti a cho mi sn phm nh trn Bng 2-15.
79 Bng 2-15: Chi ph c nh v nhu cu ca tng loi sn phm Sn phm Chi ph c nh (ngn ng) Lng ti a (tn)
Cht ph gia Baz ho tan Cht chi thm
200 50 400
50 25 40
Bin 0-1 c th dng a chi ph c nh vo trong m hnh sn xut. Bin 0-1 c xc nh nh sau: SF = 1 nu cht ph gia c sn xut; 0 nu khng c sn xut SB = 1 nu baz ho tan c sn xut; 0 nu khng c sn xut SC = 1 nu cht chi thm c sn xut; 0 nu khng c sn xut Khi dng nhng bin ny, tng chi ph c nh l: 200SF + 50SB+400SC By gi, chng ta c th vit li hm mc tiu gm c chi ph c nh. V th, li nhun rng tr thnh: Max 40F + 30B + 50C - 200SF - 50SB - 400SC Tip n, chng ta phi vit cc rng buc nng lc sn xut sao cho nu bin thit lp bng 0, sn phm tng ng khng c sn xut v, nu bin thit lp bng 1, cho php sn xut vi mc ti a. i vi cht ph gia, chng ta thm rng buc sau: F 50SF. Ch rng, vi rng buc ny, sn xut cht ph gia l khng c php khi SF = 0. Khi SF = 1, cho sn xut ti 50 tn cht ph gia. Chng ta c th ngh bin thit lp nh ci cng tc. Khi n tt (SF = 0), khng cho php sn xut; khi n l bt (SF = 1), cho php sn xut. Nhng rng buc nng lc sn xut tng t, dng bin 0-1 cho cc cht baz ho tan v cht chi thm B 25SB v C 40SC Chuyn v tt c bin sang v bn tri ca cc rng buc, chng ta c m hnh chi ph c nh ca bi ton ABC nh sau: Max 40F + 30B + 50C - 200SF - 50SB - 400SC Rng buc 0,4F + 0,5B + 0,6C 20 Nguyn liu 1 0,2B + 0,1C 5 Nguyn liu 2 0,6F+ 0,3B+ 0,3C 21 Nguyn liu 3 F- 50SF 0 Max F B- 25SB 0 Max B C- 40SC 0 Max C F, B, C0; SF, SB, SC=0, 1 Chng ta gii bi ton ABC bng WinQSB. Vi kt qu nh Hnh 2-24,
80
phng n ti u gm 25 tn cht ph gia v 20 tn baz ho tan. Gi tr ca hm mc tiu sau khi khu tr chi ph c nh l 1350 ngn ng. Chi ph c nh ca cht ph gia v baz ho tan l 200+50=250 ngn ng. Phng n ti u th hin SC=0, ch ra rng chi ph c nh ca cht chi thm cao hn 400 ngn ng nn trnh. V th cht chi thm l khng sn xut. Hnh 2-24: Gii bng my tnh i vi bi ton ABC c chi ph c nh
Mu cht pht trin bi ton chi ph c nh l dng bin 0-1 cho mi chi ph c nh v ch ra cn trn cho bin sn xut tng ng. i vi lng sn phm sn xut x, rng buc theo dng xMy c th c dng cho php sn xut khi bin thit lp y=1 v khng cho php sn xut khi bin thit lp y=0. Lng sn phm sn xut ti a M s ln cho php tt c cc mc sn xut hp l nhng ngi nghin cu khng chn gi tr M qu ln. Dng bin 01 nhm tng tnh linh hot trong vic xy dng m hnh Nh vy, chng ta nghin cu cc ng dng c cc bin 0-1. Trong phn ny, chng ta tip tc s dng bin 0-1 trong m hnh. Trc tin, chng ta trnh by cc bin 0-1 c s dng nh th no m hnh ho cc rng buc a la chn. Sau , chng ta trnh by cc bin 01 c s dng nh th no m hnh ho nhng tnh hung m trong cn la chn k trong s n d n, cng nh tnh hung m trong chp nhn d n ny l iu kin chp nhn d n khc. Nhng rng buc a la chn v rng buc loi tr nhau Xem li bi ton v phn b vn ca cng ty ng lnh gii thiu trc. Cc bin quyt nh c xc nh nh sau: P=1 nu d n m rng nh my c chp nhn; 0 nu b bc b; W=1 nu d n m rng kho c chp nhn; 0 nu b bc b; M=1 nu d n mua mi my mc thit b c chp nhn; 0 nu b bc b; R=1 nu d n nghin cu sn phm mi c chp nhn; 0 nu b bc b. Gi s rng, thay v mt d n m rng kho, Cng ty ng lnh c 3 d n
81
m rng kho xem xt. Mt kho ph i c m r ng v t ng nhu c u s n ph m, nhng nhu cu mi khng tin xy dng nhiu hn mt kho. Nhng nh ngha bin v cc rng buc a la chn sau c th c hp nht vo m hnh qui hoch nguyn 0-1 phn nh tnh hung ny. W1=1 nu d n m rng kho gc c chp nhn; 0 nu b bc b; W2=1 nu d n m rng kho th hai c chp nhn; 0 nu b bc b; W3=1 nu d n m rng kho th ba c chp nhn; 0 nu b bc b. Cc rng buc a la chn i hi mt trong cc d n ny phi c chn: W1+W2+W3=1 V W1, W2 v W3 cho php gi s rng ch mt gi tr 0 hay 1, mt v ch mt trong ba d n c la chn. Nu yu cu mt kho phi m rng khng tn ti, rng buc a la chn c th c iu chnh nh sau: W1+W2+W3 1 S iu chnh ny cho php tnh hung khng c kho no c m rng (W1=W2=W3=0) nhng khng cho php m rng nhiu hn mt kho. Nhng loi rng buc ny thng c gi l rng buc loi tr ln nhau. Rng buc k trong s n phng n M rng khi nim rng buc a la chn c th c dng m hnh ho tnh hung la chn k trong s n d n rng buc k trong s n phng n. Gi s rng W1, W2, W3, W4 v W5 th hin 5 d n m rng kho v ch chn 2 trong 5 d n. Cc rng buc tho mn iu kin mi l: W1+W2+W3+W4+W5=2 Nu khng nhiu hn hai d n c la chn, chng ta s dng rng buc nh sau: W1+W2+W3+W4+W5 2 Mi trong cc bin ny phi b rng buc gi tr 0-1. Rng buc c iu kin v rng buc tin quyt Thnh thong s chp nhn ca mt d n l iu kin chp nhn d n khc. V d, gi s rng i vi Cng ty Thit b ng lnh, d n m rng kho l iu kin ca d n m rng nh my. iu c ngha l, cc nh qun tr s khng xem xt m rng kho tr khi nh my c m rng. Vi P th hin m rng nh my v W th hin m rng nh kho, rng buc c iu kin c th c s dng th hin rng buc ny: WP C P v W bng 0 hay 1. Vy, bt c khi no P=0 th W=0. Khi P=1, W cng
82
c th bng 1; v th, c nh my v kho c th c m rng. Tuy nhin, chng ta ch rng rng buc c trc khng buc d n m rng kho phi c chp nhn nu d n m rng my mc thit b c chp nhn. Nu d n m rng kho c chp nhn bt c khi no d n nh my c chp nhn, chng ta s ni rng P v W th rng buc tin quyt. m hnh ho tnh hung ny, chng ta vit rng buc nh sau: W= P Rng buc bt buc P v W nhn gi tr nh nhau. Ch khi phn tch nhy i vi qui hoch nguyn Phn tch nhy i vi bi ton qui hoch tuyn tnh nguyn thng quan trng hn so vi nhng qui hoch tuyn tnh khc. Mt s thay i nh trong cc h s ca cc rng buc c th l nguyn nhn dn n s thay i ln trong gi tr ca phng n ti u. hiu ti sao, hy xem xt bi ton qui hoch nguyn D ton vn cho 4 d n v rng buc ngn sch: Max 40x1 + 60x2 + 70x3 +160x4 Rng buc 16x1 +35x2 + 45x3 + 85x4 100 x1, x2, x3, x4 = 0, 1 Chng ta c phng n ti u: x1=1, x2 =1, x3 =1 v x4=0, vi gi tr hm mc tiu 170 ngn ng. Tuy nhin, nu ngn sch kh dng tng 1 ngn ng (t 100 ngn ng n 101 ngn ng), phng n ti u l x1=1, x2=0, x3=0 v x4=1, vi gi tr hm mc tiu l 200 ngn ng. iu c ngha l, tng 1 ngn ng trong ngn sch dn n tng 30 ngn ng li nhun. Chc chn nh qun tr, khi i mt tnh hung nh th, s tng 1 ngn ng cho ngn sch. V gi tr ca phng n ti u rt nhy i vi cc h s ca cc rng buc, nhng nh thc hnh khuyn chng ta cn gii bi ton qui hoch tuyn tnh nguyn vi ln vi nhng thay i nh ca cc h s trc khi chn phng n tt nht trin khai.
Cu hi n tp 1. Th no l bi ton qui hoch tuyn tnh? 2. Hy nu mt s ng dng ca bi ton qui hoch tuyn tnh trong kinh t. 3. Nu cc dng khc nhau ca bi ton qui hoch tuyn tnh. Nu cch chuyn i cc dng ca bi ton qui hoch tuyn tnh.
83 4. Nu cc bc gii bi ton qui hoch tuyn tnh bng phng php th. 5. Nu cc bc gii bi ton qui hoch tuyn tnh bng phng php n hnh. 6. Th no l bi ton i ngu, hy nu cch chuyn bi ton dng tng qut sang bi ton i ngu. 7. Th no l phn tch nhy? Nu nhng ng dng ca phn tch nhy trong kinh t. 8. Nu qui tc 100% trong phn tch nhy h s hm mc tiu. 9. Nu qui tc 100% trong phn tch nhy v phi. 10. Th no l bi ton qui hoch nguyn? Nu cc loi bi ton qui hoch nguyn. 11. Th no l bi ton qui hoch nguyn 0-1? Nu nhng ng dng ca cc loi bi ton qui hoch nguyn 0-1. 12. Nu cc bc gii bi ton qui hoch tuyn tnh bng EXCEL 13. Nu cc bc gii bi ton qui hoch tuyn tnh bng WinQSB Bi tp 2.1. Nhng mi lin h ton hc no sau y c hay khng c trong bi ton qui hoch tuyn tnh, ti sao? -2x1 + 2x2 - 11x3 70 50 2x1 + 2x2 2 3x2 2x2 + 4x3 10 15 3x1 - 11x2 31x1 +21x2 - 16x3 = 6 2x1 + 5x2 - x1x2 25 2.2. Tm nhng phng n tho mn nhng rng buc sau: 4x1 + 2x2 16 4x1 + 2x2 16 4x1 + 2x2 = 16 2.3. V th nhng ng rng buc v tm nhng phng n tho mn cc rng buc sau: 3x1 + 2x2 18 12x1 + 8x2 480 5x1 +10x2 = 200
84 2.4. V th nhng ng rng buc v tm nhng phng n tho mn cc rng buc sau: x1 0,25 (x1 + x2) x2 0,10 (x1 + x2) x1 0,50 (x1 + x2) 2.5. C hm mc tiu ca nhng bi ton qui hoch tuyn tnh l 7x1 + 10x2, 6x1 + 4x2 v -4x1 +7x2. V th cho nhng gi tr ca hm mc tiu bng 420. 2.6. Xc nh vng chp nhn vi rng buc sau: 0,5x1 + 0,25x2 30 1x1 + 5x2 250 0,25x1 + 0,5x2 50 x1, x2 0 2.7. Xc nh vng chp nhn vi nhng rng buc sau: 2x1 - 1x2 0 -1x1 +1,5x2 200 x1, x2 0 2.8. Xc nh vng chp nhn cho nhng rng buc sau: 3x1 - 2x2 0 2x1 - 1x2 200 150 1x1 x1, x2 0 2.9. Cho bi ton qui hoch tuyn tnh Max 2x1 + 3x2 S.t. x1+2x2 6 5x1 +3x2 15 x1, x2 0 a. Chuyn bi ton v dng chnh tc; b. Dng th tc th tm phng n ti u; c. Gi tr ca hm ti u tng ng vi phng n ti u? 2.10. Cho bi ton qui hoch tuyn tnh nh sau: Max 5x1 + 5x2 100 S.t. x1 x2 80
85
2x1 +4x2 400 x1, x2 0 a. Dng phng php th gii bi ton; b. Gi s bin x2 nguyn, hy gii li bi ton. 2.11. Xem bi ton qui hoch tuyn tnh sau: Max 3x1 + 3x2 S.t. 2x1 + 4x2 12 6x1 + 4x2 24 x1, x2 0 a. Chuyn bi ton v dng chun tc; b. Dng phng php th gii; c. Nu hm mc tiu thay i thnh 2x1 + 6x2, phng n ti u l bao nhiu? d. C bao nhiu im cc bin? Gi tr ca x1 v x2 ti im cc bin? 2.12. Xem bi ton qui hoch tuyn tnh sau: Max x1 + 2x2 5 S.t. x1 x2 4 2x1 + 2x2 12 x1, x2 0 a. V vng chp nhn; b. Nhng im cc bin ca vng chp nhn l g? c. Tm phng n ti u bng phng php th. 2.13. Cng ty Embassy Motorcycles (EM) sn xut hai loi xe m t vi thit k iu khin n gin v an ton. M hnh EZ-Rider s dng kiu ng c mi, dng xe thp nn d iu khin. M hnh Lady-Sport ln hn mt cht, dng kiu ng c truyn thng v thit k c bit cho n. Cng ty sn xut hai ng c trn ti nh my Des Moines. Mi ng c EZ-Rider yu cu 6 gi sn xut v mi ng c Lady-Sport yu cu 3 gi sn xut. Nh my Des Moines c 2100 gi sn xut dnh cho thi k sn xut n. Khung xe c nh cung cp m bo s lng theo yu cu. Tuy nhin, khung xe LadySport phc tp hn nn nh cung cp ch c th p ng nhiu nht 280 khung cho thi k sn xut n. Cng vic lp rp v kim tra yu cu 2 gi i vi xe EZ-Rider v 2,5 gi i vi xe Lady-Sport. Thi gian ti a cho cng vic lp rp v kim tra cho thi k sn xut n l 1.000 gi. B phn
86
k ton d kin mi xe EZ-Rider c mc li nhun 2.400$ v mi xe Lady Sport l 1800$. a. Xy dng m hnh qui hoch tuyn tnh xc nh s my cn sn xut cho mi loi sao cho ti a li nhun; b. Gii bi ton bng phng php th; c. Gii bi ton bng phng php n hnh. 2.14. Par, Inc. l cng ty sn xut cc dng c v dng chi golf. Nh phn phi thuyt phc vi cng ty Par l hin ang c mt th trng cho c cc ti golf gi trung bnh (kiu chun) v ti golf gi cao (kiu cao cp). Cc nh phn phi tin tng vo th trng ny nn nu cc ti golf c gi cnh tranh th h s mua ton b ti m Par sn xut trong 3 thng n. Bng sau gii thiu nh mc thi gian v li nhun n v ca mi loi ti golf: Thi gian sn xut (gi) Ct v Hon Kim tra v Li nhun bin Sn phm May thnh nhum ng gi ($) Chun Cao cp 7/10 1 1/2 5/6 1 2/3 1/10 1/4 10 9
Trong 3 thng n, gim c sn xut d tnh ch c 630 gi ct v nhum, 600 gi may, 708 gi hon thnh v 135 gi kim tra v ng gi l kh thi sn xut ti golf. a. Cng ty cn sn xut bao nhiu ti ti a li nhun? b. Li nhun ca cng ty l bao nhiu khi sn xut s lng ti ny? c. Bao nhiu gi c s dng cho mi hot ng sn xut? d. Thi gian tha ca mi loi hot ng? 2.15. Gi s rng cc nh qun tr ca Par (Bi 2.14) gp phi nhng tnh hung sau: a. B phn k ton iu chnh mc li nhun d tnh cho loi ti cao cp l 18$. b. Nh vo mt nguyn liu mi gi thp sn xut loi ti chun nn li nhun n v cho mi ti chun tng ln 20$. (Gi s rng li nhun n v ca ti cao cp vn l 9$) c. Nh vo thit b may mi nn cho php tng nng lc may n 750 gi (gi thit hm mc tiu 10x1 + 9x2 vn thch hp) Nu xem xt cc tnh hung trn mt cch c lp, hy xc nh phng n ti u v tng li nhun?

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QUI HOCH TUYN TNH

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2.1.1. Bi ton cc i n gin

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CHNG 2: QUI HOCH TUYN TNH

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2.1.2. Bi ton cc tiu n gin

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2.1.3. Nhng k hiu chung ca bi ton qui hoch tuyn tnh

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2.2. Nhng dng bi ton qui hoch

2.2.1. Nhng thnh phn ca bi ton

2.2.2. Cc dng bi ton qui hoch tuyn tnh

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Rng buc du x1, x2, x3, x4, x5 0 Dng chun Hm mc tiu

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29  V d: Bi ton sau c dng chun

2.2.3. Bin i dng ca bi ton qui hoch

a. a dng tng qut v dng chnh tc

mt bin ph khng m xn+10 chuyn rng buc v dng phng trnh

2. Nu gp rng buc dng

CHNG 2: QUI HOCH TUYN TNH

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bin ph khng m xn+10 chuyn rng buc thnh phng trnh

b. a dng chnh tc v dng chun

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PHNG PHP NH LNG TRONG KINH T

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2.3.1. Phng php th (phng php hnh hc)

a. Xc nh min chp nhn c

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34 Hnh 2-1 th biu th 2 phng n ca bi ton ABC

Hnh 2-2 ng rng buc nguyn liu 1

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37 Hnh 2-5: Cc phng n tho mn rng buc nguyn liu 3

Hnh 2-6: Min chp nhn c ca bi ton ABC

CHNG 2: QUI HOCH TUYN TNH

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b. Tm gi tr ca hm mc tiu trn min chp nhn

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CHNG 2: QUI HOCH TUYN TNH

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PHNG PHP NH LNG TRONG KINH T

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2.3.2. Phng php n hnh

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a. Thut ton n hnh gii bi ton dng chun

xm+1 cm+1 a1(m+1) a2(m+1) ... ar(m+1) ... m+1

xn ... ... ... ... ... ... ...

cn a1n a2n ... arn ... amn n

Phng n b1 b2 ... br ... bm

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

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

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

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

am(m+1) ... amv

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29 V d: Bi ton sau c dng chun