Tnh ton khoa hc

Chng 8
QUY HOCH TUYN TNH
Linear Programming

Tnh ton khoa hc
Bi ton quy hoch ton hc
Rt nhiu bi ton thc t c th pht biu di dng bi ton cc tr sau:








Bi ton (1)-(4) c gi l bi ton quy hoch ton hc
f(x) l hm mc tiu, gi,hj l cc hm rng buc. Tp

Gi l tp rng buc, hay min chp nhn c. Mi vect x thuc D c
gi l li gii chp nhn c hay l phng n chp nhn c


Tnh ton khoa hc
Bi ton quy hoch ton hc
Phng n chp nhn c x
*
tha mn


c gi l pa ti u hay li gii ca bi ton, khi gi tr



c gi l gi tr ti u ca bi ton

Tnh ton khoa hc
Mt s m hnh thc t
Bi ton lp k hoch sn xut cho mt nh my


Bi ton khu phn n

Bi ton vn ti
Bi ton lp k hoch sn xut
Mt nh my c kh nng sn xut n loi sn phm. sn
xut cc sn phm ny cn phi s dng m loi nguyn liu.
Bit :

Hy xy dng mt chin lc sn xut mang li nhiu li nhun nht.
Gi l s sn phm loi j, k hoch sn xut l
l tng chi ph nguyn liu i do

Tng li nhun thu c l
Khi m hnh ton hc ca bi ton k hoch sn xut c pht biu
di dng nh sau.

Tnh ton khoa hc
ij
l ng nguyn liu lo i i cn thit sn xut ra mt n vsn phm lo i j;
d tr nguyn liu lo i i
tin l i t vic b n mt n vsn phm lo i n vsn phm lo i j
(i=1, ; j=1, )
i
j
a
b
c
m n

0
j
x >
1 2
( , ,..., )
n
x x x x =
1
*
n
ij j
j
a x
=

1
*
n
ij j i
j
a x b
=
s

1
n
j j
j
c x
=

Tnh ton khoa hc
Bi ton lp k hoch sn xut
Bi ton lp k hoch sn xut cho mt nh my
Tm cc i ca


n
1 2 n j j
j=1
n
ij i
j=1
j
f(x ,x ,...,x )= c x
v i iu kin
a b ,i=1,m
x 0, j=1,n
s
>

Tnh ton khoa hc
Ni dung
I. Thut ton n hnh
3.1.1. Bi ton QHTT dng chnh tc v dng chun
3.1.2. Phng n c s chp nhn c
3.1.3. Cng thc s gia hm mc tiu. Tiu chun ti u
3.1.4. Thut ton n hnh dng ma trn nghch o
3.1.5. Thut ton n hnh dng bng
3.1.6. Tnh hu hn ca thut ton n hnh
3.1.7. Thut ton n hnh hai pha
II. L thuyt i ngu
3.2.1. Xy dng bi ton i ngu
3.2.2. Cc nh l i ngu
3.2.3. Mt s ng dng ca l thuyt i ngu

Tnh ton khoa hc

I. THUT TON N HNH




Tnh ton khoa hc
Ni dung
1. Bi ton QHTT dng chnh tc v dng chun
2. Phng n c s chp nhn c
3. Cng thc s gia hm mc tiu. Tiu chun ti u
4. Thut ton n hnh dng ma trn nghch o
5. Thut ton n hnh dng bng
6. Tnh hu hn ca thut ton n hnh
7. Thut ton n hnh hai pha

Tnh ton khoa hc
1. Bi ton QHTT dng chnh tc v dng
chun

Tnh ton khoa hc
Bi ton QHTT tng qut
Bi ton QHTT tng qut l bi ton ti u ho m trong chng ta phi
tm cc i (cc tiu) ca hm mc tiu tuyn tnh vi iu kin bin s
phi tho mn h thng phng trnh v bt phng trnh tuyn tnh. M
hnh ton hc ca bi ton c th pht biu nh sau










K hiu x
j
<> 0 ch ra rng bin x
j
khng c i hi trc tip v du.
1 2
1
1
1
( , ,..., ) min(max), (1)
, 1, 2,..., ( ) (2)
, 1, 2,..., (3)
0, 1, 2,..., ( )
=
=
=
=
= = s
> = + +
> = s

n
n j j
j
n
ij j i
j
n
ij j i
j
j
f x x x c x
a x b i p p m
a x b i p p m
x j q q n (4)
0, 1, 2,..., (5) <> = + +
j
x j q q n
vi iu kin

Tnh ton khoa hc
Bi ton QHTT tng qut
Rng buc:
1
, 1,...,
n
ij j i
j
a x b i p
=
= =

c gi l rng buc c bn dng ng thc.

Rng buc:
1
, 1,...,
n
ij j i
j
a x b i p m
=
> = +

c gi l rng buc c bn dng bt ng thc.

Rng buc:
0, 1,...,
j
x j q > =
c gi l rng buc v du ca bin s.

Tnh ton khoa hc
Bi ton QHTT dng chnh tc
Ta gi bi ton QHTT dng chnh tc l bi ton sau:
1 2
1
1
( , ,..., ) min,
, 1, 2,...,
0, 1, 2,...,
n
n j j
j
n
ij j i
j
j
f x x x c x
a x b i m
x j n
=
=
=
= =
> =

Tnh ton khoa hc
Bi ton QHTT dng chun
Ta gi bi ton QHTT dng chun l bi ton sau:
1 2
1
1
( , ,..., ) min,
, 1, 2,...,
0, 1, 2,...,
n
n j j
j
n
ij j i
j
j
f x x x c x
a x b i m
x j n
=
=
=
> =
> =

Tnh ton khoa hc
a BT QHTT tng qut v dng chnh tc
R rng Bi ton QHTT dng chnh tc l trng hp ring ca
QHTT tng qut.








Mt khc, mt bi ton QHTT bt k lun c th a v dng
chnh tc nh cc php bin i sau:
1 2
1
1
1
( , ,..., ) min(max), (1)
, 1, 2,..., ( ) (2)
, 1, 2,..., (3)
0, 1, 2,..., ( )
=
=
=
=
= = s
> = + +
> = s

n
n j j
j
n
ij j i
j
n
ij j i
j
j
f x x x c x
a x b i p p m
a x b i p p m
x j q q n (4)
0, 1, 2,..., (5) <> = + +
j
x j q q n
1 2
1
1
( , ,..., ) min,
, 1, 2,...,
0, 1, 2,...,
=
=
=
= =
> =

n
n j j
j
n
ij j i
j
j
f x x x c x
a x b i m
x j n

Tnh ton khoa hc
a BT QHTT tng qut v dng chnh tc
a) a rng buc bt ng thc dng s v dng >.
Bt phng trnh tuyn tnh


l tng ng vi bt phng trnh tuyn tnh sau
1
n
ij j i
j
a x b
=
s

1
n
ij j i
j
a x b
=
>

Tnh ton khoa hc
a BT QHTT tng qut v dng chnh tc
b) a rng buc dng = v dng >.
Phng trnh tuyn tnh


l tng ng vi h gm 2 bt phng trnh tuyn
tnh sau
1
n
ij j i
j
a x b
=
=

1
1
n
ij j i
j
n
ij j i
j
a x b
a x b
=
=
>
>

Tnh ton khoa hc
a BT QHTT tng qut v dng chnh tc
c) a rng buc dng > v dng =.
Bt phng trnh tuyn tnh


l tng ng vi h gm 1 phng trnh tuyn tnh v mt
iu kin khng m i vi bin s sau y


Tng ng hiu theo ngha: Nu (x
1
, x
2
, ..., x
n
, y
i
) l nghim
ca h th (x
1
, x
2
, ..., x
n
) l nghim ca bt phng trnh.
Bin y
i
c gi l bin b (hay bin ph).
1
n
ij j i
j
a x b
=
>

1
0
n
ij j i i
j
i
a x y b
y
=
=
>

Tnh ton khoa hc
a BT QHTT tng qut v dng chnh tc
d) Thay mi bin khng c iu kin du x
j
bi hiu hai bin c iu kin v
du:


e) a bi ton tm cc i v bi ton tm cc tiu. Bi ton ti u ho
max { f(x): x e D}
l tng ng vi bi ton ti u ho
min {- f(x): x e D}
theo ngha: Li gii ca bi ton ny cng l li gii ca bi ton kia v
ngc li, ng thi ta c ng thc:
max { f(x): x e D} = - min {- f(x): x e D}

,
0, 0.
j j j
j j
x x x
x x
+
+
=
> >
a BT QHTT tng qut v dng chnh tc
f) a rng buc dng s v dng =. Bt phng trnh tuyn
tnh


l tng ng vi h gm 1 phng trnh tuyn tnh v mt
iu kin khng m i vi bin s sau y


Tng ng hiu theo ngha: Nu (x
1
, x
2
, ..., x
n
, y
i
) l nghim
ca h th (x
1
, x
2
, ..., x
n
) l nghim ca bt phng trnh.
Bin y
i
c gi l bin b (hay bin ph).

0
1
>
= +

=
i
i i
n
j
j ij
y
b y x a
i
n
j
j ij
b x a s

=1

Tnh ton khoa hc

Tnh ton khoa hc
V d
Bi ton QHTT
x
1
+ 2x
2
- 3x
3
+ 4x
4
max,
x
1
+ 5x
2
+ 4x
3
+ 6x
4
s 15,
x
1
+ 2x
2
- 3x
3
+ 3x
4
= 9,
x
1
, x
2
, x
4
> 0, x
3
< >0,

l tng ng vi bi ton QHTT dng chnh
tc sau:

Tnh ton khoa hc
V d
1 2 3 3 4
1 2 3 3 4 5
1 2 3 3 4
1 2 3 3 4 5
2 3( ) 4 min,
5 4( ) 6 15,
2 3( ) 3 = 9,
, , , , , 0,
x x x x x
x x x x x x
x x x x x
x x x x x x
+
+
+
+
+
+ + + + =
+ +
>

Tnh ton khoa hc
Gii bi ton QHTT trong mt phng

Tnh ton khoa hc
Gii bi ton QHTT trong mt phng
Bi ton QHTT dng chun 2 bin s
f(x
1
,

x
2
) = c
1
x
1
+ c
2
x
2
min,
vi iu kin
a
i1
x
1
+ a
i2
x
2
>

b
i
, i = 1, 2, ..., m
K hiu
D = {(x
1
,x
2
): a
i1
x
1
+ a
i2
x
2
>

b
i
, i = 1, 2, ..., m}
l min rng buc.

Tnh ton khoa hc
Gii bi ton QHTT trong mt phng
T ngha hnh hc, mi bt phng trnh
tuyn tnh
a
i1
x
1
+ a
i2
x
2
>

b
i
, i = 1, 2, ..., m
xc nh mt na mt phng.

Min rng buc D xc nh nh giao ca m
na mt phng s l mt a gic li trn mt
phng.

Tnh ton khoa hc
Gii bi ton QHTT trong mt phng
Phng trnh
c
1
x
1
+ c
2
x
2
= o
c vect php tuyn l (c
1
,c
2
)
khi o thay i s xc nh cc ng thng song song
vi nhau m ta s gi l cc ng mc (vi gi tr
mc o).
Mi im u=(u
1
,u
2
)eD s nm trn ng mc vi
mc
o
u
= c
1
u
1
+ c
2
u
2
= f(u
1
,u
2
)

Tnh ton khoa hc
Gii bi ton QHTT trong mt phng
Bi ton t ra c th pht biu nh sau: trong s cc ng
mc ct tp D, tm ng mc c gi tr mc nh nht.
Ta nhn thy, nu dch chuyn song song cc ng mc theo
hng vector php tuyn c = (c
1,
c
2
) th gi r mc s tng, nu
dch chuyn theo hng ngc li th gi tr mc s gim.
Do , bi ton t ra c th tin hnh nh sau: Bt u t mt
ng mc ct D, ta dch chuyn song song cc ng mc
theo hng ngc hng vi vector c = (c
1,
c
2
) cho n khi
no vic dch chuyn tip theo lm cho ng mc khng cn
ct D na th dng.
Cc im ca D nm trn ng mc cui cng ny s l cc
li gii cn tm, cn gi tr ca n chnh l gi tr ti u ca bi
ton.



Tnh ton khoa hc
V d 1
Gii bi ton QHTT sau:
x
1
x
2
min
2 x
1
+ x
2
> 2,
x
1
x
2
> 7,
x
1
+ x
2
> 2,
x
1
> 0, x
2
> 0.


Tnh ton khoa hc
Min rng buc: D = M
1
M
2
M
3
M
4
M
5
x
1
x
2
min
2 x
1
+ x
2
> 2,
x
1
x
2
> 7,
x
1
+ x
2
> 2,
x
1
> 0, x
2
> 0.
x
1
x
2
= 7
x
1
x
2
= 0
Phng n ti u

Tnh ton khoa hc
V d 1
Gii theo phng php hnh hc va m t ta thu
c li gii ti u ca bi ton tng ng vi im
M
2
(0,7): x* = (0,7), vi gi tr ti u l f
*
= -7.
Nu thay hm mc tiu ca bi ton bi
x
1
+x
2
min,
th gi tr ti u s l -2 v tt c cc im nm trn
on M
3
M
4
u l phng n ti u ca bi ton.
Chng hn, c th ly phng n ti u ca bi ton
l x*=(2,0) (tng ng vi im M
4
).

Tnh ton khoa hc
Phng n ti u: M
3
M
4
x
1
+ x
2
min
2 x
1
+ x
2
> 2,
x
1
x
2
> 7,
x
1
+ x
2
> 2,
x
1
> 0, x
2
> 0.
c
x
1
+ x
2
= 0
x
1
+ x
2
= 7

Tnh ton khoa hc
Nhn xt
Trong c hai trng hp ta lun tm c
phng n ti u l mt nh no ca min
rng buc.
Bi ton QHTT trong mt phng lun c
phng n ti u l nh ca min rng buc.
Nhn xt hnh hc quan trng ny dn ti
vic xut thut ton n hnh gii bi
ton QHTT.

Tnh ton khoa hc
V d 2
1 2
1 2
1 2
1 2
1 2
13 23 max
5 15 480
4 4 160
35 20 1190
, 0
x x
x x
x x
x x
x x
+
+ s
+ s
+ s
>

Tnh ton khoa hc
Min rng buc
(34, 0)
(0, 32)
5x
1
+ 15x
2
s 480
(12, 28)
(26, 14)
(0, 0)
4x
1
+ 4x
2
s 160 35x
1
+ 20x
2
s 1190
1 2
1 2
1 2
1 2
1 2
13 23 max
5 15 480
4 4 160
35 20 1190
, 0
x x
x x
x x
x x
x x
+
+ s
+ s
+ s
>

Tnh ton khoa hc
Hm mc tiu
(34, 0)
(0, 32)
(12, 28)
13x
1
+ 23x
2
= 1600
13x
1
+ 23x
2
= 442
(26, 14)
(0, 0)
13x
1
+ 23x
2
= 800

Tnh ton khoa hc
(34, 0)
(0, 32)
(12, 28)
(26, 14)
(0, 0)
nh ca a
gic rng buc
ngha hnh hc
Tn ti li gii ti u l nh ca a gic rng buc
V d 3
Gii bi ton QHTT sau:
x
1
x
2
min
2x
1
+ x
2
<=4,
x
1
+ x
2
> 2,
x
1
> 0, x
2
> 0.



Tnh ton khoa hc
ngha hnh hc ca QHTT
Min rng buc l tp li a din.
Li: nu y v z l pacn, th oy +(1- o)z cng l pacn vi mi 0sos1.
nh: pacn x m khng th biu din di dng oy +(1- o)z, 0<o<1,
vi mi cp pacn phn bit y v z.

1
1
(P) max
1
0 1
n
j j
j
n
ij j i
j
j
c x
a x b i m
x j n
=
=
s s s
> s s

z
y
z
y
Li
Khng li
nh

Tnh ton khoa hc
ngha hnh hc
Kt lun: Nu bi ton
c pa ti u th n lun
c pa ti u l nh ca
min rng buc vn
ng cho nhiu chiu.
Ch cn tm pa ti u
trong s hu hn
phng n.


Tnh ton khoa hc
Thut ton n hnh
Simplex Algorithm.
(Dantzig 1947)
Thut ton thc hin
dch chuyn t mt
nh sang mt nh k
tt hn cho n khi
n c nh ti u.
Thut ton l hu hn
nhng c phc tp
hm m.

Tnh ton khoa hc
Mt s k hiu v nh ngha
Trong cc phn tip theo ta s ch lm vic
vi bi ton QHTT dng chnh tc:
Tm cc tiu:
f (x
1
,x
2
,...,x
n
)= E
n
j=1
c
j
x
j
min,
vi iu kin
E
n
i=1
a
ij
x
j
= b
i
, i = 1,2,...,m
x
j
> 0, j = 1,2,...,n.

Tnh ton khoa hc
K hiu v nh ngha
a vo cc k hiu:
x=(x
1
, x
2
, ..., x
n
)
T
vect bin s
c=(c
1
, c
2
, ..., c
n
)
T
vect h s hm mc tiu
A = (a
ij
)
mn
ma trn rng buc
b=(b
1
,...,b
m
)
T
- vect rng buc (v phi)


Tnh ton khoa hc
K hiu v nh ngha
Ta c th vit li bi ton di dng ma trn:
f(x) = c
T
x min,
Ax = b, x > 0
hay
min{ f(x) = c
T
x : Ax = b, x > 0}

Bt ng thc vect:
y = (y
1
, y
2
, ..., y
k
) > 0
c hiu theo ngha tng thnh phn:
y
i
> 0 , i = 1, 2, ..., k.

Tnh ton khoa hc
K hiu v nh ngha
K hiu cc tp ch s:
J = {1,2,...,n} tp ch s ca cc bin s
I = {1,2,...,m} tp ch s ca cc rng buc
Khi ta s dng cc k hiu sau
x = x(J) = {x
j
: jeJ} - vect bin s;
c = c(J) = {c
j
: jeJ} vect h s hm mc tiu;
A = A(I, J) = {a
ij
: ieI, jeJ} ma trn rng buc
A
j
= (a
ij
: ieI) vect ct th j ca ma trn A.
H phng trnh rng buc c bn ca bi ton
QHTT dng chnh tc cn c th vit di dng:
A
1
x
1
+ A
2
x
2
+...+ A
n
x
n
= b

Tnh ton khoa hc
Tp
D = {x: Ax = b, x> 0}
c gi l min rng buc (min chp nhn c)
x c gi l phng n chp nhn c.
Phng n chp nhn c x
*

em li gi tr nh
nht cho hm mc tiu, tc l
c
T
x
*
s c
T
x vi mi x e D
c gi l phng n ti u ca bi ton v khi
gi tr
f
*
= c
T
x
*

c gi l gi tr ti u ca bi ton
K hiu v nh ngha

Tnh ton khoa hc
2. PHNG N C S CHP NHN C
Khi nim phng n c s chp nhn c (pacscn) l
khi nim trung tm trong thut ton n hnh

Tnh ton khoa hc
Trc ht ta gi thit rng
rank (A) = m (*)
ngha l h phng trnh rng buc c bn gm
m phng trnh c lp tuyn tnh.
Ch : Trn thc t gi thit (*) l tng ng
vi gi thit h phng trnh tuyn tnh Ax = b
c nghim.
V sau ta s g b cc gi thit ny.
Phng n c s chp nhn c

Tnh ton khoa hc
nh ngha 1. Ta gi c s ca ma trn A l mt b
gm m vector ct c lp tuyn tnh
ca n.
Gi s
Khi vector x = (x
1
, x
2
,, x
n
) tha mn:


s c gi l phng n c s tng ng vi c s B.
Cc bin c gi l bin c s cn l bin phi
c s.

{ }
1 2
, ,...,
n
j j j
B A A A =
{ }
1
( , ),trong J ,..., l mt c s ca ma trn .
B B m
B A I J J J A = =
1
0, \ ;
l thnh phn th ca vector ( 1,..., ).
j N B
jk
x j J J J
x k B b k m

= e =
=
,
j B
x j J e ,
j N
x j J e
Phng n c s chp nhn c

Tnh ton khoa hc
Nh vy, nu k hiu
x
B
= x(J
B
), x
N
= x(J
N
)
th phng n c s x tng ng vi c s B c th
xc nh nh th tc sau:
1. t x
N
=0.
2. Xc nh x
B
t h phng trnh Bx
B
= b.
T gi thit (*) suy ra bi ton lun c phng n
c s.
Phng n c s chp nhn c

Tnh ton khoa hc
Gi s x = (x
B
,x
N
) l phng n c s tng ng
vi c s B. Khi bi ton QHTT dng chnh tc
c th vit li nh sau:
f(x
B
,x
N
)=c
B
x
B
+ c
N
x
N
min
Bx
B
+ Nx
N
= b,
x
B
, x
N
> 0,
trong N = (A
j
: jeJ
N
) c gi l ma trn phi c
s.
Phng n c s chp nhn c

Tnh ton khoa hc
Xt bi ton QHTT
6x
1
+ 2x
2
5x
3
+ x
4
+ 4x
5
3x
6
+ 12x
7
min
x
1
+ x
2
+ x
3
+ x
4
= 4

x
1
+ x
5
= 2
x
3
+ x
6
= 3
3x
2
+ x
3
+ x
7
= 6
x
1
, x
2
, x
3
, x
4
, x
5
, x
6
, x
7
> 0
Phng n c s chp nhn c

Tnh ton khoa hc
Di dng ma trn:
c = (6, 2, 5, 1, 4, 3, 12)
T
;
b = (4, 2, 3, 6)
T;
1 1 1 1 0 0 0
1 0 0 0 1 0 0
A = 0 0 1 0 0 1 0
0 3 1 0 0 0 1
A
1
A
2
A
3
A
4
A
5
A
6
A
7


Phng n c s chp nhn c

Tnh ton khoa hc
Xt c s
B = {A
4
, A
5
, A
6
, A
7
} = E
4

Phng n c s x = (x
1
, x
2
, ..., x
7
) tng ng vi n
thu c bng cch t:
x
1
= 0, x
2
= 0, x
3
= 0
v cc gi tr ca x
B
= (x
4
, x
5
, x
6
, x
7
) thu c bng
vic gii h phng trnh
Bx
B
= b hay E
4
x
B
= b
T ta tm c: x
B
= (4, 2, 3, 6).
Vy pacs tng ng vi c s B l
x = (0, 0, 0, 4, 2, 3, 6)

Phng n c s chp nhn c

Tnh ton khoa hc
Xt c s
B
1
= {A
2
, A
5
, A
6
, A
7
}
Phng n c s y = (y
1
, y
2
, ..., y
7
) tng ng vi n thu c bng cch
t:
y
1
= 0; y
3
= 0, y
4
= 0
v cc gi tr ca y
B
= (y
2
, y
5
, y
6
, y
7
) thu c bng vic gii h
B
1
y
B
= b
hay
y
2
= 4

y
5
= 2
y
6
= 3
3y
2
+ y
7
= 6
T ta tm c: y
B
= (4, 2, 3, 6).
Vy pacs tng ng vi c s B
1
l
y = (0, 4, 0, 0, 2, 3, 6)

Phng n c s chp nhn c

Tnh ton khoa hc
Phng n c s chp nhn c
D thy:
pacs tng ng vi c s B
x = (0, 0, 0, 4, 2, 3, 6)
l phng n chp nhn c
cn pacs tng ng vi c s B
1

y = (0, 4, 0, 0, 2, 3, -6)
khng l phng n chp nhn c

nh ngha. Phng n c s c gi l phng
n c s chp nhn c (li gii c s chp nhn
c) nu nh n l phng n chp nhn c.


Tnh ton khoa hc
Bi ton QHTT c bao nhiu pacscnd?

S pacscnd s S c s s C(n,m)

Vy mt bi ton QHTT ch c th c mt s hu
hn pacscnd
Phng n c s chp nhn c

Tnh ton khoa hc
Bi ton QHTT lun c pacscnd?

Khng ng!

V d: Nu bi ton QHTT khng c phng n chp nhn
c th r rng n cng khng c pacscnd!

Tuy nhin ta c th chng minh kt qu sau:

nh l 1. Nu bi ton QHTT c pacn th n cng
c pacscnd
Phng n c s chp nhn c

Tnh ton khoa hc
3. Cng thc s gia hm mc tiu

Tnh ton khoa hc
Cng thc s gia hm mc tiu
Gi s x l pacscnd vi c s tng ng l B=(A
j
: jeJ
B
). K
hiu:
J
B
={j
1
,j
2
, ..., j
m
} tp ch s bin c s;
J
N
=J \ J
B
tp ch s bin phi c s;
B=(A
j
: jeJ
B
) ma trn c s;
N=(A
j
: jeJ
N
) ma trn phi c s;
x
B
= x(J
B
) = {x
j
: jeJ
B
}, x
N
= x(J
N
) = {x
j
: jeJ
N
} vect bin
c s v phi c s;
c
B
= c(J
B
) = {c
j
: jeJ
B
}, c
N
= c(J
N
) = {c
j
: jeJ
N
} vect h s
hm mc tiu ca bin c s v phi c s;

Tnh ton khoa hc
Cng thc s gia hm mc tiu
Xt pacnd z=x+Ax, trong Ax = (Ax
1
, Ax
2
,...,
Ax
n
) vect gia s ca bin s. Ta tm cng
thc tnh s gia ca hm mc tiu:
Af = c
T
z c
T
x = c
T
Ax.
Do x, z u l pacnd nn Ax=b v Az=b.V vy
gia s Ax phi tho mn iu kin AAx = 0,
hay l:
BAx
B
+ NAx
N
= 0,
trong Ax
B
= (Ax
j
: jeJ
B
), Ax
N
= (Ax
j
: jeJ
N
).

Tnh ton khoa hc
Cng thc s gia hm mc tiu
Suy ra
Ax
B
= B
-1
NAx
N
. (1.10)
T ta c
c
T
Ax = c
T
B
Ax
B
+ c
T
N
Ax
N
= (c
T
B
B
-1
N c
T
N
) Ax
N
.
K hiu:
u = c
T
B
B
-1
vect th v
A
N
= (A
j
: jeJ
N
) = uN- c
T
N
vect c lng.
ta thu c cng thc:
Af = c
T
z c
T
x = A
N
Ax
N
= E A
j
Ax
j
jeJ
N
Cng thc thu c gi l cng thc s gia hm mc tiu

Tnh ton khoa hc
Tiu chun ti u

Tnh ton khoa hc
Tiu chun ti u
nh ngha. Pacscnd x c gi l khng thoi ho
nu nh tt c cc thnh phn c s ca n l khc 0.
Bi ton QHTT c gi l khng thoi ho nu nh
tt c cc pacscnd ca n l khng thoi ho.

nh l 2. (Tiu chun ti u) Bt ng thc
A
N
s 0 (A
j
s 0, j eJ
N
) (1.13)
l iu kin v trong trng hp khng thoi ho
cng l iu kin cn pacscnd x l ti u.

Tnh ton khoa hc
Tiu chun ti u

Tnh ton khoa hc
Tiu chun ti u

Tnh ton khoa hc
Tiu chun ti u
iu kin hm mc tiu khng b chn di

Tnh ton khoa hc

Tnh ton khoa hc
4. THUT TON N HNH
dng ma trn nghch o

Tnh ton khoa hc
Bc lp n hnh
Ta tip tc phn tch pacscn x vi c s tng ng B. Xt trng hp khi
tiu chun ti u v c iu kin hm mc tiu khng b chn di
khng c thc hin. Khi phi tm c ch s j
0
sao cho A
jo
>0.
T phn chng minh iu kin cn ca tiu chun ti u ta thy rng c th
xy dng c phng n chp nhn c x vi gi tr hm mc tiu nh
hn. Ta nhc li cng thc xy dng x :
x = x + Ax,
trong vect gia s Ax c xc nh nh sau
Ax
jo
= u , Ax
j
= 0, j j
0
, je J
N
,
Ax
B
= - uB
-1
A
jo

Tnh ton khoa hc
Bc lp n hnh
Khi ta thu c
x
N
= Ax
N
, x
B
= x
B
- uB
-1
A
jo
,
v gi tr hm mc tiu tix s l

R rng: u cng ln th gi tr hm mc tiu gim c cng nhiu. Ta quan
tm n gi tr u ln nht c th c. Do u cn chn sao chox

l phng
n chp nhn c nn n phi tho mn h bt phng trnh tuyn tnh sau:
x
B
= x
B
- uB
-1
A
jo
> 0, u > 0.
K hiu B
-1
A
jo
= {x
i,jo
: ie J
B
}, ta vit li h bt phng trnh trn di dng
x
i
u x
i,jo
> 0, ieJ
B
,
u > 0.


0
j
cx x c u =

Tnh ton khoa hc
Bc lp n hnh
K hiu



Ta c nghim ca h bt phng trnh l
0 s u s u
0
.

T suy ra gi tr u ln nht c th chn l u
0
. Khi nu thay x bi
phng n x (u
0
) = x +Ax, trong vect gia s c xy dng vi u

=u
0
,
gi tr hm mc tiu gim i c mt lng l u
io
A
jo
> 0.

0 0
0
0 0 0 0
0
/ , khi 0
,
, khi 0
/ min { : }
i ij ij
i B
ij
i i i j i B
x x x
i J
x
x x i J
u
u u u
>

= e

+ s

= = = e

Tnh ton khoa hc
Thut ton n hnh dng ma trn nghch o
Trong cc tnh ton ca mt bc lp n
hnh, ma trn B
-1
gi mt vai tr quan trng.
Thut ton di y s c m t trong ngn
ng ca ma trn nghch o B
-1
.
Bc khi to.
Tm mt pacscnd x vi c s tng ng l B.
Tnh B
-1
.

Tnh ton khoa hc
Thut ton n hnh dng ma trn nghch o

Tnh ton khoa hc
Thut ton n hnh dng ma trn nghch o

Tnh ton khoa hc
5. Thut ton n hnh dng bng

Tnh ton khoa hc
Thut ton n hnh dng bng
thun tin cho nhng tnh ton bng tay ta
s m t mt dng khc ca thut ton n
hnh l thut ton n hnh dng bng.
Gi s ta c pacscnd x vi c s tng ng l
B. Cc k hiu vn gi nguyn nh trc.
Ta gi bng n hnh tng ng vi pacscnd
x l bng sau y

Tnh ton khoa hc
Bng n hnh

c
j
c s
C
s
Phng
n
c
1
... c
j

... c
n

u
A
1
... A
j

... A
n

c
j
1

A
j
1

x
j
1
x
j
1

j

u
j
1

... ... ... ... ...
c
i

A
i


x
i

x
i

j

u
i

... ... ... ... ...
c
j
m

A
j
m
x
j
m
x
j
m

j

u
j
m

A A
1
... A
j
... A
n


Tnh ton khoa hc
Bng n hnh
Ct u tin ghi h s hm mc tiu ca cc bin c s.
Ct th hai dnh ghi tn ca cc ct c s.
Ct th ba ghi cc gi tr ca cc bin c s (cc thnh phn ca vect x
B
=
{x
j
: jeJ
B
} = B
1
b).
Cc phn t x
ij
, ieJ
B
trong cc ct tip theo c tnh theo cng thc:
{x
ij
, ieJ
B
} = B
1
A
j
, j=1,2,...,n.
Ct cui cng ghi cc t s u
i.
.
Dng u tin ca bng ghi h s hm mc tiu ca cc bin (c
j
).
Dng tip theo ghi tn ca cc ct A
1
,..., A
n
.
Dng cui cng gi l dng c lng:
A
j
= E c
i
x
ij
c
j
, j=1,2,...,n.
ieJ
B
C th thy rng A
j
= 0, jeJ
B
.


Tnh ton khoa hc
Thut ton n hnh dng bng

Tnh ton khoa hc
Tm ct xoay

c
j
c s
C
s
Phng
n
c
1
... c
j
0
... c
n

u
A
1
... A
j
0
... A
n

c
j
1

A
j
1

x
j
1
x
j
1

j
0

u
j
1

... ... ... ... ...
c
i

A
i


x
i

x
i

j
0

u
i

... ... ... ... ...
c
j
m

A
j
m
x
j
m
x
j
m

j
0
u
j
m

A A
1
... A
j
0
... A
n


Tnh ton khoa hc
Thut ton n hnh dng bng

Tnh ton khoa hc
Tm dng xoay

c
j
c s
C
s
Phng
n
c
1
... c
j
0
... c
n

u
A
1
... A
j
0
... A
n

c
j
1

A
j
1

x
j
1
x
j
1

j
0

u
j
1

... ... ... ... ...
c
i
0

A
i
0


x
i
0


x
i
0

j
0

u
i
0

... ... ... ... ...
c
j
m

A
j
m
x
j
m
x
j
m

j
0
u
j
m

A A
1
... A
j
0
... A
n


Tnh ton khoa hc
Php bin i n hnh

Tnh ton khoa hc
Thut ton n hnh dng bng

Tnh ton khoa hc
Qui tc hnh ch nht

c
j
c s
C
s
Phng
n
c
1
... c
j
0
... c
n

u
A
1
... A
j
0
... A
n

c
j
1

A
j
1

x
j
1
x
j
1
1
x
j
1

j
0

x
j
1
n
u
j
1

... ... ... ... ...
c
i
0

A
i
0


x
i
0


x
i
0
1

x
i
0

j
0

x
i
0n
u
i
0

... ... ... ... ...
c
j
m

A
j
m
x
j
m
x
j
m
1
x
j
m

j
0
x
j
m n
u
j
m

A A
1
... A
j
0
... A
n


Tnh ton khoa hc
V d

Tnh ton khoa hc
Bng n hnh

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4
9 1 0 0 1 0 6 0 9
100 A
7
2 3 1 -4 0 0 2 1 2/3
1 A
5
6 1 2 0 0 1 2 0 6
A 301 108 -432 0 0 198 0
Tm ct xoay: Ct xoay l Ct c c lng ln nht

Tnh ton khoa hc
Bng n hnh

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4
9 1 0 0 1 0 6 0 9
100 A
7
2 3 1 -4 0 0 2 1 2/3
1 A
5
6 1 2 0 0 1 2 0 6
A 301 108 -432 0 0 198 0
Tm dng xoay: Tnh cc t s u
i
. Dng xoay l dng c t s nh nht

Tnh ton khoa hc
Bin i bng n hnh

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4

1 A
1
2/3 1 1/3 -4/3 0 0 2/3 1/3 2
1 A
5

A
Bin i bng: Cc phn t trn dng xoay bng mi = Cc phn t
tng ng trong bng c chia cho phn t xoay.

Tnh ton khoa hc
Bin i bng n hnh

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4

1 A
1
2/3 1 1/3 -4/3 0 0 2/3 1/3 2
1 A
5

A
Bin i bng: Cc phn t trn cc ct c s l cc vect n v.

Tnh ton khoa hc
Bin i bng n hnh

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4
0 1 0
1 A
1
2/3 1 1/3 -4/3 0 0 2/3 1/3
1 A
5
0 0 1
A 0 0 0
Bin i bng: Cc phn t trn cc ct c s l cc vect n v.

Tnh ton khoa hc
Bng n hnh bc 2

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4
25/3 0 -1/3 4/3 1 0 16/3 -1/3 -
1 A
1
2/3 1 1/3 -4/3 0 0 2/3 1/3 2
1 A
5
16/3 0 5/3 4/3 0 1 4/3 -1/3 16/5
A 0 23/3 -92/3 0 0 -8/3
-301/3
Bin i bng: Cc phn t cn li tnh theo qui tc hnh ch nht.

Tnh ton khoa hc
Bng n hnh bc 3

c
j
c
s
C
s
Phng
n
1 -6 32 1 1 10 100
u
A
1
A
2
A
3
A
4
A
5
A
6
A
7


1 A
4
9 1 0 0 1 0 6 0
-6 A
2
2 3 1 -4 0 0 2 1
1 A
5
2 -5 0 8 0 1 -2 -2
A -23 0 0 0 0 -18 -108
Tiu chun ti u c tho mn. Thut ton kt thc.
Phng n ti u: x
*
= (0, 2, 0, 9, 2, 0, 0). Gi tr ti u: f
*
= -1

Tnh ton khoa hc
6. TNH HU HN CA THUT TON N HNH

Tnh ton khoa hc
Tnh hu hn ca thut ton n hnh


Tnh ton khoa hc
Tnh hu hn ca thut ton n hnh

Tnh ton khoa hc
7. THUT TON N HNH HAI PHA

Tnh ton khoa hc
Thut ton n hnh hai pha

Tnh ton khoa hc
Bi ton ph
Bi ton xut pht

Khng gim tng qut ta gi thit l
b
i
> 0, i = 1, 2, ..., m, (1.26)
bi v: nu c b
i
< 0 th ch cn nhn hai v phng trnh tng ng vi -1.
Theo cc thng s ca bi ton cho ta xy dng bi ton ph sau y




Vect x
u
= (x
n+1
, x
n+2
, ..., x
n+m
) c gi l vect bin gi.
1 1
min{ : , 1, 2,..., , 0, 1, 2,..., } (1.25)
n n
j j ij j i j
j j
c x a x b i m x j n
= =
= = > =

1
1
min,
, 1, 2,..., , (1.27)
0, 1, 2,..., , 1,..., .
m
n i
i
n
ij j n i i
j
j
x
a x x b i m
x j n n n m
+
=
+
=

+ = =
> = + +

Tnh ton khoa hc
Bi ton ph

Tnh ton khoa hc
Pha th 1: Gii bi ton ph
i vi bi ton ph ta c ngay mt pacscn l
(x=0, x
u
=b)
vi c s tng ng l
B = {A
n+1
, A
n+2
,... , A
n+m
} = E
m
trong A
n+i
l vect ct tng ng vi bin gi x
n+i
, i=1, 2, ..., m.
V vy ta c th p dng thut ton n hnh gii bi ton ph. Vic gii
bi ton ph bng thut ton n hnh c gi l pha th nht ca thut
ton n hnh hai pha gii bi ton qui hoch tuyn tnh dng chnh tc
(1.25), v bi ton ph cn c gi l bi ton pha th nht






Tnh ton khoa hc
Pha th 1: Gii bi ton ph

Tnh ton khoa hc
Pha th 1: Gii bi ton ph

Tnh ton khoa hc
Bng n hnh

c
j
c s
C
s
Phng
n
c*
1
... c*
j
... c*
n+m
u
A
1
... A
j
... A
n+m

c*
j(1)
A
j(1)
x
j(1)
x
j(1)j
... ... ... ...
c*
i*
A
i*
x
i*
x
i*j

... ... ... ...
c*
j(m)
A
j(m)
x
j(m)
x
j(m)j
A A
1
... A
j
... A
n+m


Tnh ton khoa hc
Pha th 1: Gii bi ton ph

Tnh ton khoa hc
Thut ton n hnh hai pha
Ln lt im din tt c cc thnh phn bin gi
trong c s theo th tc va lm i vi x
i*
ta s i
n bng n hnh mi m trong khng cn thnh
phn bin gi trong c s, tc l n c trng hp
ii), ng thi trong qu trnh ny ta cng loi b c
tt c cc rng buc ph thuc tuyn tnh trong h
Ax=b.
T bng thu c ta c th bt u thc hin pha th
hai ca thut ton n hnh hai pha.

Tnh ton khoa hc
Thut ton n hnh hai pha
Nh vy thut ton n hnh hai pha p dng i vi
mt QHTT bt k ch c th kt thc mt trong ba
tnh hung sau y:
1) Bi ton khng c pacnd.
2) Bi ton c hm mc tiu khng b chn.
3) Tm c phng n c s ti u cho bi ton.
ng thi trong qu trnh thc hin thut ton ta cng
pht hin v loi b c tt c cc rng buc ph
thuc tuyn tnh trong h rng buc c bn Ax=b.

Tnh ton khoa hc
Mt s kt qu l thuyt
nh l 1. H bi ton QHTT c pacn th n
cng c pacscn.
Chng minh.
p dng thut ton n hnh hai pha i vi
bi ton t ra, kt thc pha th nht ta thu
c phng n c s chp nhn c cho bi
ton.

Tnh ton khoa hc
Mt s kt qu l thuyt
nh l 1.6. Nu bi ton QHTT c phng n ti u
th n cng c phng n c s ti u.
Chng minh.
Gi s bi ton c phng n ti u. Khi , thut
ton n hnh hai pha p dng gii bi ton t ra
ch c th kt thc tnh hung 3), tc l thu c
phng n c s ti u cho n.

Tnh ton khoa hc
Mt s kt qu l thuyt
nh l 1.7. iu kin cn v bi ton QHTT c
phng n ti u l hm mc tiu ca n b chn di trn
min rng buc khc rng.
Chng minh.
iu kin cn. Gi s x* l phng n ti u ca bi ton. Khi
, f(x) > f(x*), xeD, tc l hm mc tiu b chn di.
iu kin . Nu bi ton c hm mc tiu b chn di trn
min rng buc khc rng, th p dng thut ton n hnh hai
pha gii n ta ch c th kt thc tnh hung 3), tc l tm
c phng n c s ti u cho n.

Tnh ton khoa hc
V d

Tnh ton khoa hc
V d

Tnh ton khoa hc
V d: Pha th nht
0

Tnh ton khoa hc

Tnh ton khoa hc

Tnh ton khoa hc

Tnh ton khoa hc
V d: Pha th hai

Tnh ton khoa hc
Kt qu
Phng n ti u:
x
*
= (0, 2, 0, 3, 0);
Gi tr ti u:
f
*
= 2.

Tnh ton khoa hc
Phng php nh thu (M - phng php)
y l phng php n hnh m rng
Trong thut ton n hnh 2 pha ta phi p dng thut
ton n hnh 2 ln:
Ln th nht gii bi ton pha 1 tm pacscn xut pht.
Ln th hai pha 2 tm phng n ti u cho bi ton
t ra.
C th kt hp 2 pha ny li v ch cn p dng thut
ton n hnh mt ln.
C nhiu cch kt hp khc nhau v M phng
php l mt trong cc cch kt hp .

Tnh ton khoa hc
Phng php nh thu
Xt bi ton QHTT dng chnh tc (1.25), gi thit
rng (1.26) ng. Xy dng bi ton b tr - bi ton
M sau:





vi M l mt s dng v cng ln. Cc bin
gi l bin gi, k hiu x
u
l vector bin gi.
, ..., , 2 , 1 , 0
) 28 . 1 ( , ..., , 2 , 1 ,
min
1
1 1
m n j x
m i b x x a
x M x c
j
i i n
n
j
j ij
m
i
i n
n
j
j j
+ = >
= = +
+
+
=
=
+
=

m i x
i n
..., , 2 , 1 , =
+

Tnh ton khoa hc
Phng php nh thu
p dng thut ton n hnh cho (1.28), bt u t
pacscn
vi c s tng ng l ma trn n v cp m.
Ta vit
j
di dng
Trong bng n hnh ta dng c lng chia lm 2
dng: mt dng cha v mt dng cha
xt du ca
j
v so snh chng vi nhau ta s
dng quy tc sau:
) , 1 , ; , 1 , 0 ( m i b x n j x
i i n j
= = = =
+
M
j j j
| o + = A
j
o
j
|

Tnh ton khoa hc
Phng php nh thu





Kt thc thut ton gii bi ton (1.28) ta i n 1
trong cc kh nng sau:
(i) Thu c mt phng n ti u (x
*
, x
u
*) vi x
u
* = 0. Khi
r rng x
*
l pa ti u ca bi ton xut pht 1.25.
q p q p
q p q p q p
j j j j j
o o | |
o o | |
o | o |
> =
> A > A
> = > > A
v
hoc , ty cn l hoc nu
v l hoc , ty cn l hoc nu
,
0 0 0 0

Tnh ton khoa hc
Phng php nh thu
(ii) Thu c mt phng n ti u (x
*
, x
u
*) vi x
u
* 0. Khi
d dng thy bi ton xut pht khng c pacn.
(iii) Pht hin iu kin hm mc tiu khng b chn di.
Khi nu bi ton xut pht c pacnd th n cng c hm
mc tiu khng b chn di.
xc nh xem bi ton xut pht c pacnd hay khng cn
phi thc hin pha th nht ca thut ton n hnh hai pha,
tc l coi h s hm mc tiu ca cc bin tht x
j
vi j = 1, ...,n
bng 0. V sau ch lm vic vi cc dng c lng th hai
(dng cha cc h s ).
j
|

Tnh ton khoa hc
Hiu qu ca thut ton n hnh
Mt im yu ca TTH l v l thuyt, n c thi gian tnh
hm m. iu ny c Klee-Minty ch ra bng v d sau:
1
1
1
1
10 max,
2 10 100 , 1, 2,..., ,
0, 1, 2,...,
n
n j
j
j
i
i j i
j i
j
j
x
x x i n
x j n

+ s =
> =

gii bi ton ny, Thut ton n hnh i hi 2

n
-1
bc lp.

Tnh ton khoa hc
Hiu qu ca thut ton n hnh
V d Klee-Minty vi n=3:
1 2 3
1
1 2
1 2 3
1 2 3
100 10 max
1
20 100
200 20 10000
, , 0
x x x
x
x x
x x x
x x x
+ +
s
+ s
+ + s
>
Trn thc t: Thut ton n hnh c thi gian tnh
O(m
3
)

Tnh ton khoa hc
Thut ton thi gian tnh a thc gii QHTT
Polynomial Algorithms
Ellipsoid. (Khachian 1979, 1980)
i hi thi gian: O(n
4
L).
n = s bin s
L = s bt cn thit biu din d liu vo
y l kt qu mang tnh t ph v mt l thuyt.
Cha c hiu qu thc t.

Karmarkar's algorithm. (Karmarkar 1984)
O(n
3.5
L).
C thi gian a thc v c th ci t hiu qu.

Cc thut ton im trong (Interior point algorithms).
O(n
3
L).
C th snh vi thut ton n hnh!
Vt tri so vi tt n hnh khi gii cc bi ton kch thc ln.
Phng php ny c m rng gii cc bi ton tng qut hn.

Tnh ton khoa hc
Ellipsoid Method

Tnh ton khoa hc
Thut ton hm ro
(Barrier Function Algorithms)
Simplex solution path
Barrier central path
o Predictor
o Corrector
Ti u
Interior Point Methods

Tnh ton khoa hc

II. L THUYT I NGU

L thuyt i ngu ca QHTT l lnh vc nghin cu trong bi
ton QHTT c kho st thng qua mt bi ton QHTT b tr lin
h cht ch vi n gi l bi ton i ngu

Tnh ton khoa hc
Ni dung
1. Bi ton i ngu ca QHTT tng qut.
2. nh l i ngu.
3. Gii qui hoch tuyn tnh trn MATLAB

Tnh ton khoa hc
1. Bi ton i ngu

Tnh ton khoa hc
Bi ton QHTT tng qut
Xt bi ton QHTT tng qut
1 2
1
1
1
1 1
1 1
( , ,..., ) min,
, 1, 2,..., ( )
, 1, 2,...,
0, 1, 2,..., ( )
0, 1, 2,...,
n
n j j
j
n
ij j i
j
n
ij j i
j
j
j
f x x x c x
a x b i p p m
a x b i p p m
x j n n n
x j n n n
=
=
=
=
= = s
> = + +
> = s
<> = + +

Tnh ton khoa hc
Bi ton QHTT tng qut
a vo cc k hiu:
11 12 1
21 22 2
1 2
n
n
m m mn
a a a
a a a
A
a a a
| |
|
|
=
|
|
|
\ .
- ma trn rng buc,

Tnh ton khoa hc
Bi ton QHTT tng qut

Tnh ton khoa hc
Xy dng bi ton i ngu
Khi bi ton QHTT tng qut c th vit li di
dng sau y
( ) ' min,
, ,
, ,
0, ,
0, .
i i
i i
j
j
f x c x
a x b i M
a x b i M
x j N
x j N
=
= e
> e
> e
<> e

Tnh ton khoa hc
Bi ton QHTT tng qut
Bin i bi ton QHTT tng qut v dng chnh tc
bng cch:
a vo cc bin ph x
i
s

chuyn rng buc dng
bt ng thc v dng ng thc,
thay mi bin khng c iu kin du bi hiu hai
bin c iu kin du: x
j
= x
j
+

x
j

, khi mi ct
A
j
s thay bi hai ct A
j
v A
j

,
ta thu c bi ton dng chnh tc sau y:

Tnh ton khoa hc
Xy dng bi ton i ngu
Bi ton (2.3):
trong
:
s
i
x i M e
, 0
(2.3) ,
min,
>
=

x
b x A
x c

Tnh ton khoa hc
Xy dng bi ton i ngu

Tnh ton khoa hc
Xy dng bi ton i ngu

Tnh ton khoa hc
Xy dng bi ton i ngu

Tnh ton khoa hc
Xy dng bi ton i ngu
Khi vect
0 1
B
y c B

=
l phng n chp nhn c ca bi ton i ngu. Nu by
gi ta nh nghi hm mc tiu ca bi ton i ngu l:
yb max,
th y
0
khng nhng l pacn m cn l phng n ti u cho
bi ton i ngu.
Cc kt qu va nu s c pht biu chnh xc trong cc
nh ngha v nh l di y.

Tnh ton khoa hc
Bi ton i ngu
nh ngha. Gi s cho bi ton QHTT tng qut
(c gi l bi ton gc). Khi bi ton i ngu
ca n l bi ton QHTT sau y
Bi ton gc (Primal Prob) Bi ton i ngu (Dual Prob)
( ) ' min, ( ) ' max,
, , 0,
, , 0,
0, , ,
0,
i i i
i i i
j j j
j j
f x c x g y y b
a x b i M y
a x b i M y
x j N yA c
x j N yA
= =
= e <>
> e >
> e s
<> e = ,
j
c

Tnh ton khoa hc
2. nh l i ngu

Tnh ton khoa hc
nh l i ngu
Trc ht ta chng minh b sau:
B 2.1 (nh l i ngu yu). Gi s
{x, y} l cp pacn ca bi ton gc-i
ngu. Khi
f(x) = cx > yb = g(y). (2.8)

( ) ' min, ( ) ' max,
, , 0,
, , 0,
0, , ,
0, ,
i i i
i i i
j j j
j j j
f x c x g y y b
a x b i M y
a x b i M y
x j N yA c
x j N yA c
= =
= e <>
> e >
> e s
<> e =

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l i ngu
( ) ' min, ( ) ' max,
, , 0,
, , 0,
0, , ,
0, ,
i i i
i i i
j j j
j j j
f x c x g y y b
a x b i M y
a x b i M y
x j N yA c
x j N yA c
= =
= e <>
> e >
> e s
<> e =

Tnh ton khoa hc
nh l i ngu
i vi mt bi ton QHTT bt k c th xy ra
ba kh nng:
1) Bi ton c phng n ti u;
2) Bi ton c hm mc tiu khng b chn;
3) Bi ton khng c phng n chp nhn c.
V vy, i vi cp bi ton QHTT gc-i ngu
c th xy ra 9 tnh hung m t trong bng 2.1
sau y:

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l i ngu

Tnh ton khoa hc
nh l v lch b
( ) ' min, ( ) ' max,
, , 0,
, , 0,
0, , ,
0, ,
i i i
i i i
j j j
j j j
f x c x g y y b
a x b i M y
a x b i M y
x j N yA c
x j N yA c
= =
= e <>
> e >
> e s
<> e =

Tnh ton khoa hc
nh l v lch b
nh l 2.4. Cp phng n chp nhn c ca bi ton gc-
i ngu {x, y} l ti u khi v ch khi thc hin cc iu kin
sau y:
(a
i
x b
i
)y
i
= 0, i = 1,2,...,m;
x
j
(c
j
yA
j
) = 0, j = 1,2,...,n.
Chng minh. t
u
i
= (a
i
x b
i
)y
i
, i = 1,2,...,m;
v
j
= x
j
(c
j
yA
j
) , j = 1,2,...,n.
Do {x, y} l cp pacn, nn
u
i
> 0, i = 1,2,...,m; v
j
> 0

, j = 1,2,...,n.
( ) ' min, ( ) ' max,
, , 0,
, , 0,
0, , ,
0, ,
i i i
i i i
j j j
j j j
f x c x g y y b
a x b i M y
a x b i M y
x j N yA c
x j N yA c
= =
= e <>
> e >
> e s
<> e =

Tnh ton khoa hc
nh l v lch b



t

Tnh ton khoa hc
V d
Xt bi ton quy hoch tuyn tnh






C pa ti u x* =(0, , 0, 5/2, 3/2), gi tr ti u f* = 9/2.
Tm pa ti u ca bi ton i ngu.







5 ..., , 2 , 1 , 0
4 5 2
3 5
1 2 3
min
5 3 2 1
4 3 2 1
3 2 1
5 4 3 2 1
= >
= + + +
= + + +
= + +
+ + + +
j x
x x x x
x x x x
x x x
x x x x x
j

Tnh ton khoa hc
V d
Bi ton i ngu






Gi y* =(y
*
1,
y
*
2,
y
*
3
) l pa ti u ca bi ton i ngu, khi
y* phi l pa chp nhn c v x*, y* tha mn (2.10),
(2.11)







3 , 2 , 1 , 0
1
1
1
1 5 2
1 2 5 3
max 4 3
3
2
3 2 1
3 2 1
3 2 1
3 2 1
= <>
s
s
s + +
s + +
s + +
+ +
i y
y
y
y y y
y y y
y y y
y y y
i

Tnh ton khoa hc
H qu
H qu. Phng n chp nhn c x
*
l phng n
ti u ca bi ton QHTT khi v ch khi h phng
trnh v bt phng trnh tuyn tnh sau y l c
nghim:
*
*
( ) 0, ,
( ) 0, ,
0, ,
, ,
, .
= e
= e
> e
s e
= e
i i i
j j j
i
j j
j j
a x b y i M
c yA x j N
y i M
yA c j N
yA c j N
( ) ' min, ( ) ' max,
, , 0,
, , 0,
0, , ,
0, ,
i i i
i i i
j j j
j j j
f x c x g y y b
a x b i M y
a x b i M y
x j N yA c
x j N yA c
= =
= e <>
> e >
> e s
<> e =

Tnh ton khoa hc
V d
Xt bi ton QHTT





Kim tra tnh ti u ca vect
x
*
= (0, 0, 16, 31, 14)
i vi bi ton QHTT cho

Tnh ton khoa hc
V d
D dng kim tra c rng x
*
l phng n chp
nhn c ca bi ton cho:
A=[1 -4 2 -5 9; 0 1 -3 4 -5; 0 1 -1 1 -1];
x=[0;0;16;31;14]; A*x
ans =
3
6
1
Theo h qu, x
*
l phng n ti u khi v ch khi h
phng trnh v bt phng trnh sau y l c
nghim

Tnh ton khoa hc
V d
(y
1
+2) x
*
1
= 0
( 4y
1
+ y
2
+ y
3
+ 6) x
*
2
= 0
(2y
1
3y
2
y
3

5) x
*
3
= 0
(5y
1
+ 4y
2
+ y
3
+ 1) x*
4
= 0
(9y
1
5y
2
y
3
+ 4) x
*
5
= 0
y
1
> 2
4y
1
+ y
2
+ y
3
> 6
2y
1
3y
2
y
3
> 5
5y
1
+ 4y
2
+ y
3
> 1
9y
1
5y
2
y
3
> 4

Bi ton i ngu

3y
1
+ 6y
2
+ y
3
min
y
1
> 2
4y
1
+ y
2
+ y
3
> 6
2y
1
3y
2
y
3
> 5
5y
1
+ 4y
2
+ y
3
> 1
9y
1
5y
2
y
3
> 4

x
*
1
= 0
x
*
2
= 0
x
*
3
= 16
x
*
4
= 31
x
*
5
= 14


Tnh ton khoa hc
V d
H cui cng l tng ng vi h sau:
y
1
> 2
4y
1
+ y
2
+ y
3
> 6
2y
1
3y
2
y
3
= 5
5y
1
+ 4y
2
+ y
3
= 1
9y
1
5y
2
y
3
= 4
H ba phng trnh cui cng c nghim duy nht y
*
= (-1, 1, -10).
(A=[2 -3 -1;-5 4 1; 9 -5 -1]; b=[5;-1;-4]; y=A\b)
D dng kim tra c rng y
*
tho mn hai bt phng trnh u. Do y
*

l nghim ca h phng trnh v bt phng trnh trn. Theo h qu,
iu chng t x
*
l phng n ti u ca bi ton QHTT t ra.

Tnh ton khoa hc
3.Gii qui hoch tuyn tnh trn MATLAB

Tnh ton khoa hc
Hm LINPROG
MATLAB cung cp hm linprog gii bi ton QHTT.
Di y l mt s cch s dng hm ny
X=LINPROG(f,A,b)
X=LINPROG(f,A,b,Aeq,beq)
X=LINPROG(f,A,b,Aeq,beq,LB,UB)
X=LINPROG(f,A,b,Aeq,beq,LB,UB,X0)
X=LINPROG(f,A,b,Aeq,beq,LB,UB,X0,OPTIONS)
[X,FVAL]=LINPROG(...)
[X,FVAL,EXITFLAG] = LINPROG(...)
[X,FVAL,EXITFLAG,OUTPUT] = LINPROG(...)
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA]=LINPROG(...)

Tnh ton khoa hc
Hm LINPROG
Lnh X=LINPROG(f,A,b) gii bi ton QHTT:
min { f 'x : A x <= b }
Lnh X=LINPROG(f,A,b,Aeq,beq) gii bi ton c thm rng buc
c bn dng ng thc Aeq*x = beq.
Lnh X=LINPROG(f,A,b,Aeq,beq,LB,UB) xc nh cn di v
cn trn cho cc bin s LB <= X <= UB.
Gn Aeq=[] (A=[]) v beq=[] (b=[]) nu khng c rng buc ny
Gn LB v UB l ma trn rng ([]) nu khng c cc cn ny.
Gn LB(i)=-Inf nu X(i) khng b chn di v gn UB(i)=Inf
nu X(i) khng b chn trn.

Tnh ton khoa hc
Hm LINPROG
Lnh X=LINPROG(f,A,b,Aeq,beq,LB,UB,X0) xc nh thm
phng n xut pht X0.
Ch : La chn ny ch c chp nhn nu s dng thut ton tp
tch cc. Phng php ngm nh gii l thut ton im trong s
khng chp nhn im xut pht.
Lnh X=LINPROG(f,A,b,Aeq,beq,LB,UB,X0,OPTIONS) thc
hin gii vi cc thng s ti u c xc nh bi bin c cu trc
OPTIONS,c to bi hm OPTIMSET.
Gn option=optimset('LargeScale','off',
'Simplex','on') chn thut ton n hnh gii bi ton.
Hy g help OPTIMSET bit chi tit.

Tnh ton khoa hc
Hm LINPROG
Lnh [ X,FVAL]=LINPROG(...) tr li thm gi tr hm mc
tiu ti phng n X: FVAL = f'*X.
Lnh [X,FVAL,EXITFLAG]=LINPROG(...) tr li
EXITFLAG m t iu kin kt thc ca LINPROG. Cc gi tr
ca EXITFLAG c ngha sau
1 LINPROG hi t n li gii X.
0 t n gii hn s bc lp.
-2 Khng tm c pacnd.
-3 Bi ton c hm mc tiu khng b chn.
-4 gi tr NaN xut hin trong qu trnh thc hin thut ton.
-5 C hai bi ton gc v i ngu u khng tng thch.
-7 Hng tm kim qu nh, khng th ci thin c na.

Tnh ton khoa hc
Hm LINPROG
Lnh [X,FVAL,EXITFLAG,OUTPUT] = LINPROG(...) tr li bin
cu trc OUTPUT vi
OUTPUT.iterations - s bc lp phi thc hin
OUTPUT.algorithm - thut ton c s dng
OUTPUT.message thng bo
Lnh [X,FVAL,EXITFLAG,OUTPUT,LAMBDA]=LINPROG(...)
tr li nhn t Lagrangian LAMBDA , tng ng vi li gii ti u:
LAMBDA.ineqlin tng ng vi rng buc bt ng thcA,
LAMBDA.eqlin tng ng vi rng buc ng thc Aeq,
LAMBDA.lower tng ng vi LB,
LAMBDA.upper tng ng vi UB.

Tnh ton khoa hc
V d
Gii bi ton qui hoch tuyn tnh:
2x
1
+ x
2
+ 3x
3
min
x
1
+ x
2
+ x
3
+ x
4
+ x
5
= 5
x
1
+ x
2
+ 2x
3
+ 2x
4
+ 2x
5
= 8
x
1
+ x
2
= 2
x
3
+ x
4
+ x
5
= 3
x
1
, x
2
, x
3
, x
4
, x
5
> 0
f=[2 1 3 0 0]; beq=[5; 8; 2; 3];
Aeq=[1 1 1 1 1; 1 1 2 2 2;1 1 0 0 0;0 0 1 1 1];
A=[]; b=[]; LB=[0 0 0 0 0]; UB=[];X0=[];
[X,FVAL,EXITFLAG,OUTPUT,LAMBDA]=linprog(f,A,b,Aeq,
beq,LB,UB,X0)

Tnh ton khoa hc
Kt qu
X =
0.0000
2.0000
0.0000
1.5000
1.5000
FVAL =
2.0000
EXITFLAG =
1
OUTPUT =
iterations: 5
algorithm: 'large-scale: interior point'
cgiterations: 0
message: 'Optimization terminated.'
LAMBDA =
ineqlin: [0x1 double]
eqlin: [4x1 double]
upper: [5x1 double]
lower: [5x1 double]

Tnh ton khoa hc
V d
S dng thut ton n hnh:
opt=optimset('LargeScale','off','Simplex','on')
[X,FVAL,EXITFLAG,OUTPUT]=LINPROG(f,A,b,Aeq,beq,LB,UB,X0,opt)
ta thu c kt qu:
X = [0 2 0 3 0]
FVAL = 2
EXITFLAG = 1
OUTPUT =
iterations: 1
algorithm: 'medium scale: simplex'
cgiterations: []
message: 'Optimization terminated.'