ng dng ca Goal Seek v Solver trong cc bi ton

LI M U

Trong chng trnh ton ph thng, chng ta thng hay gp cc dng bi

ton Gii phng trnh, Bt phng trnh, Cc tr, ti u gi tr. C nhiu phn
mm ton hc lm iu ny, nu bn yu thch ton hc hoc bn l sinh vin
ngnh k thut in, in t, xy dng th MathLab la chng trnh rt quen
thuc. Tuy nhin s dng chng trnh cn c thi gian v hiu bit v phn
mm.
cc gii chng trnh tuyn tnh ( bc nht ) hay phi tuyn tnh ( c
nhiu bc), thm ch l cc bi ton ti u rt phc tp, cc bn phi trin khai rt
nhiu php ton theo mt s quy tc trc khi tnh c nghim. Phn mm
Excel c th lm c iu ny, bi vit sau gii thiu mt s phng php gii
phng trnh bng Excel. Cc bn cn c k nng v Excel: m v lp mt bng
tnh, v th, s dng cc add-in Solver, Goal Seek trong Excel. Bi vit ny s
cp n add-in Solver v Goal Seek, cch s dng v ng dng ca n trong
cc bi ton.
Goal Seek v Solver c a vo s dng trong Excel t cc phin
bn c. Cc hnh nh minh ha trong bi vit ny s c thc hin trn phin
bn Excel 2007. Bi vit s i su vo add-in Solver, v y l add-in kh s
dng, hn na cc bi ton gii bng Goal Seek u c th gii bng Solver.
Phn cng cng vic trong nhm:
- Trn Tin: lm bo co trn word.
- Nguyn Tun V: lm v d trn excel.
- Trn Phong Vn: thu thp ti liu v v d phn Solver.
- on Quc Vinh: thu thp ti liu v v d phn Goal Seek.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Nhn xt ca gio vin

.
..
..
.

.
.

..
.
.

im:

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

MC LC
CHNG 1.......................................................................................................................4
KHI QUT V GOAL SEEK V SOLVER.................................................................4
I. GOALSEEK...............................................................................................................4
1. Cng dng.............................................................................................................4
2. Cch thc hot ng.............................................................................................4
3. Cch s dng Goal Seek........................................................................................5
4. Cc thng s trong Goal Seek...............................................................................5
II. SOLVER...................................................................................................................5
1. Cng dng v cch thc hot ng ca Solver.....................................................5
2. Cch s dng Solver..............................................................................................6
2.1. Add-in Solver......................................................................................................6
2.2. Cc thng s v ty chn trong Solver...............................................................9
CHNG 2.....................................................................................................................12
NG DNG GOAL SEEK TRONG GII TON.........................................................12
1. V d 1..................................................................................................................12
2. V d 2..................................................................................................................14
CHNG 3.....................................................................................................................19
NG DNG SOLVER TRONG GII TON...............................................................19
1. Bi ton tm nghim cho h phng trnh...........................................................19
V d 3......................................................................................................................19
2. Bi ton ti u v qui hoch tuyn tnh..............................................................21
2.1. Ti u mt mc tiu..........................................................................................22
V d 4......................................................................................................................22
2.2. Qui hoch nguyn.............................................................................................24
V d 5......................................................................................................................24
3. Bi ton u t....................................................................................................26
V d 6......................................................................................................................26

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

CHNG 1
KHI QUT V GOAL SEEK V SOLVER
I. GOALSEEK
1. Cng dng
Goal Seek l mt hm ca Excel (hm mc tiu), thng c p dng
trong cc bi ton nh tnh ton thu ha vn, thay i mt ch tiu chi ph no
c c li nhun nh mong mun, tnh tng chi ph phi tr,
Goal Seek cn c dng gii phng trnh mt n trong ton hc.

Hnh 1.1: Bng lm vic ca Goal Seek

2. Cch thc hot ng
Khi thit lp mt bng tnh s dng Goal Seek, thng c mt cng
thc trong mt , v cc bin cho cng thc ny (vi mt gi tr ban u) trong
nhng khc. Cng thc c th c nhiu bin, nhng Goal Seek ch cho php x
l mi ln mt bin m thi.
Goal Seek hot ng bng cch s dng phng php lp i lp li
(iterative method) tm ra li gii. Ngha l, Goal Seek s th gi tr ban u
ca bin xem n c to ra kt qu m ngi s dng mun hay khng. Nu

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

khng, Goal Seek s th tip vi nhng gi tr khc nhau, cho n khi n tm ra

li gii, hay ni cch khc, cho n khi no kt qu m n tm c gn ging
vi kt qu m ngi s dng mun nht.
3. Cch s dng Goal Seek
Trong Excel 2007, mun s dng hm mc tiu Goal Seek, chng ta v
menu Data, trong khung What-If Analysis, chn Goal Seek .

Hnh 1.2: Cc bc s dng Goal Seek.

4. Cc thng s trong Goal Seek
- Set cell: cha hm mc tiu
- To value: Gi tr tr v cho hm mc tiu
- By changing cell: 1 hay nhiu cha bin c th thay i gi tr
II. SOLVER
1. Cng dng v cch thc hot ng ca Solver
Trong thc hnh, c nhiu bi ton c phc tp cao, nhiu bin, tm kt
qu ti u. Trong trng hp ny, hm Goal Seek t ra khng hiu qu v add-in
Solver l mt cng c hu ch gii quyt mt cch tt nht.
Solver l mt trong nhng ni hm ca Microsoft Excel, cho php tm cc
tr hoc gi tr hm s mt bin hay nhiu bin vi nhng iu kin rng buc
nht nh. Vi Solver, ngi dng c th gii cc bi ton sau y thng qua
bng tnh Excel: gii cc h phng trnh tuyn tnh, phi tuyn, cc phng trnh
SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

i s bc cao, siu vit, hm m...; tm cc tham s ca hm gii tch xp x ca

tp d liu thng k, quan st nhm phc v cho vic tnh ton d bo; gii cc
bi ton quy hoch ti u. Cc hng dn cn bn v mt s ng dng hm
Solver c gii thiu trong. Nh , tnh ng dng ca ni hm ny cng tr
nn ph bin hn. Tuy nhin, nhng ng dng ny cha thc s tng ng vi
th mnh v tim nng ca ni hm Solver. Trn thc t, Solver ch h tr nhng
ni dung tnh ton cn bn, cn vic ng dng Solver gii quyt cc bi ton
k thut l hon ton ph thuc vo kh nng xy dng cc m hnh bi ton v
thut ton gii quyt cc bi ton .
Tm li, dng Solver chng ta c th tm cc i, 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 qui hoch tuyn tnh, Solver dng phng
php n hnh, i vi qui hoch phi tuyn, Solver dng phng php tt
gradient tm mt cc tr a phng.
2. Cch s dng Solver
2.1. Add-in Solver
Trc khi s dng, chng ta cn phi thm tin ch ny vo Excel. Ty
theo phin bn Excel m bn ang s dng th cch lm khc nhau i cht. Tuy
nhin, cch thc hin Add-In Solver cho cc phin bn Excel 97-2003 l ging
nhau v cch thc hin Add-In Solver trong Excel 2007-2010 cng tng t
nhau. Cc hnh minh ha trong bi ny s s dng phin bn Excel 2007.
- Bc 1: Nhn vo Office Button (nt trn cng bn tri trong trang
bng tnh).
- Bc 2: Chn Excel Options
- Bc 3: Trong khung Excel Options hin ra, chn Add-ins
- Bc 4: Ti Manage, chn Excel Add-ins, ri nhn Go

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

- Bc 5: Trong khung Add-ins hin ra, nh du vo Solver Add-in,

nhn OK v i Excel ci t Add-in
- Bc 6: Sau khi ci t add-in thnh cng, trong menu Data, xut hin
thm khung Analysis, nhn chn Solver khi ng add-in Solver

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 1.3: Cc bc s dng Solver

2.2. Cc thng s v ty chn trong Solver
Tng t nh Goal Seek, trong Solver cng c cc thng s c bn sau:
- Set Target Cell: cha hm mc tiu
- Equal to: Khc vi Goal Seek, Solver c 3 ty chn
+ Max: Gi tr ln nht
+ Min: Gi tr nh nht
+ Value of: Gi tr l s c th
- Subject to the Constraints: Cha cc iu kin rng buc cho cc bin
Nhn Solver sau khi in y thng s

Hnh 1.4: Bng lm vic ca Solver

Ti khung Options c cc ty chn nng cao cho Solver gii quyt cc
bi ton vi nhng yu cu cao hn

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 1.5: Cc ty chn nng cao trong Solver

- Max time: Thi gian ti a gii bi ton, gi tr mc nh l 100 giy
dng cho cc bi ton n gin. Thi gian ti a c th nhp vo l 32.767 giy.
- Iterations: S ln lp li ti a gii bi ton, gi tr mc nh l 100
ln dng cho cc bi ton n gin. S ln lp ti a c th nhp vo l 32.767
ln.
- Precision: chnh xc ca bi ton. Ti y c th nhp vo cc s
trong khong 0 n 1. S cng gn 0 th chnh xc cng cao. Gi tr ny iu
chnh sai s cho tp rng buc. Gi tr mc nh l mt phn triu.
- Tolerance: Ch p dng i vi cc bi ton c rng buc nguyn. Nhp
vo sai s c th chp nhn c, sai s cng ln th tc gii cng nhanh. Gi
tr mc nh l 5%.
- Convergence: Ch p dng cho cc bi ton khng tuyn tnh
(nonnilear). Ti y nhp vo cc s trong khong t 0 n 1. Gi tr cng gn 0
th chnh xc ca bi ton cng cao hn v cn thi gian cng nhiu hn.
- Assume Linear Model: Chn tng tc gii bo ton khi tt c cc
quan h trong m hnh l tuyn tnh.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

- Assume Non-Negative: Chn ty chn ny nu mun Solver gi nh l

tt c cc bin l khng m.
- Use Automatic Scaling: Chn khi bi ton m cc d liu nhp v xut
c s khc bit ln. V d, bi ton ti a % li nhun trn hm triu USD vn
u t.
- Show Iteration Results: Chn nu mun Solver tm dng li v hin th
kt qu sau mi ln lp.
- Load Model: Xc nh vng a ch ca m hnh bi ton cn np vo.
- Save Model: Chn ni lu m hnh bi ton. c dng khi cn lu
nhiu hn mt m hnh trn mt worksheet. M hnh u tin c lu t
ng.
- Estimates: Chn phng php cho Solver dng c lng cc bin:
+ Tangent: S dng cch xp x tuyn tnh bc nht.
+ Quadratic: S dng cch xp x bc bn.
- Derivatives: Chn cch c lng hm mc tiu v cc rng buc:
+ Forward: c dng rt ph bin hn, khi cc gi tr ca rng
buc bin i chm.
+ Central: Dng khi cc gi tr ca rng buc bin i nhanh v
c dng khi Solver bo khng th ci tin kt qu thu c.
- Search: Qui nh gii thut tm kim kt qu cho bi ton:
+ Newton: l phng php mc nh, n s dng nhiu b nh hn
v c s ln lp li t hn phng php Conjugate.
+Conjugate: Cn t b nh hn phng php Newton nhng s ln
lp th nhiu hn. Dng phng php ny cho cc bi ton phc tp v b nh c
gii hn.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

CHNG 2
NG DNG GOAL SEEK TRONG GII TON

Vi nhng bi ton cp trn m Goal Seek c th gii quyt, ngi

s dng cn thit lp mt bng tnh theo mt mu c th no . Cng vic trn
c th c khi qut trong 3 bc:
- Thit lp mt lm thay i (changing cell). y l gi tr bt u m
Goal Seek s x l lp i lp li c gng t c kt qu gn ng nht. Nhp
mt gi tr ban u, trong ny. Thng thng, ngi ta la chn nhng s
nguyn n gin: 0;1;
- Thit lp cc gi tr nhp liu khc cho cng thc, c th l cc gi tr
cho sn, cng c th l cc gi tr c tnh bng cng thc trong Excel c
cc gi tr thch hp nhm thun li trong vic tnh ton hm mc tiu.
- To mt cng thc-hm mc tiu Goal Seek s dng trong qu trnh
lp i lp li c gng t c kt qu nh mong mun. Sau khi Goal Seek hon
thnh qu trnh, kt qu s hin th ny.
Ch : Trong cc c gi tr c tnh da trn cc bin thay i, bt buc phi
s dng cc cng thc trong Excel in gi tr ban u vo.
Sau y, chng ta xt mt s v d c th thy c ng dng ca Goal
Seek trong vic gii cc bi ton.
1. V d 1
Mt ngi mun mua mt chic t vi gi $100,000 trong vng 5 nm
k t hin ti. Gii php ngi ny a ra gi tin tit kim vo ngn hng trong
5 nm ny. Gi s li sut ngn hng l 5% mt nm. Tnh s tin ngi ny cn
phi gi vo ngn hng mi nm ti thiu l bao nhiu c s tin trn.
- Phn tch bi ton: Gi tr ch cn t c trong bi ton ny l
$100,000. Gi tr cn thay i t c gi tr ch l s tin gi mi nm vo
SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

ngn hng vi li sut 5%. Khi gi tr ch t c $100,000 th gi tr ti tin

gi mi nm chnh l gi tr ti thiu cn tm. Hm c s dng tnh gi tr
ch trong bi ton ny l FV(rate;nper;pmt;[PV];[type]), mt hm ti chnh
thng dng. Trong : rate l li sut/k; nper l s k; pmt l s tin chi tr mi
k; PV l gi tr hin ti; type l kiu chi tr (1-k u, 0-cui k), mc nh l 0.
- Thit lp cc gi tr ban u: gm 4 gi tr
+ Li sut 1 nm: 5%, khng thay i
+ S nm: 5, khng thay i
+ S tin gi mi nm, thay i, khi to l $0
+ S tin c sau 5 nm: cha hm mc tiu, tnh bng cng thc
FV().

Hnh 2.1: Thng s ban u v d 1

Trong hnh trn, C3 v C4 l cc hng s tnh hm FV(), C5 l
thay i (changing cell).
- Thit lp cc gi tr trong Goal Seek nh hnh di

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 2.2: Thit lp Goal Seek trong v d 1

- Kt qu c c sau khi chy Goal Seek: S tin t nht m ngi ny
cn gi vo ngn hng mi nm trong vng 5 nm l $18,097.

Hnh 2.3: Kt qu v d 1
- Nu bn ng vi kt qu ca Goal Seek tm c, th nhn OK
chp nhn kt qu thay i (l gi tr $18,097 C5), cn nu mun b qua
kt qu ny, bn nhn Cancel.
2. V d 2: Bi ton ti u ha li nhun sn phm
C nhiu doanh nghip s dng li nhun t sn phm nh l thc o
cho tnh hnh ti chnh ca mnh. Mt mc li nhun mnh, c ngha l cc chi
ph ang c kim sot tt, v cho thy th trng hi lng vi gi c ca sn
phm. D nhin, li nhun cn ph thuc vo nhiu yu t khc na, v bn c
th s dng Goal Seek tm ra mc li nhun ti u da vo mt trong nhng
yu t ny.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

V d, bn mun a ra mt dng sn phm mi, v bn mun thu c

30% li nhun t n trong nm u tin. V gi s rng bn c nhng gi nh
sau y:
+ Trong nm u tin ny s bn c 100,000 sn phm.
+ Mc chit khu trung bnh cho cc i l l 40%
+ Tng chi ph c nh l $750,000, v chi ph ring cho mi sn
phm l $12.63
T nhng thng tin trn, chng ta s tm ra mc gi bn hp l nht cho sn
phm kim c 30% li nhun (Margin).

Hnh 2.4: Khi to cc gi tr v d 2

Hnh 2.4 minh ha mt bng tnh c thit lp gii bi ton ny. Mt
gi tr ban u l $1.00 c nhp Gi bn cho mi sn phm ( C4). Vi
mc gi ny, nu bn ht 100,000 sn phm, v sau khi chit khu 40% cho i
l, chng ta s c doanh thu l $60,000. Chi ph cho 100,000 sn phm ny cng
vi chi ph c nh s l $2,013,000. Nh vy, nu nh bn vi gi $1.00 mt sn
phm, chng ta s l $1,953,000, hay tng ng vi -3255%.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

tm ra gi bn cho mi sn phm (gi tr C4) m kim c 30% li

nhun ( C14), chng ta cn thit lp cc tham s trong hp thoi Goal Seek nh
sau:
+ Tham chiu cho Set Cell l C14
+ Gi tr cho To Value l 0.3 (tc 30%)
+ Tham chiu cho By Changing Cell l C4
Sau khi chy Goal Seek, n a ra mt gi bn ngh l $47.87 t c
mc li nhun gn bng mc li nhun chng ta mun (29,92%), nh minh ha
hnh 2.5:

Hnh 2.5: Kt qu v d 2
- Ghi ch v nhng gi tr xp x ca Goal Seek:
hnh 2.5 ca bi trn, c th thy rng Goal Seek a ra mt con s xp x:
29.92%, ch khng phi l 30% nh chng ta mong mun. Gi tr kh gn
(lch ch 0.008) nhng khng chnh xc. Ti sao Goal Seek khng tm ra li gii
chnh xc? Cu tr li nm mt trong nhng ty chn m Excel s dng
iu khin cc php tnh lp i lp li (iterative calculations). i khi, vic lp i
SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

lp li c th phi mt mt thi gian cc k di tm ra c li gii chnh xc.

Do , Excel ha hp bng vic xc lp nhng gii hn nht nh trong qu
trnh lp li. thy nhng gii hn ny, bn m Excel Options ra ri nhn vo
ngn Formulas (xem hnh 2.6). Trong c hai ty chn xc lp cho vic lp
li:
+ Maximum Iterations: Gi tr trong text box ny quy nh s ln lp
li ti a. Trong Goal Seek, chnh l s gi tr ti a m Excel a vo thay
i (changing cell) th.
+ Maximum Change: Gi tr trong text box ny l gii hn m Excel
s dng quyt nh xem n c hi t n mt li gii hay khng. Nu
hiu s gia li gii hin hnh v mc tiu mun t c nh hn hoc
bng gi tr ny, Excel s ngng li.

Hnh 2.6

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Chnh gi tr Maximum Change = 0.001 (mc nh) ngn Excel a ra

li gii chnh xc cho php tnh li nhun bi trc. Trong mt ln lp li no
, Goal Seek tm ra p s l 0.2992 (tng ng 29.92%), nhng bi v
0.008 (chnh lch gia 0.3 v 0.2992) th nh hn gi tr mc nh 0.001 trong
textbox Maximum Change, nn Excel ngng qu trnh lp li v a ra li
gii.
t c li gii chnh xc = 30%, hay 0.3, bn ch cn sa li con s trong
Maximum Change l 0.0001.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

CHNG 3
NG DNG SOLVER TRONG GII TON

1. Bi ton tm nghim cho h phng trnh

V d 3: Gii h phng trnh sau:
2x+3y+3z=33 (1)
2x+y+z=18

(2)

x+4y+3z=30 (3)
Vi nhng bi ton nh trn, cn phi thc hin qua cc bc sau:
- Bc 1: Lp m hnh bi ton trn bng tnh vi cc s liu ban u nh hnh
3.1

Hnh 3.1: Khi to cc gi tr v d 3

- Bc 2: Tnh cc gi tr ti ct Tnh v tri bng cng thc nh bn

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 3.2.
- Bc 3: Thit lp cc tham s cho Solver
+ Set target cell: khng nhp
+ By changing cells: $E$9:$E$11
+ Subject to the Constraints: $F$9:$F$11=$G$9:$G$11

Hnh 3.3: Nhp cc tham s trong Solver

- Sau khi Solver kt thc, 1 hp thoi ty chn bo co hin ra vi cc ty chn
sau:
+ Chn Keep Solver Solution lu kt qu tm c trn bng tnh.
+ Chn Restore Original Values hy kt qu Solver va tm c
v tr cc bin v tnh trng ban u.
+ Chn Save Scenario lu kt qu va tm c thnh mt tnh
hung c xem li sau ny. Ngoi ra bn cn c th chn 3 loi bo co

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

b sung l Answer, Sensitivity v Limits. Kt qu s c hin th nh

hnh 3.4

Hnh 3.4: Kt qu v d 3
Nghim ca h phng trnh gii bng Solver trong bi trn c chnh
xc mt phn triu, chng ta c th tng chnh xc lnh bng cch chnh
li Precision trong Options ca hp thoi Solver Parameters.
2. Bi ton ti u v qui hoch tuyn tnh
Dng tng qut ca mt bi ton qui hoch tuyn tnh.
Hm mc tiu:

F = c1X1 + c2X2 + +cnXn Max(hoc Min) Cc rng

buc:
a11X1 + a12X2 + + a1nXn b1
:
ak1X1 + ak2X2 + + aknXn bk
:
am1X1 + am2X2 + + amnXn =bm
Vi i, j, k, m, n nguyn
Cc k hiu c1, c2, cn l cc h s ca hm mc tiu. Chng c th biu th cho
li nhun (hoc chi ph).K hiu aij l cc h s ca cc phng trnh trong
tp rng buc. Cc phng trnh c dng bt ng thc hoc ng thc.Mt tp
hp X = (X1, X2, Xn) gi l li gii chp nhn c khi n tha tt c
rng buc.Mt tp hp X* = (X*1, X*2, X*n) gi l li gii ti u nu gi tr

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

hm mc tiu ti tt hn gi tr hm mc tiu theo cc phng n khc.

2.1. Ti u mt mc tiu
V d 4: Tm X1 v X2 sao cho hm li nhun F=350X1+300X2 t gi tr
cc i vi cc rng buc sau y:
X1
9X1
12X1
X1

+ X2
+ 6X2
+ 16X2
X2

200
1566
2880
0
0

(R1)
(R2)
(R3)
(R4)
(R5)

- T chc d liu trn bng tnh:

+ Bin quyt nh: l s lng sn phm mi loi cn sn xut nhp ti
cc B3 v C3. C th khi to gi tr bng 0.
+ Hm mc tiu: l hm li nhun c tnh cn c trn cc gi tr khi
to ca X1, X2 v li nhun n v. Cng thc ti D4=B4*B3+C4*C3
+ Thit lp cc rng buc trn bng tnh: Nhp cc h s bn tri ca cc
quan h rng buc ti cc B7:C9. Tnh lng ti nguyn s dng ti cc
D7,D8 v D9 theo cc cng thc. D7=B7*B3+C7*C3; D8= B8*B3+C8*C3;
D9= B9*B3+C9*C3. Nhp cc h s bn phi ca cc quan h rng buc ti cc
E7:E9.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 3.5: Lp m hnh v d 4 trn bng tnh

- Thit lp cc tham s cho Solver
+ Set target cell: Chn D4 lm hm mc tiu
+ Equal to: Chn max Solver tm li gii cc i cho hm mc tiu, ngha l
ti a ha li nhun.
+ By changing cells: Chn vng a ch ca cc bin quyt nh B3 v C3.
+ Subject to the Constraints: chn vng a ch D7:D9 ti Cell Reference, chn
du <= v E7:E9 ti Constraints. (Cc rng buc R1,R2,R3 u l bt phng
trnh dng <= nn ta chn c vng a ch). Khai bo tip rng buc cho X 1, X2
u ln hn 0.

Hnh 3.6: Thit lp cc thng s cho Solver

- Sau khi nhn Solver, kt qu s hin ra nh hnh sau:

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 3.7: Kt qu v d 4
Li nhun ln nht t $66.100 khi cn sn xut 122 sn phm X1 v
78 sn phm X2.
2.2. Qui hoch nguyn
V d 5: Trong Excel cch gii bi ton qui hoch nguyn tuyn tnh
cng ging nh cc gii bi ton qui hoch tuyn tnh. Bn ch cn thm
iu kin nguyn cho cc bin bt buc l s nguyn v hiu chnh mt
s tu chn trong Options.ca hp thoi Solver Parameters.
Tm X1 v X2 sau cho hm li nhun F = 300X1 + 230X2 t gi tr
cc i vi cc rng buc sau y:(X1,X2 phi l s nguyn)
X1
9X1
9X1
X1

+ 3X2
+ 5X2
+ 16X2
X2

200
1290
2350
0
0

(R1)
(R2)
(R3)
(R4)
(R5)

Cc bc lm ca v d 5 hon ton tng t v d 4. Khc bit duy nht

l rng buc thm trong Options ca hp thoi Solver Parameters.
- Thit lp d liu trn bng tnh (Hnh 3.7)

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 3.7.
- Khai bo cc thng s cho Solver (Hnh 3.8)

Hnh 3.8.
-Ty chnh Options, nhp ti Tolerance l 0, tc khng sai s(Hnh 3.9)

Hnh 3.9.

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

-Kt qu

Hnh 3.10.
3. Bi ton u t
V d 6: Mt nh u t chng khon ang phn tch k hoch u t ton b
s tin $750.000 vo cc loi tri phiu ca cc Cng ty c nh gi
theo bng sau:
Tri phiu
Sut thu li
S nm
nh gi
ca cng ty
hng nm
o hn
Tri phiu
ACME Chemical
8.65%
11
1-Cc k tt
DynaStar
9.50%
10
3-Tt
Eagle Vision
10.00%
6
4-Kh tt
MicroModeling
8.75%
10
1- Cc k tt
OptiPro
9.25%
7
3-Tt
Sabre Systems
9.00%
13
2-Rt tt
Nhm bo v khon u t, nh u t quyt nh u t khng qu
25% tin vo bt k tri phiu no v phi u t t nht l 50% ca tng s
tin vo tri phiu di hn (c nm o hn ln hn hay bng 10 nm). Cc
tri phiu DynaStar, Eagle Vision v OptiPro c sut thu li cao nht tuy nhin
khng c u t vo 3 loi tri phiu ny qu 35% ca tng s tin v chng
c ri ro cao (ri ro cao khi c nh gi t 2-Tt tr xung).
Nh u t cn xc nh phi u t nh th no cc i ha li tc
trong khi m bo tha mn cc qui nh nu ra nh phn trn.
- Xc nh cc bin: s tin u t vo mi loi tri phiu.
SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

t X1: l tng s tin u t vo Acme Chemical

X2: l tng s tin u t vo DynaStar
X3: l tng s tin u t vo Eagle Vision
X4: l tng s tin u t vo MicroModeling
X5: l tng s tin u t vo OptiPro
X6: l tng s tin u t vo Sabre Systems
- Xc nh hm mc tiu: cc i ha li tc u t
0.0865X1 + 0.095X2 + 0.10X3 + 0.0875X4 + 0.0925X5 + 0.09X6 Max
- Xc nh cc rng buc:
+ Tng u t phi bng $750.000
X1 + X2 + X3 + X4 + X5 + X6 = 750.000
+m bo khng u t qu 25% ca tng s tin vo mt loi
tri phiu no . (25%*750.000 = 187.500). Ta c 6 rng buc sau:
X1 , X2 , X3 , X4 , X5 , X6 187.500
+Phi u t t nht 50% tin vo cc tri phiu di hn
(50%*750.000=375.000). Cc tri phiu c s nm o hn ln hn hay bng
10 nm l X 1, X2, X4 v X6.
X1 + X2 + X4 + X6 375.000
+u t khng qu 35% tin (35%*750.000=262.500) vo cc tri
phiu DynaStar (X 2), Eagle Vision (X3) v OptiPro (X5).
X2 + X3 + X5 262.500
+V cc bin l tin u t nn phi ln hn hay bng 0.
X1 , X 2 , X3 , X4 , X 5 , X 6 0
- Lp m hnh bi ton trn bng tnh

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

+Nhp cc s tin u t khi ng cho cc B4:B9 l 0.

+Tnh tng tin u t v t ti B10 theo cng thc =Sum(B4:B9).
+Nhp s tin cn u t 750.000 vo B11.
+ Tnh s tin u t ti a cho mi tri phiu v t ti cc
C4:C9. Tt c tnh bng cng thc =$C$3*$B$11
+Tnh tng li tc hng

nm

ti

D10=SUMPRODUCT(D4:D9,$B$4:$B$9).
+Nhp s 1 vo cc F4:F9 nu n l tri phiu di hn, nu khng
l tri phiu di hn th nhp s 0. Sau tnh tng s tin u t vo cc
tri phiu di hn nh cng thc sau: =SUMPRODUCT(F4:F9,$B$4:$B$9).
+Nhp s 1 vo cc H4:H9 nu nh gi tri phiu l ri ro cao (li
nhiu), ngc li th nhp s 0. Tnh tng s tin u t cc tri phiu c
sut thu li cao theo cng thc:
=SUMPRODUCT(H4:H9,$B$4:$B$9)
+Tnh F11 theo cng thc =50%*B11 v tnh H11 theo cng thc
=35%*B11.

Hnh 3.11: Lp m hnh trn bng tnh

- Chn hm mc tiu D10, sau chn Data nhm Analysis chn
Solver. Khai bo cc tham s nh hp thoi Solver Parameters nh hnh
sau:

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh

ng dng ca Goal Seek v Solver trong cc bi ton

Hnh 3.12. Khai bo cc tham s cho Solver

-Kt qu hin ra nh hnh sau:

Hnh 3.13. Kt qu v d 6

SV: Trn Tin; Nguyn Tun V; Trn Phong Vn; on Quc Vinh