GT Toi Uu Hoa

1
Trng i hc Nng nghip I

PGS. TS. NGUYN HI THANH

Ti u ha
Gio trnh cho ngnh Tin hc
v Cng ngh thng tin

Nh xut bn Bch khoa H Ni
2

M s: 920 2006 / CBX / 01 130 / BKHN
3

MC LC

M U 6
CHNG I. BI TON TI U TNG QUT V NG DNG 7
1. BI TON TI U TNG QUT V PHN LOI 7
1.1. Bi ton ti u tng qut 7
1.2. Phn loi cc bi ton ti u 8
2. NG DNG BI TON TI U GII QUYT CC VN THC T 9
2.1. Phng php m hnh ha ton hc 9
2.2. Mt s ng dng ca bi ton ti u 10
CHNG II. PHNG PHP N HNH GII BI TON
QUY HOCH TUYN TNH

16
1. M HNH QUY HOCH TUYN TNH 16
1.1. Pht biu m hnh 16
1.2. Phng php th 17
2. PHNG PHP N HNH 19
2.1. Tm hiu quy trnh tnh ton 19
2.2. Khung thut ton n hnh 23
3. C S TON HC CA PHNG PHP N HNH 23
3.1. Pht biu bi ton quy hoch tuyn tnh dng chnh tc 23
3.2. Cng thc s gia hm mc tiu 25
3.3. Tiu chun ti u 26
3.4. Thut ton n hnh cho bi ton quy hoch tuyn tnh dng chnh tc 27
4. B SUNG THM V PHNG PHP N HNH 29
4.1. a bi ton quy hoch tuyn tnh v dng chnh tc
4.2. Phng php n hnh m rng
4.3. Phng php n hnh hai pha
4.4. Phng php n hnh ci bin
29
31
33
35
BI TP CHNG II 41
CHNG III. BI TON I NGU V MT S NG DNG 44
1. PHT BIU BI TON I NGU 44
1.1. Pht biu bi ton 44
1.2. ngha ca bi ton i ngu 45
1.3. Quy tc vit bi ton i ngu 46
1.4. Cc tnh cht v ngha kinh t ca cp bi ton i ngu 48
2. CHNG MINH MT S TNH CHT CA CP BI TON I NGU 53
2.1. nh l i ngu yu 54
2.2. nh l i ngu mnh 54
2.3. nh l lch b 56
3. THUT TON N HNH I NGU 57
4
3.1. Quy trnh tnh ton v pht biu thut ton
3.2. C s ca phng php n hnh i ngu
57
61
4. BI TON VN TI 62
4.1. Pht biu bi ton vn ti
4.2. Cc tnh cht ca bi ton vn ti
4.3. Phng php phn phi gii bi ton vn ti
62
66
68
4.4. Phng php th v gii bi ton vn ti 72
4.5. C s ca phng php phn phi v phng php th v 74
BI TP CHNG III 78
CHNG IV. QUY HOCH NGUYN 81
1. PHNG PHP CT GOMORY GII BI TON
QUY HOCH TUYN TNH NGUYN

81
1.1. Pht biu bi ton quy hoch tuyn tnh nguyn 81
1.2. Minh ha phng php Gomory bng th 82
1.3. Gii bi ton quy hoch tuyn tnh nguyn bng bng 84
1.4. Khung thut ton ct Gomory 86
2. PHNG PHP NHNH CN LAND DOIG GII BI TON
QUY HOCH TUYN TNH NGUYN

87
2.1. Minh ha phng php nhnh cn bng th 87
2.2. Ni dung c bn ca phng php nhnh cn
2.3. Khung thut ton nhnh cn Land Doig
88
88
3. GII BI TON QUY HOCH TUYN TNH NGUYN
BNG QUY HOCH NG

90
3.1. Bi ton ngi du lch 90
3.2. Quy trnh tnh ton tng qut 91
3.3. p dng quy hoch ng gii bi ton quy hoch tuyn tnh nguyn 93
3.4. Bi ton ci ti
3.5. Hp nht ha cc rng buc ca bi ton quy hoch tuyn tnh nguyn
95
100
BI TP CHNG IV 103
CHNG V. MT S PHNG PHP QUY HOCH PHI TUYN 105
1. CC KHI NIM C BN CA BI TON TI U PHI TUYN 105
1.1. Pht biu bi ton ti u phi tuyn 105
1.2. Phn loi cc bi ton ti u phi tuyn ton cc 106
1.3. Bi ton quy hoch li
1.4. Hm nhiu bin kh vi cp mt v cp hai
107
108
2. MT S PHNG PHP GII BI TON QUY HOCH PHI TUYN
KHNG RNG BUC

109
2.1. Phng php ng dc nht 109
2.2. Phng php Newton
2.3. Phng php hng lin hp
111
113
3. THIT LP IU KIN TI U KUHN TUCKER CHO CC BI TON
QUY HOCH PHI TUYN C RNG BUC

116
3.1. Hm Lagrange 116
3.2. Thit lp iu kin Kuhn Tucker 117
4. MT S PHNG PHP GII QUY HOCH TON PHNG 120
4.1. Bi ton quy hoch ton phng 120
4.2. Pht biu iu kin Kuhn Tucker cho bi ton quy hoch ton phng 121
5
4.3. Phng php Wolfe gii bi ton quy hoch ton phng
4.4. Gii bi ton quy hoch ton phng bng bi ton b
121
123
5. QUY HOCH TCH V QUY HOCH HNH HC 126
5.1. Quy hoch tch
5.2. Quy hoch hnh hc
126
129
BI TP CHNG V 133
CHNG VI. MT S VN C S CA L THUYT QUY HOCH LI
V QUY HOCH PHI TUYN

136
1. TP HP LI 136
1.1. Bao li 136
1.2. Bao ng v min trong ca tp li 138
1.3. Siu phng tch v siu phng ta ca tp li
1.4. Nn li v nn i cc
139
144
2. NG DNG GII TCH LI VO BI TON QUY HOCH TUYN TNH 145
2.1. im cc bin v hng cc bin 145
2.2. Biu din tp li a din qua im cc bin v hng cc bin
2.3. iu kin ti u trong phng php n hnh gii bi ton quy hoch
tuyn tnh
148

150
3. CC TNH CHT CA HM LI 152
3.1. Cc nh ngha v tnh cht c bn 152
3.2. Di vi phn ca hm li 153
3.3. Hm li kh vi 155
3.4. Cc i v cc tiu ca hm li 158
4. CC IU KIN TI U FRITZ JOHN V KUHN TUCKER 162
4.1. Bi ton ti u khng rng buc 162
4.2. Bi ton ti u c rng buc 164
4.3. iu kin ti u Fritz John
4.4. iu kin ti u Kuhn Tucker
166
166
5. MT S PHNG PHP HNG CHP NHN GII
BI TON QUY HOCH PHI TUYN

170
5.1. Phng php hng chp nhn
5.2. Thut ton Frank Wolfe gii bi ton quy hoch li c min rng buc
l tp li a din
170

172
5.3. Phng php gradient rt gn
5.4. Phng php n hnh li Zangwill
172
174
6. GII THIU PHNG PHP IM TRONG GII
BI TON QUY HOCH TUYN TNH

177
6.1. Bi ton ellipsoid xp x 177
6.2. Mt s thut ton im trong 181
BI TP CHNG VI 183
TI LIU THAM KHO 186

6

M u
Ti u ha, c khi ngun nh mt ngnh ca Ton hc, c rt nhiu ng dng hiu qu
v rng ri trong quy hoch ti nguyn, thit k ch to my, iu khin t ng, qun tr kinh
doanh, kin trc th, cng ngh thng tin, trong vic to nn cc h h tr ra quyt nh trong
qun l v pht trin cc h thng ln. Chnh v vy, cc lnh vc ca Ti u ha ngy cng tr nn
a dng, mang nhiu tn gi khc nhau nh Quy hoch ton hc, iu khin ti u, Vn tr hc, L
thuyt tr chi Hin nay, mn hc Ti u ha c a vo ging dy trong nhiu chng trnh
o to i hc cho cc ngnh khoa hc c bn, k thut cng ngh, kinh t qun l, sinh hc
nng nghip, x hi nhn vn, sinh thi mi trng vi thi lng thng thng t ba
cho ti su hc trnh. i vi sinh vin cc ngnh Tin hc, Cng ngh thng tin v Ton Tin
ng dng, mn hc Ti u ha l mt mn hc c s khng th thiu. Gio trnh Ti u ha
ny c bin son vi mc ch cung cp cho sinh vin nm th hai ngnh Tin hc ca Khoa
Cng ngh thng tin, Trng i hc Nng nghip I, mt s kin thc c bn v cc lnh vc
quan trng ca Ti u ha. Qua gio trnh ny, sinh vin cn nm c c s l thuyt mt
mc nht nh, nm chc cc thut ton ti u c bn p dng trong vic xy dng cc
phn mm ti u tnh ton gii cc bi ton kinh t, cng ngh, k thut v qun l.
Chng I gii thiu tng quan v ngn gn bi ton ti u tng qut v phn loi cc bi
ton ti u c bn, cng nh gii thiu mt s v d v m hnh ti u pht sinh trong thc t.
Phn u trnh by v Quy hoch tuyn tnh bao gm chng II, III v IV. Phn ny nhn mnh
vo vic trnh by cc phng php v thut ton c in ca Quy hoch tuyn tnh, nh phng
php n hnh (bao gm c phng php hai pha v phng php n hnh ci bin dng ma
trn nghch o), phng php n hnh i ngu, phng php th v gii bi ton vn ti, cc
phng php ct Gomory v nhnh cn Land Doig cng nh phng php quy hoch ng gii
bi ton quy hoch tuyn tnh nguyn. Phn sau ca gio trnh bao gm hai chng v Quy
hoch phi tuyn. Chng V trnh by mt s phng php v thut ton ti u phi tuyn khng
c rng buc v c rng buc, bao gm phng php ng dc nht, phng php Newton,
phng php hng lin hp, cc phng php gii quy hoch ton phng thng dng, phng
php quy hoch tch v quy hoch hnh hc. Chng VI gii thiu v c s l thuyt ca quy
hoch li v quy hoch phi tuyn. Phn gii thiu v mt lp phng php im trong gii bi
ton quy hoch tuyn tnh cui gio trnh mang tnh cht tham kho, c th dnh cho sinh vin
nghin cu theo nhm v tho lun. Vic chng minh mt s nh l kh nn sinh vin t
nghin cu, khng c tnh bt buc. Khi bin son, chng ti lun c mt nguyn vng l lm sao
vic trnh by cc phng php ti u cp ti trong gio trnh cng phi p ng c tiu
chun ti u, sinh vin phi hiu c v lm c. Chnh v vy, cc phng php lun c
trnh by mt cch c th thng qua cc v d mu t d ti kh, m nhng v d ny c th c
s dng nhiu ln tit kim thi gian.
Mt s ti liu ngi hc c th tham kho thm v Quy hoch tuyn tnh l: Nguyn c
Ngha, Ti u ha, Nxb. Gio dc, 2002; Phan Quc Khnh Trn Hu Nng, Quy hoch
tuyn tnh, Nxb. Gio dc, 2003. V Quy hoch phi tuyn c th c thm mt s chng lin
quan trong cc sch tham kho sau: Bazaraa M.S, Shetty C.M, Nonlinear programming: Theory
and algorithms, John Wiley and Sons, New York, 1990; Horst R, Hong Ty, Global
optimization: Deterministic approaches, Springer Verlag, Berlin, 1993; Bi Th Tm Trn V
Thiu, Cc phng php ti u ha, Nxb. Giao thng vn ti, 1998. Ngi c cng c th s
dng Internet tm kim cc tp ch v ti liu lin quan.
7
Chng I
Bi ton ti u tng qut v ng dng
1. Bi ton ti u tng qut v phn loi
1.1. Bi ton ti u tng qut
Ti u ha l mt trong nhng lnh vc kinh in ca ton hc c nh hng n hu ht
cc lnh vc khoa hc cng ngh v kinh t x hi. Trong thc t, vic tm gii php ti u
cho mt vn no chim mt vai tr ht sc quan trng. Phng n ti u l phng n hp
l nht, tt nht, tit kim chi ph, ti nguyn, ngun lc m li cho hiu qu cao.
V d 1. Tm
1
x D [ 2, 2, 1,8] R = sao cho f(x) = x
3
3x + 1 Max.
Bi ton ti u trn c dng cc i ho c gii nh sau: Cho f(x) = 3x
2
3 = 0, ta c cc
im ti hn l x = 1 v x = +1. Xt gi tr hm s f(x) ti cc im ti hn va tm c v ti
cc gi tr x = 2,2 v x = 1,8 (cc im u mt ca on [2,2, 1,8]), ta c f(2,2) = 3,048 , f(
1) = 3, f(1) = 1, f(1,8) = 1,432. Vy gi tr x cn tm l x = 1. Kt qu ca bi ton c minh
ho trn hnh I.1.

Cho hm s f: D R
n
R. Bi ton ti u tng qut c dng: Max (Min) f(x), vi x
D R
n
. Nh vy, cn tm im x = (x
1
, x
2
, ..., x
n
) D R
n
sao cho hm mc tiu f(x) t
c gi tr ln nht i vi bi ton Max cc i ho (gi tr b nht i vi bi ton Min
cc tiu ho).
y
3,048
1
0
1
1,18
3
x
2,2
1
1,432
Hnh I.1. th hm f(x)
8
im x = (x
1
, x
2
, ..., x
n
) D R
n
c gi l phng n kh thi (hay phng n chp nhn
c hoc phng n, nu ni vn tt) ca bi ton ti u: Max (Min) f(x), vi x D R
n
. Min
D c gi l min rng buc. Cc to thnh phn ca im x c gi l cc bin quyt nh,
cn x cng c gi l vc t quyt nh.
Xt bi ton cc i ho: Max f(x), vi x D R
n
. im x* =
( )
1 2 n
x , x , ..., x

R
n
c
gi l im ti u (hay phng n ti u) ton cc nu x* D v f(x*) f(x), x D. im
x R
n
c gi l im ti u (hay phng n ti u) a phng nu x D v tn ti mt ln
cn N
nh ca im x sao cho f( x ) f(x), x N
D.
i vi bi ton cc tiu ho Min f(x), vi x D R
n
, im x* R
n
c gi l im ti
u (hay phng n ti u) ton cc nu x* D v f(x*) f(x), x D. im x R
n
c gi
l im ti u (hay phng n ti u) a phng nu x D v tn ti mt ln cn N
nh ca
im x sao cho f( x ) f(x), x N
D.
D thy, mi phng n ti u ton cc cng l phng n ti u a phng, trong khi
mt phng n ti u a phng khng nht thit l phng n ti u ton cc. Trn hnh I.1,
im x = 1 ch l phng n ti u a phng khi xt bi ton cc tiu ho.
V d 2. Xt bi ton ti u sau: Max
1 2
f (x) 8x 6x = + , vi iu kin rng buc
x D = { (x
1
, x
2
) R
2
: 4x
1
+ 2x
2
60; 2x
1
+ 4x
2
48, x
1
0, x
2
0}.
Bi ton ti u trn y cn c gi l bi ton quy hoch tuyn tnh. Ngi ta chng
minh c rng mi phng n ti u a phng ca bi ton quy hoch tuyn tnh cng ng
thi l phng n ti u ton cc.
1.2. Phn loi cc bi ton ti u
Cc bi ton ti u, cng cn c gi l cc bi ton quy hoch ton hc, c chia ra
thnh cc lp sau:
Bi ton quy hoch tuyn tnh (BTQHTT),
Bi ton ti u phi tuyn hay cn gi l bi ton quy hoch phi tuyn (BTQHPT), bao
gm c bi ton quy hoch li (BTQHL) v bi ton quy hoch ton phng (BTQHTP),
Bi ton ti u ri rc, bi ton ti u nguyn v hn hp nguyn.
Bi ton quy hoch ng,
Bi ton quy hoch a mc tiu,
Bi ton quy hoch ngu nhin / m ...
Cc phng php ton hc gii cc lp bi ton ti u tng qut nh nu trn y c gi
l cc phng php ti u ton hc (hay cc phng php quy hoch ton hc). Trong gio trnh
ny, trc ht chng ta nghin cu cc phng php gii BTQHTT, bao gm c cc BTQHTT
nguyn v hn hp nguyn. Sau , chng ta s xem xt cc phng php gii mt s dng c
bit ca BTQHPT. Cc phng php c xem xt ch yu v kha cnh th tc tnh ton thng
qua cc v d n gin, nhm gip cho sinh vin ngnh Tin hc, Cng ngh thng tin khi hc gio
trnh ny vo nm hc th hai c th lm quen vi t duy lp trnh tnh ton. Phn cui ca gio
trnh s cp ti mt s c s l thuyt ca gii tch li v quy hoch phi tuyn, l cc vn c
9
tnh cht nn tng i vi nhng sinh vin quan tm v c hng tip tc nghin cu lnh vc Ti
u ha.
2. ng dng bi ton ti u gii quyt cc vn thc t
2.1. Phng php m hnh ho ton hc
Nhiu vn pht sinh trong thc t c th gii c bng cch p dng cc phng php
ti u ton hc. Tuy nhin, im mu cht y l t bi ton thc t cn xy dng c mt m
hnh ti u thch hp da vo cc dng bi ton ti u bit. Sau cn p dng phng php
ti u ton hc v quy trnh tnh ton thch hp tm ra li gii cho m hnh t ra.
Cc bc cn thit tin hnh khi p dng phng php m hnh ho ton hc c th c
pht biu mt cch khi qut nh sau:
Trc ht phi kho st bi ton thc t v pht hin vn cn gii quyt.
Pht biu cc iu kin rng buc v mc tiu ca bi ton di dng nh tnh. Sau
la chn cc bin quyt nh / cc n s v xy dng m hnh nh lng cn gi l m hnh ton
hc.
Thu thp d liu v la chn phng php ton hc thch hp gii quyt m hnh trn.
Trong trng hp m hnh ton hc l m hnh ti u, cn la chn phng php ti u thch hp
gii m hnh.
Xc nh quy trnh gii / thut ton. C th gii m hnh bng cch tnh ton thng
thng trn giy. i vi cc m hnh ln, bao gm nhiu bin v nhiu iu kin rng buc cn
tin hnh lp trnh v gii m hnh trn my tnh tm ra phng n tha mn m hnh.
nh gi kt qu tnh ton. Trong trng hp pht hin thy c kt qu bt thng, cn
xem xt nguyn nhn, kim tra v chnh sa li m hnh hoc d liu u vo hoc quy trnh gii
/ thut ton / chng trnh my tnh.
Kim chng cc kt qu tnh ton trn thc t. Nu cc kt qu thu c c coi l hp
l, ph hp vi thc t hay c cc chuyn gia nh gi l c hiu qu hn so vi cc phng
n trc y th cn tm cch trin khai phng n tm c trn thc t.
R rng rng gii quyt cc vn pht sinh t cc bi ton thc t cn c c s
hp tc cht ch gia cc chuyn gia trong lnh vc chuyn mn, cc chuyn gia Ton, Ton
ng dng v cc chuyn gia Tin hc, k s lp trnh. iu ny l c bit cn thit khi gii
quyt cc bi ton cho cc h thng ln. Vic thit lp c mt m hnh hp l, phn nh
c bn cht ca bi ton thc t ng thi kh thi v phng din tnh ton lun va mang
tnh khoa hc thun ty, va c tnh ngh thut. Cc thut ng sau thng gp khi p dng
phng php m hnh ho ton hc:
Ton ng dng (Applied Mathematics).
Vn tr hc (Operations Research vit tt l OR).
Khoa hc qun l (Management Science vit tt l MS).
ng dng my tnh (Computer Applications).
M hnh ti u (Optimization Models)
10
2.2. Mt s ng dng ca bi ton ti u
Nhng nm gn y, nhiu bi ton thc t c gii quyt bng phng php m hnh ha
ton hc rt thnh cng. Trong s cc m hnh ton hc c p dng c nhiu m hnh ti u,
c gii quyt thng qua cc bi ton ti u kinh in. Trong trng hp hm mc tiu cng
nh tt c cc rng buc u l cc hm tuyn tnh, th bi ton ti u l BTQHTT. BTQHTT c
th gii c bng mt s phng php ti u quen bit (nh phng php n hnh, phng
php n hnh ci bin hay cc phng php im trong). BTQHTT v ang c s dng
rng ri trong quy hoch ti nguyn, qun l s dng t cng nh nhiu lnh vc ca qun l,
kinh t v qun tr kinh doanh.
Trong trng hp hoc hm mc tiu hoc mt trong s cc rng buc l phi tuyn, chng
ta c BTQHPT. Trong cc m hnh ti u da trn BTQHPT ni chung, v trong cc m hnh ti
u trong lnh vc nng nghip ni ring, li gii ti u ton cc c mt ngha quan trng.
Chng hn trong thit k my nng nghip, sau khi dng phng php phn tch hi quy nhiu
chiu, ta thng thu c hm mc tiu c dng phi tuyn. Cc bi ton ti u ton cc cng c
th ny sinh trong quy hoch kinh t sinh thi vng, hay xc nh c cu t canh tc cy
trng. Bi ton t ra l phi tm c li gii ti u ton cc. C rt nhiu phng php gii cc
lp bi ton ti u phi tuyn ring bit, nhng cha c phng php no t ra hu hiu cho mi
bi ton ti u phi tuyn, c bit l cho cc bi ton vi mt s hay tt c cc bin quyt nh
nhn cc gi tr nguyn.
Sau y l cc v d minh ho mt s ng dng ca bi ton ti u.
V d 3. Bi ton quy hoch s dng t (M hnh ti u tuyn tnh gii bi ton quy
hoch s dng t trn a bn x ng D, huyn Gia Lm, tnh H Ni)
Chng ta xt m hnh ti u vi mc tiu cn cc i ho l hiu qu kinh t. thit lp
m hnh, trc ht chn cc bin quyt nh. Da vo kt qu cc d liu thu c, ta chn
cc bin quyt nh nh sau: x
j
vi j = 1, 2, , 18 l din tch cc loi cy trng, n v tnh l
ha (theo th t l: la xun, la ma, ng xun, ng ng, ng bao t ng, lc xun, u xanh
xun, u tng ng t chuyn mu, u tng ng t ba v, da chut xun, da chut bao
t, mp ng xun, rau mi tu, rau gia v, u c ve ng, t xun, c chua xun, c chua
ng), x
19
l din tch ao h th c, x
j
vi j = 20, , 23 l s u vt nui trong nm (tru, b,
ln, gia cm). Cn x
24
l s cng lao ng thu ngoi, x
25
l lng tin vn vay ngn hng, n v
tnh l nghn ng. Lc chng ta c BTQHTT sau vi 33 rng buc (cha k iu kin khng
m ca cc bin).
Hiu qu kinh t cn cc i ha l: f(x) = 4306,14x
1
+ 4168,73x
2
+ 3115,21x
3
+
3013,11x
4
+ 4158,68x
5
+ 4860,91x
6
+ 4295,31x
7
+ 3706,11x
8
+ 3788,25x
9
+ 12747,31x
10
+
12752,96x
11
+ 12064,81x
12
+ 79228,88x
13
+ 35961,31x
14
+ 10823,91x
15
+ 7950,16x
16
+
7928,06x
17
+ 5738,46x
18
+ 11129,50x
19
+ 429,00x
20
+ 674,00x
21
+ 219,50x
22
+ 11,10x
23
15,50x
24

0,12x
25
Max.
Cc rng buc hay cc iu kin hn ch c nh lng nh sau:
x
1
80,88; x
2
75,78; x
3
64,89; x
4
64,89; x
5
10,50; x
6
64,89;
x
7
64,89; x
8
16,50; x
9
45,30; x
10
5,50; x
11
8,50; x
12
6,80; x
13
13,70;
x
14
14,50; x
15
4,80; x
16
4,50; x
17
4,20; x
18
10,20; x
19
33,11; x
20
40,00;
x
21
180,00; x
22
4280; x
23
18800;
11
x
5
+ x
9
+ x
11
+ x
13
+ x
18
45,30; x
3
+ x
6
+

x
7
+ x
10
+ x
12
+ x
16
+ x
17
64,89; x
4
+ x
8
+
x
14
+ x
15
64,89; x
1
+ x
13
80,88; x
2
+ x
13
75,88;
205,5x
1
+ 150x
3
+ 75,75x
4
+ 75x
5
+ 225,5x
6
+ 221,5x
7
+ 102,7x
8
+ 100,75x
9
+ 360 x
10
+
140x
11
+ 385x
12
+ 1833,6x
13
+ 1446,3x
14
+ 210,25 x
15
+ 410,5x
16
+ 360,5 x
17
+ 176x
18
+ 67x
19
+
20x
20
+ 16x
21
+ 9x
22
+ 0,3x
23
x
24
226149,00;
201,5x
2
+ 150x
3
+ 75,25x
4
+ 102,7x
8
+ 100,75x
9
+ 140x
11
+ 2475,4x
13
+ 1446,3x
14
+
210,25x
15
+ 176x
18
+ 58x
19
+ 16x
20
+ 12x
21
+ 7x
22
+ 0,2x
23
x
24
152190,00;
2871,89x
1
+ 2691,89x
2
+ 2243,62x
3
+ 2243,66x
4
+ 3630,89x
5
+ 4780,06x
6
+ 2229,11x
7
+
2401,41x
8
+ 2326,88x
9
+ 16440,61x
10
+ 16058,39x
11
+ 15960,61x
12
+ 68494,59x
13
+ 23146,11x
14
+ 13676,26x
15
+ 6061,76x
16
+ 11083,11x
17
+ 10391,89x
18
+ 18058x
19
+ 1223x
20
+ 1098,5x
21
+
624,5x
22
+ 12x
23
15,5x
24
x
25
3881500;
3,5x
5
+ 8x
6
+ 3,5x
7
+ 4,1x
8
+ 3,5x
9
+ 4,16x
10
+ 3,5x
11
+ 4x
12
+ 12,1x
13
+ 14,4x
14
+ 3,42x
15

+ 11,58x
16
+ 8x
17
+ 7,5x
18
3 x
20
2x
21
0,95x
22
0,0052x
23
0; 5,1x
1
+ 4,96x
2
+ 3,85x
3
+
3,8x
4
921,25;
Cc bin u phi tha mn iu kin khng m: x
j
0, j = 1, 25 .
Bng cch p dng phng php n hnh gii BTQHTT c th tm c phng n ti
u ca m hnh trn nh sau:
x
1
= 67,18; x
2
= 62,18; x
3
= 25,19; x
4
= 45,59; x
5
= 10,50; x
6
= 18,7; x
9
= 2,40; x
10
= 5,50; x
11
= 8,50; x
12
= 6,80; x
13
= 13,70; x
14
= 14,50; x
15
= 4,80; x
16
= 4,50; x
17
= 4,20; x
18
= 10,20; x
19
=
33,11; x
20
= 40,00; x
21
= 180; x
22
= 4280; x
23
= 18800; x
25
= 2368646. Hiu qu kinh t cc i t
c l 4325863 (nghn ng).
V d 4. Bi ton cc i ho gi tr sn xut (M hnh ti u phi tuyn gii bi ton cc
i ho gi tr sn xut trn mt hc ta nui c ti huyn Vn Giang, tnh Hng Yn)
S dng s liu iu tra 112 h nui c vng ng trong thuc 4 x thuc huyn Vn
Giang, Hng Yn, tm phng trnh hi quy m, chng ta nhn c hm gi tr sn xut
(dng Cobb Douglas) chnh l hm mc tiu cn cc i ho sau y:
z = f(x) = 19,375 x
1
0,236
x
2
0,104
x
3
0,096
x
4
0,056
x
5
0,056
e
0,168 x6
e
0,066 x7

Max
trong :
z : gi tr sn xut bnh qun 1 ha 1 nm (triu ng / ha),
x
1
: chi ph ging bnh qun 1 ha 1 nm (triu ng / ha),
x
2
: chi ph thc n bnh qun 1 ha 1 nm (triu ng / ha),
x
3
: chi ph lao ng bnh qun 1 ha 1 nm (triu ng / ha),
x
4
: chi ph khu hao v thu t bnh qun 1 ha 1 nm (triu ng / ha),
x
5
: cc chi ph khc bnh qun 1 ha 1 nm (triu ng / ha),
x
6
, x
7
: cc bin 0 1 gi nh v hnh thc nui,
x
6
= 1 i vi nui chuyn canh, x
6
= 0 i vi nui tng hp,
x
7
= 1 vi hnh thc nui 1 loi c chnh kt hp vi cc loi c khc,
12
x
7
= 0 vi hnh thc nui 2 loi c chnh kt hp vi cc loi c khc.
t: x
1
+ x
2
+ x
3
+ x
4
+ x
5
= TC, vi TC l mc u t / tng chi ph.
Ty theo tng mc u t / tng chi ph ta c mt trong cc rng buc:
Vi mc u t di 40 triu ng / ha: x
1
+ x
2
+ x
3
+ x
4
+ x
5
< 40,
Vi mc u t 4050 triu ng / ha: 40 x
1
+ x
2
+ x
3
+ x
4
+ x
5
< 50,
1
+ x
2
+ x
3
+ x
4
+ x
5
< 60,
1
+ x
2
+ x
3
+ x
4
+ x
5
< 70,
Vi mc u t trn 70 triu ng / ha: x
1
+ x
2
+ x
3
+ x
4
+ x
5
70.
Vi hnh thc nui ta c rng buc: x
6
+ x
7
= 1(x
6
, x
7
ch nhn gi tr 0 hoc 1).
Trn y l BTQHPT, vi 5 bin lin tc v 2 bin nguyn dng 0 1. S dng phng
php ti u phi tuyn thch hp c tn gi l RST2ANU gii BTQHPT ton cc hn hp
nguyn thit lp trn y ta c kt qu trong bng I.1.
Bng I.1. Kt qu c cu u t ti u vng ng
u t (tr/ha) < 40 40 50 50 60 60 70 > 70
x
1
35 45% 39 45% 39 45% 35 45% 35 40%
x
2
15 20% 17 25% 17 23% 15 20% 18 25%
x
3
15 20% 15 20% 15 20% 16 19% 17 23%
x
4
10 15% 7 15% 8 15% 9 13% 10 15%
x
5
10 15% 10 15% 9 15% 9 15% 10 15%
Gi tr sn xut (tr / ha) < 78,1 78,1 88,3 88,3 97,5 97,5 106 > 106
Thu nhp rng (tr / ha) 38,138,3 38,337,5 37,536
Vic thc hin c cu u t ti u lm gi tr sn xut (GO) cng nh thu nhp rng (NI =
GO TC) tng mc u t tng ln r rt so vi thc t sn xut ti a phng. c bit, mc
u t 50 triu ng / ha cho ta thu nhp hn hp cao nht l 38,3 triu ng / ha, ln hn 8 triu
ng / ha so vi trc khi p dng c cu u t ti u cng nh hnh thc nui thch hp. Ti
mc u t ny, c cu u t ti u l x
1
t 19,6 21,5 triu ng (chim 39,2 42,2%), x
2
t
8,6 9,8 triu ng (17,2 19,6%), x
3
t 8,6 9,9 triu ng (17,2 19,8%), x
4
t 4,7 6,4 triu
ng
(9,4 12,8%), x
5
t 4,9 6,3 triu ng (9,8 12,6%) vi hnh thc nui chuyn canh (x
6
= 1).
Mt cch c th hn, khi p dng phng php ti u thch hp ti mc u
t 50 triu ng / ha c th tm c phng n ti u sau: z
max
= 88,360733 vi
x
1
= 21,498072, x
2
= 9,528987, x
3
= 8,758034, x
4
= 5,138906, x
5
= 5,076000, x
6
= 1 v x
7
= 0.
V d 5. Bi ton ti u thng s sng phn loi (M hnh ti u phi tuyn gii quyt vn
tnh ton mt s thng s hnh hc v ng hc ca c cu sng phn loi dao ng)
13
V d ny ch nu vn tt mt ng dng ca m hnh ti u phi tuyn mt mc tiu trong
vic tm nghim ca h phng trnh phi tuyn pht sinh trong qu trnh tnh ton mt s thng s
hnh hc v ng hc ca c cu sng phn loi dao ng (cn ch rng nhiu phng php
tnh ton thng dng khc ca gii tch s t ra khng hiu qu):
r cos
1
+ v cos
2
+
//
3
v cos
3
+ v
4
cos
4
x
C1
= 0,
r sin
1
+ v sin
2
+
//
3
v sin
3
+ v
4
sin
4
y
C1
= 0,
r cos
1
+ v cos
2
+
/
3
v cos(
3
) + v
5
cos
5
x
D1
= 0,
r sin
1
+ v sin
2
+
/
3
v sin(
3
) + v
5
sin
5
y
D1
= 0.
Trong h phng trnh phi tuyn trn cc thng s bit l: r = 0,05m;
v = 0,30m;
//
3
v = 0,15m;
/
3
v = 1,075m; v
3
= 1,025m; v
4
= 0,50m; v
5
= 0,40m; x
C1
= 0,365m; y
C1
=
0,635m; x
D1
= 1,365m; y
D1
= 0,635m; = /8.
gii h phng trnh phi tuyn khi
1
= k/8 (k = 0, , 9), chng ta cn cc tiu ho
hm mc tiu sau:
z = (r cos
1
+ v cos
2
+
//
3
v cos
3
+ v
4
cos
4
x
C1
)
2
+ (r sin
1
+ v sin
2
+
//
3
v sin
3
+
v
4
sin
4
y
C1
)
2
+ (r cos
1
+ v cos
2
+
/
3
v cos(
3
) + v
5
cos
5
x
D1
)
2
+ (r sin
1
+ v sin
2
+
/
3
v sin(
3
) + v
5
sin
5
y
D1
)
2
min
Kt qu tnh ton c tng hp trong bng I.2 vi z
min
= 0.
Bng I.2. Kt qu tnh ton gi tr cc thng s ca sng phn loi
1
[0,2]
2
[0,]
3
[0,]
4
[0,]
5
[0,]
0 0,226128 0,551311 1,783873 1,666775
/18 0,199269 0,550518 1,784628 1,670250
2/18 0,170835 0,550590 1,782751 1,668853
3/18 0,143343 0,550490 1,778826 1,663697
4/18 0,112669 0,552073 1,770032 1,652171
5/18 0,090986 0,551991 1,759350 1,639575
6/18 0,066036 0,553576 1,745374 1,622823
7/18 0,051284 0,554296 1,730174 1,602970
8/18 0,039053 0,555262 1,713242 1,581813
9/18 0,033773 0,556277 1,695605 1,560720
V d 6. Bi ton thit k trc my (M hnh quy hoch phi tuyn a mc tiu gii quyt
bi ton thit k trc my)
Trong v d ny chng ta cp ti mt m hnh ti u phi tuyn hai mc tiu.
14
Mc tiu 1 l cc tiu ho th tch ca trc my:
f
1
(x) = 0,785 [x
1
(6400 x
2
2
) + (1000 x
1
) (1000 x
2
2
)] (mm
3
),
Mc tiu 2 l cc tiu ho nn tnh ca trc:
f
2
(x) = 3,29810
5
9
3
1 7 4 8 4 8 4
2 2 2
1 1 10
x
4, 096 10 x 10 x 10 x

+

(mm/N).
y, x = (x
1
, x
2
) l vc t quyt nh, vi x
1
, x
2
l cc bin quyt nh sau: x
1
di
phn gip ni trc, x
2
ng knh trong ca trc. Cc thng s khc c th hin trong cc
hm mc tiu f
1
(x) v f
2
(x).
Vy cn phi chn cc gi tr cho cc bin quyt nh (cn gi l cc bin thit k) x
1
,
x
2
ti u ho ng thi cc mc tiu 1 v 2 trong cc iu kin rng buc sau:
g
1
(x) = 180
6
1
7 4
2
9,78 10 x
4,096 10 x

0 (1.1)
g
2
(x) = 75,2 x
2
0 (1.2)
g
3
(x) = x
2
40 0 (1.3)
g
4
(x) = x
1
0 (1.4)
Cc iu kin (1.2), (1.3), (1.4) l d hiu, cn iu kin (1.1) ny sinh l do yu cu: Mt
mt, trc my phi chu ng c ti mc ti a lc F
max
= 12000 N. Mt khc, nn kt ni
cho php l 180 N/mm.
Vic pht biu bi ton ti u a mc tiu di dng ton hc (chnh l vic lp m hnh
ton hc cho vn pht sinh) l mt khu rt quan trng nhm m t tt nht hnh vi ca h
thng ang c xem xt, mt khc nhm tm ra c cc phng php ti u ho c hiu qu
i ti mt phng n tt v mang li li ch. Sau y, vi mc ch tm hiu bc u, vic p
dng phng php tng tc ngi my tnh gii bi ton ti u hai mc tiu c thit lp
trn y s c trnh by mt cch vn tt.
Trc ht, hai mc tiu f
1
(x) v f
2
(x) c chuyn thnh hai hm thuc m phn nh
tho mn ca ngi ra quyt nh i vi tng mc tiu. Cc hm thuc m ny l cc hm tuyn
tnh tng khc, c vit di dng gin lc nh sau cho mt s nt ni suy:
0 nu f
1
6,59410
6
= a
1

1
(f
1
) = 0,5 nu f
1
= 410
6
= b
1

1 nu f
1
2,94410
6
= c
1
,

0 nu f
2
0,49910
3
= a
2

2
(f
2
) = 0,5 nu f
2
= 0,45010
3
= b
2

1 nu f
2
0,33810
3
= c
2
.

15
Lc c th p dng php ni suy tuyn tnh tnh cc gi tr ca
1
(f
1
) hoc
2
(f
2
) ti
cc gi tr khc ca f
1
hay f
2
. Cc hm thuc m ny cho php quy cc n v o khc nhau ca f
1

v f
2
vo cng mt thang bc o, l tha dng ca ngi ra quyt nh / ngi gii bi ton.
Phn tch hm thuc m
1
, c th thy: ngi ra quyt nh s c tho mn 0 i vi mi
phng n x = (x
1
, x
2
) lm cho f
1
6,59410
6
, tho mn 1 nu f
1

2,94410
6
v tho mn
0,5 nu f
1
= 410
6
. tho mn 0,5 c coi l tho mn ti thiu v mc f
1
= 410
6
= b
1

c gi l mc u tin tng ng i vi mc tiu f
1
. Tng t chng ta c th phn tch v
hm thuc
2
v mc u tin b
2
.
Chng ta xt hm phi tuyn g(x) = Min {
1
[f
1
(x)],
2
[f
2
(x)]} v bi ton maxmin c
thit lp cho hai hm mc tiu ring r trn di dng BTQHPT: Max g(x) = MaxMin{
1
[f
1
(x)],
-
2
[f
2
(x)]} vi cc rng buc (1.1), (1.2), (1.3) v (1.4).
Vic gii BTQHPT trn y c thc hin nh mt phng php ti u phi tuyn thch
hp, c ci t t ng trn my tnh tm ra cc phng n ti u ca m hnh phi tuyn hai
mc tiu ban u. iu chnh thch hp gi tr ca cc mc u tin b
1
v b
2
, c th tm c cc
phng n ti u khc nhau. Chng hn, vi b
1
= 3,610
6
, b
2
= 0,43510
3
s nhn c phng
n ti u x = (x
1
, x
2
) = (235,67; 67,67) vi f
1
(x) = 3,5810
6
v f
2
(x) = 0,43310
3
. y l phng
n c cc chuyn gia nh gi l hp l v c la chn trin khai trong vic thit k trc
my.
16
Chng II
Phng php n hnh gii bi ton
quy hoch tuyn tnh
1. M hnh quy hoch tuyn tnh
1.1. Pht biu m hnh
Vi mc ch tm hiu bc u, xt m hnh ton hc sau y, cn gi l m hnh quy
hoch tuyn tnh hay bi ton quy hoch tuyn tnh (BTQHTT), m trong chng ta mun ti
u ho / cc i ho hay cc tiu ho hm mc tiu:
z = f(x) = c
1
x
1
+ c
2
x
2
+ .... + c
n
x
n
Max (Min),
vi cc iu kin rng buc
a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
b
1

a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
b
2
...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
b
m
x
1
, x
2
, ..., x
n
0 (iu kin khng m).
V d 1. Xt BTQHTT: Max z = 8x
1
+ 6x
2
, vi cc rng buc
4x
1
+ 2x
2
60
2x
1
+ 4x
2
48
x
1
, x
2
0.
Cn tm cc gi tr ca cc bin quyt nh x
1
, x
2
cc rng buc c tho mn v hm
mc tiu t gi tr ln nht.
Bi ton ny c ngha kinh t nh sau: Gi s mt x nghip sn xut hai loi sn phm I
v II. sn xut ra mt n v sn phm I cn c 4 n v nguyn liu loi A v 2 n v
nguyn liu loi B, cc ch tiu cho mt n v sn phm loi II l 2 v 4. Lng nguyn liu
d tr loi A v B hin c l 60 v 48 (n v). Hy xc nh phng n sn xut t li nhun
ln nht, bit li nhun / n v sn phm bn ra l 8 v 6 (n v tin t) cho cc sn phm loi I
v II.
17
1.2. Phng php th
Phng php th c ngha minh ha v gip hiu bn cht vn .
Bc 1: V min cc phng n kh thi (cn gi l min rng buc) l tp hp cc phng
n kh thi (cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s
(x
1
, x
2
), tho mn tt c cc rng buc c k c iu kin khng m ca cc bin (xem hnh
II.1).
Trc ht chng ta v ng thng c phng trnh l 4x
1
+ 2x
2
= 60 bng cch xc nh
hai im thuc ng thng: (x
1
= 0, x
2
= 30) v (x
1
= 15, x
2
= 0).
ng thng ny chia mt phng lm hai na mt phng. Mt phn gm cc im (x
1
, x
2
)
tho mn: 4x
1
+ 2x
2
60, phn cn li tho mn: 4x
1
+ 2x
2
60. Ta tm c na mt phng tho
mn: 4x
1
+ 2x
2
60.
Tng t, c th v ng thng c phng trnh l 2x
1
+ 4x
2
= 48 bng cch xc nh
hai im thuc ng thng l (x
1
= 0, x
2
= 12) v (x
1
= 24, x
2
= 0). Sau tm na mt phng
tho mn: 2x
1
+ 4x
2
48.

Lc ny, giao ca hai na mt phng tm c trn y cho ta tp hp cc im (x
1
, x
2
)
tho mn cc rng buc. Tuy nhin, tho mn iu kin khng m ca cc bin, ta ch xt cc
im nm trong gc phn t th nht. Vy min cc phng n kh thi (ni vn tt hn, min
phng n) l min gii hn bi t gic OABC (cn gi l tp li a din v l min to nn bi
giao ca cc na mt phng).
Bc 2: Trong min (OABC) ta tm im (x
1
, x
2
) sao cho
z = 8x
1
+ 6x
2
t gi tr ln nht.
Cch 1. Dng ng ng mc. Ty theo gi tr ca x
1
, x
2
m z c nhng mc gi tr khc
nhau.
30
4x
1
+ 2x
2
= 60
O
4
8
12
x
1

2x
1
+ 4x
2
= 48
x
2

6
15
3 24
A
B
C
Hnh II.1. Phng php th gii bi ton quy hoch tuyn tnh
18
V ng ng mc: 8x
1
+ 6x
2
= c mc c = 24, (ta c th chn gi tr c bt k, nhng
chn c = 24 l bi s chung ca 6 v 8 vic tm ta cc im ct hai trc ta thun li
hn). D dng tm c hai im nm trn ng ng mc ny l (x
1
= 0, x
2
= 4) v (x
1
= 3, x
2
=
0). Cc im nm trn ng ng mc ny u cho gi tr hm mc tiu z = 24.
Tng t, c th v ng ng mc th hai: 8x
1
+ 6x
2
= 48 i qua hai im (x
1
= 0, x
2
=
8) v (x
2
= 0, x
1
= 6). Chng ta nhn thy, nu tnh tin song song ng ng mc ln trn theo
hng ca vc t php tuyn n
(8, 6) th gi tr ca hm mc tiu z = 8x
1
+ 6x
2
tng ln.
Vy gi tr z ln nht t c khi ng ng mc i qua im B(12, 6) (tm c x
1
=
12, x
2
= 6 bng cch gii h phng trnh 4x
1
+ 2x
2
= 60 v 2x
1
+ 4x
2
= 48).
Do , trong cc phng n kh thi th phng n ti u l (x
1
= 12, x
2
= 6). Ti phng n
ny, gi tr hm mc tiu l ln nht z
max
= 8 12 + 6 6 = 132.
Nhn xt. Phng n ti u (nu c) ca mt BTQHTT vi min phng n D, l mt tp
li a din c nh, lun t c ti t nht mt trong cc nh ca D. Cc nh ny cn c gi
l cc im cc bin ca tp li a din D (chnh xc hn, im cc bin l im thuc tp li a
din, m khng th tm c mt on thng no cng thuc tp li a din nhn im l im
trong). Nhn xt trn y l mt nh l ton hc (xem thm chng VI) c chng minh
mt cch tng qut. Ni mt cch hnh nh, mun t c phng n ti u cho cc BTQHTT
th cn phi mo him i xt cc im cc bin ca min phng n.
Cch 2. T nhn xt trn, i vi BTQHTT c phng n ti u v c min phng n D
l tp li a din c nh, ta c th tm phng n ti u bng cch so snh gi tr ca hm mc
tiu ti cc im cc bin ca D. Quay li v d 1, ta c gi tr z ti O(0, 0): z (0, 0) = 0, ti A(0,
12): z(0, 12) = 72, ti C(15, 0): z(15, 0) = 120 v ti B(12, 6): z(12, 6) = 132 (t z
max
).
Nhn xt. Xt BTQHTT c phng n ti u v c min phng n D l tp li a din c
nh. tm phng n ti u, ta xut pht t mt im cc bin no v tm cch ci thin
hm mc tiu bng cch i ti im cc bin k tt hn. Tip tc nh vy cho ti khi tm c
phng n ti u. Quy trnh gii ny bao gm hu hn bc do s im cc bin l hu hn.
i vi BTQHTT trong v d 1, quy trnh gii c minh ho nh sau:
O(0, 0) A(0, 12) B(12, 6) dng
z = 0 z = 72 z = 132
hoc:
O(0, 0) C(15, 0) B(12, 6) dng
z = 0 z = 120 z = 132
Quy trnh gii BTQHTT tng qut c s khi gin lc nh trnh by trn hnh II.2. Trong
s trn, v mc ch trnh by vn n gin, chng ta khng cp ti cc trng hp khi
BTQHTT c min phng n l tp rng (lc ta khng tm c phng n cc bin xut pht)
cng nh khi ta khng tm c im cc bin k tt hn mc d iu kin ti u cha tho mn (lc
hm mc tiu z khng b chn).

19
S khi

2. Phng php n hnh
2.1. Tm hiu quy trnh tnh ton
Phng php n hnh l phng php s gii BTQHTT theo s trn. gii v d
cho, trc ht chng ta cn a BTQHTT v dng chnh tc bng cc bin b khng m x
3
v x
4

nh sau:
Max z = 8x
1
+ 6x
2
+ 0x
3
+ 0x
4

vi cc rng buc
4x
1
+ 2x
2
+ x
3
= 60
2x
1
+ 4x
2
+ x
4
= 48
x
1
, x
2
, x
3
, x
4
0.
Ch . BTQHTT c dng chnh tc l BTQHTT vi cc bin khng m, cc rng buc c
du =, h s v phi ca cc rng buc khng m. Ngoi ra, mi phng trnh bt buc phi c
mt bin ng c lp vi h s +1.
Cch lp v bin i cc bng n hnh
Bt u
Nhp d liu
Tm im cc bin
xut pht
Tm im
cc bin k
tt hn
Kim tra iu kin
ti u
In v lu tr kt qu
Dng
ng
Sai
Hnh II.2. S khi gii BTQHTT
20
gii BTQHTT dng chnh tc trn y, cn lp mt s bng n hnh nh trong bng
II.1. Trc ht, cn in s liu ca bi ton cho vo bng n hnh bc 1:
Ct 1 l ct h s hm mc tiu ng vi cc bin c s chn. Phng n xut pht c
th chn l x
1
= x
2
= 0 (y chnh l im gc to O(0, 0) trn hnh II.1), do x
3
= 60, x
4
=
48. Nh vy ti bc ny chng ta cha bc vo sn xut, nn trong phng n cha c n v
sn phm loi I hay loi II no c sn xut ra (ch sn xut ra cc lng nguyn liu d tha,
ta cng ni l cc sn phm loi III v IV), v gi tr hm mc tiu z tm thi bng 0.
Bng II.1. Cc bng n hnh gii BTQHTT
c
1
= 8 c
2
= 6 c
3
= 0 c
4
= 0
H s hm
mc tiu c
j

Bin c s Phng n
x
1
x
2
x
3
x
4

Bng n hnh bc 1
0
0
x
3

x
4

60
48
4
2
2
4
1
0
0
1
Hng z z
0
= 0 z
1
= 0 z
2
= 0 z
3
= 0 z
4
= 0
Hng
j
= c
j
z
j

1
= 8
2
= 6
3
= 0
4
= 0
Bng n hnh bc 2
8
0
x
1
x
4

15
18
1
0
1/2
3
1/4
1/2
0
1
Hng z z
0
= 120 z
1
= 8 z
2
= 4 z
3
= 2 z
4
= 0
Hng
j
= c
j
z
j

1
= 0
2
= 2
3
= 2
4
= 0
Bng n hnh bc 3
8
6
x
1
x
2

12
6
1
0
0
1
1/3
1/6
1/6
1/3
Hng z z
0
= 132 8 6 5/3 2/3
Hng
j
= c
j
z
j
0 0 5/3 2/3
Cc bin b c gi tr ln hn 0 c ngha l cc nguyn liu loi tng ng cha c s
dng ht. Ta gi cc bin x
3
v x
4
l cc bin c s v chng c gi tr ln hn 0 cn x
1
v x
2
l
cc bin ngoi c s v chng c gi tr bng 0. Vi bi ton c hai rng buc, ti mi bc ch c
hai bin c s.
Ct 2 l ct cc bin c s. Trong ct 3 (ct phng n) cn ghi cc gi tr ca cc bin
c s chn.
Cc ct tip theo l cc ct h s trong cc iu kin rng buc tng ng vi cc bin
x
1
, x
2
, x
3
v x
4
ca bi ton cho.
Phn tch bng n hnh bc 1
H s ng vi bin x
1
trn hng th nht l a
11
= 4 c ngha l t l thay th ring gia
mt n v sn phm loi I v mt n v sn phm loi III l 4 (gii thch: xt phng trnh (hay
21
rng buc) th nht 4x
1
+ 2x
2
+ x
3
= 60, x
1
tng mt n v th x
3
phi gim bn n v nu gi
nguyn x
2
). Tng t ta c th gii thch c ngha ca cc h s a
ij
khc cho trn hng 1 v
hng 2 trong bng n hnh bc 1.
Chng ta xt hng z ca bng n hnh. tnh z
1
, cn p dng cng thc
z
1
= (ct h s ca hm mc tiu) (ct h s ca bin x
1
) = 04 + 02 = (gi mt n v sn
phm loi III)(t l thay th ring loi I / loi III) + (gi mt n v sn phm loi IV)(t l
thay th ring loi I / loi IV) = tng chi ph phi b ra khi a thm mt n v sn phm loi I
vo phng n sn xut mi = 0. Cc gi tr z
j
, vi j = 1, 2, 3, 4, c tnh tng t v chnh l
cc chi ph khi a thm mt n v sn phm loi x
j
vo phng n sn xut mi. Cn z
0
l gi
tr ca hm mc tiu t c ti phng n ang xt: z
0
= (ct h s ca hm mc tiu) (ct
phng n) = 060 + 0 48 = 0.
Trn hng
j
cn ghi cc gi tr
j
, j = 1, 2, 3, 4, tnh theo cng thc
j
= c
j
z
j
= li
nhun / n v sn phm chi ph / n v sn phm. Vy
j
l "li bin" / mt n v sn phm
khi a mt thm mt n v sn phm loi x
j
vo phng n sn xut mi. Nu
j
> 0 th hm
mc tiu cn tng c khi ta a thm cc sn phm loi j vo phng n sn xut mi. C th
chng minh c
j
chnh l o hm ring
j
z / x ca hm mc tiu z theo bin x
j
. Nh vy,
x
1
tng ln 1 th z tng ln 8 cn x
2
tng ln 1 th z tng ln 6 .
Do
1
v
2
u ln hn 0 nn vn cn kh nng ci thin hm mc tiu khi chuyn sang
(hay xoay sang) mt phng n cc bin k tt hn (quay li nhn xt mc 1.2, phn gii bi
ton bng phng php th: im cc bin k ca im O(0, 0) c th l A(0, 12) hay C(15,
0)).
Th tc xoay (pivotal procedure)
Bc 1: Chn ct xoay l ct bt k c
j
> 0. Lc bin x
j
tng ng vi ct xoay c
chn lm bin c s mi do x
j
tng ko theo hm mc tiu tng. y ta chn a x
1
vo lm
bin c s mi.
Bc 2: Chn hng xoay xc nh a bin no ra khi tp cc bin c s (v ti mi
bc s bin c s l khng thay i). chn hng xoay, ta thc hin quy tc t s dng b
nht bng cch ly ct phng n (60, 48)
T
chia tng ng cho ct xoay (4, 2)
T
chn t s b
nht. Mt iu cn ch l ta ch xt cc t s c mu s dng.
V Min {60/4, 48/2} = 60/4 t c ti hng u, nn hng xoay l hng u (hng tng
ng vi bin x
3
). Do cn a x
3
ra khi tp cc bin c s.
Bc 3: Chn phn t xoay nm trn giao ca hng xoay v ct xoay.
Bc 4: Xoay sang bng n hnh mi, xc nh cc bin c s mi in vo ct bin
c s, ng thi thay cc gi tr trong ct h s hm mc tiu. Sau , tnh li cc phn t ca
hng xoay bng cch ly hng xoay c chia cho phn t xoay c hng mi tng ng.
Bc 5: Cc phn t cn li ca bng n hnh mi tnh theo quy tc hnh ch nht:
(1)
mi
= (1)
c
(2)
c
(4)
c
/(3)
c
, trong (3) l nh tng ng vi phn t xoay (xem hnh I.3).
22

Gii thch. Cc bc xoay trn y ch l php bin i tng ng h phng trnh
4x
1
+ 2x
2
+ x
3
= 60 (2.1)
2x
1
+ 4x
2
+ x
4
= 48 (2.2)
c h
x
1
+ (1/2)x
2
+ (1/4)x
3
= 15 (2.1)
0x
1
+ 3x
2
(1/2)x
3
+ x
4
= 18 (2.2)
bng cch ly phng trnh (2.1) chia cho 4 (phn t xoay) c (2.1), ri ly (2.2) tr bt 2
(2.1)/4 c (2.2). y chnh l ni dung ca bc 4 v bc 5. Cn vic thc hin bc 3 s
m bo rng gi tr ca cc bin c s mi khng m (x
1
= 15,
x
4
= 18).
p dng th tc xoay cho cc phn t nm trn hng 1 v 2 ca bng n hnh bc 1, sau
tnh cc gi tr trn hng z
j
v
j
tng t nh khi lp bng n hnh bc 1, chng ta s nhn
c bng n hnh bc 2.
Bng bc 2 c th c phn tch tng t nh bng bc 1. Cn ch rng lc ny ta
ang v tr ca im C(15, 0) v x
1
= 15 cn x
2
= 0 (xem hnh II.1). Ti im ny gi tr ca hm
mc tiu l z
0
= 120 c ci thin hn so vi bc 1. Ta thy
2
= 2 > 0 nn cn c th ci
thin hm mc tiu bng cch a bin x
2
vo lm bin c s mi. Thc hin cc bc xoay sang
phng n cc bin k tt hn, chng ta s c bng n hnh bc 3.
Ti bng n hnh bc 3 ta thy iu kin ti u c tho mn (
j
0, j =1, 4 ) nn
khng cn kh nng ci thin phng n. Phng n ti u t c ti x
1
= 12, x
2
= 6, x
3
= 0,
x
4
= 0, tc l ti im cc bin B(12, 6) vi gi tr z
max
= 132 (xem thm hnh II.1).
Mt s ch
iu kin ti u cho cc BTQHTT dng Max l
j
0, j .
i vi cc BTQHTT cn cc tiu ho hm mc tiu th iu kin ti u (hay tiu chun
dng) l
j
0, j (nu j* sao cho
j*
< 0 th cn tip tc ci thin hm mc tiu bng cch
chn ct j* lm ct xoay).
(1)
(2)
(3)
(4)
Chng hn: nu (1)
c
= 4,(2)
c
= 2,
(3)
c
= phn t xoay = 4, (4)
c
= 2 th
(1)
mi
= 4 22/4 =3

Hnh II.3. Quy tc hnh ch nht
23
Trong thc tin gii cc BTQHTT dng tng qut c th xy ra trng hp khng tm
c phng n xut pht (tc l khng c phng n kh thi). Lc ny c th kt lun m hnh
thit lp c cc iu kin rng buc qu cht ch, cn xem xt ni lng cc iu kin ny.
Trong trng hp ta tm c ct xoay m khng tm c hng xoay th kt lun hm
mc tiu khng b chn trn (i vi cc BTQHTT dng Max) hoc khng b chn di (i vi
cc BTQHTT dng Min).
Trong cc trng hp trn cng phi dng li v kt lun m hnh quy hoch tuyn tnh
thit lp khng ph hp vi thc t.
2.2. Khung thut ton n hnh
Sau y l khung thut ton ca phng php n hnh c pht biu cho BTQHTT cc
i ha dng chnh tc.
Bc khi to
Tm mt phng n cc bin ban u.
Tnh
j
= c
j
z
j
, j = 1, n , trong n l s bin ca bi ton ang xt.
Cc bc lp
Bc 1: Kim tra iu kin ti u. Nu iu kin ti u
j
= c
j
z
j
0, j = 1,n c
tho mn th in / lu tr kt qu ca bi ton v chuyn sang bc kt thc.
Bc 2: Nu tn ti mt ch s j sao cho
j
> 0 th tin hnh th tc xoay gm nm bc
bit, tnh li cc
j
, j = 1, n v quay li bc 1 (Ch : Trong trng hp ta tm c ct
xoay m khng tm c hng xoay th kt lun hm mc tiu khng b chn, in / lu tr kt qu
ca bi ton v chuyn sang bc kt thc).
Bc kt thc. Dng.
3. C s ton hc ca phng php n hnh
3.1. Pht biu bi ton quy hoch tuyn tnh dng chnh tc
Xt BTQHTTdng sau y (vi cc rng buc u c du =):
Max (Min) z = c
1
x
1
+ c
2
x
2
+ ... + c
n
x
n

vi h iu kin rng buc

11 1 12 2 1n n 1
21 1 22 2 2n n 2
m1 1 m2 2 mn n m
j
a x a x ... a x b
a x a x + ... a x = b
a x a x ... a x b
x 0, j 1, n.
+ + + =
+ +
+ + + =

Chng ta s dng cc k hiu sau (T l k hiu chuyn v):
Vc t h s hm mc tiu c = (c
1
, c
2
, , c
n
)
T
R
n
,
Vc t quyt nh x = (x
1
, x
2
, , x
n
)
T
R
n
,
Vc t h s v phi b = (b
1
, b
2
, , b
m
)
T
R
m
,
24
Ma trn h s cc iu kin rng buc
A =
11 12 1n
21 22 2n
m1 m2 mn
a a ... a
a a ... a
... ... ... ...
a a ... a

R
mn
,
trong a
j
= (a
1j
, a
2j
, ,a
mj
)
T
l vc t ct j ca ma trn A, j = 1, n .
Vi cc k hiu trn, BTQHTT c vit ngn gn l:
Max z = c
T
x, vi x D = {x R
n
: Ax = b, x 0}. (2.3)
BTQHTT trn y c gi l BTQHTT dng chun tc nu hng ca A bng m v b 0
(cc ta ca b u khng m). Ngoi ra, nu A c m vc t ct l cc vc t n v c lp
tuyn tnh th BTQHTT dng chun tc tr thnh BTQHTT dng chnh tc. Trong trng hp
BTQHTT dng chnh tc, khng lm gim tnh tng qut, chng ta lun c th coi m vc t ct a
j

, j = n m 1,n + l cc vc t n v c lp tuyn tnh,
V d 2. Chng ta xt li v d 1 ca chng ny.
Max z = 8x
1
+ 6x
2
+ 0x
3
+ 0x
4

vi cc rng buc
4x
1
+ 2x
2
+ x
3
= 60
2x
1
+ 4x
2
+ x
4
= 48
x
1
, x
2
, x
3
, x
4
0.
y l BTQHTT dng chnh tc. Gi s ma trn A c phn r theo khi di dng A =
[N B] vi B l ma trn kh nghch. Chng ta s s dng cc k hiu sau:
J = {1, 2, ..., n} l tp cc ch s, J
B
= {j: a
j
l vc t ct ca B} l tp ch s cc bin c s, J
N
= J
\ J
B
= {j : a
j
l vc t ct ca N} l tp cc ch s cc bin ngoi c s. Lc , c th vit vc t
quyt nh di dng x =
( )
T
T T
N B
x , x v vc t h s hm mc tiu c =
( )
T
T T
N B
c , c .
Trong v d 2, ta c: J
N
= {1, 2}, J
B
= {3, 4}. D dng thy, phng n ban u
x =
( )
T
T T
N B
x , x = (0, 0, 60, 48)
T
, trong x
N
= (x
1
, x
2
)
T
= (0, 0)
T
v x
B
= (x
3
, x
4
)
T
=
(60, 48)
T
. Vc t h s hm mc tiu l c =
( )
T
T T
N B
c , c = (8, 6, 0, 0)
T
vi c
N
= (8 6)
T
,
c
B
= (0 0)
T
. Cc vc t ct ca ma trn rng buc A l:
a
1
=
4
2

, a
2
=
2
4

, a
3
=
1
0

, a
4
=
0
1

.
Vy A = (a
1
, a
2
, a
3
, a
4
) = [N B] vi N =
4 2
2 4

, B =
1 0
0 1

.
25
Cn ch rng: Ax = b [N B]
N
B
x
x

= b Nx
N
+ Bx
B
= b Bx
B
= b x
B
= B
1
b.
Phng n cc bin
i vi BTQHTT (2.3) dng chnh tc lun c th tm c mt phng n xut pht x =
(0, 0, , 0, b
1
, b
2
, , b
m
)
T
, trong n m ta u tin u bng 0. y l mt phng n cc
bin. Mt cch tng qut, xt mt phn r ty ca ma trn A = [N B] vi B l ma trn vung
c to nn t m vc t ct c lp tuyn tnh ca A, N l ma trn c to nn t cc vc t ct
cn li. Lc , mt phng n cc bin ca BTQHTT tng ng vi s phn r trn ca A l
mt phng n c dng x =
( )
T
T T
N B
x , x trong x
N
= 0, x
B
0. Ma trn B c gi l ma trn c
s tng ng vi x (c th xem thm v vn phng n cc bin trong chng VI). Nh vy,
mt phng n cc bin khng c qu m ta dng. Phng n cc bin c ng m ta
dng c gi l phng n cc bin khng suy bin, nu tri li, l phng n cc bin suy
bin.
3.2. Cng thc s gia hm mc tiu
Xt BTQHTT (2.3) dng chnh tc, gi s x l phng n cc bin tng ng vi phn r
A = [N B], vi B l ma trn c s, cn x l mt phng n khc. t x = x x l vc t s
gia cc bin quyt nh. Chng ta tm cch thit lp cng thc s gia hm mc tiu:
c
T
x c
T
x = c
T
( x x) = c
T
x.
Ta thy ngay Ax = Ax = b nn Ax = 0. K hiu x =
N
B
x
x

, ta c Ax = 0 [N
B]
N
B
x
x

= 0 Nx
N
+ Bx
B
= 0 Bx
B
= Nx
N
x
B
= B
1
Nx
N
.
Vy c
T
x =
T T
N B
(c , c )
N
B
x
x

=
T
N
c x
N
+
T
B
c x
B
=
T
N
c x
N

T
B
c B
1
Nx
N

= (
T
N
c
T
B
c B
1
N)x
N
= (
T
N
c
T
B
c B
1
N)x
N
+ (
T
B
c
T
B
c B
1
B)x
B

= [
T
N
c
T
B
c B
1
N,
T
B
c
T
B
c B
1
B]
N
B
x
x

.
t = [
T
N
c
T
B
c B
1
N,
T
B
c
T
B
c B
1
B] = [
N
,

B
], th c
T
x = x. y chnh l cng thc
s gia hm mc tiu cn thit lp.
Quay li v d 2, trong bng n hnh bc 1, chng ta c:
=
1 1
1 0 4 2 1 0 1 0
(8,6) (0,0) , (0,0) (0,0)
0 1 2 4 0 1 0 1

= (8, 6, 0, 0) = (
1
,
2
,
3
,
4
).
26
Nhn xt. C th chng minh c rng , 1, .
= =
j
j
z
j n
x
Chng hn, tng ng vi
bng n hnh bc 2 ta c: z = z(x + x) z(x) = c
T
(x + x) c
T
x = c
T
x = x =
1
x
1
+
2
x
2
+
3
x
3
+
4
x
4
= 0x
1
+ 2x
2
+ (2)x
3
+ 0x
4
. R rng
rng,
1
1
z
0
x
= =
,
2
2
z
2
x
= =
,
3
3
z
2
x
= =
,
4
4
z
0
x
= =
.
3.3. Tiu chun ti u
Xt phng n cc bin x ca BTQHTT (2.3) dng chnh tc: x =
( )
T
T T
N B
x , x (tng ng
vi phn r A = [N B], vi B l ma trn c s). Lc ny, x D ta c:
c
T
x
c
T
x c
T
x
c
T
x 0 c
T
x 0.
Vy tiu chun x l phng n ti u l: c
T
x 0, x x 0, x
(
N
,
B
)
N
B
x
x

=
N
x
N
+
B
x
B
0,x
N
x
N
0,x (do
B
= 0).
nh l 1. Xt BTQHTT (2.3) dng chnh tc. iu kin mt phng n cc bin x =
( )
T
T T
N B
x , x (tng ng vi phn r A = [N B], vi B l ma trn c s) l phng n ti u l
N

=
T
N
c
T
B
c B
1
N 0. Ngc li, nu x l phng n cc bin ti u khng suy bin th ta cng c
N
=
T
N
c
T
B
c B
1
N 0.
Chng minh
iu kin . Nu
N
0, th
N
x
N
0, x D, (ch rng x
N
= 0 lun ng, nn cng
lun c x
N
= x
N
x
N
0). Do
B
= 0 nn
N
x
N
+
B
x
B
0, x hay x 0,x. Vy
c
T
x
c
T
x, x D. Do x l phng n ti u.
iu kin cn. S dng phng php chng minh phn chng, gi s x l phng n cc
bin ti u khng suy bin v iu kin
N
0 khng c tho mn. Lc tn ti ch s j*
J
N
sao cho
j*
> 0. Xt phng n x = x + x. Chng ta s ch ra cch xy dng x sao cho x l
phng n kh thi tha mn c
T
x
> c
T
x hay c
T
x < 0, t suy ra x khng phi l phng n ti
u.
Tht vy, chn x
N
sao cho: x
j
= 0, j J
N
, j j* v x
j*
= > 0.
Chn x
B
sao cho: Ax = 0 [N B]
N
B
x
x

= 0 Nx
N
+ Bx
B
= 0 Bx
B
= Nx
N
x
B
= B
1
Nx
N
x
B
= B
1
a
j*
.
Trong v d 2, t a t hy: Nx
N
=
1
2
x 4 2
x 2 4

=
4 2
2 4 0

=
4
2

= a
1
,
vi j * = 1.
27
x l phng n kh thi, cn phi c x 0. D thy x
N
0 theo cch xy dng x
N
.
Cn x
B
= x
B
+ x
B
= x
B
B
1
a
j*
. x
B
0 phi chn theo quy tc t s dng b nht (nh
bit mc 2.1 khi m t th tc xoay).
Trng hp 1: B
1
a
j*
0. Lc ny, khi thc hin quy tc t s dng b nht (ly ct
phng n chia cho ct a
j*
) ta khng nhn c mt t s no c mu s dng. x
B
0,
chng ta c th chn > 0 v ln tu . Do c
T
x =
j*
+ khi chn +. iu ny
chng t phng n x khng phi l phng n ti u v BTQHTT (2.3) dng chnh tc c hm
mc tiu khng b chn trn.
Trng hp 2: Vc t B
1
a
j*
c ta dng. cho d hiu, xt li v d 1 v bng n
hnh II.1 (bc 2). Do x
1
v x
4
l cc bin c s v j* = 2 nn:
B =
4 0
2 1

B
1
=
1/ 4 0
1/ 2 1

B
1
a
j*
=
1/ 4 0
1/ 2 1

2
4

=
1/ 2
3

.
Vy: x
B
= x
B
+ x
B
= x
B
B
1
a
j*
=
15
18

1/ 2
3

0
15 (1/ 2) 0
18 3 0.

Chn = Min
15 18
,
1/ 2 3

= 6 theo quy tc t s dng b nht s m bo x
B
0.
Do x l phng n cc bin khng suy bin nn x
B
> 0 ko theo > 0. Cui cng, ta c
c
T
x = x =
N
x
N
+
B
x
B
=
N
x
N
=
j*
x
j*
=
j*
> 0. Do , phng n x khng th l
phng n ti u (pcm).
Nhn xt
Nu tn ti ch s i* J
B
sao cho x
i*
= 0 (nh bit, phng n cc bin x lc ny c
gi l phng n cc bin suy bin), th t iu kin x
B
= x
B
+ x
B
= x
B
B
1
a
j*
0 c th xy
ra trng hp chn c = 0. Do c
T
x =
j*
= 0, tc l hai phng n x v x cho cng mt
gi tr hm mc tiu. Trong cc trng hp nh vy c th xy ra hin tng xoay vng: Chng
hn, khi chuyn t x sang x , ri li chuyn t x sang mt phng n x no m vn cha ci
thin c gi tr ca hm mc tiu. Sau , li c th xy ra vic chuyn t x v x. Nh vy qu
trnh gii BTQHTT theo thut ton n hnh s b treo ti vng lp x x x x. khc
phc hin tng xoay vng c th p dng mt s th tc tnh ton. Cch n gin nht l p
dng quy tc t s dng b nht vi s b sung sau: Nu c nhiu ch s ng vi t s dng b
nht, th chn ngu nhin mt trong cc ch s xc nh hng xoay tng ng.
Trong qu trnh gii BTQHTT (2.3) dng chnh tc khi xut pht t mt phng n cc
bin, bng th tc xoay ta lun chuyn t phng n cc bin ny sang phng n cc bin khc
cho ti khi cc du hiu dng c tha mn (tc l khi tiu chun ti u c tha mn hay khi
kt lun c BTQHTT cho c hm mc tiu khng b chn trn).
3.4. Thut ton n hnh cho bi ton quy hoch tuyn tnh dng chnh tc
Xt BTQHTT dng chnh tc:
Max z = c
1
x
1
+ c
2
x
2
+ ... + c
n
x
n
+ c
n+1
x
n+1
+ ... + c
n+m
x
n+m
28
vi cc rng buc
a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
+ x
n+1
= b
1

a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
+ x
n+2
= b
2

...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
+ x
n+m
= b
m

x
1
, x
2
, ..., x
n
, x
n+1
, ..., x
n+m
0
Bc khi to
Nhp cc h s hm mc tiu c, ma trn rng buc A v cc h s v phi b.
t d
1
= c
n+1
, ..., d
m
= c
n+m
, tc l c
B
= (d
1
, ..., d
m
)
T
.
t ch s bin c s: r(1) = n + 1, ..., r(m) = n + m.
Gn x
r(i)
= b
i
, i = 1, m.
t flag = 2.
Cc bc lp
Bc 1:
Tnh c
T
x = z = d
1
x
r(1)
+ ... + d
m
x
r(m)
.
Tnh z
j
=
m
pj p
p 1
a d
=
, j = 1,n m + .
Tm = [
N
,
B
] = [
T
N
c
T
B
c B
1
N,
T
B
c
T
B
c B
1
B], trong
B
= 0. Nh vy
j
= c
j
z
j
, vi z
j
=
m
pj p
p 1
a d
=
, j N v
j
= c
j
z
j
= 0, j B, (tc l z
N
=
T
B
c B
1
N v
z
B
=
T
B
c B
1
B).
Bc 2: Nu tn ti ch s j N sao cho
j
> 0 th thc hin th tc xoay.
Xc nh ct xoay: chn ct xoay s ng vi mt ch s j c tnh cht
j
> 0. Thng
thng chn j ng vi
j
> 0 ln nht, hoc chn ngu nhin.
Xc nh hng xoay q theo quy tc t s dng b nht:
r (q) r ( i )
i s
qs i s
x x
Mi n , a 0
a a

= >

.
Trong trng hp khng tn ti a
is
> 0, t flag = 0 v chuyn sang bc kt thc.
Xc nh phn t xoay a
qs
.
Tnh li ( chuyn sang bng n hnh mi): b
q
: = b
q
/a
qs
, a
qj
: = a
qj
/a
qs
, j. i q tnh li b
i

: = b
i
b
q
a
is
v a
ij
= a
ij
a
qj
a
is
, j.
t li ch s cc bin c s: r(q) := s, d
q
:= c
s
, x
r(i)
= b
i
i =1, m.
Quay v bc 1.
Bc 3: Nu
j
0, j N th t flag = 1 v chuyn sang bc kt thc.
29
Bc kt thc
Ghi li d liu u vo ca BTQHTT v kt qu cui cng. Nu flag = 0 th kt lun
BTQHTT c hm mc tiu khng b chn trn. Cn nu flag = 1 th kt lun BTQHTT c phng
n ti u tm c. Dng.
4. B sung thm v phng php n hnh
Xt BTQHTT dng tng qut:
Max (Min) z = c
1
x
1
+ c
2
x
2
+ .... + c
n
x
n

a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
b
1

a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
b
2
...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
b
m
x
1
0, x
2
0, ..., x
n
0.
Trong k hiu c th hiu l , hoc = i vi cc rng buc. i vi iu kin v
du ca cc bin 0 c th hiu l 0, 0 hoc c du tu . Mun gii mt BTQHTT c dng
tng qut, trc ht cn a n v dng chnh tc. C th nhc li vn tt, BTQHTT dng chnh
tc l bi ton vi cc bin khng m, cc rng buc vi du =, h s v phi ca cc rng buc
khng m. Ngoi ra, mi phng trnh bt buc phi c mt bin ng c lp vi h s +1.
4.1. a bi ton quy hoch tuyn tnh v dng chnh tc
V d 3. Xt li v d 1, trng hp cc rng buc u c du .
Max z = 8x
1
+ 6x
2
, vi cc rng buc
1 2
1 2
1 2
4x 2x 60
2x 4x 48
x , x 0.
+

a BTQHTT v dng chnh tc nh bit bng cch thm hai bin b (slack variables)
x
3
v x
4
. Ta c BTQHTT dng chnh tc:
Max z = 8x
1
+ 6x
2
+0x
3
+ 0x
4

1 2 3
1 2 4
1 2 3 4
4x 2x x 60
2x 4x x 48
x , x , x , x 0.
+ + =
+ + =

Lc ny, trong h hai iu kin rng buc c hai bin ng c lp trong tng
phng trnh vi h s +1, nn c th tm c phng n cc bin xut pht bt u qu
trnh gii bi ton.
V d 4. Trng hp c iu kin rng buc vi du hoc =.
30
Max z = 8x
1
+ 6x
2
, vi cc rng buc
1 2
1 2
1 2
4x 2x 60
2x 4x 48
x , x 0.
+

Ta thm hai bin b x
3
(slack variable) mang du +, x
4
(surplus variable) mang du c
h iu kin rng buc (mang du =)
1 2 3
1 2 4
1 2 3 4
4x 2x x 60
2x 4x x 48
x , x , x , x 0.
+ + =
+ =

Phi thm bin gi x
5
(x
5
gi l lng vi phm ca phng trnh th hai) c h iu
kin rng buc
1 2 3
1 2 4 5
1 2 3 4 5
4x 2x x 60
2x 4x x x 48
x , x , x , x , x 0.
+ + =
+ + =

Lc ny, do c hai bin ng c lp trong tng phng trnh vi h s +1, nn
c th tm c phng n cc bin xut pht bt u qu trnh gii bi ton bng phng
php n hnh vi hm mc tiu l Max z = 8x
1
+ 6x
2
+ 0x
3
+ 0x
4
Mx
5
, trong M +
v biu thc Mx
5
gi l lng pht (nh thu). Bi ton c a v dng chnh tc.
Lng vi phm x
5
cng ln th hm mc tiu cng gim, gi tr ca hm mc tiu ch c th
t Max khi x
5
= 0.
V d 5. Trng hp c bin khng dng.
Max z = 8x
1
6x
2

1 2 3
1 2 4
1 2 3 4
4x 2x x 60
2x 4x x 48
x 0, x 0, x 0, x 0.
+ +
+ =

Lc ny mun gii bi ton bng phng php n hnh ta phi i bin x
/
2
= x
2
. Ta c
BTQHTT vi cc bin u khng m.
Max z = 8x
1
+ 6x
/
2

/
1 2 3
/
1 2 4
/
1 2 3 4
4x 2x x 60
2x 4x x 48
x , x , x , x 0.
+

V d 6. Trng hp c bin vi du tu .
Max z = 8x
1
+ 6x
2
, vi cc rng buc
31
1 2
1 2
1 2
4x 2x 60
2x 4x 48
x 0, x
+
c du tu .

Lc ny ta vit bin x
2
di dng x
2
= x
/
2
x
//
2
vi
/
2 2
//
2 2
x max{0, x }
x max{0, x }
=
th m bo
/
2
//
2
x 0
x 0.

Cc rng buc s l
/ //
1 2 2 3
/ //
1 2 2 4
/ //
1 2 2 3 4
4x 2x 2x x 60
2x 4x 4x x 48
x , x , x , x , x 0.
+ + =
+ + =

Bi ton vi hm mc tiu Max z = 8x
1
+ 6x
/
2
6x
//
2
+ 0x
3
+ 0x
4

v cc iu kin rng buc
trn l BTQHTT dng chnh tc.
Kt lun. Bao gi cng a c BTQHTT bt k (cc bin c du tu , cc rng buc c
th , hay =) v dng chnh tc. Bin c du 0 c thay bng mt bin c du 0, bin c
du tu c thay bi hiu ca hai bin u c du 0. Rng buc c a v = bng cch
thm mt bin b (thiu), rng buc a v rng buc = bng cch thm mt bin b (tha) v
mt bin gi, mi rng buc c du = c thm mt bin gi. S bin gi ca BTQHTT dng chnh
tc nhn c chnh l tng s cc rng buc v =.
4.2. Phng php n hnh m rng
Phng php n hnh m rng cn gi l phng php nh thu M c p dng gii
BTQHTT c bin gi.
V d 7. Xt BTQHTT: Max z = 8x
1
+ 6x
2
, vi cc rng buc
1 2
1 2
1 2
4x 2x 60
2x 4x 48
x , x 0.
+
(2.4)
hay: Max z = 8x
1
+ 6x
2
+0x
3
+ 0x
4
, vi cc rng buc
1 2 3
1 2 4
1 2 3 4
4x 2x x 60
2x 4x x 48
x , x , x , x 0,
+ + =
+ =
(2.5)
Ta c th a bi ton v dng chnh tc sau gi l bi ton M:
Max z = 8x
1
+ 6x
2
+0x
3
+ 0x
4
Mx
5

(trong M +)
32
vi cc rng buc
1 2 3
1 2 4 5
1 2 3 4 5
4x 2x x 60
2x 4x x x 48
x , x , x , x , x 0.
+ + =
+ + =
(2.6)
Cch 1. C th gii BTQHTT vi cc iu kin rng buc (2.4) bng phng php th
nhn c kt qu: phng n ti u l (x
1
= 0, x
2
= 30) v z
max
= 180.
Cch 2. Gii BTQHTT vi cc iu kin rng buc (2.6) bng cch lp bng n hnh nh
thng thng nhng ch h s M + (xem bng II.2).
Ti bng n hnh cui cng, ta thy
j
0, j, nn phng n ti u t c vi x
2
=
30, x
4
= 72, x
1
= x
4
= x
5
= 0 v z
max
= 180.
Bng II.2. Cc bng n hnh gii bi ton M
8 6 0 0 M
H s hm
mc tiu
Bin c s Phng n
x
1
x
2
x
3
x
4
x
5

0
M
x
3

x
5

60
48
4
2
2
4
1
0
0
1
0
+1
Hng z z
0
= 48M z
1
= 2M z
2
= 4M z
3
= 0 z
4
= M z
5
= M
Hng
j

1
= 8 + 2M
2
= 6+4M
3
= 0
4
= M
5
= 0
0
6
x
3

x
2

36
12
3
1/2
0
1
1
0
1/2
1/4
1/2
1/4
Hng z 72 3 6 0 3/2 3/2
Hng
j
5 0 0 3/2 M3/2
0
6
x
4

x
2

72
30
6
2
0
1
2
1/2
1
0
1
0
Hng z 180 12 6 3 0 0
Hng
j
4 0 3 0 M
Ch
Mt khi mt bin gi c a ra khi c s th khng bao gi quay li na (bn c
hy t chng minh iu ny). Do ta c th xo ct bin gi i khi bng n hnh.
Nu du hiu dng xut hin (
j
0, j) nhng vn cn bin gi vi gi tr dng trong
s cc bin c s th iu ny chng t bi ton ban u khng th c phng n kh thi (c th
chng minh iu ny bng phn chng).
Vi v d trn (xem bng II.2) ta thy qu trnh gii chia lm hai pha: pha 1 nhm gii bi
ton M cho ti khi bin gi (x
5
) c a ra khi tp cc bin c s c c phng n cc
bin xut pht cho BTQHTT vi cc rng buc (2.5) v pha 2 nhm tm phng n ti u cho bi
ton ny.
33
4.3. Phng php n hnh hai pha
T trc ti nay, chng ta lun gi s rng BTQHTT c xem xt lun c phng n v
c th bit c mt phng n (cc bin) ban u ca n khi to qu trnh gii. Trong mc
ny chng ta s i xt cc trng hp khi cha bit BTQHTT c phng n hay khng, cng nh
cha bit c phng n cc bin ban u. i vi nhng trng hp ny c th s dng
phng php n hnh hai pha. Chng ta s trnh by phng php n hnh hai pha thng qua v
d sau.
V d 8. Xt li v d 7.
Max z = 8x
1
+ 6x
2
, vi cc rng buc
1 2
1 2
1 2
4x 2x 60
2x 4x 48
x , x 0.
+

hay:
Max z = 8x
1
+ 6x
2
+ 0x
3
+ 0x
4
, vi cc rng buc
1 2 3
1 2 4
1 2 3 4
4x 2x x 60
2x 4x x 48
x , x , x , x 0.
+ + =
+ =

Trc ht cn tr li cu hi BTQHTT dng chun tc trn y c phng n hay khng,
nu c th cn tm mt phng n cc bin xut pht ca n.
Pha 1. Tm mt phng n cc bin xut pht bng cch xt BTQHTT sau y:
Min = x
5
, vi cc rng buc

1 2 3
1 2 4 5
1 2 3 4 5
4x 2x x 60
2x 4x x x 48
x , x , x , x , x 0.
+ + =
+ + =
(2.7)
Mc ch ca pha 1 l gii BTQHTT vi cc rng buc (2.7) hay cn gi l bi ton
. Nu tm c phng n ti u ca bi ton vi cc bin gi u nhn gi tr bng 0 th
iu ny chng t BTQHTT vi cc rng buc (2.5) c phng n. Trong trng hp d
dng tm c mt phng n cc bin ca n (xem bng II.3).
j
2
=
12, x
3
= 36, x
1
= x
4
= x
5
= 0 v
min
= 0. Do chng ta a ra kt lun l BTQHTT vi cc rng
buc (2.5) c phng n x
1
= 0, x
2
= 12, x
3
= 36, x
4
= 0.
Nhn xt. Mt cch tng qut, c th khng nh c rng, nu bi ton c phng n
ti u vi gi tr hm mc tiu l 0 th BTQHTT ban u c phng n, trong trng hp tri li
th n khng c phng n. Nu bi ton c gi tr ti u
min
= 0, th ta c ngay phng n
cc bin xut pht cho BTQHTT ban u v chuyn sang pha 2 bng cch b cc ct c bin gi
(cng nh cc hng ng vi bin c s l bin gi) v thay li cc h s hm mc tiu.
34
Bng II.3. Cc bng n hnh gii bi ton pha 1
0 0 0 0 1
H s hm mc tiu Bin c s Phng n
x
1
x
2
x
3
x
4
x
5

0
1
x
3

x
5

60
48
4
2
2
4
1
0
0
1
0
+1
Hng
0
= 48
1
= 2
2
= 4
3
= 0
4
= 1
5
= 1
Hng
j

1
= 2
2
= 4
3
= 0
4
= 1
5
= 0
0
0
x
3

x
2

36
12
3
1/2
0
1
1
0
1/2
1/4
1/2
1/4
Hng
0
= 0 0 0 0 0 0
Hng
j
0 0 0 0 1
Pha 2. Gii BTQHTT vi cc rng buc (2.5) cn c phng n cc bin va tm c
pha 1 (xem bng II.4): Max z = 8x
1
+ 6x
2
+0x
3
+ 0x
4
, vi cc rng buc
1 2 3
1 2 4
1 2 3 4
4x 2x x 60
2x 4x x 48
x , x , x , x 0.
+ + =
+ =

Nhn xt. Kt qu gii v d trn bng phng php n hnh hai pha cng ging vi kt
qu t c khi gii bng phng php n hnh m rng. Tuy nhin, khi s dng phng php
n hnh hai pha, chng ta trnh c s phin phc trong vic khai bo gi tr dng ln ca
tham s M nh trong phng php n hnh m rng.
Bng II.4. Cc bng n hnh gii bi ton pha 2
8 6 0 0
H s hm mc
tiu
Bin c s Phng n
x
1
x
2
x
3
x
4

0
6
x
3

x
2

36
12
3
1/2
0
1
1
0
1/2
1/4
Hng z z
0
= 72 z
1
= 3 z
2

= 6 z
3
= 0 z
4
=3/2
Hng
j

1
= 5
2
= 0
3
= 0
4
= 3/2
0
6
x
4

x
2

72
30
6
2
0
1
1
1/2
1
0
Hng z 180 12 6 3 0
Hng
j
4 0 3 0
j
2
=
30, x
4
= 72, x
1
= x
3
= 0 v z
max
= 180.
35
4.4. Phng php n hnh ci bin
Bng II.5 l bng n hnh tng qut bc lp th k. hiu bng ny ch cn so snh n
vi cc bng n hnh ngay trong bng II.4 trn y hoc cc bng n hnh ca bng II.1. D
dng nhn thy rng cc biu thc tnh ton u xoay quanh ma trn B
1
, trong B l ma trn c
s bc k. chuyn sang bng n hnh bc lp th k+1 tip theo, cn tnh c
1
next
B
,
vi B
next
l ma trn c s bc k + 1.
Bng II.5. Bng n hnh dng tng qut
N
T
c
T
B
c
T
N
x
T
B
x
c
B
x
B
B
1
b B
1
N B
1
B
Hng z
T
B
c B
1
N
T
B
c B
1
B
Hng
j

T
N
c
T
B
c B
1
N
T
B
c
T
B
c B
1
B
Ni dung ca phng php n hnh ci bin (hay cn gi l phng php n hnh dng
ma trn nghch o) l vic tnh
1
next
B
c da vo cc thng tin cn thit v ti thiu nht c

c t B
1
. V vy cc thng tin cn thit, phi lu tr mi bc tm bng n hnh bc
sau, l t hn nhiu so vi phng php n hnh thng thng. Chng ta trnh by ngn gn
phng php n hnh qua v d 9.
V d 9. Min z = 3x
1
2x
2
+ 0x
3
+ 0x
4
+ 0x
5
+ 0x
6

x
1
+ 2x
2
+ x
3
= 6
2x
1
+ x
2
+ x
4
= 8
x
1
+ x
2
+ x
5
= 1
x
2
+ x
6
= 2
x
1
, x
2
, x
3
, x
4
, x
5
, x
6
0.
Xt bng n hnh bc 1 (bng II.6), ta c
B = [a
3
, a
4
, a
5
, a
6
] =
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1

B
1
= I, N = [a
1
, a
2
] =
=
1 2
2 1
1 1
0 1

T
N
c
T
B
c B
1
N = [3, 2] [0, 0, 0, 0] I N = [3, 2] = [
1
,
2
].
36
Bng II.6. Bng n hnh bc 1
3 2

0 0 0 0

x
1
x
2
x
3
x
4
x
5
x
6
0
0
0
0

x
3

x
4

x
5

x
6

6
8
1
2
1 2
2 1
1 1
0 1
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
Hng z 0 0 0 0 0 0
Hng
j
3 2 0 0 0 0

Do
1
= 3, ta c th a bin x
1
vo c s (k hiu j
0
= 1 l ch s ct ca bin a vo c s).
xc nh bin a ra khi c s, ta tnh x
B
= B
1
b = Ib =[6, 8, 1, 2]
T
. Sau tnh ct h
s tng ng vi ct xoay j
0
= 1 xc nh c trn l = B
1
a
1
= Ia
1
= [1, 2, 1, 0]
T
= [
1
,
2
,
3
,
4
]
T
. p dng quy tc t s dng b nht, xt cc t s 6/1, 8/2, 1/1 v 2/0. T s
dng b nht l 8/2, ng vi ta th 2 nn cn a bin x
4
ra khi c s. Vy ch s ca hng
xoay l i
0
= 2 ( y r(2) = 4, xem li thut ton n hnh mc 3.4, nn hng xoay l hng 2) v
bin a ra khi c s l x
4
.
Ta i tm
1
next
B
. C th nhn thy rng B

next
= [a
3
, a
1
, a
5
, a
6
] = BV = [a
3
, a
4
, a
5
, a
6
]V, trong
V = [e
1
, , e
3
, e
4
], vi e
i
l vc t n v dng ct c ta th i l 1, cn l ct h s ng
vi bin a vo c s. Trong v d trn, l ct h s ng vi bin x
4
. C th kim tra c:
B
next
=
1 1 0 0 1 0 0 0 1 1 0 0
0 2 0 0 0 1 0 0 0 2 0 0
0 1 1 0 0 0 1 0 0 1 1 0
0 0 0 1 0 0 0 1 0 0 0 1

=

V
1
c th tm c t V theo quy tc: thay ct = [
1
,
2
,
3
,
4
]
T
bi ct
[
1
/
2
, 1/
2
,
3
/
2
,
4
/
2
]
T
= [1/2, 1/2, 1/2, 0]
T
. D dng kim tra c:
VV
1
=
1 1 0 0 1 1/ 2 0 0
0 2 0 0 0 1/ 2 0 0
I
0 1 1 0 0 1/ 2 1 0
0 0 0 1 0 0 0 1

=

.
Mt cch tng qut hn c th kim nghim c rng:
37
VV
1
=
1 1 2
2 2
3 3 2
4 4 2
1 0 0 1 / 0 0
0 0 0 0 1/ 0 0
I
0 1 0 0 / 1 0
0 0 1 0 / 0 1

=

V
1

=
1 2
2
3 2
4 2
1 / 0 0
0 1/ 0 0
0 / 1 0
0 / 0 1

.
Ta thy V
1
l ma trn thu c t V bng cch thay ct 2 ca V (ct c ch s trng vi
ch s ca hng xoay i
0
= 2) bi ct mi, thu c bng cch ly tt c cc phn t ca ct 2 nhn
vi 1/
2
, ring ta th i
0
= 2 c thay bi 1/
2
.
T phn tch trn, chng ta nhn c cng thc tnh
1
next
B
= V
1
B
1
, trong
V
1
c xc nh theo quy tc nht nh (ch cn tng qut ha quy tc bit). Vi v d 9,
trong bng n hnh bc 1 chng ta c B
next
= [a
3
, a
1
, a
5
, a
6
] v:
1
next
B
= V
1
B
1
=
1 1/ 2 0 0
0 1/ 2 0 0
0 1/ 2 1 0
0 0 0 1

.
Sau y chng ta tm cch tm tt phng php n hnh ci bin di dng bng (xem
bng II.7). Trc ht, xt bng n hnh bc 1 (bng II.6). Trong bng ny chng ta b i hng
z
j
, b i cc ct tng ng vi cc bin ngoi c s x
1
v x
2
th c bng II.7. Cn thm vo mt
hng mi
T
B
c B
1
v mt ct mi c cc phn t u bng 0, tr phn t cui bng 1. Ngoi ra,
vit thm vo ct xoay ng vi bin s a vo c s. Lc u, ma trn c s B l ma trn n
v nn B
1
B. Xt ma trn
1
B
(c l ma trn B
1
bao), thu c t B bng cch thm vo ct
mi v cc phn t tng ng ca hng
j
.
Bng II.7. Bng n hnh ci bin bc 1
1
B
H s hm mc tiu c
B
Bin c s Phng n
B
1

Ct mi
Ct (x
1
)
0
0
0
0

x
3

x
4

x
5

x
6

6
8
1
2
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
0
0
0
0
1
2
1
0
z =
T
B B
c x = 0

Hng
T
B
c B
1
0 0 0 0 1 3
tm cc s gia hm mc tiu, ta ly 1 nhn vi hng cui ca ma trn B
1
bao, ri li
nhn vi cc ct tng ng a
1
v a
2
trong ma trn A (c l ma trn A m rng), thu c bng
cch thm vo ma trn A hng cui l hng c
T
:
38
A =
1
2
1
0
3

2 1 0 0
1 0 1 0
1 0 0 1
1 0 0 0
2 0 0 0

0
0
0
1
0
[
1
,
2
] = [0, 0, 0, 0, 1]
1
2
1
0
3

2
1
1
1
2
=[3, 2].
Tht vy, do
1
= c
1

T
B
c B
1
a
1
v
2
= c
2

T
B
c B
1
a
2
nn
[
1
,
2
] = [c
1
, c
2
]
T
B
c B
1
[a
1
, a
2
] = [
T
B
c B
1
, 1]
1 2
1 2
a a
c c

= [3, 2].
Vy ct l ct ng vi bin x
1
, = B
1
a
1
= Ia
1
= [1, 2, 1, 0]
T
= [
1
,
2
,
3
,
4
]
T
c
1

=
3. Vi ct xoay xc nh c, ta tm c hng xoay v phn t xoay theo quy tc thng
thng. Sau xoay sang bng n hnh ci bin mi da trn phn t xoay tm c, ma trn
B
1
bc mi cng c th tm theo cc quy tc ca th tc xoay. Ring hng
T
B
c B
1
c tnh
bng cch ly ct c
B
nhn (theo kiu tch v hng) vi cc ct ca B
1
(xem bng II.8).
1
B
H s hm mc tiu c
B
Bin c s Phng n
B
1
Ct mi
Ct (x
2
)
0
3
0
0

x
3

x
1

x
5

x
6

2
4
5
2
1 1/2 0 0
0 1/2 0 0
0 1/2 1 0
0 0 0 1
0
0
0
0
3/2
1/2
3/2
1
z =
T
B B
c x = 4/3 Hng
T
B
c B
1
0 3/2 0 0 1 1/2
tm ct trong bng II.8, trc ht cn tm s gia hm mc tiu cho cc bin ngoi c
s:
[
2
,
4
] = [c
2
, c
4
]
T
B
c B
1
[a
2
, a
4
] = [
T
B
c B
1
, 1]
2 4
2 4
a a
c c

= [0, 3/2, 0, 0, 1]
2
1
1
1
2

0
1
0
0
0
=[1/2, 3/2].
Vy ta xc nh c bin a vo c s l bin x
2
v ct in vo bng II.8:
= B
1
a
2
=
1 1/ 2 0 0 2 3/ 2
0 1/ 2 0 0 1 1/ 2
0 1/ 2 1 0 1 3/ 2
0 0 0 1 1 1

=

.
39
Sau chuyn sang bc tip theo (xem bng II.9).
1
B
H s hm mc tiu c
B
Bin c s Phng n
B
1
Ct mi
Ct
2
3
0
0

x
2

x
1

x
5

x
6

4/3
10/3
3
2/3
2/3 1/3 0 0
1/3 2/3 0 0
1 1 1 0
2/3 1/3 0 1
0
0
0
0

z =
T
B B
c x = 38/3 Hng
T
B
c B
1
1/3 4/3 0 0 1
Chng ta i tnh cc s gia hm mc tiu ng vi cc bin ngoi c s:
[
3
,
4
] = [c
3
, c
4
]
T
B
c B
1
[a
3
, a
4
] = [
T
B
c B
1
, 1]
3 4
3 4
a a
c c

= [1/3, 4/3, 0, 0, 1]
1
0
0
0
0

0
1
0
0
0
= [1/3, 4/3].
Vy phng n ti u tm c l x
1
= 10/3, x
2
= 4/3, x
3
= 0, x
4
= 0, x
5
= 3,
x
6
= 2/3, vi gi tr nh nht ca hm mc tiu l z
min
= 38/3.
Ch
Phng php n hnh ci bin cho php tnh ma trn nghch o ca ma trn c s
bc k+1 theo cng thc
1 1 1 1 1 1 1
k 1 k k k k 1 1 1
B V B ... V V ...V B

+
= = = . Hn na dng ca cc ma
trn
1
i
V
,i cng rt n gin. Do c th thy, phng php n hnh ci bin gim c khi

lng tnh ton kh nhiu khi so snh vi phng php n hnh.
C th p dng phng php hai pha cho phng php n hnh ci bin. Lc ny cc
du hiu dng khng c g thay i: Nu pha 1 kt thc vi phng n ti u cha bin gi nhn
gi tr dng th bi ton khng c phng n. Nu trong khi tin hnh pha 2, ta tm c ct
xoay m khng tm c hng xoay th bi ton c hm mc tiu khng b chn. Bi ton s c
phng n ti u nu pha 2 kt thc vi du hiu ti u (vi BTQHTT dng Min th du hiu ti
u l
j
0, j). trnh by vn n gin, sau y chng ta pht biu thut ton n hnh ci
bin mt cch s b cho trng hp bit mt phng n xut pht (BTQHTT dng Min).
40
Khung thut ton n hnh ci bin
Bc khi to
Tm mt phng n cc bin ban u.
Xc nh cc bin c s x
B
, cc h s hm mc tiu tng ng c
B
. Xc nh ch s ca m
bin c s: r(1), r(2), ..., r(m).
Tm ma trn c s B ng vi cc ct vi ch s: r(1), r(2), ..., r(m), ma trn nghch o B
1
, ma trn bao
1
B
vi
T 1
B
c B
l hng cui ca ma trn bao.

Thit lp ma trn m rng A = [ N , B ] v tnh cc s gia hm mc tiu ng vi cc
bin ngoi c s theo cng thc:
N
=
T
N
c
T
B
c B
1
N = [
T
B
c B
1
, 1] N .
t k := 1.
Cc bc lp (bc lp th k)
Bc 1: Kim tra iu kin dng.
Nu
N
0 th bi ton c phng n ti u, ghi li kt qu v chuyn sang bc 3.
Nu tri li, tn ti j J
N
sao cho
j
< 0 th chn x
j
l bin a vo c s.
Thit lp ct = B
1
a
j
. Tm hng xoay bng quy tc t s dng b nht. Nu khng
chn c hng xoay (khi 0) th bi ton c hm mc tiu khng b chn di, ghi li kt qu
v chuyn sang bc 3.
Bc 2:
Chn c hng i lm hng xoay, a bin x
r(i)
ra khi c s v tm ch s ca bin c s
mi a vo r(i) := j. Xc nh li x
B
v c
B
, B v N.
Thc hin th tc xoay tnh li B
1
, tnh li
T 1
B
c B
v ma trn bao
1
B
. Tnh cc s gia
hm mc tiu ng vi cc bin ngoi c s theo cng thc
N
=
T
N
c
T
B
c B
1
N = [
T
B
c B
1
, 1] N .
t k := k + 1, sau quay v bc 1.
Bc 3: Dng v in ra kt qu.
41
Bi tp chng II

Bi 1. Xt BTQHTT dng Max:
Max z = 6x
1
+ 4x
2

2x
1
+ 3x
2
100
4x
1
+ 2x
2
120
x
1
, x
2
0.
a. Hy gii bi ton bng phng php th.
b. Hy gii bi ton bng phng php n hnh.
c. Minh ha ngha kinh t ca bi ton trong mt tnh hung thc t.

Bi 2. Xt BTQHTT dng Min:
Min z = 3x
1
x
2

x
1
2x
2
4
x
1
+ x
2
8
4x
1
+ 2x
2
20
4 x
1
8
x
2
4
x
1
, x
2
0.
a. Hy gii bi ton bng phng php th.
b. Hy gii bi ton bng phng php n hnh.

Max z = 5x
1
+ x
2
+ 6x
3
+ 2x
4

4x
1
+ 4x
2
+ 4x
3
+ x
4
44
8x
1
+ 6x
2
+ 4x
3
+ 3x
4
36
x
1
, x
2
, x
3
, x
4
0.
a. Hy gii bi ton bng phng php n hnh.
b. Gii bi ton bng phng php n hnh ci bin.
c. Gii bi ton bng phn mm Excel hay phn mm Lingo.
42
Min z = 2x
1
+ x
2
x
3
x
4

x
1
x
2
+ 2x
3
x
4
= 2
2x
1
+ x
2
3x
3
+ x
4
= 6
x
1
+ x
2
+ x
3
+ x
4
= 7
x
1
, x
2
, x
3
, x
4
0.
a. Hy gii bi ton bng phng php n hnh m rng (phng php M).
b. Gii bi ton bng phn mm Excel hay phn mm Lingo.

Min z = 3x
1
+ 2x
2
+ 8x
3

4x
1
3x
2
+ 12x
3
12
x
1
+ 4x
3
6
x
2
x
3
= 2
x
1
, x
2
, x
3
0.
a. Hy a bi ton v dng chnh tc.
b. Hy gii bi ton bng phng php n hnh m rng (phng php M).
c. Hy gii bi ton bng phng php n hnh hai pha.
d. Gii bi ton bng phng php n hnh ci bin.
e. Gii bi ton bng phn mm Excel hay phn mm Lingo.

Max z = x
1
+ x
2

x
1
+ x
2
+ x
3
= 1
x
1
2x
2
+ x
4
= 0
x
1
+ 2x
2
+ x
5
= 3
x
1
, x
2
, x
3
, x
4
, x
5
0.
Xt phng n (0, 1, 0, 2, 1)
T
.
a. Tm ma trn c s B tng ng vi phng n.
43
b. Hy vit cng thc s gia hm mc tiu cho phng n trn v cho bit phng n
cho c phi l phng n ti u khng?
c. Nu phng n cho khng phi l phng n ti u, hy thc hin th tc xoay v
cho bit ma trn c s bc tip theo. Tm s gia hm mc tiu tng ng.
d. Gii thch ti sao bi ton trn c hm mc tiu khng b chn trn?

Bi 7. Xt BTQHTT dng chnh tc. Gi s chng ta bit mt phng n ti u ca n l x*
v B l ma trn c s tng ng vi x*. Chng minh rng nu tn ti ch s j J
N
sao
cho: c
j
c
B
B
1
a
j
= 0 th bi ton cho c v s phng n ti u. Hy chn mt v d
n gin minh ha trng hp trn.

Bi 8. Hy kim tra li kt qu ca v d 3 chng I (Bi ton quy hoch s dng t trn a bn
x ng D, huyn Gia Lm, tnh H Ni) bng phn mm Excel hay Lingo.

Bi 9. Hy lp chng trnh my tnh bng ngn ng Pascal hay ngn ng C gii BTQHTT
dng chnh tc theo thut ton n hnh gii BTQHTT c pht biu ti mc 3.4 ca
chng II.

Bi 10. Hy pht biu thut ton hai pha v lp chng trnh my tnh bng ngn ng Pascal hay
ngn ng C gii BTQHTT dng tng qut. Chy kim th chng trnh trn mt s v
d bit.
44
Chng III
Bi ton i ngu v mt s ng dng
1. Pht biu bi ton i ngu
1.1. Pht biu bi ton
Tng ng vi mi BTQHTT (cn gi l bi ton gc) c mt bi ton i ngu. Bi ton
i ngu ca BTQHTT cng l mt BTQHTT. Nh vy, bi ton gc v bi ton i ngu ca n
lp thnh mt cp BTQHTT, tnh cht ca bi ton ny c th c kho st thng qua bi ton
kia. Nhiu quy trnh tnh ton hay phn tch c hon thin khi xem xt cp bi ton trn trong
mi lin quan cht ch ca chng, mang li li ch trong vic gii quyt cc vn pht sinh t
thc t. Vi mc ch tm hiu bc u, chng ta xt bi ton gc l bi ton quy hoch tuyn
tnh (BTQHTT) dng Max vi cc rng buc ch c du v cc bin u tho mn iu kin
khng m.
Bi ton gc
Max z = c
1
x
1
+ c
2
x
2
+ .... + c
n
x
n

a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
b
1

a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
b
2
...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
b
m
x
1
, x
2
, ..., x
n
0.
Lc BTQHTT sau y c gi l bi ton i ngu ca BTQHTT trn.
Bi ton i ngu
Min u = b
1
y
1
+ b
2
y
2
+ .... + b
m
y
m

45
vi cc iu kin rng buc:
a
11
y
1
+ a
21
y
2
+ ... + a
m1
y
m
c
1

a
12
y
1
+ a
22
y
2
+ ... + a
m2
y
m
c
2
...
a
1n
y
1
+ a
2n
y
2
+ ... + a
mn
y
m
c
n
y
1
, y
2
, ..., y
m
0.
Cc bin y
1
, y
2
, ..., y
m
c gi l cc bin i ngu. Trong trng hp ny, do bi ton gc
c m rng buc, nn bi ton i ngu c m bin i ngu. Bin i ngu y
i
tng ng vi rng
buc th i ca bi ton gc.
1.2. ngha ca bi ton i ngu
V d 1. Xt bi ton gc
Max z = 2x
1
+ 4x
2
+ 3x
3

vi cc rng buc
3x
1
+ 4x
2
+ 2x
3
60
2x
1
+ x
2
+ 2x
3
40
x
1
+ 3x
2
+ 2x
3
80
x
1
, x
2
, x
3
0.
Cn tm cc gi tr ca cc bin quyt nh x
1
, x
2
, x
3
cc rng buc c tho mn v
hm mc tiu t gi tr ln nht.
Bi ton ny c ngha kinh t nh sau: Gi s mt x nghip sn xut ba loi sn phm I,
II v III. sn xut ra mt n v sn phm I cn c 3 n v nguyn liu loi A, 2 n v
nguyn liu loi B v 1 n v nguyn liu loi C. Cc ch tiu cho mt n v sn phm loi II
l 4, 1 v 3. Cn cho n v sn phm loi III l 2, 2 v 2. Lng nguyn liu d tr loi A v B
hin c l 60, 40 v 80 (n v). Hy xc nh phng n sn xut t li nhun ln nht, bit li
nhun / n v sn phm bn ra l 2, 4 v 3 (n v tin t) cho cc sn phm loi I, II v III.
Gi s c mt khch hng mun mua li cc n v nguyn liu loi A, B v C. Bi ton
t ra l cn nh gi cc n v nguyn liu. R rng rng gi cc nguyn liu c quy nh bi
gi tr ca sn phm m chng to nn. Nu cc sn phm ny mang li li nhun ln trn th
trng th gi c nh ca cc nguyn liu ny phi cao, cn nu tri li th gi c nh ca
chng l thp. Mt khc, li nhun ca cc sn phm thu c trn th trng li ph thuc vo
nhiu yu t nh: gi c cc sn phm c bn trn th trng ( c th trng chp nhn),
lng d tr nguyn liu hin c, h s chi ph sn xut
Nh vy, gi c nh ca cc nguyn liu A, B v C ph thuc vo:
H s hm mc tiu ca bi ton gc: c
1
= 8, c
2
= 4 v c
3
= 63.
Ma trn rng buc cc h s chi ph sn xut:
46
A =
3 4 2
2 1 2
1 3 2

.
H s d tr cc loi nguyn liu:
b =
60
40
80

.
Tuy nhin, mi ph thuc khng d dng xc nh c. gii quyt vn ny hon
ton c th da vo vic phn tch bi ton i ngu. Gi y
1
l gi c nh mt n v nguyn
liu loi A, y
2
l gi c nh mt n v nguyn liu loi B, cn y
3
l gi c nh mt n v
nguyn liu loi C (y
1
, y
2
, y
3
0).
Chng ta hy i xt bi ton i ngu:
Min u = 60y
1
+ 40y
2
+ 80y
3

3y
1
+ 2y
2
+ y
3
2
4y
1
+ y
2
+ 3y
3
4
2y
1
+ 2y
2
+ 2y
3
3

y
1
, y
2
, y
3
0.
Tht vy, u = 60y
1
+ 40y
2
+ 80y
3
chnh l tng chi ph phi b ra nu ngi khch hng
mun mua 60 n v nguyn liu loi A, 40 n v nguyn liu loi B v 80 n v nguyn liu
loi C. Tt nhin ngi khch hng mun tng chi ph u cng b cng tt.
Xt rng buc th nht. V tri l 3y
1
+ 2y
2
+ y
3
chnh l s tin khch hng phi b ra
mua 3 n v nguyn liu loi A, 2 n v nguyn liu loi B v 1 n v nguyn liu loi C. y
l s nguyn liu cn thit sn xut ra mt n v sn phm loi I. R rng rng, ngi khch
hng khng th mua c s nguyn liu ny thp hn li nhun m mt n v sn phm loi A
mang li khi c bn ra trn th trng (2 n v tin t). iu ny dn n rng buc th nht
3y
1
+ 2y
2
+ y
3
2. Tng t chng ta c th lp lun c ngha kinh t ca rng buc th hai
cng nh rng buc th ba ca bi ton i ngu.
1.3. Quy tc vit bi ton i ngu tng qut
Xt cp bi ton gc v bi ton i ngu trong v d 1 c cho trong bng III.1.
Nhn xt. BTG l bi ton Max BTN l bi ton Min.
Cc h s hm mc tiu ca BTG Cc h s v phi ca BTN.
Cc h s v phi ca BTG Cc h s hm mc tiu ca BTN.
Ma trn h s ca BTG l A Ma trn h s ca BTN l A
T
.
Bin 0 ca BTG (3.2) Rng buc ca BTN (3.2).
47
Rng buc BTG (3.1) Bin 0 ca BTN (3.1).
Bng III.1. Cp bi ton gc v bi ton i ngu
Bi ton gc (BTG) Bi ton i ngu (BTN)
Max z = 2x
1
+ 4x
2
+ 3x
3

vi cc rng buc:
3x
1
+ 4x
2
+ 2x
3
60
2x
1
+ x
2
+ 2x
3
40 (3.1)
x
1
+ 3x
2
+ 2x
3
80
x
1
, x
2
, x
3
0 (3.2)
Min u = 60y
1
+ 40y
2
+ 80y
3

vi cc rng buc:
3y
1
+ 2y
2
+ y
3
2
4y
1
+ y
2
+ 3y
3
4 (3.2)
2y
1
+ 2y
2
+ 2y
3
3

y
1
, y
2
, y
3
0 (3.1)
T cc nhn xt trn y, chng ta xem xt cc quy tc vit bi ton i ngu cho mt
BTQHTT dng tng qut.
Xt bi ton gc l BTQHTT dng tng qut sau y:
z = c
1
x
1
+ c
2
x
2
+ .... + c
n
x
n
Max
a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
b
1

a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
b
2
...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
b
m
x
1
0, x
2
0, ..., x
n
0 .
Trong , k hiu c th hiu l , hoc = i vi cc rng buc. i vi iu kin v
du ca cc bin, k hiu 0 c th hiu l 0, 0 hoc c du tu .
Sau y l cc quy tc vit bi ton i ngu tng qut:
Quy tc 1: BTG l bi ton Max BTN l bi ton Min.
Quy tc 2: Cc h s hm mc tiu ca BTG Cc h s v phi ca BTN.
Quy tc 3: Cc h s v phi ca BTG Cc h s hm mc tiu ca BTN.
Quy tc 4: Ma trn h s ca BTG l A Ma trn h s ca BTN l A
T
.
Quy tc 5:
Bin 0 ca BTG Rng buc ca BTN.
Bin 0 ca BTG Rng buc ca BTN.
Bin c du tu ca BTG Rng buc = ca BTN.
Quy tc 6:
Rng buc BTG Bin 0 ca BTN.
Rng buc BTG Bin 0 ca BTN.
Rng buc = BTG Bin c du tu ca BTN.
48
Ch . Cc quy tc vit bi ton i ngu tng qut trn y c p dng khi bi ton gc
cho l BTQHTT dng Max. Trong mc 1.4 (tnh cht 1) ngay tip theo, chng ta s m rng
cc quy tc ny cho BTQHTT dng Min. Bng III.2 sau y cho bit cch vit bi ton i ngu
trong mt trng hp c th.
Bng III.2. Vit bi ton i ngu cho bi ton gc dng Max
Max z = 2x
1
+ 4x
2
+ 3x
3

vi cc rng buc:
3x
1
+ 4x
2
+ 2x
3
60
2x
1
+ x
2
+ 2x
3
= 40 (3.3)
x
1
+ 3x
2
+ 2x
3
80
x
1
0, x
2
0, x
3
du tu . (3.4)
Min u = 60y
1
+ 40y
2
+ 80y
3

vi cc rng buc:
3y
1
+ 2y
2
+ y
3
2
4y
1
+ y
2
+ 3y
3
4 (3.4)
2y
1
+ 2y
2
+ 2y
3
= 3

y
1
0, y
2
du tu , y
3
0. (3.3)
1.4. Cc tnh cht v ngha kinh t ca cp bi ton i ngu
Trong phn ny chng ta s nghin cu cc tnh cht ca cp bi ton i ngu c
pht biu mc 1.1 v ngha kinh t ca chng thng qua mt v d n gin.
V d 2. Xt li cp bi ton gc v bi ton i ngu trong v d 1 (bng III.1).
Tnh cht 1. Bi ton i ngu ca bi ton i ngu li chnh l bi ton gc.
Tnh cht ny c th c chng minh mt cch tng qut. Tuy nhin, trnh by vn
n gin, hy xt bi ton gc sau:
Max z = 2x
1
+ 4x
2
+ 3x
3

vi cc rng buc
3x
1
+ 4x
2
+ 2x
3
60
2x
1
+ x
2
+ 2x
3
40
x
1
+ 3x
2
+ 2x
3
80
x
1
, x
2
, x
3
0.
Lc , bi ton i ngu l:
Min u = 60y
1
+ 40y
2
+ 80y
3

3y
1
+ 2y
2
+ y
3
2
4y
1
+ y
2
+ 3y
3
4
2y
1
+ 2y
2
+ 2y
3
3

y
1
, y
2
, y
3
0.
49
hay:
Max t = 60y
1
40y
2
80y
3

3( y
1
) + 2( y
2
) + ( y
3
) 2
4( y
1
) + ( y
2
) + 3( y
3
) 4
2( y
1
) + 2( y
2
) + 2( y
3
) 3

y
1
, y
2
, y
3
0.
Chng ta i tm bi ton i ngu cho BTQHTT trn theo cc quy tc bit, vi cc bin
i ngu c k hiu l x
1
, x
2
v x
3
.
Min v = 2x
1
4x
2
3x
3

vi cc rng buc
3x
1
4x
2
2x
3
60
2x
1
x
2
2x
3
40
x
1
3x
2
2x
3
80
x
1
, x
2
, x
3
0.
t z = v, d thy rng y chnh l bi ton gc cho ban u:
Max z = 2x
1
+ 4x
2
+ 3x
3

vi cc rng buc:
3x
1
+ 4x
2
+ 2x
3
60
2x
1
+ x
2
+ 2x
3
40
x
1
+ 3x
2
+ 2x
3
80
x
1
, x
2
, x
3
0.
Bng III.3. Vit bi ton i ngu cho bi ton gc dng Min
z = 60x
1
+ 40x
2
+ 80x
3
Min
3x
1
+ 2x
2
+ x
3
2
4x
1
+ x
2
+ 3x
3
4 (3.5)
2x
1
+ 2x
2
+ 2x
3
= 3

x
1
0, x
2
du tu , x
3
0. (3.6)
u = 2y
1
+ 4y
2
+ 3y
3
Max
vi cc rng buc:
3y
1
+ 4y
2
+ 2y
3
60
2y
1
+ y
2
+ 2y
3
= 40 (3.6)
y
1
+ 3y
2
+ 2y
3
80
y
1
0, y
2
0, y
3
du tu . (3.5)
Tnh cht 1 khng nh vai tr bnh ng ca bi ton gc v bi ton i ngu. Bi vy, c
th gi cc BTQHTT ny l cp bi ton i ngu (m khng cn phi phn bit u l bi ton
50
gc, cn u l bi ton i ngu). Hn na, c th b sung vo cc quy tc vit bi ton i ngu
nh trong nhn xt sau y.
Nhn xt. Cc quy tc vit bi ton i ngu tng qut mc 1.3 cng c th c theo
chiu ngc li. Chng hn, quy tc 1 cng c th c hiu l BTG l bi ton Min BTN
l bi ton Max. i vi cc quy tc khc cng c iu tng t (v d minh ha trong bng
III.3).
Tnh cht 2. Vi mi phng n x ca bi ton gc (bi ton Max) v vi mi phng n y
ca bi ton i ngu (bi ton Min), ta lun c z(x) u(y).
Tip tc xt v d 2 minh ho tnh cht ny. Bng III.4 sau y cho bit phng n ti
u ca bi ton gc (sau khi a bi ton gc v dng chnh tc bng cch s dng 3 bin b
thiu x
4
, x
5
v x
6
). Cn bng III.5 trnh by kt qu gii bi ton i ngu bng phng php
n hnh m rng (sau khi thm vo ba bin b tha y
4
, y
5
, y
6
v ba bin gi y
7
, y
8
, y
9
).
Bng III.4. Phng n ti u ca bi ton gc
c
1
= 2 c
2
= 4 c
3
= 3 c
4
= 0 c
5
= 0 c
6
= 0
H s c
j
Bin c s Phng n
x
1
x
2
x
3
x
4
x
5
x
6

4

3
x
2

x
3

6
2
3

16
2
3

1/3

5/6
1

0
0

1
1/3

1/6
1/3

2/3
0

0
0 x
6
26
2
3
5/3 0 0 2/3 1/3 1
Hng z 76
2
3
23/6 4 3 5/6 2/3 0
Hng
j
11/6 0 0 5/6 2/3 0
Tnh cht 2 c th c minh ho trong hai bng III.4 v III.5. Vi mi phng n x ca
bi ton gc v mi phng n y ca bi ton i ngu ta u c z(x) 76
2
3
u(y).
V mt ngha kinh t, c th lp lun l gii tnh cht ny nh sau: Vi mi phng
n nh gi nguyn liu th tng chi ph (pha mun mua) phi b ra mua cc n v nguyn
liu khng bao gi thp hn c tng li nhun mang li khi dng cc n v nguyn liu
sn xut ra sn phm v tiu th chng trn th trng. Tht vy, z(x) = 60x
1
+ 40x
2
+ 80x
3

chnh l tng li nhun mang li trong mt phng n sn xut. Cn u(y) = 2y
1
+ 4y
2
+ 3y
3
l
tng gi tr c nh ca ngun d tr nguyn liu c s dng trong cc phng n sn xut.
R rng, mt phng n nh gi hp l ngun nguyn liu s phi tho mn u(y) z(x). Trong
trng hp tng qut, chng ta c th thay cm t ngun d tr nguyn liu bi cm t ngun
d tr ti nguyn c ngha tng qut hn.
51

Bng III.5. Phng n ti u ca bi ton i ngu
60 40 80 0 0 0 M M M H s
C
B
Bin
c s
B
Phng
n
y
B
y
1
y
2
y
3
y
4
y
5
y
6
y
7
y
8
y
9
M y
7
2 3 2 1 1 0 0 1 0 0
M y
8
4 4 1 3 0 1 0 0 1 0
M y
9
3 2 2 2 0 0 1 0 0 1
Hng u
j
9M 9M 5M 6M M M M M M M
Hng
j
60
9M
40
5M
80
6M
M M M 0 0 0
60 y
1
2/3 1 2/3 1/3 1/3 0 0 1/3 0 0
M y
8
4/3 0 5/3 5/3 4/3 1 0 4/3 1 0
M y
9
5/3 0 2/3 4/3 2/3 0 1 2/3 0 1
Hng u
j
40+3M 60 40
M
20
+3M
20
+2M
M M 20
2M
M M
Hng
j
0 M 60
3M
20
2M
M M 20
+3M
0 0
60 y
1
1 1 1/4 3/4 0 1/4 0 0 1/4 0
0 y
4
1 0 5/4 5/4 1 3/4 0 1 3/4 0
M y
9
1 0 3/2 1/2 0 1/2 1 0 1/2 1
Hng u
j
60+M 60 15+
3M/2
45+
M/2
0 15
+M/2
M 0 15
M/2
M
Hng
j
0 25
3M/2
35
M/2
0 15
M/2
M M 15+
3M/2
0
60 y
1
5/6 1 0 2/3 0 1/3 1/6 0 1/3 1/6
0 y
4
11/6 0 0 5/3 1 1/3 5/6 1 1/3 5/6
40 y
2
2/3 0 1 1/3 0 1/3 2/3 0 1/3 2/3
Hng u
j

76
2
3

60 40
53
1
3

0
6
2
3
16
2
3

0
6
2
3
16
2
3

Hng
j
0 0 26
2
3
0 6
2
3
16
2
3
M
M
6
2
3

M
16
2
3

Tnh cht 3. Nu tn ti hai phng n x* ca bi ton gc v y* ca bi ton i ngu sao
cho z(x*) = u(y*) th x* chnh l phng n ti u ca bi ton gc, cn y* l phng n ti u
ca bi ton i ngu. Ngc li, nu x* l phng n ti u ca bi ton gc, cn y* l phng
n ti u ca bi ton i ngu th z(x*) = u(y*).
Tnh cht ny c minh ho r trong cc bng III.4 v III.5. Lc ny, z(x*) = u(y*) =
76
2
3
. V mt ngha kinh t, tnh cht ny ch ra rng tng chi ph thp nht phi b ra nu
52
mun mua cc n v nguyn liu (trong mt phng n nh gi ti u) chnh bng tng li
nhun cao nht khi s dng cc n v nguyn liu (trong mt phng n sn xut ti u).
Khng th tn ti mt phng n nh gi cho php tng gi c nh nh hn c tng li
nhun ln nht.
Mt cch tng qut, gi tr cc ti nguyn ca mt cng ty c c nh da trn trnh
t chc sn xut, trnh cng ngh v gi tr th trng ca cc sn phm m cc ti nguyn ny
to nn ti thi im hin ti. Quy tc ny t ra c bit cn thit trong vic nh gi ti nguyn /
ti sn ca mt cng ty. i vi cc cng ty lm n thua l th gi c nh cc ti nguyn thng
kh thp, cn cc cng ty lm n pht t th gi c nh cc ti nguyn thng cao.
Tnh cht 4. Xt cp phng n ti u (x*, y*) ca cp bi ton i ngu. Nu mt iu
kin rng buc hay iu kin v du c tho mn khng cht (khng xy ra du =) trong mt
bi ton, th iu kin tng ng trong bi ton kia phi c tho mn cht (xy ra du =). Tnh
cht ny cn c gi l tnh cht lch b: Nu trong mt iu kin xy ra lch dng th
trong iu kin tng ng lch l bng 0.
Trc ht, chng ta hy minh ho tnh cht ny qua v d 2. T bng III.4 ta thy
1
x
= 0,
2
x
= 6
2
3
,
3
x
= 16
2
3
. Cn bng III.5 cho bit
1
y
=
5
6
,
2
y
=
2
3
,
3
y
= 0.
i vi bi ton gc ta c
3
1
x
+ 4
2
x
+ 2
3
x

= 60 (tho mn cht) (3.7)
2
1
x
+
2
x
+ 2
3
x

= 40 (tho mn cht) (3.8)

1
x
+ 3
2
x
+ 2
3
x

< 80 (tho mn khng cht) (3.9)
1
x

= 0 (tho mn cht), (3.10)
2
x
= 6
2
3
> 0 (tho mn khng cht) (3.11)
3
x
= 16
2
3
> 0 (tho mn khng cht). (3.12)
Cn i vi bi ton i ngu ta c
3
1
y
+
2
y
+
3
y

> 2 (tho mn khng cht) (3.10)
4
1
y
+
2
y
+ 3
3
y

= 4 (tho mn cht) (3.11)
2
1
y
+ 2
2
y
+ 2
3
y

= 3 (tho mn cht) (3.12)
1
y
=
5
6
> 0 (tho mn khng cht), (3.7)
2
y
=
2
3
> 0 (tho mn khng cht), (3.8)
3
y
= 0 (tho mn cht). (3.9)

53
Chng ta i phn tch ngha kinh t ca cc cp iu kin tng ng. Xt cp iu kin
tng ng:
1
x
+ 3
2
x
+ 2
3
x
< 80 (3.9) tho mn khng cht nn

3
y
= 0 (3.9) tho mn cht.

iu ny c ngha l trong phng n sn xut ti u lng nguyn liu loi C cha c s
dng ht. Do gi c nh ca cc n v d tha ra c coi l bng 0. Xt cp iu kin
tng ng:
2
x
= 6
2
3
> 0 tho mn khng cht (3.11) nn 4
1
y
+
2
y
+
3
y
= 4 tho mn cht
(3.11). iu ny c ngha l nu mt loi sn phm c a vo sn xut trong phng n sn
xut ti u th tng gi c nh cc n v ca cc loi nguyn liu to nn mt n v sn phm
loi ny chnh bng li nhun m n v sn phm mang li.
Ngc li, xt cp iu kin tng ng:
1
y
=
5
6
> 0 (3.7) tho mn khng cht nn 3
1
x
+
4
2
x
+ 2
3
x
= 60 (3.7) tho mn cht. Nh vy, nu gi c nh ti u cho mi n v nguyn

liu loi A l dng th iu ny chng t nguyn liu loi A ang c s dng ht (vt cn)
trong mt phng n sn xut ti u. Cn khi xt cp iu kin tng ng: 3
1
y
+
2
y
+
3
y
> 2
(3.10) tho mn khng cht nn
1
x
= 0 (3.10) tho mn cht. iu ny chng t rng, nu tng

gi c nh cc n v ca cc loi nguyn liu to nn mt n v sn phm loi no cao hn
li nhun m mt n v sn phm loi ny mang li th loi sn phm ny khng c sn xut
ra trong phng n sn xut ti u.
Tnh cht 5. Phng n ti u ca bi ton i ngu c th tm c trong bng n hnh
ti u ca bi ton gc v ngc li.
Xt v d 2. Phng n ti u ca bi ton i ngu
1
y
=
5
6
,
2
y
=
2
3
,
3
y
= 0 c th tm
c trong hng z
j
ca bng III.4 ng vi cc ct bin b x
4
, x
5
v x
6
. iu ny c th c gii
thch nh sau: Ti tnh hung phng n sn xut ti u, nu chng ta mun sn xut thm mt
n v nguyn liu no (xem li chng II, mc 2.1), th phi b ra mt chi ph tng ng cho
trong hng z
j
. chnh l gi c nh (bin) ca mi n v nguyn liu (cn gi l gi bng
shadow price).
Tng t, phng n ti u ca bi ton gc
1
x
= 0,
2
x
= 6
2
3
,
3
x
= 16
2
3
c th tm c
trong hng cui (hng
j
) ca bng III.5 ng vi cc ct bin b y
4
, y
5
v y
6
.
2. Chng minh mt s tnh cht ca cp bi ton i ngu
trnh by vn n gin, xt cp bi ton i ngu sau y.
Bi ton gc: Max z = c
T
x, vi x D = {x R
n
: Ax b, x 0}.
Bi ton i ngu: Min u = b
T
y, vi y E = {y R
m
: A
T
y c, y 0}.
Cc k hiu c s dng nh sau:
c =
1
2
n
c
c
...
c

, x =
1
2
n
x
x
...
x

, b =
1
2
m
b
b
...
b

, y =
1
2
m
y
y
...
y

,
54
A =
11 12 1n
21 22 2n
m1 m2 mn
a a ... a
a a ... a
... ... ... ...
a a ... a

l ma trn h s cc iu kin rng buc.
2.1. nh l i ngu yu
nh l 1. Vi mi phng n x ca bi ton gc v vi mi phng n y ca bi ton i
ngu ta lun c z(x) u(y). Hn na, nu tn ti hai phng n x* ca bi ton gc v y* ca bi
ton i ngu sao cho z(x*) = u(y*) th x* chnh l phng n ti u ca bi ton gc, cn y* l
phng n ti u ca bi ton i ngu.
Chng minh
T Ax b, x 0 v A
T
y c, y 0 suy ra y
T
(Ax b) 0 hay y
T
Ax y
T
b. Mt khc:
x
T
(A
T
y c) 0 x
T
Ay x
T
c yA
T
x = (x
T
Ay)
T
(x
T
c)
T
= c
T
x. Vy y
T
b y
T
Ax c
T
x. Do
u(y) z(x) vi mi phng n x v y ca cp bi ton i ngu.
chng minh phn sau ca nh l, gi s x* l phng n ca bi ton gc, cn y* l
phng n ca bi ton i ngu vi z(x*) = u(y*). Cn chng minh x* v y* l cc phng n
ti u ca cp bi ton i ngu. Gi s x* khng l phng n ti u ca bi ton gc th phi
tn ti phng n x ca bi ton gc sao cho z(x*) < z(x). T ta c u(y*) < z(x), mu thun vi
phn u ca nh l (pcm).
Nh vy, tnh cht 2 ca cp bi ton i ngu c chng minh.
2.2. nh l i ngu mnh
nh l 2. Nu x* l phng n ti u ca bi ton gc, cn y* l phng n ti u ca bi
ton i ngu th z(x*) = u(y*).
Chng minh
Trc ht xt bi ton gc: Max z = c
T
x, vi x D = {x R
n
: Ax b, x 0}, c th a
c v dng chnh tc bng cch s dng cc bin b. Vi k hiu vc t bin b l x
S
, bi ton
gc dng chnh tc c vit nh sau: Max z =
T
c x vi cc rng buc Ax + Ix
S
= b, x
T
= (x
T
,
x
S
T
) 0, trong
T T T
S
c (c , c ) = vi c
S
l vc t 0.
K hiu A = [A I], bi ton gc dng chnh tc c vit li di dng sau:
Max z =
T
c x , vi cc rng buc: A x = b, x 0.
V d 3. hnh dung vic chng minh c th hn, chng ta xt li BTQHTT v d 1,
chng II.
Bi ton gc: Max z = 8x
1
+ 6x
2

vi cc rng buc
4x
1
+ 2x
2
60
2x
1
+ 4x
2
48
x
1
, x
2
0.
55
Phng n ti u ca bi ton gc l (
1
x
,
2
x
)
T
= (12, 6)
T
.
Dng chnh tc ca bi ton gc l:
Max z = 8x
1
+ 6x
2
+ 0x
3
+ 0x
4

vi cc rng buc
4x
1
+ 2x
2
+ x
3
= 60
2x
1
+ 4x
2
+ x
4
= 48
x
1
, x
2
, x
3
, x
4
0.
Phng n ti u ca bi ton trn l (
1
x
,
2
x
,
3
x
,
4
x
)
T
= (12, 6, 0, 0)
T
.
Bi ton i ngu: Min u = 60y
1
+ 48y
2

vi cc rng buc
4y
1
+ 2y
2
8
2y
1
+ 4y
2
6
y
1
, y
2
0.
Phng n ti u ca bi ton i ngu l (
1
y
,
2
y
)
T
= (5/3, 2/3)
T
.
Nh vy, trong v d 3 ta c x
T

= (x
T
, x
S
T
) = (x
1
, x
2
, x
3
, x
4
) vi x
T
= (x
1
, x
2
),
x
S
T
= (x
3
, x
4
), c = (c
T
, c
S
T
) = (c
1
, c
2
, c
3
, c
4
)
T
vi c = (c
1
, c
2
)
T
= (8, 6)
T
, c
S
T
= (c
3
, c
4
)
T
= (0, 0)
T
v
A = [A I] =
4 2 1 0
2 4 0 1

.
Cc vc t ct ca ma trn rng buc A l:
a 1
=
4
2

, a
2
=
2
4

, a
3
=
1
0

, a
4
=
0
1

.
Vn s dng cc k hiu mc 3 chng II, chng ta c A = [N B] v c = [
T
N
c ,
T
B
c ].
Do = [
N
,

B
] = [
T
N
c
T
B
c B
1
N,
T
B
c
T
B
c B
1
B] vi
N
=
T
N
c
T
B
c B
1
N v
B
=
T
B
c
T
B
c B
1
B. i vi ct j th
j
= c
j

T
B
c B
1
a
j
.
V x* l phng n ti u ca bi ton gc (vi B l ma trn c s tng ng), nn ta c:
j

0, j
T
B
c B
1
a
j
c
j
, j = 1, n m +

T
B
c B
1
a
j
c
j
,j = 1,n
T
B
c B
1
A c
T

(
T
B
c B
1
A)
T
= A
T
(
T
B
c B
1
)
T
c.
t y = (
T
B
c B
1
)
T
th A
T
y c. Chng ta s ch ra rng y l phng n ca bi ton i
ngu: Min u = b
T
y, vi cc rng buc A
T
y c, y 0. Do y tho mn iu kin A
T
y c, ch cn
56
cn chng minh y 0. Tht vy, do
T
B
c B
1
a
j
c
j
,
j = n 1,n m + + nn y
T

=
T
B
c B
1
I c
S
T
0. Nh trong v d 3, vi a
3
= (1, 0)
T
v a
4
= (0, 1)
T

ta c c
B
B
1
a
j
c
j
vi j = 3, 4, trong c
S
= (c
3
, c
4
)
T
= (0, 0)
T
. Vy y 0.
Bc tip theo, ta i chng minh rng z(x*) = u( y ) hay cn chng minh: c
T
x* = b
T
y =
y
T
b c
T
x* =
T
B
c B
1
b c
T
x* =
T
B
c

B
x
(do
B
x
=

B
1
b). iu ny l ng. Do , theo phn 2
ca nh l 1, y phi l phng n ti u ca bi ton i ngu. Vy, nu x* v y* l cc phng
n ti u ca cp bi ton i ngu th z(x*) = u( y ) = u(y*) (pcm).
Nh vy, tnh cht 3 ca cp bi ton i ngu c chng minh.
Nhn xt
Ta c: (y*)
T
= y
T
=
T
B
c B
1
I c
S
T
0 z
S
=
T
B
c B
1
I = (z
n+1
, ..., z
n+m
) c
S
T
= (c
n+1
, ...,
c
n+m
)
T
= (0, ..., 0). Nh vy, tnh cht 5 cng c chng minh: Phng n ti u ca bi ton
i ngu c th tm c trong bng n hnh ti u ca bi ton gc (trn hng z
j
).
Ta c minh ho hnh hc cho nh l 1 v 2 v gi tr cc hm mc tiu ca cp bi ton
i ngu trn trc s (xem hnh III.1). Ta c th thy ngay, nu bi ton gc c phng n ti u
th bi ton i ngu cng c phng n ti u (nh l 2). Hn na, nu bi ton gc c phng
n v hm mc tiu khng b chn trn min phng n th bi ton i ngu s khng c phng
n (nh l 1). Cn nhc li rng, ta c th chn tu mt trong hai bi ton ca cp bi ton i
ngu l bi ton gc, bi ton cn li l bi ton i ngu.

2.3. nh l lch b
nh l 3. Gi s x* v y* l cc phng n ti u ca cp bi ton i ngu. Lc (x*,
y*) tho mn h
T
T T
y (Ax b) 0,
x (c A y) 0.
=

Chng minh
Vi x = x* v y = y*, theo nh l 2 ta c z(x) = u(y) hay y
T
b = b
T
y = c
T
x = x
T
c. Mt khc:
y
T
Ax = x
T
A
T
y
y
T
(Ax b) = x
T
(A
T
y c) y
T
(Ax b) + x
T
(c A
T
y) = 0

T
T T
y (Ax b) 0
x (c A y) 0
=

z(x) z(x*)
u(y)
u(y*)
Hnh III.1. Gi tr cc hm mc tiu ca cp bi ton i ngu
57
Ch rng: y
T
0,

Ax b 0, x
T
0, c A
T
y 0. Vy chng ta c iu phi chng minh.
Nhn xt. nh l 3 chnh l h qu ca nh l 2. Ngoi ra, t nh l 3 s suy ra c
tnh cht 4 ca cp bi ton i ngu. Vi mc ch minh ho, chng ta xt v d 3 trn y. Lc
ny, iu kin: y
T
(Ax b) = 0
(y
1
, y
2
)
1
2
x 4 2 60
x 2 4 48

= 0 (y
1
, y
2
)
1 2
1 2
4x 2x 60
2x 4x 48
+

+

= 0
y
1
(4x
1
+ 2x
2
60) + y
2
(2x
1
+ 4x
2
48) = 0.
Do 4x
1
+ 2x
2
60, 2x
1
+ 4x
2
48, y
1
0 v y
2
0 nn nu 4x
1
+ 2x
2
< 60 th y
2
= 0, cn
nu y
1
> 0 th 4x
1
+ 2x
2
= 60 ... Tht vy, do
1
y
= 5/3 > 0 nn ta c 4
1
x
+ 2
2
x
= 60, do
2
y
= 2/3 >
0 nn ta c 2
1
x
+ 4
2
x
= 48.
Tng t, iu kin:
x
T
(c
T
A
T
y) = 0 (x
1
, x
2
)
1
2
y 8 4 2
y 6 2 4

= 0
(x
1
, x
2
)
1 2
1 2
8 4y 2y
6 2y 4y
+

+

= 0 x
1
(8 4y
1
2y
2
) + x
2
(6 2y
1
4y
2
) = 0.
Do 4y
1
+ 2y
2
8, 2y
1
+ 4y
2
6, x
1
0 v x
2
0 nn nu 4y
1
+ 2y
2
> 8 th x
2
= 0, cn nu
x
1
> 0 th 2y
1
+ 4y
2
= 6 ... Tht vy, do
1
x
= 12 > 0 nn ta c 4
1
y
+ 2
2
y
= 8, do
2
x
= 6 > 0 nn
ta c 2
1
y
+ 4
2
y
= 6.
3. Thut ton n hnh i ngu
Trong mc ny chng ta xt mt phng php cho php gii mt lp BTQHTT mt cch
kh tin li. Phng php ny c xy dng da trn tnh cht ca cp bi ton i ngu.
3.1. Quy trnh tnh ton v pht biu thut ton
Trc ht, chng ta trnh by thut ton thng qua mt v d minh ha thy c mi
lin quan gia cp bi ton i ngu, ng thi nm c bn cht ca phng php n hnh i
ngu.
V d 4. Xt cp bi ton i ngu.
Bi ton gc:
Min z = 3x
1
+ 2x
2

vi cc rng buc
1 2
1 2
1 2
1 2
x 2x 4
x x 3
2x x 4
x , x 0.
+

Nu gii trc tip bi ton trn bng phng php n hnh, th cn a bi ton v dng
chnh tc vi 8 bin (thm ba bin b tha v ba bin gi). Mt phng php khc nh bit
58
l, trc ht tm cch gii bi ton i ngu (ch vi 5 bin), sau s tm c phng n ti u
ca bi ton gc.
Bi ton i ngu:
Max u = 4y
1
+3y
2
+ 4y
3

vi cc rng buc
1 2 3
1 2 3
1 2 3
y y 2y 3
2y y y 2
y , y , y 0.
+ +
+ +

Vit bi ton i ngu di dng chnh tc:
Max u = 4y
1
+3y
2
+ 4y
3
+ 0y
4
+ 0y
5

vi cc rng buc
1 2 3 4
1 2 3 5
1 2 3 4 5
y y 2y y 3
2y y y y 2
y , y , y , y , y 0.
+ + + =
+ + + =

Cch 1. Gii bi ton i ngu bng phng php n hnh. Kt qu c cho trong bng
III.6. Theo tnh cht 5 ca cp bi ton i ngu, ta c phng n ti u ca bi ton gc l
1
x
=
1,
2
x
= 2 vi z
min
= 7.
Bng III.6. Gii bi ton i ngu
c
1
= 4 c
2
= 3 c
3
= 4 c
4
= 0 c
5
= 0
H s
hm mc tiu
Bin c s Phng n
y
1
y
2
y
3
y
4
y
5
0
0
y
4
y
5
3
2
1
2
1
1
2
1
1
0
0
1
u
j

/
j

0
0
4
0
3
0
4
0
0
0
0
4
0
y
3

y
5

3/2
1/2
1/2
3/2
1/2
1/2
1
0
1/2
1/2
0
1
u
j

/
j

6
2
2
2
1
4
0
2
2
0
0
4
4
y
3

y
1
4/3
1/3
0
1
1/3
1/3
1
0
2/3
1/3
1/3
2/3
u
j

/
j

20/3
4
0
8/3
1/3
4
0
4/3
4/3
4/3
4/3
4
3
y
3

y
2

1
1
1
3
0
1
1
0
1
1
1
2
u
j

/
j

7
5
1
3
0
4
0
1
1
2
2
Cch 2. Gii bi ton gc bng phng php n hnh i ngu.
59
Trc ht a Bi ton gc v dng sau:
Min z = 3x
1
+ 2x
2
+ 0x
3
+ 0x
4
+ 0x
5

vi cc rng buc
1 2 3
1 2 4
1 2 5
1 2 3 4 5
x 2x x 4
x x x 3
2x x x 4
x , x , x , x , x 0.
+ =
+ =
+ =

Ni dung tm tt ca phng php n hnh i ngu: Trong phng php n hnh,
chng ta dch chuyn dn t phng n kh thi, tc l x
j
0, j nhng iu kin
j
0, j cha
c tho mn, ti phng n ti u, tc l x
j
0 v
j
0, j. Trong phng php n hnh i
ngu, chng ta dch chuyn dn t phng n khng kh thi (nhng i ngu kh thi), tc l iu
kin x
j
0,j khng c tho mn nhng lun c
j
0, j, ti phng n ti u, tc l c x
j

0 v
j
0, j. Minh ha hnh hc ca vn ny s c trnh by mc 1, chng IV, trong
phn phng php ct Gomory gii BTQHTT nguyn.
Quy trnh gii bi ton gc dng chun tc trn y bng phng php n hnh i ngu
c m t trong bng III.7.
Bng III.7. Gii bi ton gc bng phng php n hnh i ngu
3 2 0 0 0
H s
hm mc tiu
Bin c s Phng n
x
1
x
2
x
3
x
4
x
5
0
0
0
x
3
x
4

x
5
4
3
4
1
1
2
2
1
1
1
0
0
0
1
0
0
0
1
z
j

j
0
0
3
0
2
0
0
0
0
0
0
0
0
3
x
3
x
4

x
1
2
1
2
0
0
1
3/2
1/2
1/2
1
0
0
0
1
0
1/2
1/2
1/2
z
j

j
6
3
0
3/2
1/2
0
0
0
0
3/2
3/2
2
0
3
x
2
x
4

x
1
4/3
1/3
4/3
0
0
1
1
0
0
2/3
1/3
1/3
0
1
0
1/3
1/3
2/3
z
j

j
20/3
4
0
2
0
1/3
1/3
0
0
4/3
4/3
2
0
3
x
2
x
3

x
1
2
1
1
0
0
1
1
0
0
0
1
0
2
3
1
1
1
1
z
j

j
7
3
0
2
0
0
0
1
1
1
1
Sau y l khung thut ton ca phng php n hnh i ngu c pht biu cho
BTQHTT: Min z = c
T
x, vi x D = {x R
n
: Ax = b, x 0}.
60
Bc khi to
Tm mt phng n i ngu kh thi x = B
-1
b tng ng vi ma trn c s B trong mt
phn r no A = [N B]: iu kin x
j
0, j c th khng c tho mn nhng lun c
j

0, j.
Tnh
j
= c
j
z
j
, j = 1,n , trong n l s bin ca bi ton ang xt.
Cc bc lp
Bc 1: Kim tra iu kin ti u. Nu iu kin ti u x
j

0, j = 1, n c tho mn
th in / lu tr kt qu ca bi ton v dng.
Bc 2: Nu tn ti mt ch s j sao cho x
j
< 0 th tin hnh th tc xoay gm nm bc
tng t vi nm bc bit trong th tc xoay ca phng php n hnh vi cc khc bit
sau:
Trc tin chn hng xoay l hng vi bin x
j
c gi tr m (thng thng vi tr tuyt
i ln nht, hoc chn ngu nhin).
Sau chn ct xoay theo quy tc t s m ln nht (cc t s c to ra bng cch ly
hng
j
chia cho hng x
j
v ch xt cc t s c mu s m). Nu khng tm c ct xoay th
kt lun bi ton khng c phng n kh thi, in / lu tr kt qu ca bi ton v chuyn sang
bc kt thc.
Nu tm c ct xoay th thc hin cc bc tip theo ca th tc xoay.
Tnh li cc
j
, j = 1,n v quay li bc 1.
Nhn xt
K hiu cc s gia hm mc tiu cho bi ton gc v bi ton i ngu ln lt l
j
v
/
1
. So snh hai bng III.6 v III.7, ta thy ti mi bng n hnh ca cc bc tng ng lun
c:
/
1 4
/
2 5
/
3 1
/
4 2
/
5 3
x
x
x
x
x
=
v
1 3
2 4
3 5
4 1
5 2
y
y
y
y
y .
=

Chng hn trong bng n hnh bc 1 ca bng III.7 v III.6 c
/
1 4
/
2 5
/
3 1
/
4 2
/
5 3
x 0
x 0
x 4
x 3
x 4
= =
= =
= =
= =
= =
v
1 3
2 4
3 5
4 1
5 2
y 0
y 0
y 0
y 3
y 2.
= =
= =
= =
= =
= =

61
Vic thc hin gii bi ton gc bng phng php n hnh i ngu theo bng III.7
thc cht l vic gii bi ton i ngu bng phng php n hnh. iu ny cng gii thch l
do ti sao khi thc hin th tc xoay ca phng php n hnh i ngu cn trc ht xc nh
hng xoay ri sau mi xc nh ct xoay.
3.2. C s ca phng php n hnh i ngu
Phng php n hnh i ngu c th c chng minh mt cch cht ch nh trnh by
sau y.
Xt bi ton gc: Min z = f(x) = c
T
x vi x D = {x R
n
: Ax b, x 0}. D dng a bi
ton ny v dng chnh tc: Min z =
T
c x vi cc rng buc A x = b, x 0, trong A = [A
I],
T
c = (c
T
, c
s
T
) v x = (x
T
, x
s
T
)
T
, vi ch s di s dng k hiu cc ch s b (xem li cc
k hiu nh l 2, v d 3).
Chng ta xt mt vc t x tha mn
A
x = b. Bng cch phn r
A
= [N B], x =
T T T
N B
(x , x ) v cho x
N
= 0, chng ta c x
B
= B
1
b. Cc vc t ct a
j
, j J
B
, ca B c gi l:
C s gc chp nhn nu x
B
= B
1
b 0, nhng khng nht thit
T
B
c B
1
A

T
c
,
(3.13)
C s i ngu chp nhn nu
T
B
c B
1
A

T
c , nhng khng nht thit
x
B
= B
1
b 0.
Chng ta kim tra li cc bc ca thut ton n hnh i ngu bit trn (bn c t
i chiu vi bng III.7). Gi s, x =
T T T
N B
(x , x ) l mt phng n i ngu kh thi, tc l cc
vc t ct a
j
,j J
B
, l c s i ngu chp nhn. Do (3.13) nn
j
= c
j

T
B
c B
1
j
a 0. Nu x
B
= B
1
b 0 th x l phng n ti u. Ch rng, thut ton n
hnh i ngu c bt u vi ma trn B I, do c x
B
= B
1
b = Ib. Trong v d 4, ta c:
x B
=
3
4
5
x 1 0 0 4 4
x 0 1 0 3 3
0 0 1 4 4 x

= =

.
Nu x
B
= B
1
b 0 cha c tha mn th tn ti x
q
< 0 vi q J
B
(nh trong v d 4,
bng III.7). Lc chng ta cn thc hin th tc xoay.
Trng hp 1: j J (J l tp cc ch s ca cc vc t ct ca ma trn A ), x
qj
0.
iu ny c ngha l tt c cc ta th q ca cc vc t B
1
j
a ,j J

u khng m. Chng ta
s ch ra rng bi ton gc khng c phng n, hay bi ton i ngu c hm mc tiu khng b
chn trn. Xt vc t y = (
T
B
c B
1
)
T
. D dng chng minh c y ng l phng n ca bi
ton i ngu. Tht vy, theo (3.13) ta c:
62
A
T
y c . (3.14)
t U
q
T
l vc t hng q trong ma trn B
1
v xt
/
y = y U
q
vi > 0 no . Th th
(
/
y )
T
a
j
= ( y
T
U
q
T
) a
j
= y
T
a
j
U
q
T
a
j
y
T
a
j
(do U
q
T
a
j
= x
qj
0). Theo (3.14), ta c
y
T
a
j
c
j
, nn (
/
y )
T
a
j
c
j
. Do A
T
y
/
c hay y
/
cng l phng n ca bi ton i
ngu. Mt khc, gi tr ca hm mc tiu trong bi ton i ngu l u(
/
y ) = (
/
y )
T
b = ( y
T

U
q
T
)b = y
T
b U
q
T
b = u( y ) x
q
+ khi +.
chng minh bi ton gc khng c phng n c th lp lun ngn gn hn. Tht vy,
ta c
qj j
j J
x x
= x
q
< 0 (do B
1
A x = B
1
b). Nu bi ton gc c phng n vi cc ta
khng m th y l iu v l v x
qj
, x
j
0, j J.
Trng hp 2: j J sao cho x
qj
0. Ta chn ct xoay theo quy tc t s m ln nht,
tc l chn ch s s sao cho:
<

=

qj
j
s
x 0
qs qj
Mi n
x x
.
Tip tc thc hin th tc xoay nh pht biu trong thut ton n hnh i ngu, chng
ta s chuyn c sang phng n i ngu kh thi mi (bn c t chng minh). Trong phng
n mi x
s
s l bin c s thay ch cho bin x
q
.
V mi phng n i ngu kh thi tm c trong qu trnh gii tng ng vi mt ma
trn c s B trong mt phn r no A = [N B], nn s phng n i ngu kh thi c xem
xt l mt s hu hn. Do , sau mt s hu hn bc, chng ta s kt thc vic gii BTQHTT
bng phng php n hnh i ngu.
4. Bi ton vn ti
4.1. Pht biu bi ton vn ti
Bi ton vn ti c p dng rt rng ri trong lnh vc lp k hoch phn b sn phm
hng ho (dch v) t mt s a im cung / cp pht ti mt s a im cu / tiu th. Thng
thng, ti mi a im cung (ni i) ch c mt s lng gii hn hng, cn mi a im cu
(ni n) cn mt s lng nht nh hng p ng nhu cu tiu th. Vi cc cung ng vn
chuyn hng a dng, vi cc ph vn ti khc nhau, mc tiu t ra l xc nh phng n vn
ti ti u. Ni cch khc, vn t ra l cn xc nh nn vn chuyn t mi a im cung ti
mi a im cu bao nhiu n v hng nhm tho mn nhu cu ca tng a im tiu th ng
thi t tng chi ph vn ti l nh nht.
V d 5. Ta c 3 im cung cp hng C, D, E v 4 im cu S, T, U v V vi lng hng
cung v cu ti mi im cng nh cc ph vn ti trn mt n v hng cho mi cung ng
nh trong bng III.8.
T im cung i n im cu j ta c cc ph vn ti / mt n v hng l c
ij
bit, chng
hn nh c
11
l 3 USD / mt n v hng. Cn thit lp phng n vn ti hng p ng c cung
63
cu v tng chi ph vn ti l nh nht. Ch rng bi ton vn ti ang xt c tng cung bng
tng cu, nn c gi l bi ton vn ti cn bng thu pht. y l dng n gin nht trong cc
dng bi ton vn ti.

Khi nim bng vn ti
Bng vn ti c m hng, n ct gm mn , m l s im cung, n l s im cu vi cc
ph c
ij
c ghi trong (i, j) cho cung ng (i, j). Khi m = 3, n = 4 nh trong v d trn, ta c
bng vn ti III.9.
Bng III.9. Bng vn ti
3

2 7 6
Cung 1: 5000
7

5 2 3
Cung 2: 6000
2

5 4 5
Cung 3: 2500
Cu1: 6000 Cu 2: 4000 Cu 3: 2000 Cu4: 1500 Tng: 13500
Ta cn tm phng n phn hng vo cc (i, j) sao cho tng theo hng hay ct u khp
vi cc lng cung, cu v tng chi ph vn ti l nh nht. Mi (i, j) biu din mt cung ng
vn chuyn hng t im cung i v im cu j.
Cc phng php to phng n xut pht
C mt s phng php to phng n xut pht. Ta nghin cu hai phng php sau y.
Phng php "gc ty bc"
im cung Lng hng
C 5000
D 6000
E 2500
Tng 13500
im cu Lng hng
S 6000
T 4000
U 2000
V 1500
Tng 13500

Cc ph vn ti / n v hng c
ij
(USD) n
Ni i
S T U V
C 3 2 7 6
D 7 5 2 3
E 2 5 4 5
Bng III.8. Cc d liu ca bi ton vn ti
64
Phng php ny c pht biu nh sau:
Phn pht hng ti a vo gc ty bc ca bng vn ti.
Sau khi (hng) cung hoc (ct) cu tho mn th ta thu gn bng vn ti bng cch b
bt hng cung hoc ct cu i (ch b mt trong hai th hoc hng hoc ct, y l ton
t hoc loi tr, OR exlusive).
Tip tc lp li hai bc trn y cho ti khi hng c phn phi ht vo cc .
Bng phng php gc ty bc ta to c phng n trong bng III.10.
Bng III.10. Phng n xut pht vi phng php gc ty bc
3 2 7 6
5000
7

1000
5
4000
2
1000
3

2 5 4
1000
5
1500
Tng chi ph vn ti: CPVT = (35 + 71 + 54 + 21 + 41 + 51,5)1000 =
55500.
Phng php cc ph ti thiu
Phng php ny c pht biu tng t nh phng php "gc ty bc" nhng u tin
phn pht hng vo c cc ph b nht (nu c nhiu nh vy th chn bt k trong s ).
Lc ny ta c phng n xut pht l phng n cho trong bng III.11.
Bng III.11. Phng n xut pht vi phng php cc ph ti thiu
3

2 7 6
1000 4000
7

2500
5

2
2000
3
1500
2
2500
5 4

5

Tng chi ph vn ti: CPVT = (31 + 24 + 72,5 + 22 + 31,5 + 22,5) 1000 =
42000.
Mt s nhn xt
Phng php cc ph ti thiu thng cho phng n xut pht tt hn phng php
gc ty bc.
Bng vn ti tng ng vi v d 5 c s s dng l 3 + 4 1 = 7 1 = 6. Mt cch
tng qut bng vn ti m hng, n ct c s s dng l m + n 1.
65
Bi ton vn ti cng l BTQHTT. Trong v d ang xt, nu k hiu x
ij
l lng hng
cn c vn chuyn trn cung ng (i, j), chnh l lng hng cn in vo (i, j), th chng ta
BTQHTT sau:
Min z =
3 4
i j i j
i 1 j 1
c x
= =
= 3x
11
+ 2x
12
+ 7x
13
+ 6x
14
+ 7x
21
+ 5x
22

+ 2x
23
+ 3x
24
+ 2x
31
+ 5x
32
+ 4x
33
+ 5x
34

vi cc rng buc
x
11
+ x
12
+ x
13
+ x
14
= 5000

x
21
+ x
22
+ x
23
+ x
24
= 6000
x
31
+ x
32
+ x
33
+ x
34
= 2500
x
11
+ x
21
+ x
31
= 6000 (3.15)
x
12
+ x
22
+ x
32
= 4000
x
13
+ x
23
+ x
33
= 2000
x
14
+ x
24
+ x
34
= 1500
x
ij
0, i = 1,3, j = 1, 4 .
i tn bin: X
1
= x
11
, X
2
= x
12
, X
3
= x
13
, X
4
= x
14
, X
5
= x
21
, ..., X
12
= x
34
, th bi ton trn
y l BTQHTT 12 bin, vi ma trn A cc h s rng buc nh sau:
A =
1
0
0
1
0
0
0

1
0
0
0
1
0
0

1
0
0
0
0
1
0

1
0
0
0
0
0
1

0
1
0
1
0
0
0

0
1
0
0
1
0
0

0
1
0
0
0
1
0

0
1
0
0
0
0
1

0
0
1
1
0
0
0

0
0
1
0
1
0
0

0
0
1
0
0
1
0

0
0
1
0
0
0
1

(Ma trn A gm 12 vc t ct c k hiu l A
11
, A
12
, ..., A
34
)
H cc rng buc c 7 phng trnh. Nu ly tng 4 phng trnh cui tr i tng cc
phng trnh th 2 v 3 th c phng trnh u. Mt khc, do bi ton vn ti l c phng n,
nn nu gi A l ma trn m rng ca ma trn A ( A thu c t A bng cch thm mt ct cc
h s v phi ca h (3.15)) th hng A = hng A 6. Sau y, chng ta s ch ra rng, hng A =
hng A = 6.
Mi phng n xut pht (xem bng III.10 v III.11) tm c ca bi ton vn ti trn
y chnh l mt phng n cc bin xut pht khi gii BTQHTT. Bi ton vn ti c th hon
ton gii c bng phng php n hnh. Tuy nhin, do c cu trc c bit, bi ton vn ti c
th c gii bng cc phng php khc vi cc thut ton chuyn dng. l cc phng php
phn phi v phng php th v.
66
Pht biu bi ton vn ti tng qut
Trong mt mng li cung cp v tiu th mt mt hng c m im cung, vi cc lng
cung l a
1
, a
2
, , a
m
v n im cu, vi cc lng cu l b
1
, b
2
, , b
n
. Gi s
m n
i j
i 1 j 1
a b
= =
=

, tc
l tng cung v tng cu bng nhau, th ta c bi ton vn ti cn bng cung cu hay cn gi l
bi ton vn ti cn bng thu pht.
Cho bit c
ij
l cc ph / trn mt n v hng vn chuyn t im cung i ti im cu j.
K hiu x
ij
l lng hng cn vn chuyn t im cung i ti im cu j, chng ta c bi ton vn
ti cn bng thu pht tng qut sau y:
Min z =
m n
i j i j
i 1 i j 1
c x
= =

vi cc rng buc
n
i j i
j 1
m
i j j
i 1
i j
x a , i 1, m
x b , j 1,n
x 0, i 1, m, j 1,n .
=
=
= =
= =
= =

4.2. Cc tnh cht ca bi ton vn ti
Tnh cht 1. Bi ton vn ti cn bng thu pht lun c phng n ti u.
Chng minh
Chng ta ch ra rng bi ton vn ti cn bng thu pht lun c phng n xut pht (tm
c chng hn bng phng php gc ty bc nh trong v d 5 v bng III.10). Hn na, ng
vi mi phng n vn ti th hm mc tiu (hay tng chi ph vn ti tng ng) lun lun b
chn di bi 0. Theo nhn xt cui mc 2.2, i vi mt BTQHTT ch c th xy ra ba trng
hp: i) bi ton c phng n ti u, ii) bi ton khng c phng n v iii) bi ton c phng
n nhng hm mc tiu khng b chn. T suy ra, bi ton vn ti cn bng thu pht lun c
phng n ti u (pcm).
nghin cu tnh cht 2 ca bi ton vn ti, trc ht chng ta xem xt cc nh ngha
sau y.
nh ngha 1. Mt tp hp cc trong bng vn ti c ni l to nn mt chu trnh khp
kn nu c th tm c mt ng i khp kn xut pht t mt no thuc tp hp trn li
tr v xut pht sau khi ln lt i qua cc khc trong tp hp (mi i qua ng mt ln)
dc theo cc hng hay cc ct ca bng vn ti, bc ny theo hng th bc sau phi theo ct
hoc ngc li. Nh vy, s ti thiu trong mt chu trnh khp kn l 4.
Xt v d 5 v bng III.9, lc cc (1,1), (1,2), (2,2), (2,1) to nn mt chu trnh khp
kn v chng ta c th to nn mt ng i qua 4 ny nh sau: (1,1) (1,2) (2,2)
(2,1) (1, 1).
67
nh ngha 2. Mt tp hp mt s ca bng vn ti c ni l khng to nn c mt
chu trnh khp kn no l mt tp hp cc c tnh cht: khng mt tp con no ca n c th to
nn mt chu trnh khp kn.
ly v d v tp hp mt s ca bng vn ti khng to nn c mt chu trnh khp
kn no, chng ta tip tc xt v d 5 v cc s dng trong phng n bng III.10. l cc
(1, 1), (2, 1), (2, 2), (2, 3), (3, 3) v (3, 4). y l cc khng to nn c mt chu trnh khp
kn no. Tht vy, gi s c mt s no trong tp hp 6 trn to nn mt chu trnh khp
kn, th chu trnh ny khng th i qua (1, 1) (v trong s 6 trn (1, 1) ng mt mnh trn
hng 1, ta ni (1, 1) l treo trn hng 1). Xt tip 5 cn li l cc (2, 1), (2, 2), (2, 3), (3, 3)
v (3, 4), th chu trnh cng khng th i qua (2, 1) (v trong s 5 trn (2, 1) ng mt mnh
trn ct 1, ta ni (2, 1) l treo trn hng 1). Tng t, c th lp lun rng tip theo (2, 3)
khng th nm trong chu trnh cho ti khi cn li 3 cui cng (2, 3), (3, 3) v (3, 4). Do ba
ny khng th to nn c chu trnh khp kn no (v s ti thiu trong mt chu trnh khp kn
l 4), nn iu gi s ban u v l. Vy cc (1, 1), (2, 1), (2, 2), (2, 3), (3, 3) v (3, 4) khng
to nn c mt chu trnh khp kn no.
Tnh cht 2. Nu tp hp gm mt s ca bng vn ti khng to nn c mt chu trnh
khp kn no th cc vc t ct ca ma trn A tng ng vi cc trn l cc vc t c lp tuyn
tnh v ngc li.
Chng minh
Trc ht ta i chng minh chiu ngc li, tc l nu tp hp gm mt s ca bng vn
ti khng tho mn gi thit ca tnh cht 2 (t mt s trong s chng c th to nn c mt
chu trnh khp kn no ) th cc vc t ct ca ma trn A tng ng vi cc trn l cc vc t
ph thuc tuyn tnh
hnh dung c th hy xt li v d 5 v cc vc t ct tng ng vi cc (1,1), (1,2),
(2,2), (2,1) to nn mt chu trnh khp kn l A
11
, A
12
, A
22
v A
21
. D thy rng vc t ny ph
thuc tuyn tnh v rng A
11
A
12
+ A
22
A
21
= 0. Hn na, nu c b sung vo 4 trn y mt
s na to thnh mt tp hp mi th cc vc t ct tng ng vi cc ca tp hp ny
cng ph thuc tuyn tnh v chng cha mt tp con cc vc t ph thuc tuyn tnh. Vi cc
to nn mt chu trnh khp kn bt k chng ta cng c lp lun tng t.
By gi chng ta i chng minh nu tp hp gm mt s ca bng vn ti khng to nn
c mt chu trnh khp kn no th cc vc t ct ca ma trn A tng ng vi cc trn l cc
vc t c lp tuyn tnh. hnh dung c th, xt v d 5 v cc (1, 1), (2, 1), (2, 2), (2, 3), (3,
3) v (3, 4) khng to nn c mt chu trnh khp kn no trong bng III.10. Cn phi ch ra
rng cc vc t ct tng ng A
11
, A
21
, A
22
, A
23
, A
33
v A
34
ca ma trn A, l c lp tuyn tnh.
Xt ng thc vc t sau:
11 11 21 21 22 22 23 23 33 33 34 34
A A A A A A 0 + + + + + = . (3.16)
Do (1, 1) l treo trn hng 1 trong s nhng trn nn to th nht ca A
11
l 1, cn
to th nht ca tt cc cc vc t cn li phi bng 0 (hy quan st li cu trc c bit ca
ma trn A v h (3.15)). T (3.16) suy ra rng
11
= 0. Vy (3.16) tr thnh
21 21 22 22 23 23 33 33 34 34
A A A A A 0 + + + + = . Lp lun tng t, do (2, 1) l treo trn
ct 1 trong s 5 cn li nn to th n + 1 (n =3 trong v d 5) ca n bng 1, cn to th
68
n+1 ca 4 vc t khc bng 0. Do
21
= 0. C nh vy, cui cng s chng minh c cc h
s
ij
trong (3.16) u bng 0. Chng ta ch ra rng A
11
, A
21
, A
22
, A
23
, A
33
v A
34
l cc vc t
c lp tuyn tnh.
Tnh cht 3. Mt phng n cc bin ca bi ton vn ti l mt phng n ng vi m + n
1 s dng khng to nn mt chu trnh khp kn no.
Chng minh
Cho A l ma trn cc h s rng buc ca bi ton vn ti, trc ht chng ta i chng
minh: hng A = hng A = m + n 1. Tht vy, do bi ton vn ti lun c phng n nn hng A
= hng A . Chng ta cn phi ch ra rng: hng A = hng A = m + n 1. hnh dung c th, xt
li v d 5 vi h rng buc (3.15) gm 7 phng trnh. Ta thy ngay, phng trnh u l h qu
ca 6 phng trnh sau. T h rng buc, sau khi b bt i phng trnh u, c th biu din
c:
21 2 22 23 24
31 3 32 33 34
11 1 21 31
12 2 22 32
13 3 23 33
14 4 24 34
x a (x x x )
x a (x x x )
x b (x x )
x b (x x )
x b (x x )
x b (x x ).
= + +
= + +
= +
= +
= +
= +

Nh vy, trong h phng trnh rng buc cho c th coi 6 bin x
21
, x
31
, x
11
, x
12
, x
13
v
x
14
l cc bin c s, cc bin cn li l bin ngoi c s. Do hng A = hng A = 6. Trong bi
ton vn ti tng qut, c th chn cc bin x
21
, x
31
, ..., x
m1
,

x
11
, x
12
, x
13
, ...v x
1n
l cc bin c s.
Vy ta c hng A = hng A = m + n 1.
Do hng A = m + n 1, nn mt phng n cc bin ca bi ton vn ti c cc bin c s
ng vi m + n 1 vc t ct c lp tuyn tnh ca ma trn A. Vy tnh cht 3 c suy ra t tnh
cht 2.
Xt v d 5 v cc bng III.10, bng III.11. Cc phng n xut pht to nn bng phng
php gc ty bc hay phng php cc ph cc tiu l cc phng n cc bin v cc s
dng ca chng khng to nn chu trnh khp kn no.
4.3. Phng php phn phi gii bi ton vn ti
Chng ta c th p dng phng php nhy trn (tm dch t Stepping Stone Method),
hay chnh thc hn cn gi l phng php phn phi (Distribution Method) gii bi ton vn
ti.
Phng php nhy trn l mt quy trnh tnh ton nhm tng bc ci thin phng
n vn ti c cui cng tm c phng n vn ti ti u.
Xc nh hiu sut ca cc cha s dng
Quay li bng vn ti III.10 vi phng n xut pht tm c theo phng php gc ty
bc. Trong bng ch c mt s s dng, ta coi chng nh cc hn nh ln trong mt ci
69
ao. Xt mt (i, j) bt k cha s dng trong phng n c. Ta cn tnh hiu sut e
ij
(e l vit tt
ca t effect) ca (i, j) theo cc bc sau:
u tin ta cn tm mt ng i c tnh cht: i qua ng mt cha s dng l (i, j)
( xut pht) v mt s s dng khc, mi bc phi i theo hng hoc theo ct xen k nhau
(khng c i lin hai bc trn mt hng hay mt ct) cui cng quay v (i, j). iu ny
ging nh ang trn thuyn, mun ra khi thuyn m khng t ta phi nhy qua cc hn
nh ln trong ao cui cng li quay v thuyn (v vy phng php c tn l phng php
nhy trn ). Mt iu th v na l con ng nhy trn cc hn nh vy l duy nht.
Tm li xut pht t (1, 2) chng hn, ta s c ng i nh sau: (1, 2) (2, 2) (2, 1)
(1, 1) (1, 2). Trn ng i ny ch duy nht c mt cha s dng (xem bng III.12).
Bng III.12. Tnh hiu sut cc cha s dng
3
5000
2 7 6 5000

7
1000
5
4000
2
1000
3 6000
2 ( 7) 5 ( 2) 4
1000
5
1500
2500
6000 4000 2000 1500 13500
nh du cng tr xen k ti cc nh trn ng i m trong cha s dng c
nh du +. Gi s ta cn lun chuyn mt n v hng theo ng i xc nh m vn tho
mn c cung cu (tc l cc mang du +: (1, 2) v (2, 1) c thm mt n v hng, cc
mang du : (2, 2) v (1, 1) rt bt i mt n v hng). Lc ny tng chi ph s thay i mt
lng tin l: e
12
= +c
12
c
22
+ c
21
c
11
= 2 5 + 7 3 = +1. Ni cch khc, tng chi ph vn ti s
tng thm ln 1 USD cho mi mt n v hng lun chuyn theo ng i trn. Nh vy ta
tnh c hiu sut ca (1, 2): e
12
= 1. Mt cch tng t, ta c:
e
13
= 7 2 + 7 3 = +9, e
14
= 6 5 + 4 2 + 7 3 = +7,
e
24
= 3 5 + 4 2 = 0, e
31
= 2 7 + 2 4 = 7, e
32
= 5 5 + 2 4 = 2.
Ch c hai vi hiu sut m l (3, 1) v (3, 2) (xem bng III.12) c th la chn
a vo s dng trong phng n mi ( lm gim tng chi ph vn ti). Ta quyt nh trong
phng n mi s chn (3, 2) a vo s dng, mi n v hng a vo s dng ti (3, 2)
s lm tng chi ph gim 2 USD. K hiu e = e
32
.
Ch . C th chng minh c e
ij
=
ij
vi
ij
l gi tr trn hng ng vi ct x
ij
nu gii
bi ton vn ti bng phng php n hnh (xem thm mc 4.5 cng chng).
70
Xc nh lng hng a vo chn
Nh trn phn tch, mt n v hng a vo (3, 2) lm gim tng chi ph vn ti 2
USD. Ta cn tm q, lng hng ti a c th a vo (3, 2). ng i qua (3, 2) v mt s
c s dng l: (3, 2) (2, 2) (2, 3) (3, 3) (3, 2), vi cc c nh du cng tr
xen k ( (3, 2) mang du +). Lng hng q c tnh theo quy tc:
q = min {cc lng hng ti cc mang du } = min {lng hng ti (2, 2), lng hng
ti (3, 3)} = min {4000, 1000} = 1000.
Vy trong phng n mi, lng hng ti cc mang du + (cc (3, 2), (2, 3)) c
tng thm 1000 n v, cn ti cc mang du (cc (2, 2) v (3, 3)) lng hng gim i
1000 n v (xem bng III.13). Phng n mi gm 6 s dng ( (3, 3) ng vi q = 1000 b
loi ra).
Bng III.13. Phng n vn ti sau hai bc
3
5000
2 7 6 500
7
1000
5
3000
2
2000
3 6000
2 ( 5) 5
1000
4 5
1500
2500

6000 4000 2000 1500 13500

Tng chi ph vn ti c tnh bi: CPVT = (35 + 71 + 53 + 22 + 51 +
5 1,5) 1000 = 53500, hoc CPVT mi = CPVT c eq = 55500 2 1000 = 53500.
iu kin ti u
Quy trnh trn c thc hin cho ti khi tt c cc hiu sut e
ij
0, (i, j) l cc cha
s dng. y chnh l iu kin ti u hay iu kin dng. iu kin ny thc cht l iu kin
ij
0 ng vi mi bin ngoi c s x
ij
khi gii bi ton bng phng php n hnh (xem mc
4.5 cng chng).
Chng ta i kim tra iu kin ti u i vi phng n vn ti trong bng III.13. Cn tnh
cc hiu sut cho cc cha s dng trong phng n mi:
e
12
= 2 5 + 7 3 = +1; e
13
= 7 2 + 7 3 = +19;
e
14
= 6 5 + 5 5 + 7 3 = +5;

e
24
= 3 5 + 5 5 = 2;
e
31
= 2 7 + 5 5 = 5; e
33
= 4 5 + 5 2 = +2.
Do phng n trong bng III.13 cha phi l phng n ti u. Chng ta quyt nh s
dng chn (3, 1) trong phng n mi v e
31
= 5. Tm c q = 1000 theo quy tc bit. C
hai ng vi q tm c, chng ta ch b i (2, 1) cn phi gi li (3, 2) a vo s dng.
Phng n vn ti tm c sau ba bc c cho trong bng III.14.
71
Bng III.14. Phng n vn ti sau ba bc
3
5000
2 7 6 5000
7

5
4000
2
2000
3 ( 2) 6000
2
1000
5
0
4 5
1500
2500
6000 4000 2000 1500 13500
Tng chi ph vn ti: CPVT = 53500 5 1000 = 48500.
Tip tc tnh cc hiu sut: e
12
= +1; e
13
= 7 2 + 5 5 + 4 = 9; e
14
= 6 5 + 2 3 = 0; e
21

= 7 2 + 5 5; e
24
= 3 + 5 + 5 5 = 2; e
33
= 4 5 + 5 2 = +2.
Chn (2, 4) a vo s dng v tnh q = 1500. T c phng n mi sau bn bc
nh trong bng III.15
Bng III.15. Phng n vn ti sau bn bc
3
5000
2 ( 4) 7 6 5000
7

5
2500
2
2000
3
1500
6000
2
1000
5
1500
4 5 2500

6000 4000 2000 1500 13500

Tng chi ph vn ti: CPVT = 48500 21500 = 45500.
Tip tc tnh cc hiu sut:
e
12
= 2 5 + 2 3 = 4; e
13
= 7 2 + 5 5 + 2 3 = +4;
e
14
= 6 3 + 5 5 + 2 3 = 2; e
21
= 7 2 + 5 5 = +5;
e
33
= 4 5 + 5 2 = +2; e
34
= 5 5 + 5 2 = +3.
Ta c e
12
= 4 v chn (1, 2) lm chn vi q = 1500 v chuyn sang phng n mi
nh trong bng III.16
Bng III.16. Phng n vn ti sau nm bc
3
3500
2
1500
7 6 5000
7

5
2500
2
2000
3
1500
6000
2
2500
5

4 5 2500

6000 4000 2000 1500 13500
Tng chi ph vn ti: CPVT = 45500 41500 = 39500.
72
Lc ny e
ij
0, (i, j) cha s dng. iu kin ti u c tho mn. Phng n vn
ti ti u cho trong bng III.16 vi tng chi ph nh nht l 39500.
Bi ton vn ti khng cn bng thu pht
Trng hp tng lng cung ln hn tng lng cu, cn b tr thm mt im (ct) cu
gi m mi chi ph vn ti n u c coi bng 0. Tng t, nu cu vt cung th cn b tr
mt im (hng) cung gi v coi mi chi ph vn chuyn t i u bng 0. Lc ta c bi
ton vn ti cn bng thu pht vi cc cc ph trong cc trn ct cu gi hoc trn cc hng
cung gi u bng 0. Ch rng lc ny, bng vn ti mi s c thm mt ct cu gi (nm bn
phi cng) hoc mt hng cung gi (nm di cng). tm phng n xut pht, chng ta vn
thc hin cc phng php gc ty bc hoc phng php cc ph ti thiu nhng cn u tin
phn hng vo cc ca bng vn ti ban u trc khi phn hng vo cc trn ct gi hay hng
gi.
4.4. Phng php th v gii bi ton vn ti
Phng php nhy trn hay phng php phn phi c mt nhc im l vic tnh
hiu sut ca cc kh di dng. V vy, ta s nghin cu phng php th v nhm tnh cc hiu
sut e
ij
ngn gn hn.
Xt phng n xut pht tm c bng phng php cc ph cc tiu cho trong bng
III.17 (vi tng chi ph vn ti l 42000).
Bng III.17. Phng n vn ti xut pht
3
1000
2
4000
7 6 5000
7
2500
5

2
2000
3
1500
6000
2
2500
5

4 5

2500
6000 4000 2000 1500 13500
Ta c e
13
= 7 2 + 7 3 = +9. Ta tm cch tnh e
13
bng cch khc nhanh hn nh trnh by
sau y.
Trc ht cn xy dng h thng s th v hng v ct {u
i
, v
j
}, trong u
i
vi
i = 1, 2, 3 l cc th v hng, cn v
j
vi j = 1, 2, 3, 4 l cc th v ct. C th gn cho mt th v
bt k gi tr 0 (hoc mt gi tr bt k khc), th v ny thng c chn hng hay ct c
nhiu s dng nht. Chng hn chn u
2
= 0. Cc th v khc c tnh bi cng thc:
u
i
+ v
j
= c
ij
, (i, j) s dng.
Chn u
2
= 0 v
1
= 7 (= c
21
u
2
); v
3
= 2 (= c
23
u
2
); v
4
= 3 (= c
24
u
2
);
u
1
= 4 (= c
11
v
1
); u
3
= 5 (= c
37
v
1
); v
2
= 6 (= c
12
u
1
).
Cng thc tng qut tnh cc hiu sut cho cc (i, j) cha s dng l:
e
ij
= c
ij
(u
i
+ v
j
). Chng hn ta c e
13
= c
13
(u
1
+ v
3
) = 7 (4 + 2) = 9. Cc hiu sut khc
c tnh tng t (xem bng III.18).
73
Bng III.18. Tnh ton cc th v v cc hiu sut
v
1
= 7 v
2
= 6 v
3
= 2 v
4
= 3
u
1
= 4 3
1000
2
4000
7 6 5000
u
2
= 0 7
2500
5 ( 1)

2
2000
3
1500
6000
u
3
= 5 2
2500
5

4 5

2500
6000 4000 2000 1500 13500
Trong bng III.18 ta thy e
22
= 1 < 0. Chn (2,2 ) a vo s dng ng vi q =
2500, ta chuyn sang phng n mi v tnh li cc h thng s th v nh trong bng III.19.
Bng III.19. Tnh ton cc th v v cc hiu sut cho phng n mi
v
1
= 6 v
2
= 5 v
3
= 2 v
4
= 3
u
1
= 3 3
3500
2
1500
7 6 5000
u
2
= 0 7

5
2500
2
2000
3
1500
6000
u
3
= 4 2
2500
5

4 5

2500
6000 4000 2000 1500 13500
Chn u
2
= 0 v
2
= 5 (= 5 0); v
3
= 2 (= 2 0); v
4
= 3 (= 3 0); u
1
= 3 (= 2 5); v
1
= 6
(= 3 (3)); u
3
= 4 (= 2 6).
Tng chi ph vn ti: CPVT = (3 3,5 + 2 1,5 + 5 2,5 + 2 2 + 3 1,5 + 2 2,5)
1000 = 39500 (tnh cch khc, CPVT mi = 42000 1 2500).
Tip tc tnh ton cc hiu sut:
e
13
= c
13
(u
1
+ v
3
) = 7 ( 3 + 2) = 8;
e
14
= c
14
(u
1
+ v
4
) = 6 ( 3 + 3) = 6;
e
21
= c
21
(u
2
+ v
1
) = 7 (0 + 6) = 1;
e
32
= c
32
(u
3
+ v
2
) = 5 ( 4 + 5) = 4;
e
33
= c
33
(u
3
+ v
4
) = 4 ( 4 + 2) = 6;
e
34
= c
34
(u
3
+ v
4
) = 5 ( 4 + 3) = 6.
74
Ta thy e
ij
0, (i, j) cha s dng nn iu kin ti u c tho mn. Phng n
ti u cho trong bng III.19, vi tng chi ph vn ti nh nht l 39500.
Ch
i vi bi ton vn ti cn cc i ho hm mc tiu th tiu chun dng s l e
ij
0,
(i, j) cha s dng.
i vi bi ton vn ti c cm (cung ng khng c s dng) th t cc ph M
=+ cho cc cm vi bi ton Min hoc M = vi bi ton Max.
4.5. C s ca phng php phn phi v phng php th v
Xt li v d 5 vi bi ton vn ti c cho trong bng III.20. Vit bi ton di dng
BTQHTT nh sau:
Min z =
3 4
i j i j
i 1 j 1
c x
= =
= 3x
11
+ 2x
12
+ 7x
13
+ 6x
14

+ 7x
21

+ 5x
22

+ 2x
23
+ 3x
24
+ 2x
31
+ 5x
32
+ 4x
33
+ 5x
34

vi cc rng buc
x
11
+ x
12
+ x
13
+ x
14
= 5000
x
21
+ x
22
+ x
23
+ x
24
= 6000
x
31
+ x
32
+ x
33
+ x
34
= 2500
x
11
+ x
21
+ x
31
= 6000
x
12

+ x
22
+ x
32
= 4000
x
13
+ x
23
+ x
33
= 2000
x
14
+ x
24
+ x
34
= 1500
x
ij
0, i = 1,3, j = 1, 4 .
Bng III.20. Bng vn ti trong v d 5
3

2 7 6 Cung 1: 5000
7

5 2 3 Cung 2: 6000
2

5 4 5 Cung 3: 2500
Cu1: 6000 Cu 2: 4000 Cu 3: 2000 Cu4: 1500 Tng: 13500

C s ca phng php phn phi
Chn phng n tm c bng phng php gc ty bc (xem bng III.10) lm phng n
cc bin xut pht, chng ta c bng n hnh xut pht nh sau (bng III.21).
75
Bng III.21. Bng n hnh xut pht gii bi ton vn ti
3 2 7 6 7 5 2 3 2 5 4 5 c
B
x
B

x
11
x
12
x
13
x
14
x
21
x
22
x
23
x
24
x
31
x
32
x
33
x
34
3
7
5
2
4
5
x
11
x
21

x
22

x
23

x
33

x
34
5000
1000
4000
1000
1000
1500
1
0
0
0
0
0
1
1
1
0
0
0
1
1
0
1
0
0
1
1
0
+1
1
1
0
1
0
0
0
0
0
0
1
0
0
0
0
0
0
1
0
0
0
0
0
1
1
1
0
1
0
1
1
0
0
0
1
1
1
0
0
0
0
0
1
0
0
0
0
0
0
1
ij
= c
ij
z
ij
0 1 9 7 0 0 0 0 7 2 0 0

Chng ta s chng minh rng cc hiu sut e
ij
ca cc (i, j) cha s dng chnh l cc gi
tr
ij
= c
ij
z
ij
c tnh hng cui ca bng III.21. Chng hn, chng ta s ch ra rng e
12
=
12
.
Tht vy, ct h s ca x
12
l cc h s m A
12
biu th tuyn tnh qua cc vc t c s A
11
,
A
21
, A
22
, A
23
, A
33
v A
34
. Xt vc t ct ng vi x
12
, ta c:
T
= (
1
,
2
,
3
,
4
,
5
,
6
)
T
= (1,
1, 1, 0, 0, 0) v ma trn c s B = [A
11
A
21
A
22
A
23
A
33
A
34
].
Theo cc phn tch chng II, mc 3.3, ta c = B
1
A
12
hay A
12
= B. Vy c th vit
A
12
=
1
A
11
+
2
A
21
+
3
A
22
+
4
A
23
+
5
A
33
+
6
A
34
v cch biu din A
12
di dng t hp
tuyn tnh ca cc vc t ct c s (trong ma trn B) l duy nht.
Xt chu trnh i qua (1, 2) v mt s trong cc s dng (1, 1), (2, 1), (2, 2), (2, 3),
(3, 3) v ((3, 4). Chu trnh ny l duy nht: (1,2) (2,2) (2,1) (1,1) (1,2). Do ta c
ngay: A
12
A
22
+ A
21
A
11
= 0
A
12
= A
11
A
21
+ A
22

1 2 3
4 5 6
1, 1, 1
0
= = =
= = =

12
= c
12
z
12
= c
12
(c
11
1
+ c
21
2
+ c
22
3
+ c
23
4
+ c
33
5
+ c
34
5
)
= 2 (31 71 + 51) = 2 3 + 7 5 = 1

12
= c
12
c
11
+ c
21
c
22
= e
12
.
Tng t, khi xt chu trnh i qua cha s dng (3,1) v cc (2,1), (2,3) v (3,3) th c
A
31
= A
21
A
23
+ A
33
. T cng ch ra c
31
= c
31
c
21
+ c
23
c
33
= e
31

31
= 2 7 + 2
4 = 7.
Theo bng n hnh III.21, ta c
31
= 7 v
32
= 2, cc
ij
cn li u khng m. p
dng th tc xoay, chn ct xoay l ct tng ng vi bin x
32
, tc l s a (3,2) vo s dng.
Theo quy tc t s dng b nht, hng xoay c chn l hng ng vi bin x
33
ng vi lng
hng Min trong cc mang du trong chu trnh i qua cc (3,2), (2,2), (2,3) v (3,3). Kt qu
76
ny cng c ch ra trong bng III.12. Sau chng ta s chuyn sang bng n hnh bc
tip theo cho kt qu tnh ton trng vi kt qu trong bng III.13 khi gii bi ton vn ti theo
phng php phn phi.
C s ca phng php th v
Xt bi ton vn ti trong v d 5:
Min z =
3 4
i j i j
i 1 j 1
c x
= =
= 3x
11
+ 2x
12
+ 7x
13
+ 6x
14
+ 7x
21
+ 5x
22

+ 2x
23
+ 3x
24
+ 2x
31
+ 5x
32
+ 4x
33
+ 5x
34

vi cc rng buc
x
11
+x
12
+x
13
+x
14
= 5000
x
21
+x
22
+x
23
+x
24
= 6000
x
31
+x
32
+x
33
+x
34
= 2500
x
11
+x
21
+x
31
= 6000
x
12
+x
22
+x
32
= 4000
x
13
+x
23
+x
33
= 2000
x
14
+x
24
+x
34
= 1500
x
ij
0, i = 1,3, j = 1, 4 .
y l BTQHTT vi phng trnh cui cng l h qu ca cc phng trnh ng trn. Gi
u
1
, u
2
, u
3
l cc bin i ngu ca 3 phng trnh u v v
1
, v
2
, v
3
, v
4
l cc bin i ngu ca 4
phng trnh sau. Lc ta c bi ton i ngu sau ca BTQHTT cho.
Max w = 5000u
1
+ 6000u
2
+ 2500u
3
+ 6000v
1
+ 4000v
2
+ 2000v
3
+ 1500v
4
vi cc rng buc
{
1 1
1 2
1 3
i j i j
1 4
3 4
u v 3
u v 2
u v 7
u v c , i 1,3, j 1,4.
u v 6
...
u v 5
+
+ = =

Cc bin i ngu u
i
, v
j
c gi l cc th v.
nh l 4. iu kin cn v mt phng n vn ti {x
ij
0, i = 1,m v j = 1,n }
l phng n ti u, l tn ti mt h thng s th v {u
i
, i = 1,m, v
j
, j = 1, n } tha mn h
iu kin sau:
i j i j
i j i j
u v c ,
u v c ,
+
+ =
i 1,m,
(i , j) :
=
i j
j 1, n
x 0.
=
>

77
Chng minh
Trc ht, chng ta s ch rng vi h thng th v {u
i
, i = 1,m, v
j
, j = 1, n } thu c
ng vi phng n vn ti {x
ij
} cho, ta lun c
i j i j i j i j
e c (u v ) = = + , (i, j).
cho d hiu, chng ta xt li v d 5 v bng III.12. Lc ny, h thng th v c xc
nh t h phng trnh:
1 1
2 1
2 2
2 3
3 3
3 4
u v 3
u v 7
u v 5
u v 2
u v 4
u v 5.
+ =
+ =
+ =
+ =
+ =
+ =

Bng III.12. Tnh hiu sut cc cha s dng
3
5000
2 7 6 5000

7
1000
5
4000
2
1000
3 6000
2 ( 7) 5 ( 2) 4
1000
5
1500
2500
6000 4000 2000 1500 13500
H phng trnh gm 6 phng trnh v 7 n, hng ca ma trn h s (nh bit) l hng
A
T
= 6. Vy h c v s nghim ph thuc vo mt tham s (tc l, cc gi tr ca cc n c s
xc nh duy nht khi cho n ngoi c s / n t do nhn mt gi tr ty ). Gi s v
4
= 0 ( y
v
4
c coi l n t do), lc ta c:
3 4
3 3 4
2 3 4
2 2
1 2 4
1 1 4
u 5 v
v 4 u 1 v
u 2 v 3 v
v 5 u
v 7 u 4 v
u 3 v 1 v
=
= = +
= =
= = +
= =

3
3
2
2
1
1
u 5
u 1
u 3
v 5
v 4
u 1.
=

Do , khi cho mt th v chn bt k nhn mt gi tr ty th lun tnh c cc th v
cn li mt cch duy nht. Hn na c
ij
(u
i
+ v
j
) lun khng thay i d th v u tin chn gi
tr no (hy quan st k h phng trnh trn suy ra iu ny). Nh vy c th chn v
4
= 0
vic tnh ton c n gin.
78
Theo cch xy dng y = (u
1
, u
2
, u
3
, v
1
, v
2
, v
3
, v
4
)
T
trn y th c y = (c
B
B
1
)
T
vi B l ma
trn c s (gm cc ct vc t c s ca ma trn A). Theo tnh cht ca cp bi ton i ngu ta
c:
1 T
i j i j B i j i j i j
c c B A c y A
= = . Chng hn:
T
11 11 1 2 3 1 2 3 4 11 1 1
c (u , u , u , v , v , v , v )(1,0, 0,1, 0,0,0) c (u v ). = = +
Mt cch tng qut, chng ta c
i j i j i j i j
e c (u v ) = = + ng vi tt c cc (i, j). T y,
theo nh l 1 ca chng II, v da theo li chng minh nh l 2 ca chng III (cn thay BTG
l bi ton Min, cn BTN l bi ton Max), chng ta c th ch ra c (bn c hy t chng
minh): iu kin cn v mt phng n vn ti l ti u l h thng s th v tng ng
phi tha mn:
i j i j
i j i j
u v c
u v c
+
+ =

i 1,m
(i , j) :
=

i j
j 1,n
x 0.
=
>

y chnh l pcm.

Bi tp chng III

Bi 1. Xt BTQHTT Max z = 2x
1
+ 5x
2
+ 8x
3
, vi cc iu kin rng buc
6x
1
+ 8x
2
+ 4x
3
96
2x
1
+ x
2
+ 2x
3
40
5x
1
+ 3x
2
+ 2x
3
60
x
1
, x
2
, x
3
0.
a. Gii bi ton trn bng phng php n hnh.
b. Hy vit bi ton i ngu v tm phng n ti u ca n.
c. Hy pht biu ngha kinh t ca cp bi ton i ngu.

Bi 2. Xt BTQHTT
Max z = 2x
1
6x
2
+ 5x
3
x
4
4x
5
x
1
4x
2
+ 2x
3
5x
4
+ 9x
5
= 3
x
2
3x
3
+ 4x
4
5x
5
= 6
x
2
x
3
+ x
4
x
5
= 1
x
1
, x
2
, x
3
, x
4
, x
5
0.
a. Vit bi ton i ngu.
b. p dng l thuyt i ngu, chng minh rng x* = (0, 0, 16, 31, 14) l phng n ti u
ca BTQHTT cho.

79
Bi 3. Xt BTQHTT
Min z = x
1
+ x
2
+ x
3
+ x
4
+ x
5
3x
1
+ 2x
2
+ x
3
= 1
5x
1
+ x
2
+ x
3
+ x
4
= 3
2x
1
+ 5x
2
+ x
3
+ x
5
= 4
x
1
, x
2
, x
3
, x
4
, x
5
0.
b. Cho bit bi ton gc c phng n ti u l x* = (0, 1/2, 0, 5/2, 3/2). Hy tm phng
n ti u ca bi ton i ngu.

Bi 4. Xt BTQHTT
Min z = 5x
1
+ 5x
2
x
1
+ 5x
2
7

5x
1
+ x
2
3.
b. p dng l thuyt i ngu, tm gi tr ti u ca bi ton i ngu v bi ton gc ty
theo .
Bi 5. Gii BTQHTT sau y bng thut ton n hnh i ngu:
Min z = 2x
1
+ 5x
2
6x
1
+ 8x
2
96
2x
1
+ x
2
40
x
1
, x
2
0.

Bi 6. Gii BTQHTT sau y bng thut ton n hnh i ngu:
Min z = 3x
1
+ 4x
2
+ 2x
3
+ x
4
+ 5x
5
x
1
2x
2
x
3
+ x
4
+ x
5
3
x
1
x
2
x
3
+ x
4
+ x
5
2
x
1
+ x
2
2x
3
+ 2x
4
3x
5
4
x
1
, x
2
, x
3
, x
4
, x
5
0.

Bi 7. Hy pht biu thut ton n hnh i ngu v lp chng trnh my tnh bng ngn ng
Pascal hay ngn ng C gii BTQHTT dng tng qut. Chy kim th chng trnh
trn mt s v d bit.
80

Bi 8. Xt bi ton vn ti vi cc d kin cho trong bng (chng hn cc ph vn chuyn c
23
= 5).
a. Khng gii bi ton, hy chng t rng n nht nh c mt phng n vn ti ti u m
cc thnh phn u l s chn.
b. Chng minh rng phng n x
11
= x
12
= x
21
= x
24
= x
33
= x
34
= 0, x
13
= x
22
= x
23
= 2, x
14
= x
31

= x
32
= 4 l ti u. Sau cho bit bi ton c cc phng n ti u khc hay khng?
3 1 2 2 Cung 1: 6
5 2 5 6 Cung 2: 4
6 4 8 8 Cung 3: 8
Cu 1: 4 Cu 2: 6 Cu 3: 4 Cu 4: 4 = 18

Bi 9. Hy gii bi ton lp k hoch vay ba ngn hng thc hin cc d n u t trong bn
lnh vc khc nhau, bit s tin cc ngn hng c th cho vay cng nh li sut / nm cc ngn
hng tnh cho tng d n (thi hn thc hin cc hp ng cho vay l mt nm).
a. S dng phng php phn phi.
b. S dng phng php th v.
c. S dng phn mm Lingo.
6% 3% 5% 8% Ngn hng 1: 60
4% 5% 4% 6% Ngn hng 2: 50
7% 6% 6% 4% Ngn hng 3: 30
D n 1: 40 D n 1: 20 D n 1: 50 D n 1: 30 = 140

Bi 10. Trong mt bi ton vn ti cho bit vc t cung l a = (30, 10 + , 45, 30), vc t cu l b
= (25, 20 + , 6, 7, 22, 35) v ma trn chi ph vn chuyn C = [c
ij
] nh sau:
30 11 5 35
2 5 2 5
C
35 20 6 40
19 2 4 30

8
1
8
10

29
9
33
25

K hiu g() l gi tr ti u ca hm mc tiu ca bi ton ph thuc vo tham s .
Chng minh rng g() l hm nghch bin trn on 0 22 (y l nghch l vn ti: trong
mt s trng hp, khi lng hng cn vn chuyn tng ln th tng chi ph vn chuyn li c th
c rt bt i).

Bi 11. Hy pht biu thut gii theo phng php th v cho bi ton vn ti cn bng thu pht
v lp chng trnh my tnh bng ngn ng Pascal hay C. Sau chy th nghim
chng trnh cho mt s v d kim th.

81
Chng IV
Quy hoch nguyn
1. Phng php ct Gomory gii bi ton quy hoch tuyn tnh nguyn
1.1. Pht biu bi ton quy hoch tuyn tnh nguyn
Vi mc ch tm hiu bc u, xt m hnh ton hc sau y, cn gi l m hnh quy
hoch tuyn tnh nguyn hay bi ton quy hoch tuyn tnh nguyn (BTQHTT nguyn), m trong
chng ta mun ti u ho / cc i ho hay cc tiu ho hm mc tiu vi iu kin cc bin
quyt nh l cc bin nguyn:
z = c
1
x
1
+ c
2
x
2
+ .... + c
n
x
n
Max (Min),
a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
b
1

a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
b
2
...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
b
m
x
1
, x
2
, ..., x
n
0 (iu kin khng m)
x
1
, x
2
, ..., x
n
nguyn (iu kin nguyn).
Trong trng hp tng qut, BTQHTT nguyn c th bao gm cc rng buc dng ,
hoc dng =, cc bin c th c du 0, 0 hoc du ty .
V d 1. Xt BTQHTT: Max z = x
1
+ 4x
2

vi cc rng buc
2x
1
+ 4x
2
7
10x
1
+ 3x
2
15
x
1
, x
2
0
x
1
, x
2
nguyn .
82
Cn tm cc gi tr nguyn ca cc bin quyt nh x
1
, x
2
cc rng buc c tho mn
v hm mc tiu t gi tr ln nht.
1.2. Minh ha phng php Gomory bng th
Chng ta i tm phng n ti u cho BTQHTT nguyn trong v d 1 bng
th.
Bc 1: V min cc phng n kh thi (cn gi l min rng buc) l tp hp cc phng
n kh thi (cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s
(x
1
, x
2
), tho mn tt c cc rng buc c k c iu kin khng m v iu kin nguyn ca
cc bin (xem hnh IV.1).
Trc ht chng ta v ng thng c phng trnh l 2x
1
+ 4x
2
= 7. ng thng ny
chia mt phng lm hai na mt phng. Mt phn gm cc im (x
1
, x
2
) tho mn: 2x
1
+ 4x
2
7,
phn cn li tho mn: 2x
1
+ 4x
2
7. Ta tm c na mt phng tho mn: 2x
1
+ 4x
2
7.

Tng t, c th tm na mt phng tho mn: 2x
1
+ 4x
2
48.
Lc ny, giao ca hai na mt phng tm c trn cho ta tp hp cc im (x
1
, x
2
) tho
mn cc rng buc. Tuy nhin, tho mn iu kin khng m v iu kin nguyn ca cc
bin, ta ch xt cc im nm trong gc phn t th nht c cc ta u nguyn. Vy min cc
phng n kh thi l min gm cc im vi ta nguyn c gii hn bi t gic OABC.
1
, x
2
) vi cc ta nguyn sao cho
z = x
1
+ 4x
2
t gi tr ln nht. D thy l im F(1, 1)
Kt lun. Trong cc phng n kh thi th phng n ti u l (x
1
= 1, x
2
= 1). Ti phng
n ny, gi tr hm mc tiu l ln nht z
max
= 1 1 + 4 1 = 5.
Tm tt phng php Gomory
Chng ta quy nh gi BTQHTT nh cho trong v d 1 nhng b qua iu kin nguyn ca
cc bin l BTQHTT khng nguyn tng ng vi BTQHTT nguyn cho. Trc khi gii
10x
1
+ 3x
2
= 15
O
1
7/4
x
1

2x
1
+ 4x
2
= 7
x
2

1,5 1 7/2
A
B(39/34;20/17)
C
Hnh IV.1. Phng php th gii BTQHTT nguyn
F
E
G
D
83
BTQHTT nguyn cho trong v d 1 bng bng n hnh theo phng php Gomory, chng ta c
th m t phng php ny bng th nh sau:
Khi gii BTQHTT khng nguyn chng ta ch xt cc iu kin rng buc sau:
2x
1
+ 4x
2
7
10x
1
+ 3x
2
15
x
1
, x
2
0.
Ta c z(O) = z(0, 0) = 0, z(C) = z(1,5, 0) = 1,5, z(B) = z(39/34, 20/17) = 199/34 v z(A) =
z(0, 7/4) = 7. Vy phng n ti u (cha xt iu kin nguyn l (0, 7/4) vi z
max
= 7.
Tuy nhin phng n (0, 7/4) cha tha mn iu kin nguyn do ta x
2
= 7/4 cha
nguyn. Chng ta a thm vo iu kin x
2
1 hoc x
2
2. Chng ta gi hai iu kin b sung
ny l hai lt ct L
1
v L
1
. Lm nh vy, tuy chng ta thu hp min phng n ca BTQHTT
khng nguyn, nhng vn gi nguyn min phng n ca BTQHTT nguyn cho. Vy min
rng buc tr thnh
2x
1
+ 4x
2
7
10x
1
+ 3x
2
15
x
2
1 (L
1
) hoc x
2
2 (L
1
)
x
1
, x
2
0.
Min ny chnh l min
ODEC = min OABC {min {(x
1
, x
2
) R
2
: x
2
1} min {(x
1
, x
2
) R
2
: x
2
2}}.
Nhn vo hnh IV.1 c th nhn thy ngay rng iu kin
x
2
2 c th b qua. Do c th ni, min ODEC thu c t min OABC bng nht ct L
1
: (x
2
1).
Gii BTQHTT khng nguyn vi min phng n thu hp ODEC, xut pht t phng
n i ngu kh thi A(0, 7/4) t ti phng n ti u l im E(6/5, 1) vi z
max
= 26/5.
Phng n ny c ta x
1
= 6/5 khng nguyn.
Lc ny chng ta s dng lt ct L
2
: x
1
1 v lt ct L
2
: x
1
2, v khng lm thu hp
min phng n kh thi ca BTQHTT nguyn cho. D thy, lt ct L
2
c th b qua (xem
hnh IV.1). Min phng n thu hp ca BTQHTT khng nguyn chnh l min ODFG c quy
nh bi cc rng buc sau:
2x
1
+ 4x
2
7
10x
1
+ 3x
2
15
x
2
1 (L
1
) hoc x
1
1(L
2
)
x
1
, x
2
0.
Min ODFG thu c t min OABC bng nht ct L
1
: (x
2
1) v L
2
: (x
1
1).
84
Tip tc gii BTQHTT khng nguyn vi min phng n ODFG, xut pht t phng
n i ngu kh thi E(6/5, 1) t ti phng n ti u l im F(1, 1) c cc to nguyn
vi z
max
= 5. V cc min phng n OABC v ODFG cha cng cc im c ta nguyn nh
nhau, nn y cng chnh l phng n ti u ca BTQHTT nguyn cho trong v d 1.
1.3. Gii bi ton quy hoch tuyn tnh nguyn bng bng
Xt BTQHTT nguyn dng chnh tc.
V d 2. Max z = x
1
+ 4x
2
+ 0x
3
+ 0x
4
, vi cc rng buc
2x
1
+ 4x
2
+ x
3
= 7
10x
1
+ 3x
2
+ x
4
= 15
x
1
, x
2
, x
3
, x
4
0
x
1
, x
2
, x
3
, x
4
nguyn .
Trc ht gii BTQHTT khng nguyn tng ng (xem bng IV.1).
Nh vy, phng n ti u bc 2 cha tha mn iu kin nguyn. Xt phng trnh
(xem bng IV.1, bng th 2):
1 2 3
1 1 7
x x x
2 4 4
+ + =
2 1 3
1 1 7
x x x
2 4 4
+ + = .
Bng IV.1. Cc bng n hnh gii BTQHTT nguyn
c
1
= 1 c
2
= 4 c
3
= 0 c
4
= 0
H s hm
mc tiu c
j

Bin c s Phng n
x
1
x
2
x
3
x
4

Bng n hnh bc 1
0
0
x
3

x
4

7
15
2
10
4
3
1
0
0
1
Hng z z
0
= 0 z
1
= 0 z
2
= 0 z
3
= 0 z
4
= 0
Hng
j
= c
j
z
j

1
= 1
2
= 4
3
= 0
4
= 0
Bng n hnh bc 2
4
0
x
2
x
4

7/4
39/4
1/2
17/2
1
0
1/4
3/4
0
1
Hng z z
0
= 7 z
1
= 2 z
2
= 4 z
3
= 1 z
4
= 0
Hng
j
= c
j
z
j

1
= 1
2
= 0
3
= 1
4
= 0
Mt cch tng qut chng ta c th vit:
j 0
N
r r j r
j j
x z x z
+ =
, trong J
N
l tp cc ch s
tng ng vi cc bin ngoi c s. Cn x
r
l bin c s nm trong phng trnh ang xt. Gi s
j j j
r r r
z z f

= +

th c:
j j 0 0
N
r r r j r r
j j
x ([z ] f )x [z ] f
+ + = +

j 0 0 j
N N
r r j r r x j
j j j j
x [z ]x [z ] f f x

+ =

.
85
V tri bt buc l s nguyn theo iu kin ca BTQHTT nguyn nn v phi phi l s
nguyn nh hn 1 (do v phi
0
r
f < 1). Vy v phi lun nh hn hoc bng 0.
Trong v d trn ta c:
0 0
2 2 2 2
{1,3} {1,3}
[ ] [ ]

+ =

j j
j x j
j j
x z x z f f x . Nu t v phi l x
5

(vi iu kin x
5
nguyn v x
5
0), th c phng trnh mi sau y:
0
2 5 2 1 3 5
{1,3}
1 1 3
2 4 4
+ = + =
j
j
j
f x x f x x x . (4.1)
Ch . Khi thm vo cc rng buc phng trnh trn, min phng n ca BTQHTT
nguyn vn gi nguyn (v phng trnh (4.1) l h qu ca cc iu kin rng buc ca
BTQHTT nguyn).
Mt khc, ta c:

1 2 3
1 1 7
x x x
2 4 4
+ + = . (4.2)
T (4.1) v (4.2) suy ra x
2
+ x
5
= 1. Do x
5
0 nn ta c x
2
1 (y chnh l lt ct L
1
trong
mc 1.2, c minh ha trn mt phng 0x
1
x
2
). Nh vy, khi b sung phng trnh (4.1),
chng ta thu hp min phng n ca BTQHTT khng nguyn, nhng vn gi nguyn min
phng n ca BTQHTT nguyn cho. Vy phng trnh (4.1) cng c coi l lt ct L
1
. Lc
ny chng ta c bng n hnh IV.2 vi phng n i ngu kh thi c (xem chng III, mc
3). Chng ta s s dng phng php n hnh i ngu tip tc qu trnh gii v tm phng
n ti u tha mn iu kin nguyn (xem bng IV.2).
Bng IV.2. Cc bng n hnh gii BTQHTT nguyn (tip)
1 4 0 0 0 H s hm mc
tiu
Bin c s Phng n
x
1
x
2
x
3
x
4
x
5

Bng n hnh bc 3
4
0
0
x
2

x
4

x
5

7/4
39/4
3/4
1/2
17/2
1/2
1
0
0
1/4
3/4
1/4
0
1
0
0
0
1
z
j
j
7 2
1
4
0
1
1
0
0
0
0
Bng n hnh bc 4
4
0
1
x
2

x
4

x
1

1
3
3/2
0
0
1
1
0
0
0
5
1/2
0
1
0
1
17
2
z
j
j

11/2 1
0
4
0
1/2
1/2
0
0
2
2
Bng n hnh bc 5
4
0
1
x
2

x
3

x
1

1
3/5
6/5
0
0
1
1
0
0
0
1
0
0
1/5
1/10
1
17/5
3/10
z
j
j

26/5 1
0
4
0
0
0
1/10
1/10
37/10
37/10
86
Ta nhn thy: phng n ti u bc 5 cha tha mn iu kin nguyn. Xt phng
trnh th 3 trong bng n hnh th 5 (bng IV.2) lm c s cho vic a vo lt ct L
2
:
4 5 6
1 7 1
x x x
10 10 5
+ = .
T y chng ta tip tc qu trnh gii s dng phng php n hnh i ngu (xem bng
IV.3):
Bng IV.3. Cc bng n hnh gii BTQHTT nguyn (tip)
1 4 0 0 0 0
H s hm mc
tiu
Bin c
s
Phng n
x
1
x
2
x
3
x
4
x
5
x
6
Bng n hnh bc 6
4
0
1
0
x
2

x
3

x
1

x
6

1
3/5
6/5
1/5
0
0
1
0
1
0
0
0
0
1
0
0
0
1/5
1/10
1/10
1
17/5
3/10
7/10
0
0
0
1
z
j
j

26/5 1
0
4
0
0
0
1/10
1/10
37/10
37/10
0
0
Bng n hnh bc 7
4
0
1
0
x
2

x
3

x
1

x
4
1
1
1
2
0
0
1
0
1
0
0
0
0
1
0
0
0
0
0
1
1
2
1
7
0
2
1
10
z
j
j

5 1
0
4
0
0
0
0
0
3
3
1
1
Phng n ti u bc 7 tha mn iu kin nguyn. Vy phng n ti u ca
BTQHTT nguyn l
1
x
= 1,
2
x
= 1 v z
max
= 5.
1.4. Khung thut ton ct Gomory
Xt BTQHTT nguyn
Max z = c
1
x
1
+ c
2
x
2
+ ... + c
n
x
n

vi h iu kin rng buc
11 1 12 2 1n n 1
21 1 22 2 2n n 2
m1 1 m2 2 mn n m
j
a x a x ... a x b
a x a x ... a x b
a x a x ... a x b
x 0, j 1, n
+ + + =
+ + + =
+ + + =

Vi cc k hiu ma trn nh bit, BTQHTT trn c vit li nh sau: z = Max z, vi
cc rng buc Ax = b, x 0 v c cc to nguyn, b 0. Vi k hiu D = {x: Ax = b, x 0},
v nguyn.
87
khung thut ton ct Gomory c th c pht biu nh sau cho BTQHTT nguyn dng Max vi
min rng buc gii ni khc rng.
Bc khi to
Gii BTQHTT: Max z = c
T
x, vi x D bng phng php n hnh thu c phng
n ti u x
1
. t k := 1 v D
1
= D.
Bc 1: Nu x
k
c cc ta nguyn th chuyn sang bc kt thc.
Bc 2: Nu tri li x
k
c t nht mt to khng nguyn th cn chn ra mt bin c s
x
r
c gi tr khng nguyn xy dng rng buc b sung (lt ct th k):
j 0
N
r j n k r
j J
f x x f .
+
+ =

Bc 3: Gii bi ton thu c bng phng php n hnh i ngu tm ra phng n
ti u. t k: = k+1 v chuyn v bc 1.
Bc kt thc. In / lu tr kt qu v dng.
2. Phng php nhnh cn Land Doig gii bi ton quy hoch tuyn tnh nguyn
2.1. Minh ha th
V d 3. Gii BTQHTT nguyn: Max z = 3x
1
+ 4x
2

vi cc rng buc
7x
1
+ 16x
2
52
3x
1
2x
2
9
x
1
, x
2
0
x
1
, x
2
nguyn.
Cn tm cc gi tr nguyn ca cc bin quyt nh x
1
, x
2
cc rng buc c tho mn
v hm mc tiu t gi tr ln nht.
Bc 1: V min rng buc / min cc phng n kh thi l tp hp cc phng n kh thi
(cc phng n, nu ni mt cch ngn gn). Mi phng n c th hin qua b s (x
1
, x
2
),
tho mn tt c cc rng buc c k c iu kin khng m v iu kin nguyn ca cc bin
(xem hnh IV.2).
Trc ht chng ta v na mt phng tho mn: 7x
1
+ 16x
2
52.
Sau tm na mt phng tho mn: 3x
1
2x
2
9.
Lc ny, giao ca hai na mt phng tm c trn cho ta tp hp cc im (x
1
, x
2
) tho
mn cc rng buc. Tuy nhin, tho mn iu kin khng m v iu kin nguyn ca cc
bin, ta ch xt cc im nm trong gc phn t th nht c cc ta u nguyn. Vy min cc
phng n kh thi l min gm cc im vi ta nguyn c gii hn bi t gic OABC.
88

1
, x
2
) vi cc ta nguyn sao cho
z = 3x
1
+ 4x
2
t gi tr ln nht. Ta s chng t phng n ti u l im H(2, 2) vi z
max
= 14.
2.2. Ni dung c bn ca phng php nhnh cn
Trc ht, chng ta quy nh gi BTQHTT, nh cho trong v d 3 nhng b qua iu kin
nguyn ca cc bin, l BTQHTT khng nguyn tng ng vi BTQHTT nguyn cho. Chng
ta c th m t phng php nhnh cn Land Doig bng phng php th (xem hnh IV.2 v
hnh IV.3), trong LP
i
l k hiu ca BTQHTT vi hm mc tiu cho v min rng buc D
i
.
Vi i = 1, D
1
l min rng buc quy nh bi:
7x
1
+ 16x
2
52
3x
1
2x
2
9
x
1
, x
2
0.
2.3. Khung thut ton nhnh cn Land Doig
Khung thut ton nhnh cn Land Doig c th c pht biu nh sau cho BTQHTT
nguyn dng Max c min rng buc gii ni khc rng.
Bc khi to
a bi ton v dng chnh tc LP
1
v t Record = .
Xt tp hp cc BTQHTT khng nguyn cn gii S = {LP
1
}. t k : = 1.

H(2, 2)
7x
1
+ 16x
2
= 52
O
1
9/2
x
1

3x
1
2x
2
= 9
x
2

2
52/7
A(0, 52/16)
B(4, 3/2)
C(3, 0)
Hnh IV.2. Phng php th gii BTQHTT nguyn
F(2, 19/8)
E(11/3, 1)
G(4/7, 3)
D(20/7, 2)
2
K
89

Bc 1: Gii ln lt tng bi ton LP
i
S bng phng php n hnh v xt cc trng
hp sau y:
Gii LP1, c phng n ti u l B(4, 3/2) vi z
max
=18. Do phng n c ta
khng nguyn nn t Record = . Chia BTQHTT nguyn tng ng vi
LP1 thnh hai bi ton cn c ta x2 = 3/2.
Xy dng LP
2
vi min rng buc
D
2
= {x D
1
: x
2
2}. LP
2
c phng n
ti u l D(20/7, 2) vi z
max
= 116/7.
Chia BTQHTT nguyn tng ng vi
LP
1
thnh hai bi ton cn c ta
x
1
= 20/7.
Xy dng LP
3
vi min rng buc
D
3
= {x D
1
: x
2
1}. LP
3
c phng n
ti u l E(11/3, 1) vi z
max
= 15. Chia
BTQHTT nguyn tng ng vi LP
1

thnh hai bi ton cn c ta x
1
= 11/3.
Xy dng LP
6
vi
min rng buc D
6

= {x D
3
: x
1

3}. LP
6
c phng
n ti u l K(3,
1) c cc ta
nguyn vi z
max
=
13. Lu tr x* =
(3, 1) v Record =
13. Loi b bi
ton LP
6
.
Xy dng LP
5
vi
min rng buc D
5
=
{x D
2
: x
1
2}.
LP
5
c phng n ti
u l F(2, 19/8) vi
z
max
= 31/2. Chia
BTQHTT nguyn
tng ng vi LP
5

thnh hai bi ton
cn c ta x
2
=
19/8 khng nguyn.
Xy dng LP
4

vi min rng
buc D
4
= {x
D
2
: x
1
3}.
LP
4
c min
phng n l
min rng.
Loi b bi
ton LP
4
.
Xy dng
LP
7
vi
min rng
buc D
7
=
{x D
3
: x
1

4}. LP
7
c
min
phng n
l min
rng. Loi
b bi ton
Xy dng LP
9
vi min rng buc D
9

= {x D
5
: x
2
2}. LP
9
c phng n
ti u c cc ta nguyn l H(2, 2)
vi z
max
= 14. Lu tr x* =
(2, 2) v Record = 14. Loi b bi
ton LP
9
.
Xy dng LP
8
vi min rng
buc D
8
= {x D
5
: x
2
3}. LP
8

c phng n ti u l G(4/7, 3)
vi z
max
= 96/7 < Record = 14.
Loi b bi ton LP
8
.
Dng
Hnh IV.3. M t phng php nhnh cn Land Doig
90
i) Nu bi ton khng c phng n th loi bi ton ra khi tp S.
ii) Nu bi ton c phng n vi ta nguyn th so snh z
max
vi Record hin c:
Nu z
max
Record th loi b bi ton ra khi tp S.
Nu z
max
> Record th t li Record = z
max
v ghi li phng n ti u sau loi bi
ton ra khi tp S.
iii) Cn nu bi ton c phng n ti u nhng c t nht mt ta khng nguyn th so
snh z
max
vi Record hin c:
Nu z
max
Record ta loi b bi ton ra khi tp S.
Nu z
max
> Record ta chia bi ton thnh hai bi ton cn c vo mt ta khng
nguyn bt k ca phng n ti u tm c.
Bc 2: Thit lp mi tp S gm tt c cc bi ton thu c t bc 1. Kim tra xem S c
bao nhiu bi ton: Nu S khc rng th t k := k+1 v quay v bc 1, cn nu S l tp rng th
v bc kt thc.
Bc kt thc. Dng v in ra Record.
3. Gii bi ton quy hoch tuyn tnh nguyn bng quy hoch ng
3.1. Bi ton ngi du lch
hiu r cc khi nim c bn ca quy hoch ng, trc ht chng ta hy xt bi ton
ngi du lch. Trong bi ton ngi du lch, chng ta mun xc nh ng i ngn nht t mt
a im xut pht (im gc) i ti im cn n (im ch) trn mt mng hnh trnh du
lch.
V d 4 (Bi ton ngi i du lch). C mt ngi i du lch, xut pht t nt 1 v kt thc
hnh trnh nt 10 theo hnh trnh vi s nh trn hnh IV.4.

2
1
7 3
5 4
6 9
8
10
175
175
150
275
200
400
150
100
200 300
100
125
250
275
350
200
Hnh IV.4. S hnh trnh ng i
91
Ngi du lch xut pht t nt 1. Trong giai on u anh ta ch c quyn (v bt buc)
chn mt trong ba nt (thnh ph) 2, 3, 4 vo thm quan. Giai on tip theo, anh ta ch c
chn mt trong ba nt 5, 6, 7 du lch. Trong giai on tip ni, anh ta c quyn vo mt trong
hai nt 8 hoc 9 trc khi kt thc hnh trnh ti nt 10.
Nh vy, trong mi giai on ngi i du lch ch c quyn i vo mt thnh ph (mi
thnh ph c coi l mt trng thi ca giai on ). Hy tm cch xc nh ng i ngn nht
t nt 1 ti nt 10 tho mn cc iu kin t ra ca bi ton.
Nguyn tc ti u Bellman trong quy hoch ng
S dng nguyn tc ti u Bellman trong quy hoch ng gii bi ton ngi du lch,
chng ta chia bi ton thnh nhiu giai on, tc l thnh nhiu bi ton nh. Ti mi giai on ta
cn tm phng n ti u l cc phng n tt nht ca tnh trng hin c, xt trong mi quan h
vi cc phng n ti u tm c ca cc giai on trc.
Ta c th gii quyt bi ton dn theo tng giai on theo cch tnh ton tin hoc tnh ton
li. gii bi ton ny, ta p dng cch tnh ton li (Backward Computing) vi cc k kiu v
d kin cho trong bng IV.4.
Bng IV.4. D kin ca cc giai on trong bi ton ngi du lch
Giai on u vo u ra ng i ti u Khong cch ti ch
Giai on I
8
9
10
10
8 10
9 10
150
100
Giai on II
5
6
7
8
9
5 8
6 9
7 8
400
300
275
Giai on III
2
3
4
5
6
7
2 6
3 5
4 6
600
600
500
Giai on IV
1 2
3
4
1 2
1 3
1 4
700
775
650
Gii thch. S dng nguyn tc ti u Bellman, tm ng i ngn nht t nt 4 ti nt
10 chng ta tm c phng n ti u l i t nt 4 ti nt 6 cho giai on III Lc ny khong
cch ngn nht t nt 4 ti nt 10 l d(4,10) = d(4,6) + min d(6,10) = 200 + 300 = 500. iu ny
l do hai la chn khc l i t nt 4 ti nt 5 hay 7 th u cho khong cch t nt 4 ti ch l
nt 10 ln hn (chng hn nu i qua nt 5 th d(4,10) = d(4,5) + min d(5,10) = 175 + 400 = 575).
Trong bng IV.4, ti giai on IV, ta thy khong cch ngn nht ti ch l 650. i ngc
li, t im gc ti im ch ta xc nh c ng i ngn nht l: 1 4 6 9 10 vi
tng chiu di l 650.
3.2. Quy trnh tnh ton tng qut
Trc ht, cn chn cc bin trng thi (State variables) nh m t trong bng IV.5.
92
Bng IV.5. Cc bin trng thi ca bi ton quy hoch ng
Bin S trng thi Cc trng thi (nt)
Gi tr c th xy ra ca cc bin
trng thi
x
4
1 1 x
4
= 1
x
3
3 2, 3, 4 x
3
= 2, x
3
= 3, x
3
= 4
x
2
3 5, 6, 7 x
2
= 5, x
2
= 6, x
2
= 7
x
1
2 8, 9 x
1
= 8, x
1
= 9
x
0
1 10 x
0
= 10
Bin trng thi m t trng thi ca h thng trong tng giai on.
Xc nh hm mc tiu: t F
i
(x
i
) l khong cch ngn nht ti ch tnh ti giai on i.
Theo bng IV.4, ta thy:
F
1
(x
1
) =
1
vi x
vi
=
=
1
150 8

100 x 9
v F
2
(x
2
) =
2
2
2
400 x 5
300 x 6
275 x 7.
=
vi
vi
vi

Mc ch ca bi ton l cn tm c gi tr F
4
(x
4
) = F
4
(1).
Lp hm truy ton: F
i+1
(x
i+1
) = Min {F
i
(x
i
) + f
i
(u
i
)}, Min tm theo mi t hp thch hp x
i

v u
i
, trong u
i
l bin iu khin iu khin chuyn trng thi t trng thi x
i
sang x
i+1
v
f
i
(u
i
) l hiu ng ca bin iu khin tc ng ln hm truy ton (v ln hm mc tiu nu tnh
n bi ton cui cng). Theo biu thc ca hm truy ton ta thy, nu F
i
(x
i
) + f
i
(u
i
) l hm phi
tuyn th phi dng k thut ti u thch hp tm ra F
i+1
(x
i+1
) .
Sau y chng ta i tm cc hm truy ton F
i+1
(x
i+1
) vi quy trnh tnh ton li gii bi
ton theo tng giai on, nhm cui cng tm ra c F
4
(x
4
) = F
4
(1).
Giai on 1: Trong giai on ny, mun chuyn t nt 10 (x
0
= 10) v nt 8 (x
1
= 8) chng
hn, th bin iu khin u
0
phi c gi tr 150 (u
0
= 150). Hiu ng gy nn bi u
0
l f(u
0
) = 150.
iu ny c ngha l nu chuyn t nt 10 ngc v nt 8 th cn i qung ng c chiu di l
150.
x
1
x
0
= 10 u
0
f
0
(u
0
) F
1
(x
1
)
x
1
= 8 + u
0
= 150 150 150 150
x
1
= 9 + u
0
= 100 100 100 100
Ch . Khng phi bi ton no cng c u
i
trng vi hiu ng f
i
(u
i
) ca n. Ni chung,
bin iu khin u
i
c th gy ra hiu ng f
i
(u
i
) khc vi u
i
c v ln cng nh n v o.
Giai on 2:
F
1
(x
1
) + f
1
(u
1
) x
2
x
1
= 8 x
1
= 9
x
1
= 8 x
1
= 9
F
2
(x
2
) =
Min{F
1
(x
1
) +f
1
(u
1
)}
5
6
7
+u
1
= 250

+u
1
= 125
+u
1
= 400
+u
1
= 200

400

275
500
300

400 = 150 + 250
300 = 100 + 200
275 = 150 + 125
93
Giai on 3:
x
3
x
2
F
2
(x
2
) + f
2
(u
2
) F
3
(x
3
) = Min
5 6 7 x
2
= 5 x
2
= 6 x
2
= 7 {F
2
(x
2
) +
f
2
(u
2
)}
2
3
4
u
2
= 275
u
2
= 200
u
2
= 175
u
2
= 300

u
2
= 200

u
2
= 350
u
2
= 275
675
600
575
600

500

625
550
600
600
500
Giai on 4:
x
4
x
3
= 2 x
3
= 3 x
3
= 4 F
3
(x
3
) + f
3
(u
3
) F
4
(x
4
) = Min
x
3
= 2 x
3
= 3 x
3
= 4 {F
3
(x
3
) + f
3
(u
3
)}
1 u
3
=100 u
3
=175 u
3
=150 700 775 650 650
p s: F
4
(x
4
) = F
4
(1) = 650 vi ng i ngn nht trn hnh IV.5.

3.3. p dng quy hoch ng gii bi ton quy hoch tuyn tnh nguyn
V d 5. Gii BTQHTT nguyn: Max z = 8x
1
+ 5x
2
+ x
3

vi iu kin rng buc
2
1 2 3
1 3
3 2 13
, , 0
+ +
x x x
x x x

ph hp vi cch k hiu mc 3.2 trn y, chng ta vit li bi ton trn nh sau:
Max z = 8u
0
+ 5u
1
+ u
2
, vi iu kin rng buc
1
0 1 2
0 2
3 2 13
, , 0
+ +
u u u
u u u

K hiu li: X
0
= 0, X
1
= X
0
+ 3u
0
, X
2
= X
1
+ 2u
1
= 3u
0
+ 2u
1
, X
3
= X
2
+ u
2
= 3u
0
+ 2u
1
+
u
2
. Gi cc bin trng thi l X
1
, X
2
, X
3
v cc bin iu khin l u
0
, u
1
, u
2
. Cc hiu ng gy nn
bi cc bin iu khin l f(u
0
) = 8u
0
, f(u
1
) = 5u
1
, f(u
2
) = u
2
,

x
4
= 1 x
3
= 4 x
0
= 10 x
1
= 9 x
2
= 6
u
0
= 100 u
1
= 200 u
3
= 150 u
2
= 200
Hnh IV.5. ng i ngn nht 146910
X
0
= 0 X
1
X
3
X
2

u
2
u
0
u
1
Bin iu khin
v nguyn.
v nguyn.
94
Thit lp hm truy ton F
i+1
(X
i+1
) = Max {F
i
(X
i
) + f
i
(u
i
)} vi F
0
(X
0
) = 0. D thy: F
1
(X
1
)
= Max f(u
0
), F
2
(X
2
) = Max {f(u
0
) + f(u
1
)} v F
3
(X
3
) = Max {f(u
0
) + f(u
1
) + f(u
2
)} = 8u
0
+ 5u
1
+
u
2
. Mc tiu cui cng l cc i ho z = F
3
(X
3
). Trong v d ny, chng ta p dng cch tnh
ton tin.
Giai on 1: (Coi F
0
(X
0
) = 0)
X
0
= 0
X
1

u
0
= 0, 1, ,
[13/3]
f
0
(u
0
) = 8u
0
F
1
(X
1
) = Max{F
0
(X
0
) + f
0
(u
0
)} u
0
ti u
0

3

6

9

12
13
0

1

2

3

4

0

8

16

24

32

0

8

16

24

32

0

1

2

3

4

Giai on 2:
X
1

0 3 6 9 12 X
2

u
1
= 0, 1, , [(13 X
1
)/2]
F
2
(X
2
) = Max{F
1
(X
1
) + f
1
(u
1
)} u
1
ti u
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0

1

2

3

4

5

6

0

1

2

3

4

5

0

1

2

3

0

1

2

0

0

5
8
10
13
16
18
21
24
26
29
32
34
0

1
0
2
1
0
2
1
0
2
1
0
2
95
Giai on 3:
X
2

0 2 3 4 5 6 7 8 9 10 11 12 13 X
3

u
2
= 0, 1, , 13 X
2

F
3
(X
3
) =
Max{F
2
(X
2
)
+ f
2
(u
2
)}
u
2

ti
u
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
1
2
3
4
5
6
7
8
9
10
11
12
13

0
1
2
3
4
5
6
7
8
9
10
11

0
1
2
3
4
5
6
7
8
9
10

0
1
2
3
4
5
6
7
8
9

0
1
2
3
4
5
6
7
8

0
1
2
3
4
5
6
7

0
1
2
3
4
5
6

0
1
2
3
4
5

0
1
2
3
4

0
1
2
3

0
1
2

0
1

0
0
1
5
8
10
13
16
18
21
24
26
29
32
34
0
1
0
0
0
0
0
0
0
0
0
0
0
0
p s: u
2
= 0, u
1
= 2, u
0
= 3 v z
max
= 34.
3.4. Bi ton ci ti
Mt nh thm him c n vt cn mang theo ngi. Cc vt c ng trong mt
chic ti c th cha nhiu nht l b (kg). Bit vt th j c trng lng a
j
(kg) v c gi tr l
c
j
(n v tin t), j = 1, 2, , n. Hi nh thm him cn mang theo cc loi vt no v vi s
lng l bao nhiu tng gi tr s dng ca chng l ln nht?
Gi x
j
l s lng vt loi j m nh thm him quyt nh mang theo. Lc chng ta
c bi ton sau:
Max z = c
1
x
1
+ c
2
x
2
+ + c
n
x
n

vi rng buc
a
1
x
1
+ a
2
x
2
+ + a
n
x
n
b
x
1
, x
2
, , x
n
0 v nguyn.
Cc iu kin c mc nh l b v c
j
, a
j
, j l cc s nguyn dng.
R rng rng v d 5 l trng hp ring ca bi ton ci ti. Chng ta s s dng phng
php phng trnh truy ton ca quy hoch ng gii bi ton ci ti, nh trnh by sau y:
i) Trc ht t F
0
(y) = 0, y = 0, b . (4.3)
ii) k = 1,n , y = 0, b , ta nh ngha hm s
96
F
k
(y) = Max
1 1
: , 0, j 1,
= =

=

k k
j j j j j
j j
c x a x y x k . (4.4)
Nh vy, F
k
(y) l gi tr ln nht ca hm mc tiu khi cc vt c chn t k loi u
tin v ti ch cha hn ch ti y (kg).
Khi k = 1 th cng thc (4.4) trn y tr thnh:
F
1
(y) = Max{c
1
x
1
: x
1
= 0, 1, , [y/a
1
]} = c
1
[y/a
1
], y = 0, b .
k =2,n , (4.4) c vit di dng:
F
k
(y) = Max
1
1 1
: , 0, j 1,
= =

=

k k
j j j j k k j
j j
c x a x y a x x k vi
=
1 1
1 1
: , 0, j 1, 1

= =

+ =

k k
k k
k k j j j j k k j
x J
j j
Max c x Max c x a x y a x x k vi ,

1 1
1 1
: , 0, j 1, 1

= =

+ =

k k
k k
k k j j j j k k j
x J
j j
Max c x Max c x a x y a x x k vi trong J
k
= {0,
1, [y/a
k
]}. Vy ta c phng trnh truy ton sau k = 1,n :
F
k
(y) = { }
+
k k
k k k 1 k k
x J
Max c x F (y a x ) vi J
k
= {0, 1, [y/a
k
]}. (4.5)
Kt lun. Thc hin ln lt cc cng thc (4.3) v (4.5) vi k =0, n , y =0, b , chng ta
s tm c phng n ti u cho bi ton ci ti.
Chng ta s tin hnh gii li v d 5 bng phng php va nu trn. C th nhn thy
rng cc bng thit lp sau y l kh ging vi cc bng trong mc 3.3.
Giai on 1: Coi F
0
(y) = 0, y = 0, b v tnh F
1
(y).
y [y/a
1
] F
1
(y) = c
1
[y/a
1
]

x
1
ti u
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
0
0
1
1
1
2
2
2
3
3
3
4
4
0
0
0
8
8
8
16
16
16
24
24
24
32
32
0
0
0
1
1
1
2
2
2
3
3
3
4
4

97
Giai on 2: Tnh F
2
(y)
y x
2
= 0, 1, , [y/a
2
]
F
2
(y) =
Max{c
2
x
2
+ F
1
(y a
2
x
2
)}
x
2
ti u
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
0
1
1
2
2
3
3
4
4
5
5
6
6

0
0
1
1
2
2
3
3
4
4
5
5

0
0
1
1
2
2
3
3
4
4

0
0
1
1
2
2
3
3

0
0
1
1
2
2

0
0
1
1

0
0
0
0
5
8
10
13
16
18
21
24
26
29
32
34
0
0
1
0
2
1
0
2
1
0
2
1
0
2
Giai on 3:
y x
3
= 0, 1, , [y/a
3
]
F
3
(y) =
Max{c
3
x
3
+F
2
(y
a
3
x
3
)}
x
3

ti
u
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
1
2
3
4
5
6
7
8
9
10
11
12
13

0
1
2
3
4
5
6
7
8
9
10
11
12

0
1
2
3
4
5
6
7
8
9
10
11

0
1
2
3
4
5
6
7
8
9
10

0
1
2
3
4
5
6
7
8
9

0
1
2
3
4
5
6
7
8

0
1
2
3
4
5
6
7

0
1
2
3
4
5
6

0
1
2
3
4
5

0
1
2
3
4

0
1
2
3

0
1
2

0
1

0
0
1
5
8
10
13
16
18
21
24
26
29
32
34
0
1
0
0
0
0
0
0
0
0
0
0
0
0
98
Sau khi hon thnh giai on 3, tm phng n ti u ca bi ton chng ta lm nh sau:
Cn c bng giai on 3 th z
max
= Max F
3
(y
3
) = 34 ng vi y
3
=13 v x
3
= 0. Li cn c bng
giai on 2 th y
2
= y
3
a
3
x
3
= 13 10 = 13 v x
2
= 2. Da vo bng giai on 1 th y
1
= y
2

a
2
x
2
= 13 22 = 9 v x
1
= 3. Do phng n ti u l x
3
= 0, x
2
= 2, x
1
= 3 v z
max
= 34.
Cc nhn xt
i) Ti giai on 3 ta ch cn xt hng tng ng vi gi tr y = 13 l .
ii) Nu ta nh s bin trng thi y ti mi giai on l y
0
, y
1
, y
2
, y
3
th c s iu khin
sau, m trong mi gi tr ca bin iu khin x
j
c th gy nn mt hoc mt s gi tr ca bin
trng thi y
j
, j = 1, 2, 3.

iii) Xt bi ton ci ti vi rng buc dng ng thc
z = 8x
1
+ 5x
2
+ x
3
Max
vi rng buc dng ng thc
3x
1
+ 2x
2
+ x
3
= 13
x
1
, x
2
, x
3
0 v nguyn.
gii bi ton ny chng ta c th p dng phng php nu trn, nhng phi t F
0
(0) =
0 v F
0
(y) = , y 0. iu ny l do trong phng trnh truy ton: F
1
(y) =
{ }
+
1 1
1 0 1
x J
8x F (y 3x ) Max , vi J
1
= {0, 1, [y
1
/3]}, ta phi c: y 3x
1
= 0. Nu tri li, rng buc
ng thc 3x
1
+ 2x
2
+ x
3
= 13 khng c tha mn.
iv) Thay v h thc truy ton F
k
(y) = { }
+
k k
k k k 1 k k
x J
Max c x F (y a x ) trong
J
k
= {0, 1, [y/a
k
]} k = 1, n , c th s dng h thc Dantzig:
{ }
k 1 k k k k
k
k 1 k
Max F (y), c F (y a ) , y a
F (y)
F (y), y a .
=

<
(4.6)
Tht vy, ta c
F
k
(y) = Max vi
= =

=

k k 1
j j j j k k j
j 1 j 1
c x : a x y a x , x 0, nguy n, j 1, k .
Do nu y < a
k
th x
k
= 0, v F
k
(y) = F
k 1
(y). Cn nu y a
k
, th ta vit:
F
k
(y) = Max
k 1 k 1
j j k k k j j k k k
j 1 j 1
c x c (x 1) c : a x y a a (x 1)

= =

+ +

.
Nu t
/
k
x = x
k
1 th thy ngay
y
0
y
1
y
3
y
2

x
3
x
1
x
2
Bin iu khin
99
F
k
(y) =
k 1 k
k k k k
F (y), khi x 0
Max
c F (y a ), khi x 1.

v) p dng h thc Dantzig (4.6) cho v d 5 vi c
1
= 8, c
2
= 5, c
3
= 1, a
1
= 3, a
2
= 2, a
3
= 1
chng ta thu c cc ct F
0
(y), F
1
(y), F
2
(y), F
3
(y) nh trong bng IV.6 sau y:
Bng IV.6. Bng tng hp tnh ton truy ton
y F
0
(y) F
1
(y) j
1
(y) F
2
(y) j
2
(y) F
3
(y) j
3
(y)
0
1
2
3
4
5
6
7
8
9
10
11
12
13
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
8
8
8
16
16
16
24
24
24
32
32
0
0
0
1
1
1
1
1
1
1
1
1
1
1
0
0
5
8
10
13
16
18
21
24
26
29
32
34
0
0
2
1
2
2
1
2
2
1
2
2
1
2
0
1
5
8
10
13
16
18
21
24
26
29
32
34
0
3
2
1
2
2
1
2
2
1
2
2
1
2
Cc ch s j
k
(y) c tnh nh sau: Khi k = 1 th j
1
(y) = 0 nu F
1
(y) = 0 v j
1
(y) = 1 nu F
1
(y)
0. Vi k > 1 ta c:
k 1 k 1 k
k
k 1 k
j (y) khi F (y) F (y)
j (y)
k khi F (y) F (y).

=
=

Ta thy j
k
(y) chnh l ch s ln nht ca bin s dng nu ti c trng lng mc y khi
xt giai on k (khi ch c th chn mang theo k loi vt u tin). Theo bng IV.6 c z
max
=
34 ng vi y = 13 v j
3
(13) = 2 nn
3
x
= 0.
tm
2
x
, trc ht t gi tr ban u
2
x
:= 1. Do j
3
(13) = j
3
(13 a
2
) = j
3
(13 2) = j
3
(11) =
2 nn
2
x
:=
2
x
+ 1 = 2 (tht vy, khi y = 11 th ch s ln nht ca bin s dng l 2 v khi y =

11 + a
2
= 13 th ch s ny vn l 2 nn gi tr ca x
2
bt buc phi tng ln 1 n v). Tip tc xt
j
3
(11) = 2 j
3
(11 a
2
) = j
3
(11 2) = j
3
(9) = 1 = j
3
(9) nn ti mc trng lng ti l y = 9 th ch
s ln nht ca bin s dng l 1 (ch ng vt loi 1). Vy ta c
2
x
= 2. tm
1
x
, trc
ht t gi tr ban u
1
x
:= 1. Do j
3
(9) = j
3
(9 a
1
) = j
3
(9 3) = j
3
(6) = 1 nn
1
x
:=
1
x
+1 = 2.
Tip tc c j
3
(6) = j
3
(6 a
1
) = j
3
(6 3) = j
3
(3) = 1 nn
1
x
:=
1
x
+1 = 3. Do j
3
(3) = 1 j
3
(3 a
1
) =
j
3
(3 3) = j
3
(0) = 0 nn
1
x
= 3. Dng.
Khung thut ton gii bi ton ci ti
Bc khi to
100
Nhp c
j
, a
j
, j = 1, 2, , n v b. t k := 0.
Nu rng buc dng th t F
0
(y) = 0, y = 0, b .
Nu rng buc dng = th t F
0
(0) = 0 v F
0
(y) = , y = 1, b .
Cc bc lp
Bc 1: t k := k + 1.
Bc 2: y = 0, b
i) Tnh F
k
(y) theo h thc truy ton:
F
k
(y) = { }
+
k k
k k k 1 k k
x J
c x F (y a x ) Max trong J
k
= {0, 1, [y/a
k
]}
hoc theo h thc Dantzig:
{ }
k 1 k k k k
k
k 1 k
Max F (y), c F (y a ) , y a
F (y)
F (y), y a .
=

<

ii) Tnh j
k
(y):
Khi k = 1 th j
1
(y) = 0 nu F
1
(y) = 0 v j
1
(y) = 1 nu F
1
(y) 0.
Cn vi k > 1 th
k 1 k 1 k
k
k 1 k
j (y) khi F (y) F (y)
j (y)
k khi F (y) F (y).

Bc 3: Nu k < n th quay v bc 1.
Bc kt thc
i) z
max
= F
n
(b). Gi s j
n
(b) = m n v m > 0, th c
n
x
=
n 1
x
= =
m 1
x
+
= 0.
t b
/
:= b, i := m.
ii) Nu gi s l s nguyn khng m sao cho:
j
n
(b
/
) = j
n
(b a
i
) = j
n
(b 2a
i
) = = j
n
(b sa
i
)
j
n
(b sa
i
) j
n
(b (s+1)a
i

th
i
x
= 1 + s.
iii) t b
/
:= b (s+1)a
i
, i := j
n
(b
/
). Nu i > 0 th quay v bc ii), cn nu tri li th in /
lu tr kt qu v dng.
3.5. Hp nht ha cc rng buc ca bi ton quy hoch tuyn tnh nguyn
V d 6. Xt BTQHTT nguyn vi min rng buc cho bi
1 2
1 2
1 2
1 2
3 2 10
4 11
3 3 13
, 0
+
x x
x x
x x
x x

1 2 3
1 2 4
1 2 5
1 2 5
3 2 10
4 11
3 3 13
, ,...., 0
+ + =
+ + =
+ + =
x x x
x x x
x x x
x x x

(4.7)
(4.8)
(4.9)
(4.10)

v nguyn. v nguyn.
101
H rng buc trn c ba rng buc dng ng thc (khng k iu kin nguyn khng m
ca cc bin). a BTQHTT nguyn trn y v bi ton ci ti, chng ta cn hp nht ha
cc rng buc ny thnh mt rng buc dng ng thc. Trc ht chng ta xt cch hp nht ha
hai ng thc.
nh l 1. Xt h hai phng trnh
n
1j j 1
j 1
n
2j j 2
j 1
a x b ,
a x b .
=
=
(4.11)
Trong , cc h s a
ij
0, b
i
> 0, j = 1, n v i = 1,2.
Nu t
1
v t
2
tha mn cc iu kin:
t
1
, t
2
N
+
v (t
1
, t
2
) = 1 (4.12)
t
1
khng l c ca b
2
(4.13)
t
2
khng l c ca b
1
(4.14)
t
1
> b
2
a
min
, t
2
> b
1
a
min
,

(4.15)
trong a
min
= Min {a
ij
, j = 1, n v i =1, 2}.
th tp nghim nguyn khng m ca h (4.11) s trng vi tp nghim nguyn khng m ca
phng trnh
( )
n
1 1j 2 2j j 1 1 2 2
j 1
t a t a x t b t b
=
+ = +
. (4.16)
Chng minh
R rng mi phng n nguyn khng m ca (4.11) cng l phng n nguyn khng m
ca (4.16). Chng ta s i chng minh chiu ngc li: mi phng n nguyn khng m ca
(4.16) cng l phng n nguyn khng m ca (4.11).
Gi s x* = (
1
x
,
2
x
, ,
n
x
) l phng n nguyn khng m ca (4.16) (cn ch rng

lc lun tn ti ch s k sao cho
k
x
> 0). t
n
i i j j i
j 1
y a x b , i 1, 2.

=
= =
D dng kim tra

c
1
y
v
2
y
l cc nghim nguyn ca phng trnh t

1
y
1
+ t
2
y
2
= 0. T , theo gi thit (4.12)
ca nh l suy ra:
1
y
= (
2
y
/t
1
)t
2
= qt
2
, vi q l mt s nguyn. Do
2
y
= (
1
y
/t
2
)t
1
= qt
1
.
Chng ta s ch ra q = 0. Tht vy, nu q 1 th:
t
2
t
2
q =
1
y
t
2

n
1 1 1j j
j 1
y b a x

=
=
t
2

n
2 1 1j j
j 1
qt b a x
=
=
.
Mt khc:
n
1 2 1j j
j 1
b qt a x 0
=
=
(do gi thit (4.14))

n
1j j mi n
j 1
a x a
(do tn ti ch s k sao cho

k
x
> 0)
102
t
2

n
1 1j j 1 mi n
j 1
b a x b a
mu thun vi (4.15).
Cn nu q 1 th t
1

2
y
v dn ti t
1
b
2
a
min
cng mu thun vi gi thit (4.15).
Vy q = 0, nn
1
y
=
2
y
= 0, tc l
n
1j j 1
j 1
n
2j j 2
j 1
a x b
a x b .

Chng ta hon thnh vic chng minh nh l 1.
Quay li v d 6, hp nht ha cc rng buc (4.7), (4.8) v (4.9) chng ta tin hnh
nh sau:
Trc ht chng ta hp nht ha hai phng trnh u bng cch nhn (4.7) vi t
1
= 12 v
nhn (4.8) vi t
2
= 11 (cc s ny tha mn iu kin nu trong nh l) v cng cc kt qu li
c: 47x
1
+ 68x
2
+ 12x
3
+ 11x
4
= 241. Lc h cc rng buc trong v d 6 l tng ng vi
h sau:
1 2 3 4
1 2 5
1 2 3 4 5
47 68 12 11 241
3 3 13
, , , , 0
+ + + =
+ + =
x x x x
x x x
x x x x x

(4.17)
(4.9)
(4.10)

T , nhn (4.13) vi 15 v (4.9) vi 242 ri cng li, theo nh l nu trn chng ta thu
c h rng buc tng tng:
1 2 3 4 5
1 2 3 4 5
1431 1746 180 165 242 6761
, , , , 0
+ + + + =
x x x x x
x x x x x

Qu trnh hp nht ha cc rng buc hon thnh.
Nhn xt. Vic hp nht ha cc rng buc nhanh chng lm cc h s ca cc phng
trnh hp nht tr nn rt ln. Ngoi ra, vic thc hin hp nht ha nh trn cn c nh l 1 i
hi iu kin: cc h s a
ij
0, b
i
> 0, j = 1, n v i = 1,2.

v nguyn.
v nguyn.
103
Bi tp chng IV

Bi 1. Gii BTQHTT nguyn bng phng php ct Gomory:
Max z = 6x
1
+ 4x
2
+ x
3
3x
1
+ 2x
2
+ x
3
20
6x
1
+ 5x
2
+ x
3
25
x
1
+ 3x
2
+ 3x
3
10
x
1
, x
2
, x
3
0 v nguyn.

Bi 2. Gii BTQHTT nguyn bng phng php ct Gomory hoc phng php nhnh cn Land
Doig:
Min z = 2x
1
x
2
, vi iu kin rng buc
x
1
x
2
3
2x
1
x
2
8
x
1
+ 4x
2
24
x
1
+ 2x
2
14
x
1
, x
2
0 v nguyn.
Kim tra li phng n ti u tm c bng cch s dng phn mm Lingo.
Bi 3. Gii BTQHTT hn hp nguyn bng phng php thch hp:
Max z = 5x
1
+ 8x
2
, vi iu kin rng buc
6x
1
+ 5x
2
30
9x
1
+ 4x
2
36
x
1
+ 2x
2
10
x
1
, x
2
0, x
2
nguyn.

Bi 4. Hy pht biu thut ton ct Gomory v lp chng trnh my tnh bng ngn ng Pascal
hoc C gii BTQHTT nguyn. Sau chy kim th chng trnh trn mt s v d.

Bi 5. Hy pht biu thut ton nhnh cn Land Doig v lp chng trnh my tnh bng ngn
ng Pascal hoc C gii BTQHTT nguyn. Sau chy kim th chng trnh trn
mt s v d.

Bi 6. S dng phn mm thch hp gii BTQHTT nguyn:
Max z = 90x
1
+ 40x
2
+ 10x
3
+37x
4
104
15x
1
+ 10x
2
+ 10x
3
+ 15x
4
80
20x
1
+ 15x
2
+ 10x
4
100
20x
1
+ 20x
2
+ 10x
4
120
15x
1
+ 5x
2
+ 4x
3
+ 10x
4
70
x
1
, x
2
, x
3
, x
4
0 v nguyn.

Bi 7. S dng quy hoch ng tm ng i ngn nht cho bi ton sau:
i ti thnh ph
i t thnh ph 2 3 4 5 6 7 8 9 10 11 12
1 5 4 2
2 8 10 5 7
3 6 3 8 10
4 8 9 6 4
5 8 4 3
6 5 2 7
7 4 10 6
8 12 5 2
9 7
10 3
11 6
Bng d kin trn c hiu nh sau: Chng hn, t thnh ph 2 ch c th i ti cc thnh
ph st gn l 5, 6, 7, 8 vi cc khong cch tng ng l 8, 10, 5, 7.
Hy kim tra kt qu thu c bng cch s dng phn mm Lingo.

Bi 8. Hy tm ng i di nht cho cc d kin trong bi 7.

Bi 9. Gii bi ton ci ti sau:
Max z = 8x
1
+ 5x
2
+ x
3
+ 12x
4
, vi iu kin rng buc
3x
1
+ 2x
2
+ x
3
+ 4x
4
23
x
1
, x
2
, x
3
, x
4
0 v nguyn.

Bi 10. Pht biu thut gii bi ton ci ti bng phng php quy hoch ng vi h thc truy
ton Dantzig v lp chng trnh my tnh. Sau chy kim th chng trnh trn mt
s v d.

105

Chng V
Mt s phng php quy hoch phi tuyn

1. Cc khi nim c bn ca bi ton ti u phi tuyn
1.1. Pht biu bi ton ti u phi tuyn
Cho cc hm s f, g
j
: R
n
R, j = 1, 2, ..., m. Bi ton ti u tng qut c dng chnh tc
nh sau:
Max (Min) f(x),
vi cc rng buc
(i) g
j
(x) 0, j = 1, 2, , k,
(ii) g
j
(x) = 0, j = k+1, k+2, , m.
Nu hm mc tiu f(x) hoc t nht mt trong cc hm rng buc g
j
(x), j = 1,
2, , m l phi tuyn th chng ta c bi ton ti u phi tuyn, hay cn gi l bi ton quy hoch
phi tuyn (BTQHPT). Cc dng khc ca bi ton ti u c th a v dng chnh tc trn y
theo nhng quy tc nht nh.
Vi k hiu D R
n
l min rng buc (hay min cc phng n kh thi) cho bi cc rng
buc (i) v / hoc (ii) th BTQHPT c th vit gn hn nh sau: f(x) Max (Min), vi x D.
Trong trng hp D R
n
, ta c BTQHPT khng rng buc. Nu tri li, D l tp con thc s ca
R
n
th c BTQHPT c rng buc.
V d 1. Bi ton sau l BTQHPT khng c rng buc:
Min z = f(x) = 2x
1
2
+ 3x
2
2
+ 4x
1
x
2
6x
1
3x
2
.
Trong khi , bi ton sau y l BTQHPT c rng buc:
Min f(x) = 2x
1
2
+ 3x
2
2
+ 4x
1
x
2
6x
1
3x
2

vi cc rng buc

1 2
1 2
1 2
x x 1
2x 3x 4
x , x 0.
+

106
nh ngha 1. im x = (x
1
, x
2
, ..., x
n
) D R
n
c gi l phng n kh thi (hay
phng n, nu ni vn tt) ca bi ton ti u: Max (Min) f(x), vi x D R
n
. Cc to thnh
phn ca im x c gi l cc bin quyt nh.
nh ngha 2. i vi bi ton cc i ho: Max f(x), vi x D R
n
, im
x* = (
1
x
,
2
x
, ...,
n
x
) R
n
c gi l im ti u (hay phng n ti u) ton cc nu x* D
v f(x*) f(x), x D. im x R
n
c gi l im ti u (hay phng n ti u) a phng
nu x D v f( x ) f(x), x N
D vi N
l mt ln cn nh ca im x . i vi bi
ton cc tiu ho: Min f(x), vi x D R
n
, im x* R
n
c gi l im ti u (hay phng
n ti u) ton cc nu x* D v f(x*) f(x), x D. im x R
n
c gi l im ti u
(hay phng n ti u) a phng nu x D v f( x ) f(x), x N
D vi N
l mt ln cn
nh ca im x .
Cc phng n ti u a phng hay ton cc u c gi chung l phng n ti u. D
thy, mi phng n ti u ton cc cng l phng n ti u a phng, trong khi mt
phng n ti u a phng khng nht thit l phng n ti u ton cc. Trong cc BTQHPT
ng dng, phng n ti u ton cc c mt ngha quan trng. Chng hn trong thit k my,
sau khi dng phng php phn tch hi quy nhiu chiu, ta thng thu c hm mc tiu f(x)
c dng phi tuyn v sau phi tm kim phng n ti u ton cc. Cc BTQHPT ton cc
cng c th ny sinh trong quy hoch kinh t sinh thi vng, chuyn i c cu cy trng v
nhiu lnh vc kinh t k thut khc.
C nhiu phng php gii cc lp BTQHPT, nhng cha c phng php no t ra hu
hiu cho mi BTQHPT. Bi vy l thuyt v thut ton ti u phi tuyn l mt khoa hc ang
ngy cng pht trin phong ph c v chiu su cng nh chiu rng.
1.2. Phn loi cc phng php gii bi ton quy hoch phi tuyn ton cc
Cc phng php gii BTQHPT ton cc c phn ra thnh hai lp: phng php tt nh
(deterministic methods) v phng php ngu nhin (stochastic methods).
Phng php tt nh s dng cc tnh cht gii tch ca hm mc tiu v cc hm rng
buc. Mt s dng bi ton ti u ton cc vi nhng tnh cht gii tch nht nh ca hm mc
tiu v cc hm rng buc c th gii c bng cc phng php tt nh thch hp, chng hn
nh phng php quy hoch ton phng, quy hoch tch, quy hoch li, quy hoch d.c Trong
cc trng hp phng n ti u ton cc c th tm c sau mt s hu hn bc tnh ton
vi chnh xc chn trc. Tuy nhin, i vi nhiu lp bi ton ti u ton cc phng php
tt nh t ra khng c hiu qu.
Trong khi , cc phng php ngu nhin nh: phng php a khi to (multistart), m
phng ti (simulated annealing), thut gii di truyn (genetic algorithm), k thut tm kim ngu
nhin c iu khin (controlled random search technique) c th p dng gii cc bi ton
ti u ton cc dng bt k, khng i hi cc tnh cht c bit ca hm mc tiu hay cc hm
rng buc. Cc phng php ngu nhin c bit t ra c hiu qu i vi cc BTQHPT nguyn
107
v hn hp nguyn. Tuy nhin, cc phng php ny thng ch cho phng n gn ti u kh
tt sau mt s hu hn bc m khng kim sot c chnh xc ca phng n tm c.
bt u nghin cu v quy hoch phi tuyn, trong chng ny, chng ta s gii hn
trong vic tm hiu mt s khi nim c bn cng nh lm quen vi mt s phng php c in
trong ti u phi tuyn.
1.3. Bi ton quy hoch li
nh ngha 3. Tp li l tp S R
n
c tnh cht: mi on thng ni x
1
, x
2
S u
nm trong S. Ni cch khc, S R
n
l tp li khi v ch khi x
1
, x
2
S, [0,1] th x
= x
1
+ (1 ) x
2
S.
V d 2. Cc tp S sau y l tp li:
i) S = {x = (x
1
, x
2
, x
3
) R
3
: 2x
1
x
2
+ 3x
3
= 5}.
ii) S = {x = (x
1
, x
2,
, x
3
) R
3
: 2x
1
x
2
+ 3x
3
5}.
iii) S = {x = (x
1
, x
2,
, x
3
)
T
R
3
: Ax b} l tp li, vi
A =

2
3

1
1

3
2
,
x =
1
2
3
x
x
x

, b =
5
10

.
Trong trng hp iii) S l giao ca cc na khng gian ng.
iv) S = {x R: x = (x
1
, x
2
): x
1
2
+ x
2
2
9}.
Cc tnh cht ca tp li
Cho cc tp li S
1
, S
2
R
n
. Khi :
1) S
1
S
2
l tp li.
2) S
1
+ S
2
= {x: x = x
1
+ x
2
vi x
1
S
1
, x
2
S
2
} l tp

li.
3) S
1
S
2
cng l tp li.
Chng minh
Chng ta chng minh tnh cht 2 chng hn theo hng sau: Do x S
1
+ S
2
nn x = x
1
+
x
2
vi x
1
S
1
, x
2
S
2
; y S
1
+ S
2
nn y = y
1
+ y
2
vi y
1
S
1
, y
2
S
2
. D dng chng minh
c [0, 1] th x + (1 )y S
1
+ S
2
.
nh ngha 4. Cho tp li khc rng S

R
n
. Hm s f: S R c gi l hm li nu
x
1
, x
2
S, [0, 1] th f(x
1
+ (1 )x
2
) f(x
1
) + (1)f(x
2
) .
V d 3.
i) Xt hm s f: S R R vi f(x) = x
2
. y l mt hm li. Tht vy, d thy S l tp
li. Ngoi ra, f(x
1
+ (1 )x
2
) f(x
1
) + (1)f(x
2
), [0, 1] v x
1
, x
2
S (xem hnh V.1).
Chng hn vi = 1/3, x
1
= 1, x
2
= 2 ta c x
1
+ (1 )x
2
= (1/3) (1) + (2/3) 2 = 1 v f(x
1
+
(1)x
2
) = f(1) = 1 (1/3)f(1) + (2/3)f(2) = (1/3) + (2/3) 4 = 3.
108

ii) Hm s hai bin f: S R
2
R vi f(x, y) = x
2
+ y
2
l hm li nu S l tp li khc rng.
nh ngha 5. BTQHPT ton cc: f(x) Min vi x S, trong S R
n
l tp li v f(x)
l hm li, c gi l bi ton quy hoch li (BTQHL).
nh l 1. i vi BTQHL, mi phng n ti u a phng cng l phng n ti u ton
cc. BTQHTT l trng hp ring BTQHL nn n cng c tnh cht trn.
nh l ny s c chng minh chng VI.
1.4. Hm nhiu bin kh vi cp mt v cp hai
nh ngha 6 (hm kh vi cp mt). Cho tp khc rng S R
n
v hm s f : S R . Hm
f c gi l hm kh vi ti x S nu x S ta lun c
T
f (x) f (x) f (x) = + (x x) + x x (x, x x) ,
trong
x x
l i m (x, x x) 0
= v f (x) l vc t gradient ca f ti x :
T
1 2 n
f (x) f (x) f (x)
f (x) , , ...,
x x x

=

.
Nhn xt. C th chng minh c rng nu f l hm kh vi (cp mt) v nu x l phng
n ti u (a phng) th f (x) 0 = .
V d 4. Xt hm s hai bin
2 2
1 2 1 2
f (x , x ) x x = + .
T
T
1 2
1 2
f f
f (x) , (2x ,2x )
x x

= =

.
y
0.5
0
0.5
1
1.5
2
2.5
3
3.5
4
4.5
2.2 1.2
0.2
0.8 1.8
x
Hnh V.1. th hm li y = x
2
109
Vi x = (1, 1) ta c f (x) = (2, 2)
T
.
Vy
T
1 T
1 2 1 2 1 1 2 2
2
2x
f (x , x ) f (x , x ) (x x , x x )
2x

= +

+
( )
o x x hay
T
T
1 2 1 2
2
f (x , x ) f (1, 1) (x 1, x 1)
2

= +

+
( )
2 2
1 2
o (x 1) (x 1) + .
Ti im cc tiu (0, 0) c
T
T
1 2
(0,0)
f f
f (0,0) , (0,0)
x x

= =

.
nh ngha 7 (hm kh vi cp hai). Xt tp khc rng S R
n
, v hm f: S R. Hm f c
gi l kh vi cp hai ti x nu tn ti vc t gradient f (x) v ma trn i xng cp n, c gi
l ma trn Hessian H( x ), sao cho:
2
T T
1
f (x) f (x) f (x) (x x) (x x) H(x)(x x) x x (x, x x)
2
= + + +
ng x S, trong
x x
l i m (x, x x) 0
= .
V d 5. Xt hm s hai bin
2 2
1 2 1 2
f (x , x ) x x = + . y l hm kh vi cp hai vi ma trn
Hessian sau:
H(x) =
2 2 2
1 1 2
2 2 2
1 2 2
f x f x x
f x x f x

=
2 0
0 2

f(x
1
, x
2
) = f( x
1
, x
2
) +
T
1 1 1 T
1 1 2 2 1 1 2 2
2 2 2
2x x x 2 0 1
(x x , x x ) (x x , x x )
x x 2x 0 2 2

+

+
2
( x x ) .
2. Mt s phng php gii bi ton quy hoch phi tuyn khng rng buc
Cc phng php gii tch gii BTQHPT khng rng buc chia thnh hai lp: phng php
khng s dng o hm v phng php s dng o hm. Trong mc ny chng ta s nghin
cu mt s phng php s dng o hm nh phng php ng dc nht (cn gi l phng
php gradient), phng php Newton v phng php hng lin hp thng qua vic trnh by
cc thut ton v v d.
2.1. Phng php ng dc nht
Phng php ng dc nht (The steepest descent method) l mt trong cc phng php
c in thng dng nht gii BTQHPT khng rng buc nhiu bin. Xt BTQHPT khng rng
buc tng qut: Min f(x), x = (x
1
, x
2
, , x
n
) R
n
. Ta gi vc t d l hng gim ca hm f: R
n

R ti x nu > 0 sao cho f(x + d) < f(x), (0, ).
110
Gi s hm f l kh vi ti x. Ngoi ra gi s rng f(x) 0. Lc , c th chng minh
c hng d f (x) / f (x) = l hng gim nhanh nht, tc l d l li gii ca bi ton Min
f
/
(x, d), trong f
/
(x, d) l o hm theo hng d ti x, vi iu kin d 1.
Tht vy, do f kh vi ti x nn:
T
f (x d) f (x) f (x) + = + (d) + d (x, d) (5.1)
vi
0
l i m (x, d) 0
+
= . Vy o hm theo hng d ti x chnh l

/
0
f (x d) f (x)
f (x, d) l i m
+
+
=
= f(x)
T
d.
Do d 1, nn theo bt ng thc Schwartz ta c
T
f (x) d f (x) d f (x) .
Vi d f (x) / f (x) = ta c
T
f (x) d f (x) = , nn d l hng gim nhanh nht ca hm
f ti x. Nu biu thc d (x, d) c coi l bng 0 trong cng thc (5.1), th vi mt gi tr
> 0 c nh v vi iu kin d 1, f(x + d) t gi tr cc tiu ti d f (x) / f (x) = . Tuy
nhin, biu thc d (x, d) khng nht thit phi bng 0, nn sau khi hng gim nhanh nht
d c chn, cn xc nh 0 cc tiu ha f(x + d ).
Sau y l thut ton ca phng php ng dc nht. Da trn l thuyt v nh x thut
ton ng, c th chng minh c thut ton ny hi t ti im x c f( x ) = 0 vi iu kin
dy im {x
k
} c pht sinh trong thut ton u nm trong mt tp gii ni. Nu hm f(x) l
hm li th x s l phng n ti u ton cc ca BTQHPT khng rng buc cho.
Thut ton ng dc nht
Bc khi to
Chn > 0 lm sai s kt thc. Ly mt im xut pht x
1
, t k :=1 v chuyn sang cc
bc lp.
Bc 1: Nu
k
f (x ) > th t d
k
= f(x
k
) v chuyn sang bc 2.
Bc 2: Tm
k
l phng n ti u ca bi ton cc tiu ha hm mt bin f(x
k
+ d
k
)
(ph thuc vo bin 0). t x
k+1
= x
k
+
k
d
k
, k := k+1 v chuyn v bc 1.
Bc kt thc. Nu
k
f (x ) th dng.
V d 6. Gii BTQHPT: Min f(x) = (x
1
2)
4
+ (x
1
2x
2
)
2
bng phng php ng dc
nht. Qu trnh gii c tm tt trong bng V.1 (cc vc t c vit di dng hng) v c
minh ha trn hnh V.2.
111
Bng V.1. Tm tt cc bc lp trong phng php ng dc nht
Bc lp k x
k
f(x
k
) f(x
k
)

k
f(x )
d
k
= f(x
k
)
k
1
2
3
4
5
6
7
8
(0;3)
(2,7;1,51)
(2,52;1,2)
(2,43;1,25)
(2,37;1,16)
(2,33;1,18)
(2,3;1,14)
(2,28;1,15)
52
0,34
0,09
0,04
0,02
0,01
0,009
0,007
(44;24)
(0,73;1,28)
(0,80;0,48)
(0,18;0,28)
(0,30;0,2)
(0,08;0,12)
(0,15;0,08)
(0,05;0,08)
50,12
1,47
0,93
0,33
0,36
0,14
0,17
0,09
(44;24)
(0,73;1,28)
(0,80;0,48)
(0,18;0,28)
(0,30;0,2)
(0,08;0,12)
(0,15;0,08)
(0,05;0,08)
0,062
0,24
0,11
0,31
0,12
0,36
0,13
Ch . Phng php ng dc nht t ra kh hiu qu trong cc bc lp giai on u.
Tuy nhin, cng gn ti im dng th thut gii cng t ra km hiu qu khi n ch dch chuyn
c cc bc vung gc kh ngn (xem thm hnh V.2). iu ny c gii thch kh d dng
do ti bc lp th k hm mc tiu gim i mt lng l
(f(x
k
))
T
d
k
=
2
k
f (x ) .

2.2. Phng php Newton
Trong phng php ng dc nht, quy tc dch chuyn cho bi x
k+1
= x
k
+
k
d
k
vi d
k
=
f(x
k
). Trong phng php Newton, ta cng c quy tc dch chuyn tng t vi
k
c thay
x
2
x
1
x
3
x
4
x
5
x
8
x
1

O

x
2

0.05
5
3
1
Hnh V.2. Minh ha phng php ng dc nht
112
th bi H(x
k
)
1
, trong H(x
k
) l ma trn Hessian c tnh ti im x
k
vi iu kin ma trn ny
kh nghch. Gi s rng dy {x
k
} hi t ti x vi f( x ) = 0 v H( x ) xc nh dng, trong
f(x) l hm kh vi cp hai. Lc , vi cc im x
k
kh st x , H(x
k
) cng xc nh dng nn l
ma trn kh nghch.
Sau y, chng ta gii thch ngha ca quy tc dch chuyn: x
k+1
= x
k
H(x
k
)
1
f(x
k
) trong
phng php Newton. i vi hm kh vi cp hai chng ta c th vit:
2
k k T k k T k k k k k
1
f (x) f (x ) f (x ) (x x ) (x x ) H(x )(x x ) x x (x , x x )
2
= + + + ,
trong ,
k
k k
x x
l i m (x , x x ) 0
= . Bi vy, c th xp x f(x) bi:

q(x) =
k k T k k T k k
1
f (x ) f (x ) (x x ) (x x ) H(x )(x x )
2
+ + f(x).
Ngoi ra, d thy iu kin cn q(x) t gi tr cc tiu l: q(x) = 0 f(x
k
) + H(x
k
)(x
x
k
) = 0. Gi s ma trn H(x
k
) kh nghch th im tip theo nn xem xt chnh l im x
k+1
= x
k

H(x
k
)
1
f(x
k
).
C th chng minh c phng php Newton hi t (kh nhanh) vi iu kin im xut
pht x
1
nm st gn x vi f( x ) = 0 v ma trn H( x ) l kh nghch. khc phc iu kin
ngt ngho ny, phng php Newton ci bin c xut. Tuy nhin y l thut gii phc
tp, xin dnh cho cc bn c quan tm t tm hiu.
V d 7. Gii bi ton Min f(x) = (x
1
2)
4
+ (x
1
2x
2
)
2
bng phng php Newton. Qu
trnh gii c minh ha trn hnh V.3 v c tm tt trong bng V.2.

x
2
x
1
x
3
x
4
x
5
x
7
x
1

O

0.05
5
3
1
Hnh V.3. Minh ha phng php Newton
x
8
x
2

113
Bng V.2. Tm tt cc bc lp trong phng php Newton
lp k x
k
f(x
k
) f(x
k
) H(x
k
) H(x
k
)
1
H(x
k
)
1
f(x
k
) x
k+1
1

2

3

4

5

6

7

(0;3)
52

(0,67;0,33)
3,13

(1,11;0,56)
0,63

(1,41;0,7)
0,12

(1,61;0,8)
0,02

(1,74;0,87)
0,005

(1,83;0,91)
0.0009
(44;
24)

(9,39;
0,04)

(2,84;
0,04)

(0,8;
0,04)

(0,22;
0,04)

(0,07;
0)

(0,0003;
0,04)

50 4
4 8

23,23 4
4 8

11,5 4
4 8

6,18 4
4 8

3,83 4
4 8

2,81 4
4 8

8 4 1
4 50 384

8 4 1
4 23, 23 169,84

8 4 1
4 11,5 76

8 4 1
4 6,18 33, 4

8 4 1
4 3,88 16, 64

8 4 1
4 2,81 6, 48

(0,67; 2,67)

(0,44; 0,23)

(0,3; 0,14)

(0,2; 0,1)

(0,13; 0,07)

(0,09; 0,04)

(0,67;
0,33)

(1,11;
0,56)

(1,41;
0,7)

(1,61;
0,80)

(1,74;
0.87)

(1,83;
0,91)
2.3. Phng php hng lin hp
nh ngha 8 (hng lin hp). Cho H l mt ma trn i xng cp nn. Cc vc t d
1
, d
2
,
, d
k
c gi l cc hng lin hp (tng ng vi ma trn H) nu chng l c lp tuyn tnh
v (d
i
)
T
Hd
j
= 0, i j.
V d 8. Xt BTQHPT: Min f(x) = 12x
2
+ 4x
1
2
+ 4x
2
2
4x
1
x
2
. Hm f(x) l hm kh vi cp
hai vi ma trn Hessian sau y:
H =
8 4
4 8

.
Chng ta s xy dng cc hng lin hp cn c ma trn H v tin hnh cc tiu f(x) theo
cc hng lin hp. Trc ht chn hng d
1
= (1, 0)
T
. Xut pht t im x
1
= (1/2, 1)
T
cc
tiu ho f(x) trn hng d
1
, ta thu c im x
2
= (1/2, 1)
T
.
Xy dng hng d
2
= (a, b) lin hp vi d
1
cn c iu kin (d
1
)
T
Hd
2
= 8a 4b = 0. Ta chn d
2

= (1, 2). Xut pht t x
2
cc tiu ha f(x) trn hng d
2
, ta thu c im x
3
= (1, 2)
T
. C th
chng minh c y chnh l im cc tiu ca f(x). Ngoi ra, cng c th chng minh c
rng, trong v d 8 khi xut pht t im x
1
ty v vi cc hng lin hp ty chn, phng n
ti u trn cng lun t c sau ng hai bc (xem hnh V.4).

114

Sau y l thut ton ca phng php hng lin hp (the conjugate direction
method) do Zangwill xut. C th chng minh c thut ton s lun tm ra c phng
n ti u i vi cc BTQHPT c hm mc tiu dng f(x) = x
T
Hx + p
T
x, vi p l vc t ct n
to , H l ma trn i xng cp nn. Ngoi ra, nu BTQHPT khng c hm mc tiu dng
trn th thut ton vn hi t ti im x c f( x ) = 0 nu tp ={x: f(x) f(x
1
)} l tp gii
ni trong x
1
l im xut pht ca thut ton. Tuy nhin, y l cc vn kh phc tp,
bn c c th xem thm trong cc sch tham kho v vn nh x thut ton ng. D
thy, nu hm f(x) l hm li th thut ton s cho phng n ti u ton cc.
Thut ton hng lin hp Zangwill
Bc khi to
Chn > 0 lm sai s kt thc. Ly mt im xut pht x
1
, t y
1
= x
1
, d
1
= f(y
1
), t k
=j =1 v chuyn sang cc bc lp.
Cc bc lp
Bc 1: Tm
j
l phng n ti u ca bi ton cc tiu ha hm mt bin
f(y
j
+ d
j
) (ph thuc vo bin 0). t y
j+1
= y
j
+
j
d
j
. Nu j = n th chuyn v bc 4, nu tri
li chuyn v bc 2.
Bc 2: t d = f(y
j+1
) v l phng n ti u ca bi ton cc tiu ha hm mt
bin f(y
j+1
+ d) (ph thuc vo bin 0). t z
1
= y
j+1
+ d, i = 1 v chuyn v bc 3.
Bc 3: Nu
i
f (z ) < th dng vi z
i
. Nu tri li, t
i
l phng n ti u ca bi
ton cc tiu ha hm mt bin f(z
i
+ d
i
) (ph thuc vo bin 0). t z
i+1
= z
i
+
i
d
i
. Nu i <
j th thay i bi i + 1 v lp li bc 3. Nu tri li, t d
j+1
= z
j+1
y
j+1
, thay j bi j + 1 v chuyn
v bc 1.
Bc 4: t y
1
= x
k+1
= y
n+1
. t d
1
= f(y
1
), thay k bi k+1, t j = 1 v chuyn v bc 1.
V d 9. Gii BTQHPT: Min f(x) = (x
1
2)
4
+ (x
1
2x
2
)
2
bng phng php hng lin
hp. Qu trnh gii c tm tt trong bng V.3.
x
2
x
1
x
3
x
1
x
2

Hnh V.4. Cc tiu ha theo cc hng lin hp
115
Bng V.3. Tm tt cc bc lp trong phng php hng lin hp
Bc lp k = 1 x
1
= (0;3)
T
f(x
1
) = 52
j
1

2
y
j

(0;3)

(2,7;1,51)
d
j

(44;
24)

(0,24;
0,28)
j

0,062

1,5
y
j+1

(2,7;
1,51)
(2,34;
1,09)
d
(
0,73;
1,28)

0,25

z
1
, f(z
1
)
(2,52;1,2)
0,090

0,0013

z
2
, f(z
2
)
(2,46;1,23)
0,045

Bc lp k = 2 x
2
= (2,34;1,09)
T
f(x
2
) = 0,039
j
1
y
j

(2,34;1,39)
d
j

(9,48;
0,64)
j

0,10
y
j+1

(2,29;
1,15)
d
(
0,08;
0,04)

3,6
z
1
, f(z
1
)
(2;1,01)
0,004
1

z
2
, f(z
2
)

Nh vy ti bc lp k = 1, ta c quy trnh tnh sau: x
1
y
1
d
1

1
tm y
2
xut pht
t y
1
trn hng d
1
= f(y
1
) d tm z
1
t y
2
trn hng d = f(y
2
)
1
tm z
2
t
z
1
trn hng d
1
d
2

2
tm y
3
t y
2
trn hng d
2
= z
2
y
2
x
2
.
Sau chuyn sang bc lp k =2: x
2
y
1
d
1

1
y
2
d z
1
. Ti y
thut gii dng do
1
f (z ) = 0,09, v phng n ti u tm c l: z
1
= (2; 1,01) vi gi tr
hm mc tiu l 0,004 (xem hnh V.5).

x
2
x
1
z
2
z
1
y
2
x
1

O

x
2

0.05
5
3
1
Hnh V.5. Minh ha phng php hng lin hp
116
3. Thit lp iu kin ti u Kuhn Tucker cho cc bi ton quy hoch phi tuyn c rng buc
Trong mc ny, vi mc ch tm hiu bc u, chng ta s nghin cu cch thit lp iu
kin ti u Kuhn Tucker i vi cc BTQHPT c rng buc v xem xt n qua mt s v d c
th m khng i su vo vic chng minh cc iu kin ny mt cch cht ch. C th ni rng,
iu kin Kuhn Tucker l iu kin c bn nht trong l thuyt ti u phi tuyn v l c s cho
nhiu phng php ti u phi tuyn c in.
3.1. Hm Lagrange
Xt BTQHPT tng qut:
Min (Max) f(x), vi x D = {x R
n
: g
i
(x) 0, i 1,m = }. (5.2)
Lc , hm (i ngu) Lagrange tng ng vi bi ton trn c dng sau:
1 1 1 1 m m
F(x, ) f (x) g (x) g (x) ... g (x), = + + + +
vi iu kin
i
0, i = 1, m (cc s
i
0, i = 1, m, c gi l cc nhn t).
K hiu
1
2
m
...

v G(x) =
1
2
m
g (x)
g (x)
...
g ( )

th
T
F(x, ) f (x) G(x) = + .
t
i
= s
i
2
, hm Lagrange c nh ngha trn y c vit li di dng
( )
m
2 2
i i
i 1
F x,s f (x) s g (x)
=
= +
, vi
2 2 2 2
1 2 m
s (s ,s ,...,s ). = Chng ta gi cc im (x, ) = (x, s
2
) l
im dng ca hm Lagrange nu im (x, s) R
n+m
tha mn h iu kin sau y:
m
2 i
i
j
i 1
j j
i i
i
F
g (x) 0, j 1,n f
s 0, j 1, n
x
x x

F
0, i 1,m
s g (x) 0, i 1,m.
s
=

= =
+ = =

= =
= =

nh l 2. Cho x l phng n ti u ca BTQHPT (5.2) vi hm mc tiu f(x) v cc
hm rng buc g
i
(x), i = 1, m, l cc hm kh vi. Xt tp cc ch s I c xc nh bi I = {i:
g
i
( x ) = 0}. Gi s cc vc t g
i
( x ), i I l c lp tuyn tnh. Lc , tn ti vc t m to
0 sao cho ( x , ) l im dng ca hm Lagrange.
Nh vy, tp cc im dng ca hm Lagrange lun cn c ch trng xem xt. Trong s
cc vc t x R
n
, sao cho tn ti vc t m to 0 ( x , ) l im dng ca hm
Lagrange, c th tm c cc phng n ti u a phng ca BTQHPT (5.2). Hn na, theo
nh l 1 trong mc 1.3 ca chng ny, nu BTQHPT (5.2) l BTQHL, th vi mt kh nng kh
ln c th tm c phng n ti u ton cc trong s cc im dng trn. Chng ta tm thi
cng nhn nh l ny v s trnh by li chng minh trong nh l 33 chng VI tip theo.
117
3.2. Thit lp iu kin Kuhn Tucker
Xt h iu kin bao gm iu kin im dng ca hm Lagrange v iu kin rng buc
ca BTQHPT (5.2):
m
i
i
i 1
j j
i i
i
i
g (x) f
0, j 1,n
x x
g (x) 0, i 1,m
g (x) 0, i 1, m
0, i 1,m
=

+ = =
= =

m
i i
i 1
T
f (x) g (x) 0
G(x) 0
G(x) 0
0.
=
+ =

H iu kin trn y c gi l iu kin Kuhn Tucker ca BTQHPT (5.2).
V d 10. Thit lp iu kin Kuhn Tucker cho BTQHPT sau:
Min f(x) = (x
1
+ 1)
2
+ (x
2
1)
2

vi iu kin x = (x
1
, x
2
) D l min rng buc c xc nh bi
1
2
1 2
x 2 0
x 1 0
x , x 0

1 1
2 2
3 1
4 1
g (x) x 2 0
g (x) x 1 0
g (x) x 0
g (x) x 0.
=

C th kim nghim c rng trong v d ny chng ta c BTQHL vi hm Lagrange: F(x,
) = (x
1
+1)
2
+ (x
2
1)
2
+
1
(x
1
2) +
2
(x
2
1)
3
x
1

4
x
2
, (
i
0,i = 1, 4 ).
iu kin Kuhn Tucker ca bi ton ny c vit nh sau:
1 1 3
2 2 4
1 1
2 2
3 1
4 2
1
2
1
2
1 2 3 4
2(x 1) 0
2(x 1) 0
(x 2) 0
(x 1) 0
( x ) 0
( x ) 0
x 2 0
x 1 0
x 0
x 0
, , , 0.
+ + =
+ =

(5.3)
(5.4)
(5.5)
(5.6)
(5.7)
(5.8)
(5.9)
(5.10)
(5.11)
(5.12)
(5.13)

T (5.3) v (5.7) suy ra: x
1
[(2(x
1
+ 1)+
1
] = 0 x
1
= 0 theo (5.5) c
1
= 0.
T (5.4) v (5.8) suy ra: x
2
[2(x
2
1) +
2
] = 0
2 2
2 2 2 2
x 0 (5.6) 0
2(x 1) 0 (5.6) x 1, 0.
= =
+ = = =
t c
t c

118
Vi iu kin:
1
=
2
= 0, ta thy trong hai im (x
1
= 0, x
2
= 0) v (x
1
= 0, x
2
= 1) ch c
im (x
1
= 0, x
2
= 1) (vi
1
=
2
= 0,
3
= 2,
4
= 0) tha mn iu kin dng ca hm Lagrange.
Vy phng n ti u ton cc l x
1
= 0, x
2
= 1 ng vi f
min
= 1 (xem hnh V.6).

V d 11. Xt BTQHPT: Min f(x) = x
1
2

+ x
2
2
, vi rng buc g(x) = (x
1
1)
3
+ x
2
2
0.
Lp hm Lagrange F(x, ) = x
1
2
+ x
2
2
+ [x
2
2
(x
1
1)
3
] v thit lp iu kin Kuhn
Tucker:
2
1 1
2 2
2 3
2 1
2 3
2 1
2x 3 (x 1) 0
2x 2 x 0
[ x (x 1) ] 0
x (x 1) 0
0.
=
+ =

(5.14)
(5.15)
(5.16)
(5.17)
(5.18)

T iu kin (5.15) suy ra x
2
= 0. Do iu kin (5.16) nn x
1
= 1 (v nu tri li th = 0 v
theo (5.14) c x
1
= 0, do (5.17) khng tha mn). Vi x
1
= 1 ta c (5.14) khng c tha mn.
Vy h iu kin Kuhn Tucker v nghim. Tuy nhin, bi ton trn y c phng n ti u ti
im x
1
= 1 v x
2
= 0 vi f
min
= 1 (xem hnh V.7).

1
x
2
1
x
1 O 2
Hnh V.6. Minh ha iu kin Kuhn Tucker
1
x
2
(x
1
1)
3
x
2
2
0
x
1
O
Hnh V.7. Minh ha iu kin Kuhn Tucker v nghim
119
iu ny khng mu thun vi nh l 2 nu trn, do ti x = (1, 0) vc t gradient
1
2
(1,0)
3(x 1)
0
g(x)
0 2x

= =

ph thuc tuyn tnh, v vy x khng bt buc tha mn iu
kin Kuhn Tucker.
V d 12. Xt BTQHPT: Min f(x), vi iu kin rng buc

i
k
g (x) 0, i 1,m
h (x) 0, k 1, r
= =

i
k
k
g (x) 0, i 1,m
h (x) 0, k 1, r
h (x) 0, k 1, r.

K hiu cc nhn t l
i
ng vi g
i
(x),
k
+

ng vi h
k
(x) v
k
_

ng vi h
k
(x). Lc c
hm Lagrange:
m r r
i i k k k k
i 1 k 1 k 1
F(x, , ) f (x) g (x) h (x) h (x)
+
= = =
= + +

.
Thit lp iu kin Kuhn Tucker nh sau:

m r r
i k k
i k k
i 1 k 1 k 1
j j j j
i i
k k
k k
i
k
k
i k k
g (x) h (x) h (x) f
0, j 1, n
x x x x
g (x) 0, i 1, m
h (x) 0, k 1, r
h (x) 0, k 1, r
g (x) 0, i 1, m
h (x) 0, k 1, r
h (x) 0, k 1, r
0, i 1, m; 0, 0, k 1, r.
+
= = =
+
+

+ + = =
= =
= =
= =
=
=
=
= =

t
k k k
+
= , lc hm Lagrange c dng
m r
i i k k
i 1 k 1
F(x, , ) f (x) g (x) h (x)
= =
= + +

.
Do , iu kin Kuhn Tucker c vit l

m r
i k
i k
i 1 k 1
j j
i i
i
k
i
g (x) h (x) f
0, j 1,n
xj x x
g (x) 0, i 1,m
g (x) 0, i 1, m
h (x) 0, k 1, r
0, i 1,m.
= =

+ + = =

= =
=
= =
=

120
V d 13. Vit iu kin Kuhn Tucker cho BTQHPT sau:
Min f(x), vi xD cho bi cc iu kin rng buc

i
j
g (x) 0, i 1,m
x 0, j 1,n.

Thit lp hm Lagrange:
m n
i i m j j
i 1 j 1
F(x, ) f (x) g (x) x 0
+
= =
= + =

, trong
i
0, i =
1, n m + . T c th vit c iu kin Kuhn Tucker nh sau:
m
i
i m j
i 1`
j j
i i
m j j
i
j
i
g (x) f
0, j 1,n
x x
g (x) 0, i 1,m
x 0, i 1,n
g (x) 0, i 1,m
x 0, j 1,n
0, i 1,m n.
+
=
+

+ = =
= =
= =
= +

4. Mt s phng php gii quy hoch ton phng
4.1. Bi ton quy hoch ton phng
V d 14. Xt BTQHPT sau:
Min f(x) = x
1
x
2
x
3
+
1
2
(x
1
2
+ x
2
2
+ x
3
2
) 4x
1
x
2
2x
2
x
3
,
vi cc rng buc

1 2 3
1 2 3
1 2 3
x x x 1
4x 2x x 0
x , x , x 0.
+ +

K hiu x =
1
2
3
x
x
x

, p =
1
1
1

, Q=
1/ 2
2
0

2
1/ 2
1

0
1
1/ 2
, A=
1
4

1
2

1
1

, b =
1
0

.
Lc , c th vit BTQHPT cho v dng:
Min f(x) = p
T
x + x
T
Qx, vi x D = {x R
n
: Ax b, x 0}.
Bi ton quy hoch ton phng (BTQHTP) tng qut l bi ton c dng trn y,
vi p = (p
1
, p
2
, , p
n
)
T
, x = (x
1
, x
2
, , x
n
)
T
, Q l ma trn i xng cp n: Q = [q
ij
]
n
vi q
ij

= q
ji
i, j . C th chng minh c nu Q xc nh dng th BTQHTP tr thnh
BTQHL.
121
4.2. Pht biu iu kin Kuhn Tucker cho bi ton quy hoch ton phng
Xt BTQHTP: Min f(x) =
n n n
j j i j i j
j 1 j 1 i 1
p x q x x
= = =
+

vi iu kin rng buc

n
i j j i
j 1
j
a x b 0, i 1,m
x 0, j 1,n.
=

Thit lp hm Lagrange: F(x) = f(x) +
1 1 1
( )
= = =

m n n
i ij j i j j
i j j
a x b s x ( phn bit
chng ta k hiu s
j
=
m+j
j = 1, n ). iu kin Kuhn Tucker c vit l:

1
1
1
0, 1,
( ) 0, 1,
0, 1,
0, 1,
0, 1,
0, 1, , 0, 1, .
=
=
=

+ = =
= =
= =
= =
m
i ij j
i
j
n
i ij j i
j
j j
n
ij j i
j
j
i j
f
a s j n
x
a x b i m
s x j n
a x b i m
x j n
i m s j n

1
1
0, 1,
0, 1,
0, 1,
0, 1,
0, 1,
0, 1, , 0, 1, .
=
+
=
+

+ = =
+ = =
= =
= =
= = +
m
i ij j
i j
n
ij j n i i
j
j j
i n i
j
i j
f
a s j n
x
a x s b i m
s x j n
s i m
x j n
i m s j n m

Trong s
n+i

1 =
=
n
i ij j
j
b a x c gi l bin b ng vi rng buc th i,i = 1, m.
4.3. Phng php Wolfe gii bi ton quy hoch ton phng
Vi mc ch trnh by n gin, chng ta nghin cu phng php Wolfe thng
qua vic gii v d sau.
V d 15. Xt BTQHPT
Min f(x) = 2x
1
2
+ 3x
2
2
+ 4x
1
x
2
6x
1
3x
2
, vi cc rng buc

1 2
1 2
1 2
x x 1
2x 3x 4
x , x 0.
+

iu kin Kuhn Tucker c vit nh sau:

1 2 1 2 1
1 2 1 2 2
1 2 3
1 2 4
1 1 2 2 1 3 2 4
1 2 1 2 3 4 1 2
4x 4x 2 s 6
4x 6x 3 s 3
x x s 1
2x 3x s 4
x s 0, x s 0, s 0, s 0
x , x ,s ,s ,s ,s , , 0.
+ + + =
+ + + =
+ + =
+ + =
= = = =

122
tm phng n tha mn iu kin trn, trc ht, chng ta tm thi b qua
iu kin lch b (l iu kin x
1
s
1
= x
2
s
2
=
1
s
3
=
2
s
4
= 0). Lc ny, h iu kin
trn tr thnh h phng trnh tuyn tnh. p dng bi ton (nh trong pha 1 ca
phng php hai pha gii BTQHTT), c th tm c phng n cho h phng trnh
tuyn tnh. Tuy nhin trong qu trnh gii chng ta s tun th mt quy tc m bo
iu kin lch b lun c tha mn ti mi bc lp.
a vo hai bin gi A
1
, A
2
chng ta c BTQHTT dng bi ton sau y:
Min = A
1
+ A
2
vi cc rng buc

1 2 1 2 1 1
1 2 1 2 2 2
1 2 3
1 2 4
1 2 1 2 3 4 1 2 1 2
4x 4x 2 s A 6
4x 6x 3 s A 3
x x s 1
2x 3x s 4
x , x ,s ,s ,s ,s , , , A , A 0.
+ + + + =
+ + + + =
+ + =
+ + =

Bng V.4. Phng php Wolfe gii BTQHTP
0 0 0 0 0 0 0 0 1 1 H
s
C
B
Bin
c s
Phng
n x
1
x
2

1

2
s
1
s
2
s
3
s
4
A
1
A
2

1
1
0
0
A
1

A
2

s
3

s
4

6
3
1
4
4
4
1
2
4
6
1
3
1
1
0
0
2
3
0
0
1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
1
0
0
0
0
1
0
0

j
8 10 2 5 1 1 0 0 0 0
1
0
0
0
A
1

x
2

s
3

s
4

4
1/2
1/2
5/2
4/3
2/3
1/3
0
0
1
0
0
1/3
1/6
1/6
1/2
0
1/2
1/2
3/2
1
0
0
0
2/3
1/6
1/6
1/2
0
0
1
0
0
0
0
1
1
0
0
0
2/3
1/6
1/6
1/2

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

x
1

s
3

s
4

3
1/3
1/4
5/2
0
1
0
0
2
3/2
1/2
0
0
1/4
1/4
1/2
1
3/4
3/4
3/2
1
0
0
0
1
1/4
1/4
1/2
0
0
1
0
0
0
0
1
1
0
0
0
1
14
1/4
1/2

j
0 2 0 1 1 1 0 0 0 0
1
0
0
0
A
1

x
1

s
2

s
4

2
1
1
2
0
1
0
0
0
1
2
1
1
0
1
0
2
0
1
0
1
0
0
0
0
0
1
0
4
1
4
2
0
0
0
1
1
0
0
0
0
0
1
0

j
0 0 1 2 1 0 4 0 0 1
0
0
0
0
1

x
1

s
2
s
4

2
1
3
2
0
0
0
0
0
1
2
1
1
0
0
0
2
0
1
0
1
0
1
0
0
0
1
0
4
0
0
2
0
0
0
1
1
0
1
0
0
0
1
0

j
0 0 0 0 0 0 0 0 1 1

123
Quy tc m bo iu kin lch b
Ta gi cc cp bin (x
1
, s
1
), (x
2
, s
2
), (
1
,s
3
), (
2
, s
4
) l cc cp bin i b
tng ng. Trong qu trnh gii theo phng php n hnh, cn tun theo quy tc:
Nu c mt bin i b no nm trong s bin c s, th bin i b tng ng
phi nm ngoi c s. Chng hn, nu x
1
c mt trong c s th s
1
khng c c mt
trong c s ang xt v ngc li (xem bng V.4).
Nu iu kin lch b khng th thc hin c th iu c ngha l iu
kin Kuhn Tucker l v nghim.
p s. Vi BTQHPT trong v d 15,
1
x
= 1,
2
x
= 0 l phng n tha mn
iu kin Kuhn Tucker vi f(x*) = 4. C th chng minh c y l phng n
ti u (do BTQHTP cho l BTQHL).
4.4. Gii bi ton quy hoch ton phng bng bi ton b
Bi ton b l bi ton: Hy tm cc vc t v z h sau c tha mn
T
i i
Mz q
z 0 (hay z 0, i 1,n)
0,z 0.
= +
= = =

Trong M l ma trn cp nn, M = [m
ij
]
nn
, q l vc t ct cho, q = (q
1
, q
2
, ,
q
n
)
T
, v z l cc vc t ct n ta cn tm.
V d 16. Cho
M =
1
2
3

2
0
4

1
3
2

, q =
1
1
1

. Hy tm
1
2
3

=

v z =
1
2
3
z
z
z

sao cho:

1 1
2 2
3 3
1 1 2 2 3 3
i i
1 2 1 z 1
2 0 3 z 1
3 4 2 z 1
z z z 0
0,z 0, i 1,3.

= +

= = =
=

1 1 2 3
2 1 3
3 1 2 3
i i
i i
z 2z z 1
2z 3z 1
3z 4z 2z 1
z 0, i 1,3
,z 0, i 1,3.
= + +
= +
= + +
= =

124
a iu kin Kuhn Tucker ca BTQHTP v bi ton b
Xt BTQHTP: Min f(x) = p
T
x + x
T
Qx, vi x D = {x R
n
: Ax b, x 0}, trong :
p = (p
1
, p
2
, , p
n
)
T
v Q l ma trn i xng cp n, Q = [q
ij
]
n
. Trong trng hp Q l ma trn
xc nh dng th ta c BTQHL. BTQHTP trn c vit tng minh hn nh sau:
Min z =
n n n
j j i j i j
j 1 i 1 j 1
p x q x x
= = =
+

, vi cc rng buc
n
i j j i
j 1
j j
a x b 0, i 1, m
x 0, j 1, n, hay x 0, j 1, n.
=
= =
= =

Thit lp hm Lagrange:
n n n m n n
j j i j i j i i j j i j j
j 1 i 1 j 1 i 1 j 1 j 1
F(x, ,s) p x q x x ( a x b ) s x
= = = = = =
= + +

.
T c th vit c iu kin Kuhn Tucker nh sau:
n m
j i j i i j i j
i 1 i 1
n
i j j n i i
j 1
j j
i n i
j i
j
p 2q x a s 0, j 1,n
a x s b , i 1,m
x s 0, j 1,n
s 0, i 1,m
x , 0, i , j
s 0, j 1,m n.
= =
+
=
+
+ + = =
+ = =
= =
= =
= +
n m
j i j j i j i j
i 1 i 1
n
n i i j j i
j 1
j j
i n 1
j j i
j
s 2q x a p , j 1, n
s a x b , i 1,n
x s 0, j 1,m
s 0, i 1,m
x ,s , 0, i , j
s 0, j 1, m n.
= =
+
=
+
= + + =
= + =
= =
= =
= +

Vy chng ta c th thit lp bi ton b tng ng vi h iu kin trn
nh sau:

i i
i i
Mz q
z 0, i
,z 0, i ,
= +

trong :
q =
1
2
n
1
m
p
p
...
p
b
...
b

,
1
2
n
n 1
n m
s
s
...
s
s
...
s
+
+

=

, z =
1
2
n
1
m
x
x
...
x
...

v M =
11
1n
11
m1
2q
...
2q
a
...
a
...
...
...
...
...
...

n1
nn
1n
mn
2q
..
2q
a
..
a

11
1n
a
...
a
0
...
0

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

m1
mn
a
...
a
0
...
0
.
125
Chng ta s a h
i i
i i
Mz q
z 0, i
,z 0, i
= +
(5.19) v h
0
i i
i i
Mz q Z
z 0, i
,z 0, i .
= + +
(5.20)
Trong h trn vc t (ct) Z
0
= (z
0
, z
0
, , z
0
)
T
c gi l vc t gi. gii h
(5.19), cn xt trc tin h (5.20). p dng cc th tc xoay trong cc bng n hnh vi
cc quy tc c bit nhm a z
0
ra khi c s, trong khi vn m bo c cc iu kin
lch b v iu kin khng m ca cc bin
i
v z
i
, i = 1,n , chng ta s tm c
nghim ca h (5.19).
V d 17. Xt BTQHTP
Min f(x
1
, x
2
) = 6x
1
+ 2x
1
2
2x
1
x
2
+ 2x
2
2
vi rng buc

1 2
1 2
x x 2
x , x 0.
+

Ta c p =
6
0

, Q=
2
1

1
2

,
1
2
3
s
s
s

=

, z =
1
2
1
x
x

, A = [1 1], B = [2].
Vit iu kin Kuhn Tucker di dng bi ton b:

1 1
2 2
3 1
1 1 2 2 3 1
1 2 1 2 3 1
s 4 2 1 x 6
s 2 4 1 x 0
s 1 1 0 2
s x s x s
x , x ,s ,s ,s , 0.

= +

= =

gii h ny, chng ta a thm vo ct bin gi Z
0
= (z
0
, z
0
, z
0
)
T
c h:

1 2 1 1 0
1 2 2 1 0
1 2 3 0
1 2 1 2 3 1
4x 2x s z 6
2x 4x s z 0
x x s z 2.
x , x ,s ,s ,s , 0
+ + =
+ + =
+ + =

Trong iu kin lch b: s
1
x
1
= s
2
x
2
= s
3
1
= 0 s c tha mn bng cch
p dng quy tc thc hin th tc xoay cho bi ton b nu ngay sau y trong cc bng
n hnh (xem bng V.5).
Quy tc thc hin th tc xoay cho bi ton b

Trc ht, m bo iu kin khng m ca cc bin trong h trn y, cn
a z
0
vo c s thay cho bin c s nhn gi tr m c tr tuyt i ln nht.
126
Sau , m bo iu kin lch b, cn tun theo quy tc: Bc trc chn
hng no lm hng xoay th bc sau chn ct vi ch s ca hng lm ct xoay (v p
dng quy tc t s dng b nht chn hng xoay) cho ti khi bin z
0
b loi ra khi
c s. Quy tc ny cn c tn gi l th tc xoay b.
Bng V.5. Gii BTQHTP bng bi ton b
C s

Phng n x
1
x
2

1
s
1
s
2
s
3
z
0

s
1

s
2

s
3

6
0
2
4
2
1
2
4
1
1
1
0
1
0
0
0
1
0
0
0
1
1
1
1
z
0

s
2

s
3

6
6
8
4
6
5
2
6
1
1
0
1
1
1
1
0
1
0
0
0
1
1
0
0
z
0

x
1

s
3

2
1
3
0
1
0
2
1
4
1
0
1
1/3
1/6
1/6
2/3
1/6
5/6
0
0
1
1
0
0
z
0

x
1

x
2

1/2
7/4
3/4
0
1
0
0
0
1
1/2
1/4
1/4
1/4
1/8
1/24
1/4
1/24
5/24
1/2
1/2
1/4
1
0
0
1

x
1

x
2

1
3/2
1/2
0
1
0
0
0
0
1
0
0
1/2
1/4
1/2
1/2
1/12
1/12
1
1/4
1/2
2
1/2
1/2
p s. Phng n tha mn iu kin Kuhn Tucker l x
1
* = 3/2, x
2
* = 1/2 vi
f(x*) = 11/2. V BTQHTP ang xt l BTQHL nn y l phng n ti u ton cc.
Ch . Xt BTQHTP vi cc phng n cc bin khng suy bin. C th chng minh
c (tt nhin cn mt thm nhiu thi gian): nu ma trn Q na xc nh dng v nu th
tc xoay b khng th thc hin c (do cc phn t trn ct xoay u khng dng) th
BTQHTP c hm mc tiu khng b chn di. Ngoi ra, nu ma trn Q l xc nh dng
th quy trnh gii trn y lun dng sau hu hn bc.
5. Quy hoch tch v quy hoch hnh hc
Trong mc ny chng ta s nghin cu hai phng php ti u c in, tuy nhin
chng c p dng kh rng ri gii nhiu bi ton ti u pht sinh t thc t.
5.1. Quy hoch tch
Chng ta xt cc bi ton quy hoch tch (BTQHT), trong hm mc tiu cng
nh cc hm rng buc l tng ca cc hm s ch ph thuc vo mt bin s:
Max(Min)
n
j j
j 1
z f (x )
=
=
, vi cc rng buc
127

n
i j j
j 1
1 2 n
g (x ) 0, i 1,m
x , x ,..., x 0.
=

Cc hm f
j
(x
j
), g
1j
(x
j
),, g
mj
(x
j
), ty theo j, c th l tuyn tnh hoc phi tuyn. Chng
ta k hiu N = {j: f
j
(x
j
), g
1j
(x
j
),, g
mj
(x
j
) khng ng thi l cc hm tuyn tnh}.
Sau y chng ta s ch ra rng: Cc bi ton quy hoch tch c th c gii gn
ng bng cch s dng phng php n hnh. Phng php gii ny c minh ha
thng qua v d sau.
V d 19. Max z = x
1
+ x
2
4
vi rng buc

2
1 2
1 2
3x 2x 18
x , x 0.
+

y l BTQHT vi f
1
(x
1
) = x
1
, f
2
(x
2
) = x
2
4
(n = 2) v g
11
(x
1
) = 3x
1
18, g
12
(x
2
) =
2x
2
2
(m =1). Cn ch rng, cc gi tr ca cc hm f
1
(x
1
) v g
11
(x
1
) l cc hm tuyn
tnh s c tnh ng. Trong khi , cc hm phi tuyn tnh f
2
(x
2
) v g
12
(x
2
)

s c tnh
gn ng bng phng php ni suy, hay cn gi l phng php xp x tuyn tnh ha
tng khc. Chng ta trnh by phng php ny nh sau: Xt hm phi tuyn mt bin s
y = u(x) xc nh trn on [a, b]. Trc ht chia [a, b] ra thnh cc on nh thch hp
bi cc im li
1
= a,
2
, ,
k
= b. Trn tng on nh [
t
,
t+1
], hm u(x) vi x =
t
+ (1 )
t+1
, [0, 1] c xp x bi: u(
t
+ (1 )
t+1
) (x) = u(
t
) + (1
)u(
t+1
), (xem minh ho hnh V.8).

Mt cch tng qut hn, x [a, b] ta c th vit: x =
k
t t
t 1 =

, trong
t
0, t
= 1, k v
k
t
t 1
1
=
=
vi nhiu nht hai h s

t
k nhau l dng. Lc hm xp x tuyn
tnh tng khc ca u(x) trn [a, b] l hm sau: (x) =
k
t t
t 1
u( )
=

.
Do , j N, ta c th vit biu thc xp x hm phi tuyn f
j
(x
j
)
j
k
j j j t j t
t 1
f (x ) f (x )
=
=
vi
j
k
j t j t j
t 1
1, 0 t 1, k
=
= =
, trong c nhiu nht hai h s

jt
k
y
x
u(x)
(x)
x
2
t
t+1
k
Hnh V.8. Xp x tuyn tnh ha tng khc
128
nhau l dng v {x
jt
, t = 1, k } l tp cc im li ng vi bin x
j
trn on [a
j
, b
j
].
Tng t, i vi hm g
ij
(x
j
) cng c th vit: g
ij
(x
j
)
j
k
i j j j t j t
t 1
g (x ) g(x )
=
=
.
Tip tc xem xt vic gii v d 19. Vi bin x
2
, ta c 2x
2
2
18 nn
2
0 x 3 .
Tng ng vi bin x
2
chn cc im li ni suy l x
21
= 0, x
22
= 1, x
23
= 2, x
24
= 3 th
c bng gi tr cc hm s f
2
(x
2
) v g
12
(x
2
) ti cc nt ni suy (bng V.6).
Bng V.6. Tnh gi tr cc hm
x
2t
f
2
(x
2t
)

g
12
(x
2t
)

0
1
2
3
0
1
16
81
0
2
8
18
Vy chng ta c BTQHTT sau:
Max
1 21 22 23 24
z x 0 1 16 81 = + + + +
vi iu kin rng buc
1 21 22 23 24 1
21 22 23 24
1 1 21 22 23 24
3x 0 2 8 18 s 18
1
x ,s , , , , 0.
+ + + + + =
+ + + =

Bng V.7. Phng php n hnh c s hn ch gii BTQHT
1 0 1 16 81 0 H s c
B
Bin c s Phng n
x
1

21

22

23

24
s
1
0
0
s
1

21

18
1
3
0
0
1
2
1
8
1
18
1
1
0
z
j

j

0 0
1
0
0
0
1
0
16
0
81
0
0
0
16
s
1

23

10
1
3
0
8
1
6
1
0
1
10
1
1
0
z
j

j

16 0
1
16
16
16
15
16
0
16
65
0
0
81
16
24

23

1
0
3/10
3/10
4/5
9/5
3/5
8/5
0
1
1
0
1/10
1/10
z
j

j

81

39/2
37/2
36
36
23
24
16
0
81
0
13/2
13/2
Chng ta cn gii BTQHTT vi 6 bin trn y, ng thi phi tha mn iu kin
c s hn ch: tn ti nhiu nht mt ch s t {1, 2, 3}sao cho cc h s
2t
v
2t+1
l
129
dng. Nh vy, ti mi bc bin i bng n hnh, cn tm c ct xoay v hng
xoay tha mn iu kin c s hn ch (trong trng hp tng qut, iu kin c s hn
ch cn xem xt ng vi mi ch s j N).
Qu trnh gii kt thc hoc khi tiu chun ti u c tha mn, hoc khi khng
tm c ct xoay v hng xoay. Lc chng ta t c phng n gn ng tt nht
c th tm c ca BTQHT cho (xem bng V.7).
p s. T kt qu thu c trong bng V.7, ta thy phng n tt nht tm c l
x
1
= 0, x
2
= 3 vi z = 81. Phng n ny ng l phng n ti u ca BTQHT cho.
Ch . C th chng minh c rng: Nu trong BTQHT, cc hm f
j
(x
j
) l li ngt
v cc hm g
ij
(x
j
) l li, j N, i 1,m = , th phng n tm c cho bi ton xp x
theo phng php trn y bao gi cng l phng n ca BTQHT ban u. Ngoi ra,
nu gin cch gia cc im li cng nh th phng n tt nht tm c ca bi ton
xp x v phng n ti u ca BTQHT cho cng c m bo l st gn nhau.
Trong mt s trng hp c bit, chng ta thu c phng n ti u mt cch chnh
xc ngay c khi gin cch cc im li thm ch cn kh ln (nh trong v d trn).
5.2. Quy hoch hnh hc
Quy hoch hnh hc l mt trong cc phng php ti u c in, tuy nhin cho ti
ngy nay n vn l mt trong cc phng php ti u c s dng trong mt s bi ton
cng ngh k thut. Trong khun kh ca gio trnh ny, chng ta s trnh by phng
php quy hoch hnh hc mt cch vn tt thng qua mt s v d ( tm hiu v c s
ca phng php ny cn c thm v bi ton i ngu Lagrange v iu kin ti u
Kuhn Tucker).
V d 20. Min z = x
1
x
2
1
+ 3x
1
1/3
x
2
1/4
x
3
1/7
+
5
7
x
1
2
x
3
1

vi cc rng buc

1 1 1
1 2 3
1/ 2 3/ 4 1 2,5
1 2 2 1 3
1 2 3
x x x 1
1,5x x 2x x x 1
x , x , x 0.

+ +
>

BTQHPT trn y cn c gi l bi ton quy hoch hnh hc (BTQHHH).
BTQHHH tng qut c pht biu nh sau:
Min z =
0
0
N
i
i 1
u (x)
=
, trong
i 1 i n
0 0
0
0
a a
i i 1 n
u c x ...x = ,i
0
= 1, N ,
vi cc rng buc

j
1 2 n
g (x) 1, j 1,m
x (x , x ,..., x ) 0,
= >

130
trong g
j
(x) =
p
i j
i 1
g (x)
=
vi g
ij
(x) = c
ij
i j1 i j n
a a
1 n
x ...x
.
Tt c cc h s c
i0
cng nh c
ij
c gi thit l dng.
i chiu vi v d 20 ta c:
Vi i
0
= 2 th c
2
= 3, a
21
= 1/3, a
22
= 1/4 v a
23
= 1/7.
Vi j = 2 th g
12
(x) = 1,5 x
1
1/2
x
2
3/4
v c
12
= 1,5, a
121

= 1/2, a
122
= 3/4, v a
123
= 0.
trnh by phng php gii BTQHHH mt cch d hiu, trc ht chng ta nhc
li mt s bt ng thc.
Bt ng thc C si:
1/ N 1 2 N
1 2 N
u u ... u
(u u ...u )
N
+ + +
vi u
1
, u
2
, , u
N
> 0.
Bt ng thc C si c trng s:
1 2 N 1 N
1
... 1 1 2 2 N N
1 2 N
1 2 N
u u ... u
(u u ...u )
...
+ +
+ + +

+ + +
vi u
1
, u
2
, , u
N
> 0.
t
1 2 N
... + + + = th
i
1
N N
i i i
i 1 i 1
1
( u ) ( u )

= =

.
T , nu k hiu
i
i
y
cng c
N
i
i 1
y 1
=
=
v
i
N N
y
i i i
i 1 i 1
y u u
= =

.
t U
i
= y
i
u
i
th c:
i
y
N N
i
i
i 1 i 1
i
U
U
y
= =

vi iu kin
N
i
i 1
y 1
=
=
(y l bt ng thc
C si vi cc trng s y
i
chun ho). Cng c th vit bt ng thc ny di dng:
i
N N
i i
i 1 i 1
i
U U

= =

(y l bt ng thc C si vi cc trng s
i
cha chun ho).
V d 21. Xt BTQHHH khng c rng buc
Min z = x
1
1
x
2
1
x
3
1
+ 2x
2
x
3
+ x
1
x
3
+ 4x
1
x
2
, vi iu kin x
1
, x
2
, x
3
> 0.
t U
1
= x
1
1
x
2
1
x
3
1
, U
2
= 2x
2
x
3
, U
3
= x
3
x
1
, U
4
= 4x
1
x
2
th
z =
1 2 3 4
y y y y
1 1 1 4
1 2 3 2 3 3 1 1 2
i
i 1
1 2 3 4
x x x 2x x x x 4x x
U
y y y y

=

=
1 2 3 4
1 3 4 1 2 4 1 2 3
y y y y
y y y y y y y y y
1 2 3
1 2 3 4
1 2 1 4
x x x
y y y y
+ + + + + +

.
Cn chn y
i
, i =1, 2, 3, 4, sao cho
131

1 3 4
1 2 4
1 2 3
1 2 3 4
y y y 0
y y y 0
y y y 0
y y y y 1
+ + =
+ + =
+ + =
+ + + =
(5.21)

1 2 3 4
y 2/ 5, y 1/ 5, y 1/ 5, y 1/ 5. = = = =
Ch . iu kin (5.21) c gi l iu kin chun. Nu s biu thc tch trong
hm mc tiu l N = n +1, vi n l s cc bin x
i
, v cc phng trnh ca iu kin
chun l c lp tuyn tnh th h (5.21) c nghim duy nht. Cn nu
N > (n+1) th vic gii h (5.21) kh khn hn. Tuy nhin, c th chng minh c rng:
cc bin y
j
s c xc nh mt cch duy nht tng ng vi gi tr z
min
.
Tip tc gii v d 14, ta c: ( ) ( ) ( )
2/ 5
1/ 5 1/ 5 1/ 5
1/ 5
5
z 10 5 20 5 2
2

=

. Du = xy ra
khi
i 1/ 5 1 2 4
i mi n
1 2 4 i
U
U U U
... U z 5 2
y y y y
= = = = = = =
.
T c h sau:

1 1 1 2/ 5 6/ 5
1 2 3
1/ 5 1/ 5
2 3
1/ 5 1/ 5
3 4
1/ 5 1/ 5
1 2
2
x x x 5 2 2
5
1
2x x 5 2 2
5
1
x x 5 2 2
5
1
4x x 5 2 2
5

= =
= =
= =
= =

1 2 3
2 3
1 3
1 2
6
l n x l n x l n x l n 2
5
4
l n x l n x l n 2
5
1
l n x l n x l n 2
5
9
l n x l n x l n 2
5
+ =
+ =
+ =

1
2
3
2
l n x l n 2
5
7
l n x l n 2
5
3
l n x l n 2
5

2/ 5
1
7/ 5
2
3/ 5
3
x 2
x 2
x 2 .

132
V d 22. Xt BTQHHH c rng buc
Min z = x
1
1
x
2
1/2
x
3
1
+ 2x
1
x
3
+ x
1
x
2
x
3
, vi iu kin rng buc

1/ 2
2
2 2
3 1 2
1 2 3
x 1
2 1
x x x
x , x , x 0.
>

Xt hai bt ng thc
3 1 2
5 4
3 1 2
1 2 3
1 2 3
1 2 3
5 4
4 5
4 5
4 5
,
1,
,
trong .

= + +

+ + =

+

= +
y y y
y y
u u u
z u u u
y y y
y y y
u u
u u
y y
y y
vi cc iu kin :
v
:

(5.22)
(5.23)

T (5.22) v (5.23) ta c:
z (u
1
+ u
2
+ u
3
)(u
4
+ u
5
)

1 2 3 4 5
y y y y y
1 2 3 4 5
1 2 3 4 5
u u u u u
y y y y y

( )
1 2 3 4 5
4 5
y y y y y
y y
4 5
1 2 3 4 5
1 2 1 1 2
y y
y y y y y
+

+

1 2 3 4 1 3 4 5 1 2 3 5
y y y 2y (1/ 2)y y 2y (1/ 2)y y y y y
1 2 3
x x x
+ + + + + +
.
z t z
min
, c th chng minh c rng y
i
, i = 1, 2, 3, 4 phi tha mn iu
kin chun sau y:
1 2 3
1 2 3 4
1 3 4 5
1 2 3 5
y y y 1
y y y 2y 0
(1/ 2)y y 2y (1/ 2)y 0
y y y y 0
+ + =
+ + =
+ + =
+ + =

1
1 5 2
1
2 5 4
1
3 5 4
1
4 5 2
y (1 y )
y (1 y )

y (1 y )
y y .
=
= +

= +
(5.24)
Vi iu kin (5.24) ta c
z
+ +

=

+ +

1 y 1 y 1 y y y
5 5 5 5 5
3
2 4 4 2 2 5 2
y
5 5
5 5 5 5 5
2 8 4 2 2 3
y (y )
1 y 1 y 1 y y y 2
.
C th chng minh c Min z = Max
5
(y ) . c c iu ny th du = bt
buc phi xy ra trong c (5.22) v (5.23), tc l phi c:

1 2 3 1 2 3
1 2 3
1 2 3 1 2 3
4 5 4 5 4 5
4 5 4 5 5
u u u u u u
u u u M
y y y y y y
u u u u u u 1 2
.
y y y y 3y
+ +
= = = = + + =
+ +
+ +
= = = = =
+

Do :
133

1 1/ 2 1
1 1 2 3 1
2 1 3 2
3 1 2 3 3
1 1 4
4 1 2
5
1/ 2 1
5 2 3
u x x x y M
u 2x x y M
u x x x y M
2y 2 1
u x x
3y 3 2
2
u 2x x .
3

= =
= =
= =
= = =
= =

2 2
3
1
x / 2 1 x 2
x 3 2
x 3/ 2.
= =
=
=
z
min
=
1
18 2
9
+ .

Bi tp chng V
Bi 1. Cho im x
k
= (1, 2, 3), hy xc nh im x
k+1
bng cc phng php ng dc nht,
Newton v hng lin hp Zangwill vi cc hm mc tiu sau:
a. f(x) = x
1
2
+ x
2
2
+ x
3
2
.
b. f(x) = 2x
1
2
+ 2x
1
x
2
+ 3x
2
2
+ x
3
.
c. f(x) = exp(x
1
2
+ x
2
2
x
3
x
1
+ 4).
Bi 2. Tm cc tiu ca cc hm s bng ng dc nht:
a. f(x) = 1 2x
1
2x
2
4x
1
x
2
+ 10x
1
2
+ 2x
2
2
.
b. f(x) = x
1
3
+ x
2
2
3x
1
2x
2
+ 2.
Bi 3. Tm cc i ca hm s sau bng phng php ng dc nht v phng php Newton:
f(x) = 4x
1
+ 6x
2
2x
1
x
2
2x
1
2
2x
2
2
.
Bi 4. Bt u t im x
1
= (1, 1) cc tiu ha hm sau bng phng php Newton hay phng
php hng lin hp Zangwill: f(x) = x
1
3
+ x
1
x
2
x
1
2
x
2
2
.

Bi 5. Bt u t im x
1
= (2, 1) cc tiu ha hm sau bng phng php Newton hay phng
php hng lin hp Zangwill: f(x) = (1 x
1
)
2
+ 5(x
2
x
1
2
)
2
.

Bi 6. Pht biu li cc thut ton ng dc nht, Newton v hng lin hp Zangwill, sau
lp chng trnh my tnh s dng ngn ng Pascal hay C chy kim th cho cc bi tp trn (bi
1 ti bi 5).
134
Bi 7. Hy gii cc BTQHTP sau y bng phng php thch hp (phng php Wolfe hoc
phng php thit lp bi ton b):
a. Min f(x) = x
1
2
+ x
2
2
8x
1
4x
2
, vi cc rng buc
x
1
+ x
2
2
x
1
, x
2
0.
b. Min f(x) = x
1
2
+ x
2
2
x
1
x
2
3x
1
, vi cc rng buc
x
1
+ x
2
2
x
1
, x
2
0.
c. Min f(x) = 2x
1
2
+ 4x
2
2
4x
1
x
2
15x
1
30x
2
, vi cc rng buc
x
1
+ 2x
2
30
x
1
, x
2
0.
Bi 8. Hy gii cc BTQHTP sau y bng phng php thch hp (phng php Wolfe hoc
phng php thit lp bi ton b):
a. Min f(x) = 2x
1
4x
2
+ x
1
2
2x
1
x
2
+ x
2
2
, vi cc rng buc
x
1
+ x
2
1
x
1
2x
2
4
x
1
, x
2
0.
b. Min f(x) = 4x
1
6x
2
+ x
1
2
2x
1
x
2
+ x
2
2
, vi cc rng buc
2x
1
+ x
2
2
x
1
+ x
2
4
x
1
, x
2
0.
c. Min f(x) = 5x
1
+ 6x
2
12x
3
+ 2x
1
2
+ 4x
2
2
+ 6x
3
2
2x
1
x
2

6x
1
x
3
+ 8x
2
x
3

vi cc rng buc
x
1
+ 2x
2
+ x
3
6
x
1
+ x
2
+ x
3
16
x
1
+ 2x
2
4
x
1
, x
2
, x
3
0.

Bi 9. Lp chng trnh my tnh phng php Wolfe hoc phng php thit lp bi ton b s
dng ngn ng Pascal hay C, sau chy kim th cho bi tp 7.

Bi 10. Gii cc bi ton sau y bng phng php quy hoch tch:
a. Min f(x) = exp(x
1
) + x
1
2
+ 4x
1
+ 2x
2
2
6x
2
+ 2x
3

135
vi cc rng buc sau
x
1
2
+ exp(x
2
) + 6x
3
15
x
1
4
x
2
+ 5x
3
25
0 x
1
4, 0 x
2
2, 0 x
3
.
Cho bit cc im li l 0, 2, 4 cho x
1
v 0, 1, 2 cho x
2
.
b. Min f(x) = exp(2x
1
+ x
2
2
) + (x
3
2)
2

vi cc rng buc sau
x
1
+ x
2
+ x
3
6
x
1
, x
2
, x
3
0.
bng cch i bin thch hp vi cc im li ty chn.

Bi 11. Gii cc bi tp sau y bng phng php quy hoch hnh hc:
a. Min f(x) = 2x
1
1
+ x
2
2
+ x
1
4
x
2
2
+ 4x
1
2
, vi iu kin x
1
, x
2
> 0.
b. Min f(x) = 5x
1
x
2
1
x
3
2

+ x
1
2
x
3
1
+10x
2
3
+ 2x
1
1
x
2
x
3
3
, vi iu kin x
1
, x
2
, x
3
> 0.
c. Min f(x) = 4x
1
1
x
2
0,5
, vi iu kin: x
1
+ 2x
2
2
1 v x
1
, x
2
> 0.
Bi 12. Hy tm hiu c s v pht biu cc thut ton tng qut cho quy hoch tch v quy
hoch hnh hc.
136
Chng VI
Mt s vn c s ca l thuyt
quy hoch li v quy hoch phi tuyn

Xt bi ton quy hoch phi tuyn tng qut:
Min (Max) f(x), vi iu kin
x D = { x R
n
:
i 1 i 1
g ( x ) 0, i = 1,m ; g ( x ) 0, i = m 1,m = + }.
Vc t x = (x
1
,x
n
) D c gi l vc t quyt nh hay phng n kh thi (hoc
phng n, nu vn tt hn), x
j
l cc bin quyt nh,j = 1, n . Ngi gii bi ton cn tm mt
vc t x* D sao cho: f(x*) f(x), x D cho bi ton cc tiu ho hoc f(x*) f(x), x D
cho bi ton cc i ho.
1. Tp hp li
Trong phn ny chng ta nghin cu cc khi nim c bn ca gii tch li bao gm cc
vn sau lin quan n tp hp li (cn gi vn tt l tp li):
Bao li ca mt tp hp.
Bao ng v min trong ca tp li.
Siu phng tch v siu phng ta ca tp li.
Nn li v nn i cc.
1.1. Bao li
Trong chng V, chng ta bit, tp li l tp S R
n
c tnh cht: mi on thng ni x
1
,
x
2
S u nm trong S. Ni cch khc: S R
n
l tp li khi v ch khi x = x
1
+ (1 ) x
2
S ,
[0, 1], x
1
, x
2
S .
Xt cc tp li S
1
, S
2
R
n
. Lc , S
1
S
2
li, S
1
+ S
2
li v S
1
S
2
cng l tp li.
nh ngha 1. Xt tp S R
n
v cc im x
1
, x
2
, ..., x
k
S. im
x =
k
j
j
j 1
x
=

(vi
k
j
j 1
1
=
=
,
j
0 ,j = 1, k ) c gi l mt t hp li ca cc im x
1
, x
2
, ...,
x
k
. Bao li (Convex hull) ca S, k hiu l H(S), gm tt c cc im x R
n
c biu din di
dng mt t hp li ca mt s im no ca S.
V d 1. Bao li ca 3 im x
1
, x
2
v x
3
khng thng hng trong R
3
l mt tam gic. Bao li
ca mt hnh vnh trng khuyt trong R
2
l mt hnh khuyn.
137
nh l 1. Bao li H(S) ca mt tp S R
n
l tp li nh nht cha S. Ni cch khc mi
tp li cha S u cha H(S).
Chng minh
Ta c H(S) ={x R
n
: x
j
S, j = 1, k sao cho x =
k
j
j
j 1
x
=

vi
k
j
j 1
1
=
=
,
j
0 ,j =
1, k }. Cn chng minh vi mi tp li A m S A th H (S) A.
Tc l, cho x
j
S A ,j = 1, k v
k
j
j 1
1
=
=
,
j
0 , cn phi chng t rng:
x =
k
j
j
j 1
x
=

A. (6.1)
Ta chng minh kt lun (6.1) bng php quy np. Vi k = 1, (6.1) hin nhin ng. Gi s
(6.1) ng vi k = s, cn chng minh (6.1) ng vi k = s + 1.
Tht vy, cho x
j
S A ,j = 1,s 1 + v
s 1
j
j 1
1
+
=
=
,
j
0 . Chng ta s ch ra rng x =
s 1
j
j
j 1
x
+
=

A. Ta c
s 1
j
j
j 1
x
+
=

=
s
j s 1
j s 1
j 1
x x
+
+
=
+
, trong c th gi s rng
s 1
0 1
+
< < . t
s
j
j 1 =
=
, theo gi thit quy np c x

/
=
s s
j / j
j j
j 1 j 1
( / )x x
= =
=

A. Vy x
/
+ (1 )x
s+1
A
hay
s
j s 1
j s 1
j 1
x x
+
+
=
+
=
s 1
j
j
j 1
x
+
=

A (pcm).
Ch . T nh l 1, ta thy ngay, H(S) l giao ca tt c cc tp li cha S.
nh ngha 2. Cho x
1
, x
2
, , x
k
, x
k+1
R
n
. Lc bao li ca x
1
, x
2
, , x
k
, x
k+1
c k
hiu l H(x
1
, x
2
, , x
k
, x
k+1
) l mt a din li. Nu x
k+1
x
1
, x
k
x
1
, , x
2
x
1
l cc vc t c
lp tuyn tnh th H(x
1
, x
2
, , x
k
, x
k+1
) c gi l mt n hnh k chiu vi cc nh x
1
, x
2
,, x
k
,
x
k+1
.
nh l 2 ( nh l Carathodory).
Cho mt tp bt k S R
n
. Nu x H(S) th c th tm c cc im x
1
, x
2
,. x
n+1
S
sao cho x thuc bao li H(x
1
, x
2
, , x
n
, x
n+1
).
Ni cch khc, tn ti cc im x
1
, x
2
,. x
n+1
S sao cho x c biu din bi t hp li
ca x
1
, x
2
,. x
n+1
: x =
n 1
j
j
j 1
x
+
=

vi
j
0 v
n 1
j
j 1
1
+
=
=
.
Chng minh
Gi s x H (S) th x =
k
j
j
j 1
x
=

vi
k
j
j 1
1
=
=
,
j
0 , x
j
S .
Trng hp 1: k n+1 th khng c g cn chng minh na.
Trng hp 2: k > n+1. Theo gi thit do x
1
, x
2
, , x
k
R
n
, nn x
2
x
1
, x
3
x
1
, x
k
x
1
l k
1 vc t ph thuc tuyn tnh. Lc
2
,
3
, ,
k
khng ng thi bng 0, sao cho
138
k
j 1
j
j 2
(x x ) 0
=
=
. t
1
=
k
j
j 2 =

th c
k
j
j
j 1
x 0
=
=
vi
k
j
j 1
0
=
=
, trong
j
khng ng
thi bng 0. Vy tn ti t nht mt ch s i sao cho
i
> 0.
Lc , ta c:
x =
k k k
j j j
j j j
j 1 j 1 j 1
x x x
= = =

= +

=
( )
k
j
j j
j 1
x
=

(6.2)
ng R , nn (6.2) vn ng > 0.
Chn
j
j
mi n

=
vi
j
> 0 th
j j
( ) 0 ,j = 1, k v
k
j j
j 1
( )
=

= 1. Trong cc
h s
j j
( ) c t nht mt h s
j j
( ) 0

= . Theo (6.2), x c biu din di dng t
hp li ca k 1 im. Qu trnh ny c tip tc cho ti khi x c biu din di dng t hp
li ca n + 1 im (pcm).
1.2. Bao ng v min trong ca tp li
Chng ta c hc v khi nim bao ng v min trong ca mt tp hp S. Bao ng
ca S c k hiu l cl S, cn min trong ca S l int S.
nh l 3. Xt tp li S R
n
vi int S khc rng. Cho x
1
cl S v x
2
int S. Lc ,
(0, 1) ta lun c x =
1 2
x (1 )x i nt S + .
Vic chng minh nh l ny khng qu kh, dnh cho bn c t chng minh hoc xem
thm trong ti liu tham kho.
Chng ta c th minh ha tng chng minh trn hnh VI.1.

H qu 3a. Nu S l tp li th int S cng l tp li.
H qu c d dng chng minh trc tip t nh l 3.
H qu 3b. Nu S l tp li v int S khc rng th cl S cng li.
Chng minh
Cho x
1
v x
2
cl S, ly z int S th
2
x (1 )z i nt S + , (0,1) v
1 2
x (1 ) x (1 )z i nt S + +

, (0,1). C nh v cho 1 ta c x
1
+ (1)x
2

cl S (pcm).
H qu 3c. Nu S l tp li v int S khc rng th bao ng ca min trong ca S trng vi bao
ng ca S, tc l cl (int S) cl S. Ngoi ra ta cng c: int (cl S) int S .
x

x
1

x
2

S

Hnh VI.1. Minh ha nh l 3.
139
Chng minh
Chng ta chng minh phn u. R rng rng cl (int S) cl S. Chng ta cn cn chng
minh cl S cl (int S). Tht vy, gi s x cl S v y int S th x + (1 )y int S. Cho 1, ta
c x cl (int S) l pcm.
Phn th hai ca h qu c chng minh nh sau: Trc ht, d thy rng int S int (cl S).
Gi s x
1
int (cl S), ta cn chng minh x
1
int (S). Tht vy, ly x
2
int S sao cho x
2
x
1
v xt
y = (1 + )x
1
x
2
, vi =
1 2
2 x x
, > 0 nh ty . Do
1
y x / 2 = nn y cl S. Hn
na, x
1
= y + (1 )x
2
, vi = 1/(1+) (0, 1), nn theo nh l 3 th x
1
int S (pcm).
1.3. Siu phng tch v siu phng ta ca tp li
y l cc kin thc c s trong mn ti u ha, c s dng nhiu trong vic thit lp
cc iu kin ti u v cc mi quan h i ngu. Trong phn ny chng ta s thy rng: vi mt
tp li S ng v mt im y S, ta lun tm c mt im duy nht x S sao cho khong
cch t x ti y l b nht (tc l
x S
y x y x
Mi n
= ), cng nh tm c mt siu phng phn

tch (ni ngn gn hn, siu phng tch) y v S.
nh l 4. Xt tp li ng S R
n
v mt im y R
n
sao cho yS. Lc tn ti duy
nht mt im x S vi khong cch
x S
y x y x
Mi n
= . x c gi l im cc tiu. Ngoi
ra, ta c: x l im cc tiu khi v ch khi (x x )
T
( x y) 0, x S .

Vic chng minh nh l 4 dnh cho bn c t tm hiu (xem hnh minh
ho VI.2).
nh ngha 3.
Siu phng l tp hp tt c im x R
n
sao cho p
T
x = , vi p R
n
\ {0} v R cho
trc (p c gi l vc t php tuyn ca siu phng). Siu phng H = {x: p
T
x = } chia khng
gian ra lm hai na khng gian (ng): H
+
={x: p
T
x } v H
={x: p
T
x }.
Xt hai tp hp khc rng S
1
, S
2
R
n
. Siu phng H = {x: p
T
x = } c gi l siu
phng tch S
1
v S
2
nu p
T
x , x S
1
v p
T
x , x S
2
.
Ngoi ra, nu S
1
S
2
H th H c gi l siu phng tch chnh (properly) S
1
v S
2
.
H c gi l tch cht (strictly) S
1
v S
2
nu
y
x
S
Hnh VI.2. Minh ha im cc tiu
x
140
T
1
T
2
x S : p x
x S : p x
>
<

H c gi l tch mnh (strongly) S
1
v S
2
nu
T
1
T
2
0 : x S , p x
x S , p x
> +

(xem hnh VI.3).

Siu phng tch mt tp li v mt im
nh l 5. Cho tp li ng khc rng S R
n
v mt im y R
n
sao cho yS. Lc
tn ti vc t n to p 0 v R sao cho: p
T
y > , p
T
x , x S.
Chng minh
Theo nh l 4 ta thy: x S sao cho (x x )
T
(y x ) 0, do
x
T
(y x ) x
T
( y x ) .
Mt khc:
2
y x = (y x )
T
(y x ) = y
T
( y x ) x
T
(y x )
y
T
(y x ) x
T
(y x ) = (y
T
x
T
)(y x ),
Hay:
2
y x (y x)
T
( y x ) = (y x )
T
(y x).
t p = y x ta c
2
y x p
T
(y x), t c p
T
y
2
y x + p
T
x. Li t
= sup {p
T
x: x S} th ta c pcm: p
T
y > v p
T
x , x S .
H qu 5a. Cho tp li ng khc rng S R
n
. Lc S l giao ca tt c cc na khng
gian cha S.
Chng minh
Ta ch cn chng minh rng giao G ca tt c cc na khng gian (ng) cha S l tp con
ca S. Tht vy, gi s iu ngc li, tc l y G sao cho y S. Lc theo nh l 5 trn
y, tn ti mt na khng gian cha S nhng khng cha y. iu ny mu thun vi nh ngha
tp G.
H qu 5b. Cho tp li ng khc rng S R
n
v mt im y R
n
sao cho
y S. Lc , lun tn ti
S
2
S
1
tch mnh
H tch khng chnh
S
1
S
2
H
Hnh VI.3. Minh ha cc kiu siu phng tch
p
T
x=
141
i) Mt siu phng tch cht S v y.
ii) Mt siu phng tch mnh S v y.
iii) Vc t p sao cho: p
T
y > sup
{ }
T
p x : x S .
iv) Vc t p sao cho: p
T
y< inf
{ }
T
p x : x S .
Vic chng minh dnh cho bn c.
nh l 6 (nh l Farkas).
Cho A l ma trn cp m n, c l vc t n to . Lc ch c ng mt trong hai h sau
c nghim:
H 1:
t
Ax 0
c x 0

>
vi x l vc t thuc R
n
.

H 2:
T
A y c
y 0
=
vi y R
m
.
Gii thch. Cho A =
1 2 3
4 5 6

v c =
2
4
6

. Lc ny, theo nh l 6 ch c ng mt trong
hai h sau c nghim:
H 1:
1 2 3
4 5 6

1
2
3
x
x
x

0
0

v 2x
1
+ 4x
2
+ 6x
3
> 0.
H 2:
1 4
2 5
3 6

1
2
y
y

=
2
4
6

v y
1
0, y
2
0.
Chng minh
Gi s h 2 c nghim. Lc y 0 sao cho A
T
y = c. Gi s Ax 0, ta c
c
T
x = y
T
Ax 0 (do y
T

0 v Ax 0). V vy h 1 v nghim.
Gi s h 2 v nghim. t S = {x: x = A
T
y, y 0}, ta thy ngay S l tp li ng. Lc ny
theo do h 2 v nghim nn c S. Theo nh l 5 (v siu phng phn tch mt tp li v mt
im), tn ti vc t p sao cho: p
T
c > , p
T
x , x S . V 0 S nn p
T
c > 0 . Vy c
T
p

=
p
T
c > 0. Ngoi ra, ta c p
T
A
T
y = y
T
Ap, y 0. V cc to ca y c th chn dng v ln
tu nn bt buc phi c Ap 0.
Chng ta ch ra vc t n to p sao cho: Ap 0 v c
T
p

> 0. Vy h 1 c nghim
(pcm).
H qu 6a. Cho ma trn cp mn A = [a
ij
]
m xn
, c l vc t n to . Lc c ng mt
trong hai h sau c nghim: H 1: Ax 0, x 0, c
T
x > 0. H 2: A
T
y c, y 0.
Chng minh
Xt ma trn [A
T
I]

thay cho A
T
trong chng minh ca nh l Farkas.
142
H qu 6b. Cho A l ma trn cp mn, B l ma trn cp ln, c l vc t n to . Lc c
ng mt trong cc h sau c nghim:
H 1: Ax 0, Bx = 0, c
T
x > 0. H 2: A
T
y + B
T
z = c, y 0.
Chng minh
Xt [A
T
B
T
B
T
] thay cho A
T
trong nh l Farkas.
nh ngha 4 (Siu phng ta ca tp li ti im bin). Xt tp khc rng S R
n
. Gi s
x S, vi S l bin ca S. Siu phng H =
} {
n T
x R : p (x x) 0 = c gi l siu phng ta
ca S ti x nu mt trong hai trng hp sau lun xy ra:
T
T
S H x S, p (x x) 0
S H x S, p (x x) 0.
+

Siu phng ta (xem hnh VI.4) c gi l siu phng ta chnh (proper supporting plane)
nu S khng l tp con ca H.
Ch : i vi tp khc rng bt k S R
n
c th xy ra cc trng hp sau:
Ti mt im c duy nht mt siu phng ta.
Ti mt im c nhiu siu phng ta.
Ti mt im khng c siu phng ta.
Ti hai im c th c cng mt siu phng ta.
nh l 7. Cho tp li khc rng S R
n
, x S . Lc tn ti mt siu phng ta ca
S ti x , tc l tn ti vc t n to p 0 sao cho p
T
(x x ) 0, x cl S.
Chng minh
Gi s x S th tn ti mt dy {y
k
} cc im trong R
n
khng thuc bao ng ca S sao
cho y
k
x khi k . Theo nh l 5, nu y
k
S th p
k
sao cho p
T
k
y
k
> p
T
k
x, x cl S.
Khng lm gim tnh tng qut, c th gi s
k
p = 1.
Xt dy {p
k
} R
n
. Ta thy ngay y l dy gii ni (do di ca vc t p
k
lun bng 1).
Vy t dy ny c th trch ra c mt dy con hi t, cho n gin chng ta k hiu l
siu phng ta H
S
S
y
1
y
2
y
k
y
3
Hnh VI.4. Siu phng ta ti im bin
x
143
dy {p
k
}
, sao cho p
k
p khi k . Lc vi dy con ny ta lun c p
T
k
y
k
> p
T
k
x, x cl
S. C nh x cl S. Do y
k
x
nn c p
T
k
y
k
p
T
x , suy ra p
T
x p
T
x hay p
T
(x x ) 0, x
cl S. Vy ta c pcm.
Ch . chng minh p
T
k
y
k
p
T
x
khi y
k
x
cn phi chng minh p
T
k
y
k

p
T
x 0. Tht vy
p
T
k
y
k
p
T
y
k
+ p
T
y
k

p
T
x p
T
k
y
k
p
T
y
k
+ p
T
y
k

p
T
x

t t
k k
p p y +
t
k
p y x
1
+
2

vi
1
,
2
l cc s dng nh tu chn trc khi k kh ln.
H qu 7a.
Cho tp li khc rng S R
n
, x S. Lc tn ti vc t p 0 sao cho p
T
(x x ) 0, x
cl S.
Chng minh
Nu x cl S th h qu c chng minh da trn nh l 5. Mt khc, nu x S th
h qu chnh l ni dung ca nh l 7 trn y.
Siu phng tch hai tp li
nh l 8. Cho hai tp li khc rng khng giao nhau S
1
, S
2
R
n
. Lc tn ti mt siu
phng tch H vi phng trnh p
T
x = phn tch hai tp li trn, theo ngha sau: tn ti vc t p
0 sao cho inf {p
T
x vi x S
1
} sup {p
T
x vi xS
2
}.

Chng minh
Cho hai tp li khc rng khng giao nhau S
1
, S
2
R
n
. Xt S = S
1
S
2
= {x: x = x
1
x
2

vi x
1
S
1
, x
2
S
2
} th S l tp li.
Ngoi ra, 0 S (v S
1

S
2
l tp rng). Theo nh l 5 (v siu phng phn tch mt tp
li v mt im) th tm c mt vc t n to p 0 sao cho p
T
x p
T
0 = 0, x S (xem hnh
VI.5). Vy x
1
S, x
2
S th p
T
(x
1
x
2
) 0 hay p
T
x
1
p
T
x
2
(pcm).
H qu 8a.
Cho hai tp li khc rng S
1
, S
2
R
n
vi iu kin int S
1
khc rng v S
1
int S
2
rng.
Lc tn ti mt vc t p 0 sao cho
inf {p
T
x vi x S
1
} sup {p
T
x vi x S
2
}.
p
T
x =
S
2
S
1
Hnh VI.5. Siu phng phn tch hai tp li
144
Chng minh
Thay S
2
bi int S
2
v p dng nh l 8 vi ch : sup {p
T
x vi xS
2
}= sup {p
T
x vi
xint S
2
} th c pcm.
H qu 8b.
Cho hai tp li khc rng S
1
, S
2
R
n
vi iu kin int S
1
, int S
2
khc rng v int S
1
int
S
2
rng. Lc tn ti vc t p 0 sao cho
inf {p
T
x vi x S
1
} sup {p
T
x vi x S
2
}.
nh l 9 (nh l Gordan).
Cho A l ma trn cp mn. Lc c ng mt trong hai h sau c nghim: H 1: Ax < 0 vi
x R
n
. H 2: A
T
p = 0 vi vc t p 0 (p c cc to khng m) v p 0.
Chng minh
Gi s h 1 c nghim sao cho Ax < 0. Ta i chng minh h 2 v nghim. Tht vy, gi s
iu ngc li ng: tn ti vc t p 0 sao cho A
T
p = 0 v p 0. Lc p
T
Ax < 0 hay x
T
A
T
p <
0. iu ny khng th xy ra do A
T
p = 0.
By gi gi s h 1 v nghim. Chng ta xt hai tp sau: S
1
= {z: z = Ax, x R
n
} R
m
v
S
2
= {z: z < 0} R
m
. Ta thy S
1
v S
2
l hai tp li khc rng khng giao nhau. Theo nh l 8 (v
siu phng tch hai tp li khc rng khng giao nhau), lc tn ti vc t p 0 sao cho p
T
Ax
p
T
z vi mi x R
n
v z cl S
2
. Do cc to ca z c th chn gi tr m c tr tuyt i ln
tu nn

bt buc phi c p 0. Mt khc, nu chn z = 0 th c p
T
Ax 0, x R
n
. Nu chn x
= A
T
p th
2
t
A p 0, do A
T
p = 0. Vy h 2 c nghim (pcm).
nh l 10 (nh l tch mnh). Cho hai tp li khng giao nhau S
1
, S
2
trong R
n
vi S
1
l

tp gii ni. Lc , tn ti vc t n to p 0 v s dng sao cho inf {p
T
x vi x S
1
}
+ sup {p
T
x vi xS
2
}.
Chng minh
Vic chng minh dnh cho bn c t tm hiu hoc xem sch tham kho (xem hnh VI.5).
tng ca chng minh nh sau: t S = S
1
S
2
, th S l tp li v 0 S. Hn na, S l tp
ng (hy t chng minh iu ny). Theo nh l 5, tn ti vc t p 0 v mt s sao cho x
S th p
T
x v p
T
0 < . Do > 0. T y c p
T
x = p
T
(x
1
x
2
) , hay p
T
x
1
+ p
T
x
2
, x
1

S
1

v x
2
S
2
(pcm).
1.4. Nn li v nn i cc
nh ngha 5.
Xt mt tp hp khc rng S R
n
. S c gi l nn (cone) vi nh 0 nu
> 0 th t x S lun c x S . Nn S c gi l nn li nu S l tp li.
Cho mt tp hp khc rng S R
n
. Nn i cc (polar cone) ca S, c k hiu l S*, l tp
hp
{ }
n t
p R : p x 0, x S . Nu S l tp rng th nn i cc s l R
n
.
145
nh l 11. Gi s C l nn li, ng, khc rng. Lc C**
.
C.

Chng minh (xem minh ha trn hnh VI.6)
R rng C C**. Chng ta i chng minh chiu ngc li bng phn chng.
Gi s x C** nhng x C. Theo nh l 5 (v siu phng phn tch mt tp li v mt
im), lc tn ti vc t p 0 v mt s thc sao cho: p
T
y , y C v p
T
x > . Do y = 0
C, nn 0 v p
T
x > 0.
By gi chng ta s chng minh p C*. Tht vy, nu p C* th tn ti y C sao cho p
T
y

> 0. Do p
T
( y ) c th chn ln tu tu thuc vo nn iu ny mu thun vi khng nh: p
T
y
, y C. Vy p C*. Mt khc x C**, nn p
T
x 0.
iu ny tri vi khng nh: p
T
x > 0. Ta c pcm.
Ch . C th chng minh c rng nh l 6 l h qu ca nh l 11.
2. ng dng gii tch li vo bi ton quy hoch tuyn tnh
2.1. im cc bin v hng cc bin
nh ngha 6. Cho tp li khc rng S R
n
. x S c gi l im cc bin ca S, nu t
x = x
1
+ (1 )x
2
vi x
1
, x
2
S v (0, 1) ta lun c x = x
1
= x
2
.
nh ngha 7. Cho tp li khc rng S R
n
. Mt vc t n to d 0 c gi l mt
hng ca S, nu t x S v 0 ta lun c x + d S . Hai hng d
1
v d
2
c gi l phn
bit nu d
1

d
2
, > 0. Mt hng d c gi l hng cc bin nu n khng th biu din
di dng t hp tuyn tnh dng ca hai hng phn bit, tc l nu d =
1
d
1
+
2
d
2
vi
1
v
2
> 0 th d
1

= d
2
vi dng no .
c trng ca im cc bin v hng cc bin ca tp a din li
Xt BTQHTT: Max z = c
T
x, vi x D = {x R
n
: Ax = b, x 0}. Chng ta lun c th sp
xp li cc ct ca ma trn A (l ma trn cp mn v c hng bng m) di dng A = [N B],
trong B l ma trn c s cp mm c hng l m, N l ma trn cp m(n m). Lc cc rng
buc trn c th vit c di dng Nx
N
+ Bx
B
= b vi x
N
, x
B
0.
nh l 12 (v c trng ca im cc bin).
nn i

C=C**
C*
Hnh VI.6. Minh ha nn i cc
146
Cho D = {x: Ax = b, x 0}, trong A l ma trn cp mn v c hng bng m. Mt im
x l im cc bin ca D khi v ch khi A c th c phn r thnh [N B] sao cho: x =
N
B
x
x

=
1
0
B b

, trong B l ma trn kh nghch cp mm tho mn iu kin B
1
b 0.
Quay li BTQHTT chng I ta thy x
B
l vc t cc to ng vi cc bin c s (basic
variables) v x
N
l vc t cc to ng vi cc bin ngoi c s (nonbasic variables).
Chng minh
Gi s A c th c phn r di dng [N B] sao cho: x =
N
B
x
x

=
1
0
B b

, trong B l
ma trn kh nghch cp mm tho mn B
1
b 0.
R rng rng x D. Ta i chng minh x l im cc bin. Gi s x = x
1
+ (1)x
2
vi x
1
,
x
2
D v (0, 1), trong :
x
1
=
11
12
x
x

v x
2
=
21
22
x
x

.
Th th:
1
0
B b

=
11
12
x
x

+ (1 )
21
22
x
x

.
Do x
11
, x
21
0 nn x
11
= x
21
= 0. iu ny ko theo x
12
= x
22
= B
1
b (v x
1
, x
2
D), nn ta
c x = x
1
= x
2
. Vy x l im cc bin ca D.
Ngc li, gi s x l im cc bin ca D. Khng lm gim tnh tng qut, gi s x = (0,
..., 0, x
nk+1
, ..., x
n
)
T
trong x
nk+1
, ..., x
n
l cc s dng. Ta i chng minh k vc t ct sau
cng A
nk+1
, ..., A
n
ca ma trn A l c lp tuyn tnh.
Gi s iu tri li: tn ti cc s
nk+1
, ...,
n
khng ng thi bng 0 sao cho
n
j j
j n k 1
A
= +

= 0. t = (0, ..., 0,
nk+1
, ...,
n
)
T
v xy dng hai vc t: x
1

= x + 0 v x
2

= x 0
vi > 0 chn thch hp. Ta thy Ax
1
=
n
j n k 1 = +
(x
j
+
j
)A
j
=
n
j n k 1 = +
x
j
A
j
+
n
j n k 1 = +

j
A
j
= b.
Tng t, ta cng c Ax
2

= b. Vy x
1
, x
2
D v do > 0 nn x
1
, x
2
l hai vc t phn bit. Hn
na, ta c x = (1/2)x
1
+ (1/2)x
2
. Kt qu thu c hon ton tri vi gi thit x l im cc bin
ca S.
Vy A
nk+1
, ..., A
n
l k vc t ct c lp tuyn tnh. Do c th chn trong s (n k) vc
t ct cn li ca ma trn A, (m k) vc t ct hp vi k vc t c thnh h m vc t c lp
tuyn tnh. V vy, A c th c phn r di dng [N B] trong B = [A
nm+1
, , A
n
] l ma
147
trn c hng l m. Do Ax = b nn [N B]x = b. T c x
B
= (0, , 0, x
nk+1
, , x
n
)
T
= B
1
b,
y x
B
c m to . Do x
j
> 0 vi j = n k 1,n + nn B
1
b 0. y l pcm.
H qu 12a.
S cc im cc bin ca D l hu hn.
(Dnh cho bn c t chng minh)
nh l 13. Cho D = {x R
n
: Ax = b, x 0} khc rng, trong A l ma trn cp mn v
c hng bng m v b l vc t c m ta . Khi D c t nht mt im cc bin.
Chng minh
Gi s x D, khng lm gim tnh tng qut gi s x = (0, ..., 0, x
nk+1
..., x
n
)
T
vi x
j
> 0,
j = n k 1,n + . Nu A
nk+1
, ..., A
n
l k vc t c lp tuyn tnh th k m v x l im cc
bin. Nu tri li, A
nk+1
, ..., A
n
ph thuc tuyn tnh th tn ti cc s
nk+1
, ...,
n
(trong c t
nht mt s dng) sao cho
n
j j
j n k 1
A
= +

= 0. Chn =
n k 1 j n
mi n
+
{x
j
/
j
:
j
> 0} = x
i
/
i
. Xt im
x
/
vi cc to :
j j /
j
x , j = n-k+1,n
x
0, j = 1,n-k.

D thy
/
j
x 0, j = n k 1,n + v
/
j
x = 0 vi j = 1,n k . Hn na
/
i
x

= 0.
Ta cng c:
n
j n k 1 = +
A
j

/
j
x =
n
j n k 1 = +
A
j
(x
j

j
) =
n
j n k 1 = +
x
j
A
j

n
j n k 1 = +

j
A
j
= b. Nh
vy chng ta xy dng c im x
/
D vi nhiu nht (k 1) ta dng. Qu trnh ny
c tip tc cho ti khi thu c im x* D c cc ta dng tng ng vi cc vc t c
lp tuyn tnh (pcm).
nh l 14 (v c trng ca hng cc bin).
Cho D = {x: Ax = b, x 0} khc rng, trong A l ma trn cp mn v c hng bng m, b
l vc t c m to . Mt vc t d l mt hng cc bin khi v ch khi A c phn r thnh [N
B] sao cho: B
1
A
j
0 vi ct A
j
no ca N, v d l vc t t l vi vc t d =
j
1
j
e
B A

, trong
e
j
l vc t (n m) ta c tt c cc ta bng 0 tr ta th j bng 1.
Chng minh
Nu B
1
A
j
0 th d 0. Ngoi ra, Ad = 0 (do Ad = [N B]d = N e
j
+ B (B
1
A
j
) = A
j

A
j
= 0) nn d l mt hng ca D.
By gi chng ta s chng minh d l hng cc bin. Tht vy, gi s d =
1
d
1
+
2
d
2
vi
1
,
2
> 0 v d
1
, d
2
l cc hng ca D. Ch rng d c t nht (n m 1) to bng 0 nn cc
to tng ng ca d
1
, d
2
cng bng 0. Do ta c th vit:
d
1

=
1
j
12
e
d

v d
2

=
2
j
22
e
d

, vi
1
,
2
> 0.
148
Do Ad
1
= Ad
2

= 0 nn c th rt ra c d
12
= d
22
= B
1
A
j
. Vy d
1
v d
2
trng nhau, hay d
l hng cc bin. T c d l hng cc bin.
Ta i chng minh chiu ngc li. Gi s d l hng cc bin ca D. Khng lm gim
tnh tng qut, gi s d =
T
j n k 1 n
(0,...,d ,...,0,d ,...,d )
+
vi cc to d
i
> 0 , i = n k 1, n +
v i = j. Chng ta s chng minh A
nk+1
, ..., A
n
l cc vc t c lp tuyn tnh. Gi s iu tri li
ng th tn ti cc s
nk+1
, ...,
n
khng ng thi bng 0 sao cho
n
i i
i n k 1
A
= +

= 0. t = ( 0,
..., 0,
nk+1
, ...,
n
)
T
v chn > 0 nh sao cho c hai vc t d
1
= d + v d
2
= d khng
m. Ta thy Ad
1
= Ad + A = 0 +
n
i i
i n k 1
A
= +

= 0. Tng t cng c Ad
2
= 0. Do d
1
, d
2
0
nn chng l cc hng phn bit ca D (ch rng > 0 v 0). Ngoi ra, d = (1/2)d
1
+
(1/2)d
2
. iu ny mu thun vi gi s d l hng cc bin ca D. Vy A
nk+1
, ..., A
n
l cc vc
t c lp tuyn tnh.
Do hng ca A = m nn k m. Nh vy trong s (n k) vc t ct cn li (tr ct A
j
) ca ma
trn A s c (m k) vc t ct hp vi k vc t c thnh h m vc t c lp tuyn tnh. Khng
lm gim tnh tng qut, gi s l h A
nm+1
, ..., A
n
. Lc A c phn r di dng [N B]
trong B = [A
nm+1
, ..., A
n
] l ma trn vung khng suy bin vi hng l m. Vy Ad = B
d + A
j d j
= 0, trong
d l vc t m to cui ca d , cn d
j
l ta th j ca d (cn ch rng: nu
ct A
j
cng nm trong s cc ct ca B th do cc ct A
nm+1
, ..., A
n
l c lp tuyn tnh nn ta c
ngay
d = 0 vd = 0, tri vi gi thit d l hng ca D). T c
d = d
j
B
1
A
j
v do d c
dng d =
j
d
j
1
j
e
B A

. D thy d 0 v d
j
> 0, nn B
1
A
j
0 (pcm).
H qu 14a.
S cc hng cc bin ca D l hu hn.
(Dnh cho bn c t chng minh)
2.2. Biu din tp li a din qua im cc bin v hng cc bin
Theo nh ngha, mt tp li a din l giao ca mt s hu hn cc na khng gian ng.
C th coi y l biu din ngoi ca tp li a din. Cn biu din trong ca tp li a din
(c ng dng rng ri trong quy hoch tuyn tnh v phi tuyn) thng qua cc im cc bin v
hng cc bin c pht biu ngn gn nh sau: Mi im ca tp li a din D = {x: Ax = b, x
0} c biu din di dng t hp li ca cc im cc bin ca D v mt t hp tuyn tnh
khng m ca cc hng cc bin ca n.
nh l 15. Xt tp li a din khc rng D = {x: Ax = b, x 0} R
n
, trong A l ma
trn cp mn v c hng bng m. Gi s x
1
, ..., x
k
l cc im cc bin ca D v d
1
, ..., d
u

l cc
hng cc bin ca D. Lc x D khi v ch khi x c th biu din di dng
x =
k u
j j
j j
j 1 j 1
x d
= =
+

, vi
k
j
j 1 =

= 1, (6.3)
149
j
0, j 1, k = , (6.4)
j
0, j 1, u = . (6.5)
Chng minh
Chng ta xy dng tp ={
k u
j j
j j
j 1 j 1
x d
= =
+

:
k
j
j 1 =

= 1,
j
0, j 1, k = v
j
0,
j 1, u = }. C th chng minh c l tp li, ng v khc rng. Ngoi ra D.
chng minh D bng phng php phn chng, ta gi s iu ngc li: z D
m z . Theo nh l 5 (v siu phng tch mt tp li v mt im), lc tn ti mt s v
mt vc t n to p 0 sao cho:
p
T
z > v p
T
(
k u
j j
j j
j 1 j 1
x d
= =
+

) , (6.6)
vi cc
j
,
j
tho mn (6.3), (6.4) v (6.5). V
j
c th chn dng v ln tu nn (6.6) c
tho mn ch khi p
T
d
j
0, j 1, u = . Cng t (6.6) khi chn cc s
j
,
j
thch hp th s c p
T
x
j
, j 1, k = .
Vy, tn ti p sao cho p
T
z > p
T
x
j
, j 1, k = , v p
T
d
j
0, j 1, u = . (6.7)
Xt im cc bin x xc nh bi p
T x
= Max{p
T
x
j
: j = 1, ..., k}. Theo nh l 12 (v c
trng ca im cc bin) th x =
1
0
B b

trong A = [N B] v B
1
b 0. Khng lm gim tnh
tng qut, c th gi s rng B
1
b > 0. Lc , do z D nn Az = b v z
T
= (z
N
T
, z
B
T
) 0 . T
c Nz
N
+ Bz
B
= b v z
B
= B
1
b B
1
Nz
N
. Vy 0 < p
T
z p
T
x = p
N
T
z
N
+ p
B
T
(B
1
b B
1
Nz
N
)
p
B
T
B
1
b = (p
N
T
p
B
T
B
1
N)z
N
. Do z
N
0, nn tn ti mt ta j m, sao cho z
j
> 0 v
p
N
T
p
B
T
B
1
A
j
> 0. (6.8)
Chng ta s chng minh rng y
j
= B
1
A
j
l vc t c t nht mt ta dng. Tht vy, gi
s iu ngc li y
j
0. Xt vc t d
j
=
j
j
e
y

trong e
j
l vc t n v c (n m) to vi
ta th j l 1. Theo nh l 14 (v c trng ca hng cc bin) th d
j
l mt hng cc bin
ca D. Do p
T
d
j
0 (theo (6.7)) nn p
j
p
B
T
B
1
A
j
0. iu mu thun vi p
N
T
p
B
T
B
1
A
j
> 0
bit trn (xem (6.8)). Vy vc t y
j
c t nht mt ta dng.
Chng ta i xy dng vc t x =
0
b

+
j
j
e
y

, trong b = B
1
b v =
1 i m
Mi n

{ b
i
/y
ij
:
y
ij
> 0} = b
r
/y
rj
> 0. Ta thy x c nhiu nht m ta dng (ta th r bng 0, cn ta th j
bng ). C th chng minh c x D (v Ax = B(B
1
b B
1
A
j
) + A
j
= b).
Mt khc, ta c: y
j
= B
1
A
j
By
j
= A
j

m
i j n m i
i 1
y A
+
=
= A
j
.
150
Do y
rj
0 nn t y suy ra A
nm+1
, , A
nm+r1
, A
nm+r+1
, , A
n
, A
j
l h vc t c lp
tuyn tnh. Theo nh l 12 (v c trng ca im cc bin) th x l im cc bin. Ngoi ra, ta
cng c:
p
T
x =
j T T
N B
i
e
p p
b y

=
T T
j B B j
p p b p y + =
T T 1
j B j
p x (p p B A )
+ .
Do > 0 v
T 1
j B j
p p B A
> 0 nn
T T
p x p x > . iu ny mu thun vi tnh cht ca im
cc bin x ( xc nh bi p
T x
= Max{p
T
x
j
: j = 1, ..., k}). Vy iu chng ta gi s: z D
v z l sai. Ni cch khc D (pcm).
H qu 15a.
Tp li a din D = {x: Ax = b, x 0} khc rng, vi A l ma trn cp mn v c hng
bng m, c hng cc bin khi v ch khi D l khng gii ni.
Chng minh (dnh cho bn c tm hiu) c th c suy ra ngay t nh l 16.
2.3. iu kin ti u trong phng php n hnh gii bi ton quy hoch tuyn tnh
nh l 16 (iu kin ti u).
Xt BTQHTT: Min z = c
T
x, vi x D = {x R
n
: Ax = b, x 0} khc rng, trong A l
ma trn cp mn v c hng bng m. Gi s x
1
, ..., x
k
l cc im cc bin ca D v d
1
, ..., d
u

l
cc hng cc bin ca D. iu kin cn v BTQHTT c phng n ti u l c
T
d
j
0,
j 1, u = .
Ngoi ra, nu BTQHTT tha mn iu kin trn th phng n ti u t c ti t nht
mt im cc bin.
Chng minh
Theo nh l 15, BTQHTT c pht biu li nh sau:
Min c
T
x = c
T
(
k u
j j
j j
j 1 j 1
x d
= =
+

),
trong ,
k
j
j 1 =

= 1(6.3),
j
0, j 1, k = (6.4) v
j
0, j 1, u = (6.5).
Bi vy, nu BTQHTT c phng n ti u vi hm mc tiu b chn di, th c
T
d
j
0,
j 1, u = (Nu tri li, j sao cho c
T
d
j
< 0. Lc do c th chn
j
> 0 v ln ty , s c ngay
c
T
x ). Ngc li, nu c
T
d
j
0, j 1, u = th mun t gi tr Min c
T
x ch cn cho
j
=
0, j 1, u = v chn phng n ti u ti im cc bin x
i
xc nh bi c
T
x
i
= Min{ c
T
x
j
: j = 1, ...,
k} (pcm).
151
Tiu chun ti u v thut ton
Xt BTQHTT nh cho trong gi thit ca nh l 16. Theo nh l ny chng ta s tm
kim phng n ti u x trong cc im cc bin (trong trng hp BTQHTT c phng n).
T nh l 12 ta thy, im cc bin x c cho bi x
T
= (
T
N
x ,
T
B
x ) = ( b
T
, 0) trong b = B
1
b 0, tng ng vi vic A phn r thnh A = [N B]. Gi s x = (
T
N
x ,
T
B
x ) D, lc ta c:
1 1
N B B N
Nx Bx b x B b B Nx

+ = = .
Do ,
( ) ( )
T T T T 1 T T 1 T T T 1
N N B B B N B N N B N
c x c x c x c B b c c B N x c x c c B N x

= + = + = + .
Vy c
T
x c
T x
nu
T T 1
N B
c c B N
0 (do x
N
0).
Ngc li, gi s iu kin
T T 1
N B
c c B N
0 khng c tha mn, tc l j J

N
sao cho
T 1
j B j
c c B A
< 0. t y
j
= B
1
A
j
v d
j

=
j
j
e
y

. Xt im:
x = x + d
j
.

(6.9)
Lc ta c:
( )
T T T 1
j B j
c x c x c c B A
= + . (6.10)
D thy c
T
x < c
T x
nu chn > 0. Xt hai trng hp sau y:
Trng hp 1: y
j
0. Do Ax = A( x + d
j
) = Ax + Ad
j
= Ax = b nn x s l phng n
(kh thi) nu x 0. iu ny lun xy ra v x = x + d
j
vi > 0 v d
j
0. T (6.10) ta thy hm
mc tiu c
T
x khng b chn di.
Trng hp 2: iu kin y
j
0 khng tha mn. t b = B
1
b =
B
x , chn theo quy tc:

= > =

i r
i j
1 i m
i j r j
b b
Mi n : y 0 0
y y
, trong y
ij
l ta th i ca y
j
.
K hiu cc bin c s ng vi ma trn c s B l
1 2
B B Bm
x , x ,..., x , th ta c:
x = x + d
j

i
r
B i i j
r j
j r r j
i 1 m B
b
x b y , i 1,m
y
x b / y
x 0, i j, i {B ,...,B } J .
= =
=
=

D thy x l im cc bin c nhiu nht m ta dng. Nu b > 0 th > 0 v do
c
T
x < c
T x
. Vy nu x l phng n cc bin khng suy bin th x l phng n cc bin tt hn
x .
Ch . Trong phn ny chng ta nghin cu mt cch kh chi tit c s (gii tch li)
ca phng php n hnh. Trong cc BTQHTT c trung bnh, phng php n hnh lun t ra
rt hiu qu. Tuy nhin trong cc BTQHTT c ln (vi s bin ln v nhiu rng buc), c th s
dng mt phng php khc: l phng php im trong do Karmarkar xut. Phng php
ny s c gii thiu trong phn cui ca chng VI.
152
3. Cc tnh cht ca hm li
3.1. Cc nh ngha v tnh cht c bn
Chng ta bit trong chng V khi nim hm li: Cho mt tp li khc rng S R
n
.
Hm f: S R c gi l hm li nu ta lun c f(x
1
+ (1 )x
2
) f(x
1
) + (1 )f(x
2
),
[0, 1], x
1
, x
2
S.
nh ngha 7. Xt hm li f: S R. Lc tp S
= { } x S: f (x) vi R c
gi l tp mc di tng ng vi hm li f.

V d 2. z = f(x, y) = x
2
+ y
2
: S R
2
R l hm li nu S l tp li khc rng. Tp mc
S
3/4
c minh ha trn hnhVI.6.
Ta thy , S
li nu f l hm li. Tht vy, cho x

1
, x
2
S

S v xt x = x
1
+ (1
)x
2
, (0, 1). Do f l li nn: f(x) f(x
1
) + (1)f(x
2
) + (1) = . Vy x S
.
nh l 17 (tnh cht lin tc ca hm li).
Nu f: S R l hm li th f l hm lin tc trong int S.
(Chng minh: Dnh cho bn c t tm hiu).
o hm theo hng ca hm li
nh ngha 8. Cho tp khc rng S R
n
v hm f: S R. Lc o hm ti x S theo
hng d
n
R c k hiu v nh ngha bi
/
0
f (x d) f (x)
f (x, d) l i m
+
+
=
.
V d 3. Xt hm hai bin f(x
1
,x
2
) =
2 2
1 2
x x + . Hy tm o hm f
/
( x,d ) ti im
1 2
x (x , x ) = = (1,1) theo hng d = (2, 1/2).
f
/
( x ,d) =
2 2 2 2
1
1 2 1 2 2
0
(x 2 ) (x ) (x x )
l i m
+
+ + + +

= 4x
1
+x
2
=
2
1
2

[2x
1
, 2x
2
]
Ti (1, 1) ta c f
/
( x ,d) = df
T
(1,1) = 5.
f(x
1
,x
2
) = x
1
2
+x
2
2

x
2
x
1
S
3/4
= {(x
1
,x
2
): x
1
2
+x
2
2
3/4}
Hnh VI.6. Minh ha hm li v tp mc di
153
nh l 18. Cho mt tp li khc rng S R
n
v f: S R l hm li. Lc , x S v
hng bt k d
n
R sao cho x d S + vi > 0 nh, lun tn ti o hm theo hng:
f
/
( x ,d) =
0
f (x d) f (x)
l i m
+
.
Chng minh
Chn
2
>
1
> 0 v nh. Do f l hm li nn ta c:
( ) ( ) ( ) ( )
1 1 1 1
1 2 2
2 2 2 2
f x d f x d 1 x f x d 1 f x

+ = + + + +

.
T y suy ra:
( ) ( ) ( ) ( )
1 2
1 2
f x d f x f x d f x + +

. Nh vy, hm s
[ f (x d) f (x)] / + ph thuc > 0 l hm khng gim. Bi vy ta c gii hn:
( ) ( ) ( ) ( )
0 0
f x d f x f x d f x
l i m i nf
+
>
+ +
=

(pcm).
3.2. Di vi phn ca hm li
nh ngha 9. Cho f: S R l hm li. Lc :
Epigraph ca f l tp hp Epi } {
f (x, y) : x S, y f (x) = R
n+1
.
Hypograph ca f l tp hp Hyp } {
f (x, y) : x S, y f (x) = R
n+1
.
Xem minh ha hnh VI.7.

C th chng minh c tnh cht sau y: Cho f: S R l hm li, lc Epi f l tp li
v ngc li.
nh ngha 10 (khi nim di vi phn).
Xt tp li khc rng S R
n
v f: S R l hm li. Lc vc t R
n
c gi l di
vi phn ca f ti x nu
T
f (x) f (x) (x x) + , x S .
V d 4. i) Xt hm y = f(x) = x
2
. Lc vc t = (2 x ) R
1
chnh l di vi phn ca
hm cho ti x (trn hnh VI.8a:
T
= tg ).
0
x
y
y=f(x)
Epi f
Hyp f
Hnh VI.7. Minh ha Epigraph v Hypograph
154

ii) Xt hm y = f(x) = x. x 0, vc t = sign x R
1
chnh l di vi phn duy nht
ca hm cho ti x (trn hnh VI.8b:
T
= tg
4
= 1 ti x > 0). Cn ti
x = 0, tn ti v s di vi phn [1, 1] R
1
.
nh l 19 (v s tn ti di vi phn).
Cho f: S R l hm li. Lc vi x int S lun tn ti vc t sao cho siu phng
H =
} {
T
(x, y) : y f (x) (x x) = + l siu phng ta ca Epi f ti ( ) x, f (x) tc l
T
f (x) f (x) (x x) + , x S . Do , chnh l di vi phn ti x .
Chng minh
Ta bit Epi f l tp li v ( ) x, f (x) (Epi f), bin ca Epi f. Ngoi ra
theo nh l 7 (v siu phng ta ca tp li ti im bin), lc tn ti vc t
p = (
0
, ) 0, sao cho (x, y) Epi f lun c:
T T
0
(x x) (y f (x)) 0 + . (6.11)
R rng khng th dng c v nu tri li chn y dng ln th suy ra (6.11) l sai.
Ta i chng minh 0 bng phng php phn chng. Gi s = 0 th c:
T
0
(x x) 0, x S . (6.12)
V x i nt S nn > 0 sao cho x =
0
x S + . Do , thay vo (6.12) ta c:
T
0 0
0 ,
suy ra
T
0 0
0 hay
0
0 = . Vy ta c
0
p ( , ) (0,0) = = . iu ny mu thun vi gi thit p
0. Do < 0. t
0
/ = . T (6.11) ta c:
T
(x x) y f (x) 0 + (6.13)
ng mi (x,y) Epi f. Vy H =
} {
T
(x, y) : y f (x) (x x) = + chnh l siu phng ta ca Epi f
ti ( ) x, f (x) . Hn na, nu t y = f(x) trong (6.13) th c:
T
f (x) f (x) (x x) + , x S. Do
, chnh l di vi phn ti x (pcm).
y
x
f(x)

x
0
Hnh VI.8. Minh ha hnh hc di vi phn
x
T
tg =
f (x)
y
x
f(x)

x
0
a) f(x) = x
2
x
f (x)
b) f(x) = x
4

155
H qu 19a.
Cho f : S R l hm li ngt v x i nt S . Lc tn ti di vi phn ti x sao cho:
T
f (x) f (x) (x x), > + x S v x x .
Chng minh
Theo nh l 19, tn ti di vi phn sao cho:
T
f (x) f (x) (x x), x S + . (6.14)
Gi s tn ti x x sao cho
T
f (x) f (x) (x x) = + . Do f l hm li ngt nn
(0,1) ta c:
( ) ( )
T
f x 1 x f (x) 1 f (x) f (x) (1 ) (x x) + < + = +

. (6.15)
t ( )
x x 1 x = + trong (6.14) th ta c:
( )
T
f x 1 x f (x) (1 ) (x x) + +

, iu ny mu thun vi (6.15). Vy chng ta
c pcm.
Ch . Ti x c th c nhiu di vi phn (xem hnh VI.8b vi x = 0). Ngoi ra, iu
khng nh ngc li ca h qu 19a l khng lun ng. Tc l, nu f : S R l hm xc nh
trn tp li S khc rng v x i nt S , lun tn ti di vi phn sao cho:
T
f (x) f (x) (x x), > + x S v x x , th f khng nht thit l hm li trong S. Tuy nhin,
chng ta li c nh l sau.
nh l 20. Cho f : S R l hm xc nh trn tp li khc rng S R
n
. Nu
x i nt S , lun tn ti di vi phn sao cho:
T
f (x) f (x) (x x), + x S v
x x , th f l hm li trong int S.
Chng minh
Cho x
1
, x
2
int S v cho (0, 1). Theo h qu 3a ca nh l 3, int S cng l tp li nn
x = x
1
+ (1 )x
2
int S. T gi thit ca nh l suy ra rng tn ti di vi phn ca hm f
ti x = x
1
+ (1 )x
2
. Do c cc bt ng thc sau:
+ +

1 1 2 T 1 2
f (x ) f x (1 )x (1 ) (x x ) ,
2 1 2 T 2 1
f (x ) f x (1 )x (x x ) + +

.
Nhn hai v ca cc bt ng thc trn theo th t vi v (1 ) ri em cng li, ta thu
c:
1 2 1 2
f (x ) (1 )f (x ) f x (1 )x + +

(pcm).
3.3. Hm li kh vi
Trong chng V, chng ta bit nh ngha hm kh vi cp mt: Xt tp khc rng S
R
n
v f : S R . Lc , f l kh vi ti x S nu x S th
156
T
f (x) f (x) f (x) = + (x x) + x x (x, x x) , trong
x x
l i m (x, x x) 0
= , cn f (x)
c gi l vc t gradient ca f
T
1 2 n
f (x) f (x) f (x)
f (x) , , ...,
x x x

=

.
B . Cho f: S R l mt hm li. Gi s f kh vi ti x i nt S , lc tn ti duy nht
mt di vi phn ca f ti x l: f (x) = .
Chng minh
Theo nh l 19, ta bit ti x i nt S tn ti di vi phn. K hiu l di vi phn
ca f ti x , ta c
T
f (x) f (x) (x x) + . t x = x + d ta c
T
f (x d) f (x) d + + . (6.16)
Do f kh vi ti x nn
T
f (x d) f (x) f (x) d d (x, d) + = + + . (6.17)
Ly (6.16) tr (6.17) ta c
T T
0 f (x) d d (x, d)

. Chia c hai v cho
(gi s > 0) ta c:
[ ]
T
0 f (x) d d (x, d) . (6.18)
Cho qua gii hn (6.18) khi 0 , ta thu c
[ ]
T
0 f (x) d . V d c th chn bt k,
ta chn d = f (x) th c:
2
0 f (x) . Vy f (x) = (pcm).
nh l 21. Cho tp li m khc rng S R
n
v f: S R l hm kh vi trong S. Lc :
f l hm li
T
f (x) f (x) f (x) (x x) + , x, x S (6.19)

T
2 1 2 1
f (x ) f (x ) (x x ) 0

,
1 2
x , x S . (6.20)
i vi trng hp f l li ngt, trong (6.19) v (6.20) cn thay du bi du >.
Chng minh
Trc ht, chng ta chng minh (6.19). Cho f l hm li, theo nh l 19 v b trn ta
thu c ngay
T
f (x) f (x) f (x) (x x) + , x, x S . Chiu ngc li c suy ra t nh l 20
v b trn.
Chng ta i chng minh (6.20). Cho f l hm li th theo (6.19) s c:
1 2 2 T 1 2
f (x ) f (x ) f (x ) (x x ) + v
2 1 1 T 2 1
f (x ) f (x ) f (x ) (x x ) + .
Cng hai bt ng thc trn s c
T
2 1 2 1
f (x ) f (x ) (x x ) 0

.
Ngc li, cho
1 2
x , x S . Theo nh l gi tr trung bnh, vi x = x
1
+ (1 )x
2
i vi
mt gi tr no (0, 1) ta c
157
2 1 T 2 1
f (x ) f (x ) f (x) (x x ) = . (6.21)
Theo gi thit, ta c
T
1 1
f (x) f (x ) (x x ) 0

hay:
T
1 2 1
(1 ) f (x) f (x ) (x x ) 0

T 2 1 1 T 2 1
f (x) (x x ) f (x ) (x x ) .
T (6.21) s c:
2 1 1 T 2 1
f (x ) f (x ) f (x ) (x x ) + . Theo nh l 20, ta c pcm.
Hm li kh vi cp hai
Chng ta nhc li khi nim hm kh vi cp hai trong chng V. Xt tp khc rng S R
n
v hm f: S R. Lc , hm f c gi l kh vi cp hai ti x nu tn ti vc t gradient
f (x) v ma trn i xng cp n, c gi l ma trn Hessian H( x ), sao cho:
2
T T
1
f (x) f (x) f (x) (x x) (x x) H(x)(x x) x x (x, x x)
2
= + + + ,
ng x S, trong
x x
l i m (x, x x) 0
= .
nh l 22. Nu S l tp li m khc rng v f: S R l hm kh vi cp hai th: hm f li
khi v ch khi H( x ) na xc nh dng vi mi x S.
Chng minh
Cho f l hm li v x S. Cn chng minh rng x
T
H( x )x 0 x R
n
. Do S l tp m,
nn khi ly x bt k th x + x S nu chn nh. Theo nh l 21 v theo gi thit cho,
ta c:
T
f (x x) f (x) f (x) x + + (6.22)
v
2
T 2 T 2
1
f (x) f (x) f (x) x x H(x)x x (x, x)
2
= + + + . (6.23)
Ly (6.22) tr (6.23) ta c:
2
2 T 2
1
x H(x)x x (x, x) 0
2
+ . Chia hai v cho v cho
0, ta thu c x
T
H( x )x 0.
Ngc li, gi s x
T
H( x )x 0 ng x R
n
v x S. Theo nh l v gi tr trung
bnh, ta c:
T T
1
f (x) f (x) f (x) (x x) (x x) H(x)(x x)
2
= + + ,
trong x = x + (1 )x vi (0, 1). V x S nn
T
1
(x x) H(x)(x x) 0
2
, suy ra
T
f (x) f (x) f (x) (x x) + (pcm).
V d 5. Xt hm mt bin f(x) = x
3
+ 2x + 1 xc nh trn R. Do H( x ) =
//
f (x) 6x =
khng l (na) xc nh dng ti x = 1 nn f(x) = x
3
+ 2x + 1 khng phi l hm li.
158
V d 6. Vi hm hai bin
2 2
1 2
f (x) x x = + ta c H( x ) =
2
0

0
2
l (na) xc nh dng
nn f(x) l hm li.
Ch
Ma trn H( x ) l xc nh dng nu x
T
H( x ) x > 0, x R
n
, x 0.
Ma trn H( x ) l na xc nh dng nu x
T
H( x ) 0, x R
n
.
C th kim tra H( x ) l xc nh dng theo cc cch sau:
Theo nh ngha.
Cc nh thc con chnh ca H( x ) lun c gi tr dng.
Cc gi tr ring tm t phng trnh c trng det(HI) = 0 u c gi tr dng.
3.4. Cc i v cc tiu ca hm li
Cho hm
n
f : S R R . Chng ta mun cc tiu ho (cc i ha) hm f(x) vi
x
n
S R , lc c bi ton ti u sau:
x S
Mi n f (x)

V d 7. Min
2 2
1 2 1 2
f (x , x ) (x 3/ 2) (x 5) = + , vi cc rng buc

1 2
1 2
1
2
x x 2
2x 3x 11
x 0
x 0.
+

D thy, min rng buc S l tp li a din, S l t hp li ca bn im cc bin (0, 0),
(0, 2), (1, 3) v (5,5, 0).
Xt bi ton cc tiu ha
x S
Mi n f (x)
. Mt s khi nim sau c coi l bit: S c gi

l min phng n kh thi hay min rng buc. im xS c gi l phng n kh thi hay
phng n (nu ni vn tt). x S c gi l phng n ti u ton cc nu f (x) f (x) ,
xS. im x S c gi l phng n ti u a phng nu f (x) f (x) , x S
N
( x ) vi N
( x ) l mt ln cn nh no ca x .
nh l 23 (cc tiu ha hm li).
Cho
n
f : S R R , vi S l tp li khc rng. Xt bi ton cc tiu ha
x S
Mi n f (x)
. Gi
s x S l mt phng n ti u a phng. Lc :
Nu f l hm li th x l phng n ti u ton cc.
Nu f li ngt th x l phng n ti u ton cc duy nht.
Chng minh
Gi s f l hm li v x S l mt phng n ti u a phng. Do tn ti mt ln cn
nh N
( x ) ca x sao cho
f (x) f (x) , x S N
( x ). (6.24)
159
Chng minh bng phn chng, gi s iu ngc li: x khng l phng n ti u ton
cc, th th x S sao cho f( x ) < f( x ). V f l hm li nn vi (0, 1) ta c:
( )
f x (1 )x f (x) (1 )f (x) f (x) (1 )f (x) f (x) + + < + = . (6.25)
Do > 0 c th chn kh nh, nn x (1 )x S N (x)
+ , ta c (6.25) mu thun vi
(6.24).
Gi s f l li ngt, th theo phn trn, x l ti u ton cc. Cn chng minh n l phng
n ti u ton cc duy nht. Gi s tn ti mt phng n x S v c f(x) = f( x ), th th
1 1 1 1
f x x f (x) f (x) f (x)
2 2 2 2

+ < + =

.
Ngoi ra,
1 1
x x S
2 2
+ . iu ny mu thun vi tnh ti u ton cc ca x (pcm).
nh l 24 (cc tiu ha hm li).
Cho
n
f : S R R l hm li, xt bi ton cc tiu ha
x S
Mi n f (x)
. Lc : x S l
phng n ti u khi v ch khi x S , lun tn ti mt di vi phn ca f ti x sao cho
T
(x x) 0 .
Chng minh
Minh ha hnh hc ca nh l c th hin trn hnh VI.9 (vi x < x th ta ch ra c
di vi phn = tg v iu kin
t
(x x) 0 c tha mn).

Gi s
T
(x x) 0 , x S, trong l di vi phn ca f ti x . Do f l hm li, ta
c:
T
f (x) f (x) (x x) f (x) + , x S. Vy x l phng n ti u.
Ngc li, gi s x l phng n ti u ca bi ton. Chng ta xy dng hai tp sau y
trong R
n+1
:
tp
{ }
n
1
(x x, y) : x R , y f (x) f (x) = >
x
x

O

y
x
Hnh VI.9. iu kin ti u cho bi ton Min
160
v tp { }
2
(x x, y) : x S, y 0 = .
D dng kim tra c
1
v
2
l cc tp li. Ngoi ra,
1

2
= v nu tri li th tn
ti (x, y) sao cho x S v 0 y > f(x) f( x ), mu thun vi gi thit x l phng n ti u.
Theo nh l 8, s c mt siu phng phn tch
1
v
2
, tc l tn ti vc t (
0
, ) 0 v mt
s v hng sao cho:
T
0
(x x) y + ng vi x R
n
, y > f(x) f( x ), (6.26)
v
T
0
(x x) y + ng vi x S, y 0 . (6.27)
Trong (6.27) cho x = x v y = 0 th c 0. Trong (6.26) cho x = x v y = > 0 th c
. Do c th chn ty , nn 0 . Tm li ta c 0 v = 0.
Gi s = 0, th t (6.26) c
T
0
(x x) 0 , x. t x = x +
0
th suy ra: 0
2
T
0 0
(x x) = hay
0
= 0. Do (
0
, ) (0, 0) nn < 0. Chia c hai v ca (6.26) v (6.27) cho
v t
0
/ = , chng ta c:
T
y (x x) ng vi x R
n
, y > f(x) f( x ), (6.28)
v
T
(x x) y 0 ng vi x S, y 0. (6.29)
Trong (6.29) cho y = 0 th ta c
T
(x x) 0 , x S. T (6.28) suy ra ngay
T
f (x) f (x) (x x) + , x R
n
. Vy l di vi phn ca hm f ti x sao cho
T
(x x) 0 ,
x S (pcm).
H qu 24a. Trong iu kin ca nh l trn, nu S l tp m v x l phng n ti u th
tn ti di vi phn 0 = ti x .
H qu 24b. Trong iu kin ca nh l trn, nu f kh vi th x l phng n ti u khi
v ch khi
T
f (x) (x x) 0, x S . Ngoi ra, nu S l tp m th x l phng n ti u khi v
ch khi f (x) 0 = .
Vic chng minh hai h qu ny kh d dng, c dnh cho bn c.
V d 8. Xt bi ton ti u Min
2 2
1 2 1 2
f (x , x ) (x 3/ 2) (x 5) = +
vi min rng buc
1 2
1 2
1
2
x x 2
2x 3x 11
x 0
x 0.
+

y l BTQHL (xem minh ha hnh VI.10).
161

im B(1, 3) l phng n ti u v :
1
2
(1,3)
f x
f (1,3)
f x

=

=
1
2
(1,3)
2(x 3/ 2)
2(x 5)

=
1
4

.
Trn hnh VI.10 ta thy, ti x (1,3) = , x thuc min rng buc S, lun c
T
f (1,3) (x x) 0 > . Do x (1,3) = l phng n ti u ton cc.
Xt im x = (0, 0) c
3
f (0,0)
10

=

. Do tn ti x S sao cho x x hp vi
f (0,0) gc t hay
T
f (0,0) (x x) 0 < . Vy x (0,0) = khng l im ti u.
nh l 25 (cc i ha hm li).
Cho
n
f : S R R l hm li, xt bi ton cc i ha
x S
Max f (x)
. Nu x S l phng n
ti u a phng th
T
(x x) 0, x S , trong l mt di vi phn bt k ca f ti x .

Chng minh
.
.
x
1
x
2
O

A(0,2)

B(1,3)

x

x

C(11/2,0)

I(3/2,5)
Hnh VI.10. Bi ton quy hoch li
x b =
0 a
y
x x
x x
Hnh VI.11. Cc i ha hm li
162
Gi s x S l phng n ti u a phng (xem hnh VI.11). Lc tn ti mt ln cn
N
( x ) sao cho f(x) f( x ), x S N
( x ). Ly x S v > 0 nh th x + (x x ) S
N
( x ). Do [ ] f x (x x) f (x) + .
Cho l di vi phn ca f ti x , do f l hm li nn:
[ ]
T
f x (x x) f (x) (x x) + .
T cc bt ng thc trn y suy ra
T
(x x) 0 . Chia c hai v cho chng ta c
T
(x x) 0 (pcm).
H qu 25a.
Nu ngoi cc iu kin ca nh l 25, ta gi thit iu kin f l hm kh vi th: t x S
l phng n ti u a phng suy ra
T
f (x) (x x) 0 , x S .
Vic kim nghim h qu ny dnh cho bn c.
Ch . iu kin nu trong nh l ch l iu kin cn ch khng phi iu kin .
V d 9. Xt bi ton: Max y = x
2
vi x S [ 1,2] = . D thy y
max
= 4 t ti x 2 = . Trong
khi ti x 0 = th f (x) 0 = nn f (x)(x x) 0 , x S . Tuy nhin, ti x 0 = hm y = x
2

khng c cc i.
nh l 26.
Cho
n
f : S R R l hm li, S l mt tp li a din compact. Xt bi ton: Max f(x)
vi x S . Lc tn ti mt phng n ti u ton cc x vi x l mt im cc bin no
ca S.
Chng minh
Theo nh l 17, f l hm lin tc. V S l tp compact nn hm f s t max ti mt im
/
x S . Nu x
/
l im cc bin ca S th chng minh xong. Nu x
/
khng l im cc bin
ca S th c:
k
/
i i
i 1
x x
=
=
sao cho
i
0 v
k
i
i 1
1
=
=
, vi x
i
l cc im cc bin ca S, i = 1, k ,

k k k
/ / /
i i i i i
i 1 i 1 i 1
f (x ) f ( x ) f (x ) f (x ) f (x )
= = =
= =

/
i
f (x ) f (x ) = hm f t cc i ti im cc bin x
i
(pcm).
4. Cc iu kin ti u Fritz John v Kuhn Tucker
4.1. Bi ton ti u khng c rng buc
nh l 27. Xt hm
n
f : R R kh vi ti x . Nu tn ti hng d sao cho
T
f (x) d 0 < th 0 > sao cho: f (x d) f (x) + < vi mi (0, ) . V vy, d c gi l
hng gim ca f ti x .
Chng minh
163
Do f kh vi ti x , nn
T
f (x d) f (x) f (x) d d (x; d) + = + + , trong
(x; d) 0 khi 0. T c:
T
f (x d) f (x)
f (x) d d (x; d).
+
= +

Do
T
f (x) d 0 < v (x; d) 0 khi 0, nn > 0 sao cho f (x d) f (x) + < vi
mi (0, ) (pcm).
Ch . Nu hng d l hng gim th ta c th dch chuyn mt bc tng i ngn trn
hng d hm mc tiu gim i.
H qu 27a. Trong iu kin ca nh l trn, nu gi s thm x l im cc tiu a
phng ca bi ton
n
x R
Mi n f (x)
th f (x) 0 = .
Chng minh
Cho x l cc tiu a phng. Gi s f (x) 0 , t d = f (x) th c ngay
T
f (x) d 0 < . Theo nh l 27, 0 > sao cho: f (x d) f (x) + < vi mi (0, ) . iu ny
mu thun vi gi thit x l cc tiu a phng. Vy bt buc f (x) 0 = .
nh l 28 (iu kin cn c cc tiu a phng).
Cho
n
f : R R l hm kh vi cp hai ti x . Nu x l cc tiu a phng ca bi ton
n
x R
Mi n f (x)
th f (x) 0 = v H(x) l na xc nh dng.

Chng minh
Do f l hm kh vi cp hai nn ta c khai trin Taylor ti vi phn cp hai l:
2
T 2 T 2
1
f (x d) f (x) f (x) d d H(x)d d (x, d)
2
+ = + + + ,
vi (x, d) 0 khi 0. Theo h qu 27a, ta c f (x) 0 = . Mt khc, bng cch lm tng
t nh trong chng minh ca nh l 27 (chuyn v mt s s hng, chia hai v cho
2
v ly gii
hn khi 0), ta c: d
T
H( x )d 0, d

T
x H(x)x 0, x d = H(x) l na xc nh dng (pcm).
nh l 29 (iu kin c cc tiu a phng).
Cho
n
f : R R l hm kh vi cp hai ti x , f (x) = 0 vH(x) xc nh dng. Lc ,
x s l cc tiu a phng. Nu ngoi ra f l li ti x th x l cc tiu ton cc.
Chng minh
Gi s x khng l cc tiu a phng, th ta xy dng c dy {x
k
} hi t ti x sao cho
f(x
k
) < f( x ). Ta c khai trin Taylor ti vi phn cp hai ti x nh sau:
2
k T k k T k k k
1
f (x ) f (x) f (x) (x x) (x x) H(x)(x x) x x (x, x x)
2
= + + + ,
164
vi
k
(x, x x) 0 khi 0. K hiu d
k
=
k k
(x x) / x x , ta s c
k T k k
1
(d ) H(x)d (x; x x) 0, k
2
+ < . (6.30)
Do
k
d = 1 nn c th trch t dy {d
k
} ra mt dy con {d
k
}
S
hi t ti vc t
d no vi d = 1 khi k +. T (6.30) suy ra
T
(d) H(x)d 0 . iu ny mu thun vi gi
thit H( x ) xc nh dng. Vy x l cc tiu a phng.
Cho f li th f (x) f (x) f (x)(x x) + , x R
n
. Do f (x) 0, = nn f (x) f (x) , x
R
n
(pcm).
4.2. Bi ton ti u c rng buc
Xt bi ton ti u
x S
Mi n f (x)
, vi hm
n
f : S R R l kh vi ti x S .
nh ngha 11.
Cho mt tp khc rng S R
n
v x cl S. Nn cc hng chp nhn ca S ti x l tp D
= { } d : d 0, x d S, (0, ) + vi mt s 0 > no . d D c gi l hng chp
nhn.
Xt hm f kh vi ti x , lc F
0
=
{ }
T
d : f (x) d 0 < c gi l nn cc hng ci thin
(Ch rng: khi dch chuyn trn hng d vi di bc dch chuyn l b t x ti im
x = x + d , ta c f (x d) f (x) + < ).
nh l 30. Xt bi ton
x S
Mi n f (x)
, vi S khc rng v
n
f : S R R l hm kh vi ti
x S . Lc , nu x l im ti u a phng th F
0
D = .
Chng minh
Gi s iu ngc li: d F
0
D. V d F
0
nn theo nh l 27, d l hng gim, tc
l
1
> 0 sao cho :
f (x d) f (x) + < ,
1
(0, ) . (6.31)
Do d D nn
2
> 0 sao cho:
x d S + ,
2
(0, ) . (6.32)
T (6.31) v (6.32) suy ra x khng th l im ti u a phng (pcm).
Ta xt BTQHPT c rng buc c gi l bi ton P :
x S
Mi n f (x)
, vi S =
{ } i
x X : g (x) 0, i 1,m = , trong g
i
: R
n
R v X l tp m khc rng. Theo nh l 30,
iu kin cn x l cc tiu a phng l F
0
D = .
nh l 31. Xt bi ton P. Gi s:
x l phng n ti u a phng.
165
I l tp cc ch s cc rng buc c tho mn cht ti x : I ={ }
i
i : g (x) 0 = .
Tt c cc hm
i
f , g , i I l kh vi ti x , cn g
i
lin tc ti x , i I .
Lc
0 0
F G = , trong :
{ }
T
0 i
G d : g (x) d 0, i I = < l tp cc hng gim
cho tt c cc hm rng buc g
i
(x) m
i
g (x) = 0, cn F
0
=
{ }
T
d : f (x) d 0 < l nn cc hng
ci thin ti x .
Chng minh
Gi s d G
0
. Do x X, vi X l tp m nn
1
> 0 sao cho x d X + ,
1
(0, ) . Do
i
g (x) < 0 v l hm lin tc i I nn
2
> 0 sao cho g
i
( x d + ) < 0,
1
(0, ) v i I . Cui
cng nu d G
0
=
{ }
T
i
d : g (x) d 0, i I < th theo nh l 27 s tn ti
3
> 0 sao cho g
i
( x d + )
< g
i
( x ), i I ,
3
(0, ) . T cc phn tch trn y, ta c x d + S , (0, ) , trong =
Min {
1
,
2
,
3
}. Vy d D, vi D l nn cc hng chp nhn ca S ti x .
Nh vy chng ta chng minh c G
0
D. Theo nh l 30, do x l im ti u a
phng nn F
0
D = . T y suy ra F
0
G
0
= (pcm).
V d 20. Xt bi ton Min f(x) = (x
1
3)
2
+ (x
2
2)
2

2 2
1 2
1 2
1
2
x x 5
x x 3
x 0
x 0
+
2 2
1 1 2
2 1 2
3 1
4 2
g (x) x x 5 0
g (x) x x 3 0

g (x) x 0
g (x) x 0.
= +
= +

Ti x = (2, 1)
T
c:
1
2
2(x 3)
f (x)
2(x 2)

=

=
2
2

,
1
1
2
2x 4
g (x)
2x 2

= =

,
2
1
g (x)
1

=

.
Do
1 2
g (x) 0,g (x) 0 = = , { }
0 1 2
G d : g (x)d 0, g (x)d 0 = < < nn x = (2,1)
T
c kh
nng l phng ti u v
0 0
F G = (xem hnh VI.12).

O

x
1
S

x
2
3

3

x (2,1)

2
g
f
1
g
Hnh VI.12. Minh ha trng hp
0 0
F G =
166
4.3. iu kin ti u Fritz John
nh l 32.
Cho tp m khc rng X R
n
v cc hm f: R
n
R, g
i
: R
n
R ,vi i = 1, m. Xt bi
ton P:
x S
Mi n f (x)
vi S =
{ } i
x X : g (x) 0, i 1,m = .
Xt im x S . K hiu I = { }
i
i : g (x) 0 = . Gi s cc hm
i
f , g , i I kh vi ti x ,
cn g
i
lin tc ti x , i I . Lc , nu x l im cc tiu a phng ca bi ton P th tn ti
u
0
v u
i
, i I, sao cho:
0 i i
i I
0 i 0 i
u f (x) u g (x) 0
u , u 0, u , u
+ =
khng ng thi bng 0, i =1, m.

Ngoi ra, nu gi thit thm g
i
cng kh vi ti x ,i I, th ta c:

m
0 i i
i 1
i i
0 i 0 i
u f (x) u g (x) 0
u g (x) 0, i 1,m
u , u 0, u , u
=
+ =
= =

khng ng thi bng 0, i =1, m.

Chng minh
Nu x l phng n ti u a phng th F
0
G
0
= nn d sao cho:
T T
i
f (x) d 0 g (x) d 0, i I < < v hay Ad 0 , vi A l ma trn c cc hng l
T T
i
f (x) , g (x) , i I . Vy h Ad 0 v nghim.
Theo nh l 9, c ng mt trong hai h sau c nghim: h 1: Ad 0, h 2: A
T
p = 0 v p
0. Vy p 0 v p 0 sao cho A
T
p = 0. Do tn ti u
0
v u
i
0, i I, sao cho:
[ ]
0
i
i
u
...
f (x),..., g (x),... 0
u
...

=

vi p =
0
i
u
...
u
...

0.
Nh vy chng ta chng minh xong phn u ca nh l 32. Phn sau ca nh l c
th c chng minh bng cch t u
i
= 0, i I (pcm).
4.4. iu kin ti u Kuhn Tucker
nh l 33. Cho tp m khc rng X R
n
v cc hm
n
i
f , g : R R, i 1, m. = Xt bi
ton P:
x S
Mi n f (x)
vi S =
{ } i
x X : g (x) 0, i 1, m = . Cho x S .
167
K hiu I = { }
i
i : g (x) 0 = . Gi s cc hm
i
f , g , i I kh vi ti x , cn g
i
lin tc ti
x , i I . Ngoi ra, gi s
i
g (x), i I l cc vc t c lp tuyn tnh. Lc , nu x l
im cc tiu a phng ca bi ton P th u
i
, i I sao cho:
i i
i I
f (x) u g (x) 0
+ =
vi u
i
0, i I.
Hn na, nu i I , g
i
cng kh vi ti x th u
i
, i = 1, m sao cho:

m
i i
i 1
i i
i
f (x) u g (x) 0
u g (x) 0, i 1, m
u 0, i 1,m.
=
+ =
= =
=

Chng minh
Ta i chng minh phn u ca nh l. Theo nh l 32, tn ti
0 i
u , u i I, sao cho
0 i i
i I
u f (x) u g (x) 0
+ =
. Mt khc, ta thy
0
u 0 (v nu u
0
= 0 th cc vc t
i
g (x), i I
l ph thuc tuyn tnh, mu thun vi gi thit). Chia c 2 v cho u
0
v t
i i 0
u u / u = th phn
u ca nh l c chng minh xong. chng minh phn sau ca nh l, ta ch cn t u
i
=
0, i I (pcm).
Tm li, nu x l phng n ti u a phng th x tho mn iu kin Kuhn Tucker
c vit mt cch ngn gn hn nh sau:
t
f (x) g(x)u 0
u g(x) 0
u 0.
+ =

trong g(x) l ma trn vi cc ct l
i
g (x) , i = 1, m, cn u = (u
1
, u
2
, , u
m
)
T
l vc t
m ta . Vy iu kin Kuhn Tucker l iu kin cn x l phng n ti u a phng.
nh l 34. Cho tp m khc rng X R
n
v cc hm
n
i
f , g : R R, i 1,m. = Xt bi
ton P:
x S
Mi n f (x)
vi S =
{ } i
x X : g (x) 0, i 1,m = . Cho x S .
K hiu I = { }
i
i : g (x) 0 = . Gi s cc hm
i
f , g , i I l cc hm li v kh vi ti x .
Lc , nu u
i
0, i I sao cho:
i i
i I
f (x) u g (x) 0
+ =
, th x l im cc tiu ton cc
ca bi ton P.
Chng minh
Gi s x cng l mt phng n (kh thi) ca bi ton P. Lc , i I ta c g
i
(x)
g
i
( x ). Do g
i
l hm li ti x nn:
i
g [ x (x x)] + =
i
g [ x (1 )x] + Maximum {g
i
(x), g
i
( x )}= g
i
( x ), (0, 1).
168
iu ny c ngha l hm g
i
s khng tng khi ta dch chuyn t im x trn hng x x
mt bc tng i ngn. Theo nh l 27, ta c
T
i
g (x) (x x) 0 . Nhn cc bt ng thc
ny vi u
i
v cng li, ta nhn c:
T
i i
i I
[ u g (x) ](x x) 0
. T gi
thit,
i i
i I
f (x) u g (x) 0
+ =
, suy ra
T
f (x) (x x) 0 . Do f l hm li ti x , nn ta c f(x)
f( x ) (pcm).
M rng iu kin ti u Kuhn Tucker
i vi cc BTQHPT tng qut hn, khi cc rng buc c dng bt ng thc v / hoc
ng thc, c th chng minh c nh l sau y (bn c c th xem thm trong cc ti liu
tham kho)
nh l 35 (iu kin ti u cn v ).
Cho tp m khc rng X R
n
. Xt bi ton P: Min f(x) vi x S c xc nh bi cc
iu kin rng buc sau:
i
i
n
g (x) 0, i 1,m
h (x) 0, i 1, r
x X R .
= =

Gi s x S v cc hm
i
f , g , i I (vi I = { }
i
i : g (x) 0 = ) l kh vi ti x , cn cc
hm g
i
l lin tc ti x , i I , cc hm h
i
l kh vi lin tc ti x , i 1, r = . Ngoi ra, gi s
i
g (x), i I v
i
h (x), i 1, r = l cc vc t c lp tuyn tnh.
Lc , nu x l im cc tiu a phng ca bi ton P th u
i
, i I, v v
i
, i 1, r = ,
sao cho:
r
i i i i
i I i 1
i
f (x) u g (x) v h (x) 0
u 0, i I .
=
+ + =

Nu ngoi ra, cc hm
n
i
g : R R, i I cng kh vi ti x S , th iu kin Kuhn
Tucker (iu kin cn) x S l phng n ti u c th c vit nh sau:
m r
i i i i
i 1 i 1
i i
i
f (x) u g (x) v h (x) 0
u g (x) 0, i 1,m
u 0, i 1,m.
= =
+ + =
= =

Ngc li, cho x S v cc iu kin sau y c tho mn:
u
i
0, iI v v
i
, i 1, r = , sao cho:
r
i i i i
i I i 1
f (x) u g (x) v h (x) 0
=
+ + =

.
Cc hm
i
f , g , i I l cc hm li v kh vi ti x ,
169
{ }
i
i J i : v 0 = > , cc hm h
i
l li, cn { }
i
i K i : v 0 = < , cc hm h
i
l li.
Lc , x l im cc tiu ton cc ca bi ton P.
V d 11. Xt BTQHL: Min f(x) = x
1
2
+ x
2
2
, vi cc rng buc
2 2
1 2
1
2
1 2
x x 5
x 0
x 0
x 2x 4.
+
+ =

D thy:
1
2
2x
f
2x

=

,
1
1
2
2x
g
2x

=

,
2
1
g
0

=

,
3
0
g
1

=

,
1
1
h
2

=

.
Vy iu kin Kuhn Tucker c dng:

1 1
1 2 3 1
2 2
2x 2x 1 0 1
u u u v 0
2x 2x 0 1 2

+ + + + =

2 2
1 1 2
2 1
3 2
i
u (x x 5) 0
u ( x ) 0
u ( x ) 0
u 0.
+ =
=
=

Xt x =
4 / 5
8 / 5

. T h trn ta c u
1
= u
2
= u
3
= 0. Vy
1
8 / 5 1
v 0
16/ 5 2

+ =

hay v
1
= 8/5.
Do theo nh l 35,
4 / 5
x
8 / 5

=

l phng n ti u ton cc.
V d 12. Xt BTQHL:
2 2
1 2 1 2 1 2
Mi n f (x) 2x 3x 4x x 6x 3x = + +
= [ ] [ ]
1 1
1 2
2 2
x x 4 4 1
6 3 x x
x x 4 6 2

+

vi cc rng buc
1 2
1 2
1
2
x x 1
2x 3x 4
x 0
x 0.
+

Lc ny iu kin Kuhn Tucker c dng:
170

1 2
1 2 3 4
2 1
4x 4x 6 1 2 1 0
u u u u 0
6x 4x 3 1 3 0 1
+
+ + + + =

+

1 1 2
2 1 2
3 1
4 2
i
u (x x 1) 0
u (2x 3x 4) 0
u x 0
u x 0
u 0, i 1,4.
+ =
+ =
=
=
=

Xt x =
1
0

. T h iu kin trn ta c u
2
= u
3
= 0 nn

+ + =

1 4
2 1 0
u u 0.
1 1 1
Do
u
1
= 2 v u
4
= 1. Vy
1
x
0

=

l phng n ti u ton cc.
5. Mt s phng php hng chp nhn gii bi ton quy hoch phi tuyn
Trong mc ny chng ta trnh by vn tt mt s phng php hng chp nhn gii
BTQHTT thng qua mt vi v d n gin. Cc phng php ny u hi t ti cc im tha
mn iu kin Kuhn Tucker. V vy, nu cc gi thit ca nh l 34 hay 35 c tha mn th
y chnh l cc im ti u ton cc.
5.1. Phng php hng chp nhn
Trc ht cn nhc li mt s khi nim sau y. Xt bi ton ti u Min f(x) vi x S, trong
f: R
n
R v S l tp li khc rng, S R
n
. Mt vc t d 0 c gi l mt hng chp nhn ti
x S nu > 0 sao cho x + d S ng (0, ). Ngoi ra, d c gi l hng ci thin ti
x S, nu > 0 sao cho x + d S v f( x + d) < f( x ), ng (0, ).
Ni dung ca phng php hng chp nhn, hay cn c gi l phng php hng kh
thi (method of feasible directions) nh sau: Ti mi bc lp, ng vi phng n x
k
hin c, phi
xy dng c mt hng ci thin d
k
. Sau , cn xc nh di bc dch chuyn, 0,
dch chuyn t x
k
sang phng n mi x
k+1
trn hng d
k
, cn c bi ton ti u vi mt bin
(c gi l bi ton tm kim trn hng): Min
k k
f (x d ) + , sao cho x
k
+ d
k
S. T , tm
c gi tr ti u ca v nhn c phng n x
k+1
= x
k
+ d
k
tt hn (hoc t nht tt bng)
phng n x
k
.
V d 13. Xt BTQHPT: Min
2 2
1 2 1 2 1 2
f (x) 8x 10x 12x x 50x 80x = + + +
vi cc rng buc
1 1 2
2 1
1 2
g (x) x x 1 0
g (x) x 1/ 2 0
x , x 0.
= +

171
Ta thy:
H(x
1
,x
2
) =
2 2
1
2
1 2
f / x
f / x x

2
1 2
2 2
2
f / x x
f / x

=
16
12

12
20
xc nh dng nn y l BTQHL.
Bc lp 1: Xt x
1
= (0, 0), ta c:
1 2
1
2 1
2
f
16x 12x 50
x
f
20x 12x 80
x

= + +
= +

50
f (0,0)
80

=

.
D dng kim tra c
1 2
x (x , x ) S = , trong S l min rng buc cho, ta c:
(x) =
1 T 1
1 2
2
x
f (0, 0) (x x ) (50, 80) 50x 80x
x

= =

.

T c: (O) = 0 (xem hnh VI.13), (B) = 15, (A) = 80 v (C) = 25. Do (A) <
0, x
1
= (0, 0) cha phi l phng n ti u. Chn hng d
1
=OA
= (0,1) l hng chp nhn.

tm di bc dch chuyn 0, chng ta xt bi ton sau: Min
1 1 2
f (x d ) 10 80 + = , vi
iu kin rng buc
1 1
x d S + hay [0, 1]. T c 1 = . Do x
2
= x
1
+ 1d
1
= (0, 1).
Bc lp 2: Xt im x
2
= (0, 1), ta c
1 2
2 1
16x 12x 50
f (0,1)
20x 12x 80
+ +
=

+

=
62
60

.
Xt bi ton Min (x) =
T 2
f (0,1) (x x ) = (62x
1
60x
2
+ 60) vi x
1 2
(x , x ) = S. D
dng tnh c (0) = 60, (A) = 0, (B) = 61 v (C) = 91 nn Min (x) = 0 t c ti
A(0, 1), Do , vi mi hng chp nhn d lun c
T
f (0,1) d 0 . Vy ta dng ti phng n
ti u x
2
= A(0, 1) do khng cn kh nng ci thin c hm mc tiu.
C(1/2,0)

B(1/2,1/2)

A(0,1)

f O

x
2
x
1
HnhVI.13. Minh ha phng php hng chp nhn
172
5.2. Thut ton Frank Wolfe gii bi ton quy hoch li c min rng buc l tp li a
din
V d 13 minh ha cho thut ton Frank Wolfe, mt trong cc phng php hng chp
nhn gii BTQHPT: Min f(x) vi x S = {x: Ax b}, trong S c gi thit l gii ni.
Bc khi to
Tm mt im x
1
S (ni chung x
1
l im cc bin ), t k := 1.
Bc 1: Tnh
k
f (x ) .
Bc 2: Xc nh hm (x) =
k T k
f (x ) (x x ) .
Gii bi ton Min (x) vi x S.
Bc 3:
i) Gi s
/
x S
Mi n (x) (x )
= = v 0 th dng vi x
k
l phng n ti u.
ii) Nu < 0 th d
k
= x
/
x
k
chnh l hng gim tt nht.
iii) Nu
k T / k
f (x ) (x x ) < th dng vi x
/
l nghim gn ng c chnh xc , trong
l s dng kh nh tu chn trc.
Bc 4:
Hng ci thin l hng d
k
= (x
/
x
k
). Tm di bc dch chuyn 0 bng cch s
dng k thut ti u thch hp gii bi ton Min
k k
f (x d ) + vi iu kin x
k
+ d
k
S v tm
ra . Tnh x
k+1
= x
k
+ d
k
, t k := k + 1 v quay v bc 1.
Ch . gii bi ton bc 4 phi c k thut ti u thch hp cho BTQHPT vi mt
bin . K thut ny c gi l k thut tm kim trn hng (line search technique).
5.3. Phng php gradient rt gn
Trong mc ny, chng ta trnh by phng php gradient rt gn (the reduced gradient
method) gii BTQHPT sau y: Min f(x) vi x D = {x R
n
:
Ax = b, x 0}, trong A l ma trn cp mn, f(x) l hm kh vi lin tc. Ngoi ra, iu kin
khng suy bin c gi s l ng, tc l m vc t ct bt k ca A l c lp tuyn tnh v mi
im cc bin ca D u c ng m ta dng (do , mi phng n x ca bi ton u c t
nht m ta dng).
Gi s x l mt phng n cc bin ca bi ton. Lc c th phn r A = [N B] vi B l
ma trn kh nghch,
T T T
N B
x [ x , x ] = vi vc t bin c s x
B
0. Vc t gradient cng c phn
r mt cch tng ng:
T T T
N B
f (x) [ f (x) , f (x) ] = . D dng chng minh c rng d l mt
hng ci thin ti x nu
T
f (x) d 0 < v Ad = 0, ta th j ca d l d
j
0 nu ta th j ca
x l x
j
= 0. t d
T
=
T T
N B
[d ,d ] , th 0 = Ad = Nd
N
+ Bd
B
c tha mn vi d
B
= B
1
Nd
N
.
t
T T T
N B
r [ r , r ] = =
T T 1
B
f (x) f (x) B A
=
T T 1
N B
[ f (x) f (x) B N, 0]
, th r
T
c
gi l vc t gradient rt gn. Lc d dng nhn c:
173
T
f (x) d =
T T T T 1 T
N N B B N B N N N
f (x) d f (x) d [ f (x) f (x) B N]d r d
+ = = . (6.33)
xy dng hng ci thin d, cn chn d
N
sao cho
T
N N
r d 0 < v d
j
0 mt khi x
j
= 0, sau
chn d
B
= B
1
Nd
N
.
Vy chng ta c quy tc xy dng hng ci thin nh sau: vi mi ta j ng vi bin
x
j
ngoi c s chn d
j
= r
j
nu r
j
0, chn d
j
= x
j
r
j
nu r
j
> 0. Quy tc ny s m bo rng d
j

0 mt khi x
j
= 0 v
T
f (x) d 0 (nu d
N
0 th du bt ng thc l nghim ngt).
Nhn xt. Nu d 0 th d l hng ci thin hm mc tiu. Cn d = 0 khi v ch khi x l
im tha mn iu kin Kuhn Tucker.
Tht vy, x l im Kuhn Tucker khi v ch khi tn ti cc vc t u v v
sao cho:
T T T
B N
T T T T T
B N B N
T T
B B N N
u (u , u ) (0,0)
[ f (x) , f (x) ] v (B,N) (u , u ) (0,0)
u x 0, u x 0.
=
+ =
= =
(6.34)
Do x
B
> 0,
T
B
u 0 nn
T
B B
u x 0 = khi v ch khi
T
B
u 0 = . T (6.34) suy ra
T T 1
B
v f (x) B
= v
T T T
N N
u f (x) v N = + =
T T 1
N B
f (x) f (x) B N
. Do u
N
= r
N
. Vy
iu kin Kuhn Tucker tr thnh
N
r 0 v
T
N N
r x 0 = . Nh vy, x l im Kuhn Tucker khi
v ch khi d = 0.
Sau y chng ta trnh by thut ton gradient rt gn. Vic chng minh tnh hi t ca
thut ton ti im Kuhn Tucker l khng d dng nhng cng khng qu kh, xin dnh cho
bn c t tm hiu.
Thut ton gradient rt gn
Bc khi to
Chn mt im x
1
tha mn Ax
1
= b, x
1
0. t k := 1.
Bc 1: t I
k
l tp m ta ln nht ca x
k
, B = {a
j
: j I
k
} v N = {a
j
: j I
k
},
T
r =
k T k T 1
B
f (x ) f (x ) B A
,
d
j
=
j
j j
r ,
x r ,

k
j
k
j
j I , r 0
j I , r 0.

>

Nu j I
k
, d
j
= 0 th dng.
Nu tri li, t
k T T T
N B
(d ) [d ,d ] = , vi d
N
xc nh nh trn v d
B
= B
1
Nd
N
.
174
Bc 2: Gii bi ton tm kim trn hng Min f(x
k
+ d
k
) vi 0
max
, trong
k
j k
j k
max j
x
Mi n : d 0
d

<

=

k
k
khi d 0
khi d 0.

t x
k+1
= x
k
+
k
x
k
vi
k
l phng n ti u ca bi ton trn v k := k+1, sau chuyn
v bc 1.
V d 14. Gii bi ton sau y bng phng php gradient rt gn.
Min f(x) =
2 2
1 2 1 2 1 2
2x 2x 2x x 4x 6x + , vi iu kin rng buc
1 2 3
1 2 4
1 2 3 4
x x x 2
x 5x x 5
x , x , x , x 0
+ + =
+ + =

Qu trnh gii c tm tt trong bng VI.1.
Bng VI.1. Tm tt cc bc lp trong phng php gradient rt gn
Hng tm kim Tm kim trn hng
Bc
lp k
x
k
f(x
k
) I
k
r
k
d
k
k
x
k+1
1

2

3

(0,0,2,5)

(10/17, 15/17,
9/17,0)

(35/31,
24/31,3/31,0)
0

6,436

7,16
{3, 4}

{1, 2}

{1, 2}
(4,6,0,0)

(0,0,57/17,
4/17)

(0,0,0,1)
(4,6,10,
34)
(2565/1156,
513/1156,
513/289,0)
(0,0,0,0)
5/34

68/279
(10/17, 15/17,
9/17,0)
(35/31,
24/31,3/31,0)
Phng php gradient rt gn trn y l do Wolfe xut. Sau ny, Abadie v Carpentier
a ra phng php gradient tng qut gii cc BTQHPT vi rng buc phi tuyn.
5.4. Phng php n hnh li Zangwill
Phng php sau y do Zangwill xut, ban u gii cc BTQHPT vi hm mc tiu
li v cc rng buc tuyn tnh. Phng php ny kh ging vi phng php gradient rt gn,
ch khc mt im: ti mi bc lp ch c ng mt bin ngoi c s thay i gi tr, cc bin
ngoi c s khc u gi nguyn gi tr. Cc gi tr ca cc bin c s cng c thay i tng
t nh trong phng php n hnh. Tn ca phng php v vy l phng php n hnh li.
Gi s x l mt phng n cc bin ca bi ton Min f(x) vi x D = {x R
n
:
Ax = b, x 0}, trong A l ma trn cp mn, f(x) l hm kh vi lin tc. Ngoi ra, cng nh trong
phng php gradient rt gn, chng ta gi s iu kin khng suy bin l ng, tc l m vc t ct
bt k ca A l c lp tuyn tnh v mi im cc bin ca D u c ng m ta dng (do ,
175
mi phng n x ca bi ton u c t nht m ta dng). Bng cch phn r ma trn A v x mt
cch thch hp, chng ta nhn c:
T
f (x) d = + =
T T
N N B B
f (x) d f (x) d
=
T T 1 T
N B N N N
[ f (x) f (x) B N]d r d =
j j
j I
r d
vi I l tp cc ch s ca cc bin c s (I
J
B
). xy dng hng ci thin d, cn chn r
N
v d
N
sao cho
T
N N
r d 0 < v d
j
0 mt khi x
j
= 0,
sau chn d
B
= B
1
Nd
N
.
Vy chng ta c quy tc xy dng hng ci thin nh sau: Trc ht tnh
= Max {r
j
: r
j
0} v = Max {x
j
r
j
: r
j
0}. Nu = = 0 th x l im Kuhn Tucker. Nu
tri li, tc l c t nht mt trong hai s , l dng th cho = r
v
, d
v
= 1 v d
j
= 0, j I v j
v, khi , v cho = x
v
r
v
, d
v
= 1 v d
j
= 0 j I v j v, khi < . Lc hng d l mt
hng ci thin.
Nhn xt. Trong trng hp ch c duy nht mt bin ngoi c s x
v
c gi tr tng
ln, cc bin ngoi c s khc khng thay i gi tr. Cn khi < ch c duy nht mt bin
ngoi c s x
v
c gi tr gim i, cc bin ngoi c s khc khng thay i gi tr. Trong c hai
trng hp, cc bin c s c gi tr thay i trn hng d
B
= B
1
Nd
N
. Nh vy khi , do d
v

= 1 v d
j
= 0, j I v j v, nn d
B
= B
1
a
v
vi a
v
l vc t ct ca A tng ng vi x
v
. Cn khi
< th d
B
= B
1
a
v
do d
v
= 1 v d
j
= 0, j I v j v.
Ta i chng minh rng khi = = 0 th x l im Kuhn Tucker. Tht vy, x l im
Kuhn Tucker khi v ch khi tn ti cc vc t u v v sao cho:
T T T
B N
T T T T T
B N B N
T T
B B N N
u (u , u ) (0,0)
[ f (x) , f (x) ] v (B,N) (u , u ) (0,0)
u x 0, u x 0.
=
+ =
= =

y chnh l iu kin (6.34) bit mc 5.3. Do x
B
> 0,
T
B
u 0 nn
T
B B
u x 0 = khi v
ch khi
T
B
u 0 = . T (6.34) suy ra
T T 1
B
v f (x) B
= v
T T T
N N
u f (x) v N = + =
T T 1
N B
f (x) f (x) B N
. Do u
N
= r
N.
. Vy iu kin Kuhn Tucker tr thnh
N
r 0 v
T
N N
r x 0 = . iu ny ng khi v ch khi = = 0.
Sau y chng ta trnh by thut ton n hnh li Zangwill. Vic chng minh tnh hi t
ca thut ton ti im Kuhn Tucker l khng d dng nhng khng qu kh, xin dnh cho bn
c t tm hiu.
Thut gii phng php n hnh li
Bc khi to. Chn mt im x
1
tha mn Ax
1
= b, x
1
0. t k := 1.
176
Bc 1: t I
k
l tp m ta ln nht ca x
k
, B = {a
j
: j I
k
} v N = {a
j
: j I
k
},
T
r =
k T k T 1
B
f (x ) f (x ) B A
.
Tnh = Max {r
j
: r
j
0} v = Max {x
j
r
j
: r
j
0}:
Nu = = 0, dng.
Nu , = r
v
th t d
v
= 1 v d
j
= 0, j I
k
v j v,
Cn nu < , = x
v
r
v
th t d
v
= 1 v d
j
= 0, j I
k
v j v.
(trong I
k
l tp ch s cc bin ngoi c s)
t
k T T T
N B
(d ) [d , d ] = , vi d
N
xc nh nh trn v d
B
= B
1
Nd
N
.
Bc 2: Gii bi ton tm kim trn hng Min f(x
k
+ d
k
) vi 0
max
, trong
k
j k
j k
max j
x
Mi n : d 0
d

<

=

k
k
khi d 0
khi d 0.

t x
k+1
= x
k
+
k
x
k
vi
k
l phng n ti u ca bi ton trn, thay k := k+1, sau
chuyn v bc 1.
V d 15. Gii bi ton sau y bng phng php n hnh li.
Min f(x) =
2 2
1 2 1 2 1 2
2x 2x 2x x 4x 6x + , vi iu kin rng buc
1 2 3
1 2 4
1 2 3 4
x x x 2
x 5x x 5
x , x , x , x 0.
+ + =
+ + =

Qu trnh gii c tm tt trong bng VI.2.
Bng VI.2. Tm tt cc bc lp trong phng php n hnh li
Hng tm kim Tm kim trn hng
Bc
lp k
x
k
f(x
k
) I
k
r
k
d
k
k
x
k+1
1

2

3

(0,0,2,5)

(0,1,1,0)

(35/31,24/31,
3/31,0)
0

4,0

7,16
{3, 4}

{2, 3}

{1, 2}
(4,6,0,0)

(28/5,0,0,
2/5)

(0,0,0,1)
(0,1,1,5)

(1,1/5,
4/5,0)

1

35/31
(0,1,1,0)

(35/31
24/31,3/31,0)
177
6. Gii thiu phng php im trong gii bi ton quy hoch tuyn tnh
Phng php n hnh nh chng ta nghin cu trong chng II c coi l ra i vo
nm 1947, khi Dantzig cng b phng php n hnh gii cc bi ton lp k hoch cho khng
qun M. Trc , vo nm 1939, nh ton hc ngi Nga Kantorovich (c gii thng
Nobel v khoa hc kinh t nm 1975), cp ti thut ton gii cc BTQHTT trong quyn
Cc phng php ton hc trong t chc v k hoch ha sn xut in ti Nh xut bn i hc
quc gia Leningrad. Tuy l mt cng c tuyt vi trong vic gii quyt cc bi ton thc t trong
rt nhiu lnh vc, thut ton n hnh li khng l mt thut ton a thc.
Nm 1984, Karmarkar cng b phng php im trong gii BTQHTT c phc tp a
thc. Khc hn phng php n hnh, xy dng dy cc im bin tt dn ln v gi tr hm
mc tiu, phng php im trong xy dng dy cc im trong hi t v im bin l phng n
ti u. y l mt phng php c c s ton hc tng i phc tp. trnh by vn ny
mt cch d hiu, chng ta s tm lc phng php im trong theo kiu phng php hng
chp nhn v minh ha n bng mt v d c th.
6.1. Bi ton ellipsoid xp x
nh ngha 12. Xt BTQHTT (gc): Min f(x) = c
T
x, vi x D R
n
, D c xc nh bi
cc iu kin rng buc
Ax b
x 0.
=

(6.35)
(6.36)

Mt phng n kh thi
( )
k k k k
1 2 n
x x , x ,..., x = D c gi l nghim trong ca BTQHTT
trn nu x
k
> 0, tc l
k
i
x > 0, i 1, n = .
cho n gin, ta cng gi nghim trong x
k
l im trong tng i, hay ngn gn hn,
im trong ca D (do x
k
lun nm trong a tp tuyn tnh {x R
n
:
Ax = b}). Nu thay iu kin (6.36) trong BTQHTT trn bi iu kin sau y:
x E
k
=
2
2
1
: , 0< 1
=

k n
n i i
k
i
i
x x
x R
x
vi , (6.37)
th chng ta c bi ton elloipsoid xp x ca BTQHTT cho.
Bi ton ellipsoid xp x: Min f(x) = c
T
x vi cc rng buc
Ax = b (1)
x E
k
=
2
k n
n 2 i i
k
i 1
i
x x
x R : , 1
x
=

vi .
E
k
chnh l mt ellipsoid c tm ti x
k
=
( )
k k k
1 2 n
x , x ,..., x vi cc bn trc
k k k
1 2 n
x , x ,..., x . Trong trng hp
k k k
1 2 n
x x ... x = = = th E
k
tr thnh hnh cu.
V d 16. Xt BTQHTT: Min z = x
1
2x
2
+ 0x
3
+ 0x
4

vi cc rng buc
178
x
1
+ x
2
+ x
3
= 3
x
1
+ x
2
+ x
4
= 1
x
1
, x
2
, x
3
, x
4
0

Trn hnh VI.14, hnh chiu ca min D trn mt phng Ox
1
x
2
l min
c gii hn bi t gic OABC (bn c c th t mnh chng minh iu ny). im x
1
= (1, 1,
1, 1) l mt im trong ca D, cn hnh chiu ca n trn mt phng to Ox
1
x
2
l im
1 2
1
Ox x
x

= (1, 1). ng trn C c tm ti (1, 1) l hnh chiu ca ellipsoid E
1
(lc ny l hnh cu
(x
1
1)
2
+ (x
2
1)
2
+(x
3
1)
2
+ (x
4
1)
2
=
2
) trn mt phng Ox
1
x
2
:
E
1
=
2
4
4 2 i
i 1
x 1
x R :
1
=

.
Lc , bi ton ellipsoid xp x (gi vn tt l bi ton xp x) s c dng sau:
Min z = x
1
2x
2
+ 0x
3
+ 0x
4
, vi cc rng buc
x
1
+ x
2
+ x
3
= 3
x
1
+ x
2
+ x
4
= 1
x
2
4 4
4 2 2 2 i
i
i 1 i 1
x 1
x R : (x 1)
1
= =

C th thy ngay rng nu < 1 th x E
1
ta lun c x > 0, cn nu 1 th x E
1
ta
lun c x 0. Nhn hnh VI.14, ta thy min rng buc ca bi ton xp x l min S
k
= D E
k
l
min con ca min D. Ta i gii bi ton xp x trn y (bi ton xp x bc 1) nhn c
mt im trong x
2
tt hn im trong x
1
. Theo phng php hng chp nhn bit, xy
dng x
2
= x
1
+ d
1
nh vy, trc ht cn xc nh c hng ci thin (tt nht c th) d
1
v
sau cn xc nh bc dch chuyn .
Hnh VI.14. Minh ha phng php im trong gii BTQHTT
3
x
1
+ x
2
3
O
1
x
1

x
1
+ x
2
1
x
2

C
3
A
B(1, 2)
C
1
1
1 2
x
Ox x

1 2
2
x
Ox x

179
Xc nh hng ci thin v bc dch chuyn
Trng hp 1: Trc ht, ta i tm hng ci thin cho trng hp E
1
c dng cu c tm ti
x
1
vi tt c cc ta u bng 1 (nh trong trng hp ang xt ca v d 16). Theo kt qu bit
ca i s tuyn tnh, nu A = [a
ij
]
mn
c hng bng r th khng gian nhn Ker A l khng gian con (n
r) chiu, cn khng gian hng R(A
T
) = {x R
n
: x = A
T
y, y R
m
} l khng gian con r chiu. Ngoi
ra, Ker A v R(A
T
) l phn b trc giao ca nhau. Sau y chng ta xt trng hp r = m.
Ta i chng minh rng php chiu mt phn t x R
n
ln Ker A c
xc nh bi: P(x) = (I AT(AAT)1A)x. Tht vy, xt php chiu Q ln R(A
T
):
Q(x) =

m
T
u R
x A u Ar g mi n , trong Arg min c hiu l im t min ca
hm . Vy cn gii bi ton sau:
T T T
Mi n(x A u) (x A u) hay bi ton
T T T T T
Mi n(x x 2x A u u AA u) + vi u R
m
. Nghim ca bi ton chnh l im dng u* = (AA
T
)
1
Ax. Vy Q(x) = A
T
u* (bn c hy chn mt v d n gin v kim nghim cc kt lun mt cch
c th). Do P(x) = x Q(x) = (I A
T
(AA
T
)
1
A)x (xem minh ha hnh VI.15). P = I AT(AAT)1A
c gi l ma trn chiu ln KerA.

Do x
2
= x
1
+ d
1
nn Ax
2
=Ax
1
+ Ad
1
. Do d
1
Ker A nn d
1
c dng Pv, vi v R
n
. Ta gi
s
1
d 1 = . hm mc tiu z = c
T
x = c
T
(x
1
+ d
1
) = c
T
x
1
+ c
T
d
1
gim nhanh nht trn hng
d
1
khi dch chuyn t x
1
ti x
2
, phi chn hng ci thin
d
1
=
P( c) Pc
P( c) Pc
. Lc c
T
d
1
= c
T
Pc
Pc
l s m vi tr tuyt i ln nht c th t
c. Trn hnh VI.16, c
T
d
1
= OB, vi OB ln nht c th t c (do AB l ngn nht).

P(x)
Q(x)
Ker A
x
R(A
T
)
Hnh VI.15. Minh ha cc php chiu P v Q
Ker A
d
1
c
R(A
T
)
Pc
Hnh VI.16. Xc nh hng ci thin
A
O
B
180
Vy ta c x
2
= x
1

Pc
Pc
. Cn chn
n
2 2 2
i
i 1
(x 1)
=

sao cho t c
Min f( x
1

Pc
Pc
) = c
T
(x
1

Pc
Pc
), vi cc rng buc
A(x
1

Pc
Pc
) = b (6.38)
x
2
= x
1

Pc
Pc
E
1
=
2
n n
n 2 2 2 i
i
i 1 i 1
x 1
x R : (x 1)
1
= =

. (6.39)
Rng buc (6.38) c tha mn do cch chn d
1
. tha mn (6.39) phi c
( )
n 2
2 2
i
i 1
x 1
=
.
Do
1
i
x 1, i 1,n = = , nn c
2
2
Pc
Pc

2
, hay . Vy c th chn = . Bng cch
lm nh trn, chng ta xy dng c im trong tip theo l:
x
2
= x
1

Pc
Pc
vi <1. (6.40)
V d 16 (tip). Vi x
1
= (1, 1, 1, 1) v = 0,995, ta c:
A =
1 1 1 0
1 1 0 1

(AA
T
)
1
=
1/ 3 0
0 1/ 3

P = I A
T
(AA
T
)
1
A =
1/ 3 0 1/ 3 1/ 3
0 1/ 3 1/ 3 1/ 3
1/ 3 1/ 3 2/ 3 0
1/ 3 1/ 3 0 2/ 3

Pc =
1/ 3
2/ 3
1
1/ 3

Pc = 1,290994 (x
2
)
T
=
T
1
Pc
x
Pc

= (1,257, 1,514, 0,229, 0,743).
Hnh chiu ca im x
2
trn Ox
1
x
2
c th hin bi im
1 2
2
Ox x
x

trn hnh VI.14.
Trng hp 2: Ta c bi ton xp x: Min f(x) = c
T
x, vi cc rng buc
Ax = b
x E
2
=
2
2 n
n 2 i i
2
i 1
i
x x
x R :
x
=

. (6.41)
181
Sau y ta i tm hng ci thin cho trng hp E
2
c dng ellipsoid c tm ti x
2
vi
khng phi tt c cc ta u bng 1 (nh trong trng hp ang xt ca v d 16 vi n = 4).
Lc ny (6.41) tr thnh
E
2
=
2
2 4
4 2 i i
2
i 1
i
x x
x R :
x
=

2 2 2 2
2 1 2 3 4
2 2 2 2
(x 1,257) (x 1,514) (x 0, 229) (x 0,743)
1,257 1,514 0,229 0,743

+ + + . (6.42)
Chng ta tm mt php bin i nh li t l affine (affine rescaling) a ellipsoid E
2

trn y v dng cu. l php bin i:
/
1 1
/
2 2
/
3 3
/
4 4
x 1,257 0 0 0 x
x 0 1,514 0 0 x
x 0 0 0,229 0 x
x 0 0 0 0,734 x

=

,
C th vit php nh li t l di dng x = X
2
x
/
, trong X
2
l ma trn ng cho cp n:
X
2
= diag
( )
2 2 2
1 2 n
x , x ,..., x vi cc phn t trn ng cho chnh l cc ta ca x
2
. Lc ny bi
ton ellipsoid xp x c dng:
Min f(x) = c
T
X
2
x
/
vi cc rng buc
AX
2
x
/
= b (6.43)
x
/
(E
2
)
/
=
( )
4
2
/ 4 / 2
i
i 1
x R : x 1
=

. (6.44)
Nu t c
T
X
2
= (c
/
)
T
v AX
2
= A
/
, th ta a c trng hp 2 v trng hp 1. Tng t
nh bin i (6.40) ta c cng thc tm (x
3
)
/
cn c (x
2
)
/
nh sau:
(x
3
)
/
= (x
2
)
/

/ /
/ /
P c
P c
(3
/
) x
3
= x
2

2 / 2
/ 2
X P X c
P X c
, vi < 1, (6.45)
trong P
/
= (I X
2
A
T
(A(X
2
)
2
A
T
)
1
AX
2
) l php chiu xung Ker (AX
2
).
6.2. Mt s thut ton im trong
Trc ht chng ta xt khi nim phng n ti u ca BTQHTT. Nh bit trong
chng III, nu (x, y) l cp phng n ca cp bi ton i ngu th
s
T
x = (c A
T
y)
T
x = c
T
x y
T
Ax = c
T
x y
T
b chnh l lch gia gi tr mc tiu ca bi ton gc
v bi ton i ngu, cn c gi l l hng i ngu (duality gap). Theo nh l i ngu
mnh, nu x v y l cc phng n ti u ca cc bi ton gc v bi ton i ngu th s
T
x = 0.
Vy chng ta xt nh ngha sau:
nh ngha 13. Cp phng n (kh thi) ca cp bi ton i ngu c gi l cp nghim
gn ti u hay ti u nu s
T
x < .
182
Thut ton t l affine gc bc ngn
Bc khi to.
Nhp d liu u vo ca BTQHTT: A, b, c.
Chn v (0, 1].
Tm mt im trong (im trong tng i) x
1
ca min phng n D nu c.
t k : = 1.
Bc 1. Cn c im trong x
k
, xc nh X
k
= diag
( )
k k k
1 2 n
x , x ,..., x l ma trn nh li t l
affine v tm y
k
= (A(X
k
)
2
A
T
)
1
A(X
k
)
2
c (y
k
c th l mt phng n ca bi ton i ngu nu n
tho mn thm mt s iu kin).
Bc 2. Tm vc t bin b s
k
ca bi ton i ngu ng vi y
k
va tm c theo cng
thc s
k
= c A
T
y
k
.
Bc 3. Kim tra iu kin ti u: Nu s
k
0 (lc ny y
k
ng l mt phng n bi
ton i ngu) v (s
k
)
T
x
k
= (x
k
)
T
s
k
= e
T
X
k
s
k
< (e l vc t n v n ta ) th dng. Phng n
x
k
hin c l phng n ti u ca bi ton gc, cn phng n y
k
l phng n ti u ca
bi ton i ngu.
Bc 4. Kim tra tnh khng gii ni: Nu (X
k
)
2
s
k
0 th dng, hm mc tiu ca bi
ton gc khng b chn di (do bi ton i ngu khng c phng n kh thi).
Bc 5. Tm phng n tip theo
x
k+1
= x
k

k 2 k
k k
(X ) s
X s
, (6.46)
iu ny l do x
k+1
= x
k

k / k
/ k
X P X c
P X c
, trong P
/
= (I X
k
A
T
(A(X
k
)
2
A
T
)
1
AX
k
).
Bc 6. Kim tra tnh ti u: Nu
k 1
j
x 0
+
= vi mt ch s j no th dng. Phng n x
k+1

hin c l phng n ti u ca bi ton gc. Nu tri li, t k : = k + 1 v quay v bc 1.
Vic chng minh mt cch chnh xc tnh hi t ca thut ton trn (vi gi thit mi
phng n cc bin ca BTQHTT khng suy bin) i hi nhiu c gng, xin dnh cho bn c
quan tm t tm hiu. Thut ton im trong nh trnh by trn y c gi l thut ton t l
affine bc ngn, vi l do: Khi ta xy dng c cc im trong kh st gn phng n cc bin
ti u th ellipsoid xp x l rt dt (c t nht mt bn trc rt nh) nn bc dch chuyn tip
theo l rt ngn.
tm im trong xut pht, cn xt BTQHTT tng cng (bi ton M): Min(c
T
x +
Mx
n+1
), vi cc rng buc Ax + x
n+1
(b Ae)= b v (x
T
, x
n+1
) 0, trong M l s dng rt ln
v e l vc t n v n ta . R rng (x
T
, x
n+1
) = (e
T
, 1) l im trong ca min phng n ca
BTQHTT tng cng. C th gii c bi ton ny bng thut ton t l affine gc bc ngn.
Hn na, c th chng minh c rng nu bi ton M c phng n ti u (x
T
, x
n+1
)
T
vi x
n+1
=
0 th x cng l phng n ti u ca bi ton gc.
183
Cc thut ton t l affine gc bc di
Cho vc t u R
n
, xt cc k hiu sau:
=
i
i
u u Max v (u) = Max{u
i
: u
i
> 0}. D
thy, (u) u

u . Lc , nu thay cng thc (6.46) trong thut ton t l affine bc ngn
bng mt trong hai cng thc (6.47) v (6.48) sau y th ta s c c cc thut ton t l affine
bc di loi 1 v loi 2:
x
k+1
= x
k

k 2 k
k k
(X ) s
X s

, (6.47)
x
k+1
= x
k

k 2 k
k k
(X ) s
(X s )
. (6.48)
Cc thut ton bc di nhn chung c tc hi t nhanh hn thut ton bc ngn. Hn
na, vi iu kin hn ch (0, 2/3), thut ton bc di loi 2 hi t ngay c khi iu kin tt
c cc phng n cc bin ca BTQHTT l khng suy bin khng c tha mn.
Cn ch rng, trong c ba thut ton im trong trn y, hng ci thin u l hng gim
nhanh nht ca hm mc tiu, c xc nh thng qua php chiu ln Ker A. Trong khi thut ton
bc ngn chng ta dng li im nm trong ellipsoid xp x, th cc thut ton bc di, xy
dng im x
k+1
chng ta vn i tip ra ngoi bin ca ellipsoid nhng vn nm phn trong ca gc
ta dng.

Bi tp chng VI

Bi 1. Chng minh cc tp hp sau l tp li, sau m t bao ng, min trong v bin ca
chng:
a. S = {x = (x
1
, x
2
, x
3
) R
3
: x
1
+ x
2
= 3, x
1
+ x
2
+ x
3
6},
b. S = {x = (x
1
, x
2
, x
3
) R
3
: x
1
2
+ x
2
2
+ x
3
2
4, x
1
+ x
2

=1}.
Bi 2. Cho S = {x = (x
1
, x
2
, x
3
) R
3
: x
1
2
+ x
2
2
+ x
3
2
1, x
1
2
x
2

0} v y = (1, 0, 2)
T
. Tm khong
cch t y n S v im cc tiu duy nht tng ng x* S ng vi khong cch .
Vit phng trnh ca mt siu phng tch.
Bi 3. Cho S
1
v S
2
l cc tp li ri nhau trong R
n
. Chng minh rng tn ti cc vc t p
1
v p
2

khc vc t 0 sao cho p
1
T
x
1
+ p
2
T
x
2
0 vi mi x
1
S
1
v x
2
S
2
. Hy suy ra kt qu
tng qut hn cho trng hp nhiu tp li ri nhau.
Bi 4. Tm cc im cc bin v hng cc bin ca cc tp li a din sau:
a. S = {x = (x
1
, x
2
, x
3
) R
3
: x
1
+ x
2
+ x
3
10, x
1
+ 2x
2
= 4, x
1
, x
2
, x
3
0}.
b. S = {x = (x
1
, x
2
, x
3
) R
3
: x
1
+ 2x
2
2, x
1
+ x
2
= 4, x
1
, x
2
0}.
184
c. S = {x = (x
1
, x
2
, x
3
) R
3
: x
1
+ 2x
2
3, x
1
+ x
2
2, x
2
1, x
1
, x
2
0}, sau
biu th im (1, 1/2) thnh t hp li ca cc im cc bin v hng cc
bin.
Bi 5. Nu f: R
n
R l hm kh vi cp mt th ta gi xp x tuyn tnh ca n l biu thc
T
f (x) f (x) + (x x) .Tng t, nu f l hm kh vi cp hai th ta gi xp x ton phng
ca n l
T T
1
f (x) f (x) f (x) (x x) (x x) H(x)(x x)
2
= + + .
Cho f(x) = exp(x
1
2
+ x
2
2
) 5x
1
+ 10x
2
, hy tm cc biu thc xp x tuyn tnh v xp x
ton phng ca f(x) v cho bit chng l hm li hay hm lm hay khng li khng lm, ti
sao?
Bi 6. Xt bi ton ti u:
Max f(x) = 3x
1
x
2
+ x
3
2
, vi cc rng buc
x
1
+ x
2
+ x
3
0
x
1
+ 2x
2
+ x
3
2
= 0.
Hy pht biu iu kin Kuhn Tucker cho bi ton trn v da vo tm
phng n ti u ca n.
Bi 7. Xt bi ton ti u:
Min f(x) = (x
1
9/4)
2
+ (x
2
2)
2
, vi cc rng buc
x
1
2
+ x
2
0
x
1
+ x
2
6
x
1
, x
2
0.
Hy pht biu iu kin Kuhn Tucker cho bi ton trn v chng t rng iu kin ny
c tha mn ti x = (3/2, 9/4)
T
.
a. Minh ha iu kin Kuhn Tucker ti x bng th.
b. Chng t rng x l im ti u ton cc.
Bi 8. Dng phng php Frank Wolfe gii cc bi ton quy hoch li sau:
a. Min f(x) = 2x
1
6x
2
+ x
1
2
+ x
2
2
, vi cc rng buc
x
1
+ 2x
2
5
x
1
+ x
2
3
x
1
, x
2
0.
b. Min f(x) = (x
1
5/3)
2
+ x
2
2
+ (x
3
1/3)
2
, vi cc rng buc
x
1
+ x
2
x
3
2
x
1
+ x
2
12
2x
1
+ 4x
2
+ 3x
3
2
x
1
, x
2
, x
3
0.
185
Bi 9. Hy tm hiu c s l thuyt v pht biu chi tit thut ton Frank Wolfe. Sau lp
chng trnh my tnh bng ngn ng Pascal hoc C v chy kim th cho bi tp 7 trn
y.
Bi 10. Xt cc bi ton ti u
a. Min f(x) = 6x
1
2x
2
12x
3
+ x
1
2
+ 2x
2
2
+ x
1
x
2
, vi cc rng buc
x
1
+ x
2
+ x
3
= 2
x
1
+ 2x
2
3
x
1
, x
2
, x
3
0
b. Min f(x) = x
1
2x
2
x
1
2
+ x
1
3
+ 2x
2
3
, vi cc rng buc
x
1
+ 2x
2
6
x
1
+ 2x
2
3
x
1
, x
2
0
Hy gii cc bi ton trn bng phng php gradient rt gn v phng php n hnh li
Zangwill.
Bi 11. Hy sa chnh phng php n hnh li Zangwill gii trc tip bi ton Min f(x) vi
cc iu kin rng buc Ax = b v a x b.
Sau p dng gii bi ton: Min f(x) = 4x
1
6x
2
+ x
1
2
x
1
x
2
3x
2
2
+ exp (x
1
)
vi cc rng buc
2x
1
+ x
2
8
x
1
+ x
2
2
1 x
1
, x
2
3.

Bi 12. Hy lp chng trnh my tnh cho cc thut ton gradient rt gn v n hnh li
Zangwill (c chnh sa), sau chy kim th cho cc bi tp 8 v 9.
Bi 13. Thc hin ba bc lp u tin ca thut ton t l affine gc bc ngn cho BTQHTT
sau:
Max f(x) = 4x
1
+ 0x
2
+ x
3
x
4
,
vi cc rng buc
2x
1
+ 2x
2
+ x
3
x
4
= 0
x
1
+ x
2
+ x
3
+ x
4
= 1
x
1
, x
2
, x
3
, x
4
0
Bi 14. S dng ngn ng Pascal hay C hy lp trnh trn my tnh thut ton affine gc bc
ngn v bc di, sau chy kim th trn cc BTQHTT gii bng phng php
n hnh.

186
Ti liu tham kho

1. . . , , , , 1981.
2. M. S. Bazaraa, C. M. Shetty, Nonlinear programming: Theory and algorithms, John
Wiley and Sons, New York, 1990.
3. D. P. Bertsekas, Dynamic programming: Deterministic and stochastic models,
Prentice Hall, London, 1987.
4. B. E. Gillett, Introduction to operations research: A computeroriented algorithmic
approach, McGrawHill, New York, 1990.
5. R. Horst, Hong Ty, Global optimization: Deterministic approaches, Springer,
Berlin, 1993.
6. Hong Xun Hun, Gio trnh cc phng php s, Nxb. i hc Quc gia H Ni,
2004.
7. . . , , , , 1986.
8. N. Karmarkar, A new polynomial time algorithm for linear programming,
Combinatorica, Vol. 4, 373395, 1984.
9. Phan Quc Khnh, Trn Hu Nng, Quy hoch tuyn tnh, Nxb. Gio dc, 2003.
10. C. Mohan and Nguyen Hai Thanh, A controlled random search technique
incorporating the simulated annealing concept for solving integer and mixed integer
global optimization problems, Computational Optimization and Applications, Vol.
14, 103132, 1999.
11. Nguyn c Ngha, Ti u ha, Nxb. Gio dc, 2002.
12. A. Osyczka, Multicriterion Optimization in Engineering with Fortran Programs,
Ellis Horwood Limited, New York, 1984.
13. H. A. Taha, Operations research, MacMillan, New York, 1989.
14. Bi Th Tm, Trn V Thiu, Cc phng php ti u ha, Nxb. Giao thng vn
ti, 1998.
15. Nguyn Hi Thanh, L thuyt quyt nh m v h chuyn gia, Bi ging cho Cao
hc, ngnh Ton Tin ng dng, Trng i hc Bch khoa, H Ni, 2005.
16. Nguyn Hi Thanh (ch bin) v cc tc gi khc, Tin hc ng dng trong ngnh
nng nghip, Nxb. Khoa hc v K thut, 2005.
17. Nguyn Hi Thanh, Ton ng dng, Nxb. i hc S phm H Ni, 2005.
18. Bi Minh Tr, Quy hoch ton hc, Nxb. Khoa hc v K thut, 1999.
19. Hong Ty, L thuyt ti u phi tuyn, Tp ch Vn tr hc v Nghin cu h
thng, Vin Ton hc, Vin khoa hc Vit Nam, S 39, 163, 1985.
20. . . , , ,
, 1980.
187

Ti u ha
Gio trnh cho ngnh Tin hc v Cng ngh thng tin

S xc nhn ng k KHXB ca CXB l: 547-2006/CXB/01-68/BKHN, ngy 14/7/2006.
Quyt nh XB ca G s: 134/Q-NXBBKHN, ngy 11/12/2006.
In xong v np lu chiu thng 12/2006.

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1

Trng i hc Nng nghip I

nh ca im x sao cho f( x ) f(x), x N

c da vo cc thng tin cn thit v ti thiu nht c

. C th nhn thy rng B

,i cng rt n gin. Do c th thy, phng php n hnh ci bin gim c khi

l hng cui ca ma trn bao.

= 0 (tho mn cht). (3.9)

< 80 (3.9) tho mn khng cht nn

= 0 (3.9) tho mn cht.

= 60 (3.7) tho mn cht. Nh vy, nu gi c nh ti u cho mi n v nguyn

= 0 (3.10) tho mn cht. iu ny chng t rng, nu tng

+ 1 = 2 (tht vy, khi y = 11 th ch s ln nht ca bin s dng l 2 v khi y =

) l phng n nguyn khng m ca (4.16) (cn ch rng

D dng kim tra

l cc nghim nguyn ca phng trnh t

(do gi thit (4.14))

(do tn ti ch s k sao cho

= . Vy o hm theo hng d ti x chnh l

= . Bi vy, c th xp x f(x) bi:

vi nhiu nht hai h s

, trong c nhiu nht hai h s

, theo gi thit quy np c x

= ), cng nh tm c mt siu phng phn

d = 0 vd = 0, tri vi gi thit d l hng ca D). T c

0 khng c tha mn, tc l j J

li nu f l hm li. Tht vy, cho x

. Mt s khi nim sau c coi l bit: S c gi

( x ) sao cho f(x) f( x ), x S N

th f (x) 0 = v H(x) l na xc nh dng.

khng ng thi bng 0, i =1, m.

khng ng thi bng 0, i =1, m.

= (0,1) l hng chp nhn.

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