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Giai Cac Bai Toan Toi Uu Va Thong Ke Tren Excel PDF
Giai Cac Bai Toan Toi Uu Va Thong Ke Tren Excel PDF
Mc lc
Chng 1. Gii cc bi ton quy hoch ton hc trn Microsoft Excel ........................3
1.1. Bi ton quy hoch tuyn tnh c mt ch s ...............................................................3
1.2. Bi ton quy hoch tuyn tnh c hai ch s ................................................................5
1.3. bi ton quy hoch phi tuyn .......................................................................................7
Bi tp .................................................................................................................................8
Chng 2. Gii cc bi ton thng k trn Microsoft Excel ........................................10
2.1. Hi quy tuyn tnh bi ...............................................................................................10
2.2. Hi quy tuyn tnh n ..............................................................................................12
2.3. Hi quy m ................................................................................................................12
Bi tp ...............................................................................................................................13
Chng 1
Gii cc bi ton
quy hoch ton hc trn
Microsoft Excel
Dng Solver ta c th tm cc i hay cc tiu ca mt hm s t trong mt gi l
ch. Solver chnh sa mt nhm cc (gi l cc c th chnh sa) c lin quan trc
tip hay gin tip n cng thc nm trong ch to ra kt qu. Ta c th thm vo cc
rng buc hn ch cc gi tr m Solver c th dng. i vi bi ton quy hoch tuyn
tnh Solver dng phng php n hnh, i vi quy hoch phi tuyn Solver dng phng
php tt gradient tm mt cc tr a phng.
f ( x) max / min
(1)
Q b1
a 21 x1 + a 22 x 2 + " + a 2n x n
Q b2
a m1 x1 + a m 2 x 2 + " + a mn x n
xj
= interger
= binary (0 or 1)
Q bm
j = 1, . . . , n
c[2]
a[1,2]
a[2,2]
......
a[m,2]
x[2]
......
......
......
......
......
......
c[n]
a[1,n]
a[2,n]
......
a[m,n]
x[n]
c[j] x[j]
a[1,j] x[j]
a[2,j] x[j]
......
a[m,j] x[j]
b[1]
b[2]
......
b[m]
x1 + 4 x 2 + x3
min
(2)
2 x1 + 3 x 2 + 4 x3 20
5 x1 x 2 + 2 x3 12
x1 + 2 x 2 x3 2
x1 + 4 x 2 2 x3 1
x1 , x 2 , x3 0
(3)
i =1 j =1
xij ai
i = 1, ", m
j =1
m
xij b j
j = 1, " , n
i =1
xij 0 i = 1, " m,
j = 1," , n
im pht 1
im pht 2
im pht 3
im pht 4
Phng n
Cng ct
Nhu cu
im thu 1
c[1,1]
c[2,1]
......
c[m,1]
x[1,1]
x[2,1]
......
x[m,1]
x[i,1]
b[1]
im thu 2
c[1,2]
c[2,2]
......
c[m,2]
x[1,2]
x[2,2]
......
x[m,2]
x[i,2]
b[2]
......
......
......
......
......
......
......
......
......
......
im thu n
c[1,n]
c[2,n]
......
c[m,n]
x[1,n]
x[2,n]
......
x[m,n]
x[i,n]
b[n]
Tr mc tiu
c[i,j] x[i,j]
Cng hng
x[1,j]
x[2,j]
......
x[m,j]
Kh nng
a[1]
a[2]
......
a[m]
Khi A2:D4 l ma trn chi ph vn chuyn, khi A7:D9 l phng n vn chuyn (gi
tr ban u cho tt c bng 1), khi F7:F9 l kh nng ca 3 im pht, khi A11:D11 l
nhu cu ca 4 im thu, khi E7:E9 l lng hng pht t mi im pht i theo phng n
X chn, khi A10:D10 l lng hng nhn c ti mi im thu j theo phng n X.
Gi s rng cc bt ng thc trong dng th hai v th ba ca bi ton (3) l ng thc v
tng lng hng c trong cc kho bng tng nhu cu ca cc ni thiu th.
Qu trnh dng Solver gii bi ton vn ti trn theo cc bc:
Bc 1. Nhp chi ph vn chuyn vo cc A2:D4, nhp kh nng ca cc im pht
vo F7:F9, nhu cu cc im thu A11:D11, phng n ban u A7:D9.
Bc 2. Tnh gi tr hm mc tiu trong F3 theo cng thc = Sumproduct (A2:D4,
A7:D9), hm ny tnh tng cc tch ca tng cp phn t trong hai khi . Tnh lng hng
pht ca im pht 1 ti E7 theo cng thc =SUM(A7:D7), sao chp cng thc ny vo
cc E8:E9. Tnh lng hng nhn c ca im thu 1 ti A10 theo cng thc =
SUM(A7:A9), sao chp cng thc ny vo cc B10:D10.
Bc 3. Dng lnh Tools/ Solver vi cc la chn hm mc tiu v cc rng buc:
Trong hp thoi Solver Options phi chn Assume Linear Model. Cui cng ta nhn
c gi tr ti u hm mc tiu bng 115, phng n vn chuyn ti u: x[1,3]= 10,
x[2,2]= 15, x[2,3]= 10, x[3,1]= 5, x[3,4]= 10 trong bng tnh kt qu:
Min f ( x) | g i ( x) = 0, i = 1, 2, " , m, x R n .
gii bi ton quy hoch phi tuyn bng Solver ta cn xc nh khi cha cc
bin (x[1], x[2], . . . , x[n]), mt cha gi tr hm mc tiu f(x), khi m cha gi tr cc
hm g i ( x) .
V d gii bi ton quy hoch ton phng:
x1 2 x 2 + 0.5 x12 + 0.5 x 22
2 x1 + 3 x 2 + x3 = 6
x1 + 4 x 2 + x 4 = 5
x1 , x 2 , x3 , x 4 0
Bng tnh gii bi ton ny nh sau:
Min
Phng n trong khi B2:E2 (phng n ban u cho mi phn t bng 0), hm mc
tiu trong F2 xc nh bi cng thc = - b2 - 2*c2 + 0.5*b2^2 + 0.5*c2^2. F3 tnh theo
cng thc = sumproduct ($b$2: $e$2, b3 : e3), cng thc ny chp sang F4. Cc rng
buc bi ton B2 : E2 >= 0, v F3:F4 = G3:G4. Khi gii cc bi ton quy hoch phi tuyn
ta phi b chn mc Assume Linear Model trong hp thoi Solver Options. Kt qu dng
Solver gii bi ton: tr ti u -2.0294, phng n ti u (0.7647, 1.0588, 1.294, 0).
Tm li Solver c th gii c nhiu bi ton ti u, s lng bin ti a ca bi ton
l 200 bin. Tuy nhin cng c nhiu bi ton n khng gii c, khi n a thng
a ra cc thng bo:
Solver could not find a feasible solution: bi ton khng c li gii chp nhn c.
Hoc c th do cc gi tr khi u ca nhng cha bin khc qu xa cc gi tr ti u,
hy thay i cc gi tr khi u v gii li.
The maximum iteration limit was reached, continue anyway ? s bc lp n s
cc i. Ta c th tng s bc lp ngm nh nh lnh Tools/ Solver, chn Options, nhp
gi tr mi vo hp Iterations.
The maximum time limit was reached, continue anyway ? thi gian chy vt qu
thi gian ti a ngm nh. Ta c th sa gi tr trong mc Max Time trong gp thoi
Solver Options.
Ch , nu cc lnh Solver v Data Analysis khng c trong menu Tools ta phi ci
t b sung t a CD: dng lnh Tools / Add-Ins, hin hp thoi, chn mc Solver Add in
v Analysis ToolPak.
Bi tp
1. Gii bi ton quy hoch tuyn tnh nguyn b phn:
z = 5 x1 + x 2 + x3 + 2 x 4 + 3 x5 min
x 2 + 5 x3 x 4 2 x 5 2
5 x1 x 2 + x5 7
x1 + x 2 + 6 x3 + x 4 4
x j 0 j = 1, 2, 3, 4, 5
x j = interger, j = 1, 2, 3
p s: tr ti u l 12, phng n ti u (2, 2, 0, 0, 0).
2. Gii bi ton quy hoch tuyn tnh boolean (bi ton ci ti) sau:
30 x1 + 19 x 2 + 13x3 + 38 x 4 + 20 x5 + 6 x6 + 8 x7 + 19 x8 + 10 x9 + 11x10 max
15 x1 + 12 x 2 + 9 x3 + 27 x 4 + 15 x5 + 5 x6 + 8 x7 + 20 x8 + 12 x9 + 15 x10 62
x j {0, 1}, j = 1, 2, " , 10
p s: tr ti u l 95, phng n ti u l ( 1, 1, 0, 1, 0, 0, 1, 0, 0, 0).
3. Gii bi ton phn cng cng vic. C n n v sn xut cn sn xut n loi sn
phm, n v i sn xut sn phm j vi chi ph l c[i,j]. Hy phn cng mi n v sn xut
mt sn phm tng chi ph l nh nht. Dng bi ton:
n
xij = 1,
i = 1, 2," , n
j =1
xij = 1,
i =1
j = 1, 2, " , n,
xij = {0, 1}
x1 2 x 2 + x3 + 2 x 4 + 3x5 85
7 x1 + 9 x 2 5 x3 + 33x 4 11x5 500
2 x1 x 2 + 2 x3 x 4 + 2 x5 150
1.3x1 + x 2 + x3 + x 4 + x5 300
x1 + x 2 + x3 + x 4 + x5 300
x1 , x 2 , x3 , x 4 , x5 0
Vi phng n ban u X = (50, 50, 50, 50, 50) dng Solver ta c li gii ti u l
X = (0, 190, 0, 0, 110) v tr ti u hm mc tiu l - 45640.
Chng 2
y = m1 x1 + m2 x 2 + " + mn x n + b,
(1)
trong x1, x2, . . . , xn l cc bin c lp, y l bin ph thuc, cc h s m1, m2, , mn,
b l cc h s cn xc nh. Cc gi tr quan st ca cc bin c th b tr theo dng ct
hoc theo dng hng.
Hm Linest dng tnh cc h s ca phng trnh hi quy tuyn tnh bi, c
php:
= LINEST(known_y's, known_x's, const, stats)
trong known_y's l khi cha cc quan st ca bin y; known_x's l khi cha cc
quan st ca cc bin x1, x2, . . . , xn; bin const c gi tr logic (nhp True hoc trng
nu c tnh b, nhp False nu buc b=0). Bin stats c gi tr logic, nhp False nu khng
in cc thng k hi quy, nhp True hoc b trng th hm cho cc thng k hi quy dng:
mn mn1 " " " m2 m1 b
sen sen1 " " " se2 se1 seb
r2
se y
df
ss reg
ss resid
trong sen sen1 " " " se2 se1 seb l cc sai s chun ho ca cc h s m1,
m2, ..., mn, b. H s r2 l h s xc nh thuc [0, 1], nu r2 = 1 th c quan h hon ho
trong mu, nu r2 = 0 th phng trnh hi quy khng c tc dng d on y.
H s se y l sai s chun ho cho c lng y. H s F l thng k F, dng F xc nh
liu gia bin ph thuc v cc bin c lp
c thc s quan h vi nhau hay ch l th
hin ca tc ng ngu nhin. H s d f l bc
t do, dng xc nh mc tin cy ca m
hnh hi quy. Cc h s ss reg ss resid l tng
bnh phng gi tr hi quy v tng bnh
phng lch.
10
(2)
11
nhp khi cha cc quan st ca bin y vo mc Input Y Range, nhp khi cha cc gi
tr quan st ca bin x1, x2 vo mc Input X Range, la chn mc Output Range v nhp
a ch gc trn bn tri ca vng cha kt qu, nhy OK. Kt qu cho trong bng sau:
2.3. Hi quy m
Phng trnh hi quy m l
y = b m1 x1 m2 x2 " mn xn
Nu ch c mt bin c lp phng trnh s l y = b m x .
12
(4)
Bi tp
1. Cho Y l nhu cu tht b (n v 100 tn) ca 12 thng lin tip (X) trong mt khu
dn c:
X: 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12
Y: 15, 18, 18, 16, 14, 18, 20, 21, 19, 20, 24, 26.
Hy c lng hm hi quy tuyn tnh n, d bo nhu cu tht b cho 3 thng tip theo.
p s : y = 0.793706 x + 13.92424.
2. Trong 10 thng lin tip lng hng bn ra ca mt cng ty rt thp, sau cng ty
tung ra th trng mt sn phm mi v nhn thy lng hng bn ra tng theo hm m. S
n v hng bn ra (Y) trong 6 thng tip theo (X) cho trong bng sau:
13