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BGQHTTmoi 1 Xvesm
BGQHTTmoi 1 Xvesm
Chng 1
BI TON QUY HOCH TUYN TNH
1.1 MT S V D V BI TON QUY HOCH TUYN TNH
V d 1. Mt x nghip cn sn xut 3 loi bnh: bnh u xanh, bnh thp cm v bnh
do. Lng nguyn liu ng, u cho mt bnh mi loi, lng d tr nguyn liu, tin
li cho mt bnh mi loi c cho trong bng sau:
Nguyn liu
ng
u
Li
0,04kg
0,07kg
3000
Bnh do
Lng d tr
0,05kg
0,02kg
2500
500kg
300kg
0,06kg
0kg
2000
A
0,1g
0,3g
0,02g
3000
B
0,2g
0,4g
0,01g
4000
C
0,3g
0,2g
0,03g
5000
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
Tng s tin phi chi mua s thc n trn l
3x1 + 4 x2 + 5 x3 (ng)
Yu cu bi ton l s tin chi cho mua thc n t nht nn ta c iu kin
3x1 + 4 x2 + 5 x3 min
Vy ta c m hnh bi ton
(1) f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 4 x2 + 5 x3 min
(2) 0,1x1 + 0, 2 x2 + 0,3 x3 90
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
(3) x j 0 , j = 1, 2,3 .
V d 3. (CHLH 2009) Mt c s sn xut g d nh sn xut ba loi sn phm l bn,
gh v t. nh mc s dng lao ng, chi ph sn xut v gi bn mi sn phm mi loi
c tnh trong bng sau:
Cc yu t
Bn
Gh
100
40
250
Gi bn (ngn ng)
260
120
600
Gii
Gi x1 , x2 , x3 ln lt l s bn, gh, t cn phi sn xut. Ta c cc iu kin: x1 , x2 , x3 0 .
Tng ngy cng v chi ph d nh sn xut l:
2 x1 + x2 + 3 x3 (ngy cng)
2 x1 + x2 + 3x3 500
(2)
(3)
x1 , x2 , x3 0 .
(2) ai1 x1 + ai 2 x2 + L + ain xn bi , i = 1, 2,K , m
=
0
(3) x j 0 , j = 1, 2,K , n
tuy y
Trong
(1) l hm mc tiu.
(2) l h rng buc chnh.
(3) l rng buc du.
(2) v (3) c gi chung l h rng buc ca bi ton.
Khi
Mi vector x = ( x1 , x2 ,K , xn ) tha (2) v (3) c gi l mt phng n (PA)
ca bi ton.
Mi phng n x tha (1), ngha l ti hm mc tiu t gi t nh nht (ln
nht) trn tp cc phng n c gi l mt phng n ti u (PATU) ca bi
ton.
Gii mt bi ton QHTT l i tm mt phng n ti u ca n hoc ch ra rng
bi ton v nghim, ngha l bi ton khng c PATU.
1.2.2 Dng chnh tc ca bi ton QHTT
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Nhn xt. Bi ton QHTT dng chnh tc l bi ton QHTT dng tng qut trong
Cc rng buc chnh u l phng trnh.
Cc n u khng m.
V d. Bi ton sau c dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
x1 4 x2 + x4 = 12
(2) 12 x1 3 x2 + x3 + x4 = 3
x x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4
1.2.3 Dng chun ca bi ton QHTT
Bi ton QHTT dng chun l bi ton QHTT dng chnh tc
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Trong
Cc h s t do u khng m.
Trong ma trn h s t do c m vector ct n v: e1 , e2 ,K , em .
1
0
0
0
1
0
e1 =
, e1 =
,K , em =
M
M
M
0
0
1
Khi :
Cc n ng vi cc vector ct n v c gi l cc n c bn. C th n ng vi
vector ct n v ek l n c bn th k.
x1 + x4 + x5 = 12
(2) 12 x1 + x3 + x6 = 3
x + x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4,5,6
Ta thy bi ton trn c dng chnh tc, hn na
Cc h s t do u khng m
Ma trn h s rng buc A l
1 0 0 1 1 0
A = 12 0 1 0 0 1
1 1 1 1 0 0
C cha y 3 vector ct n v e1 (ct 5), e2 (ct 6), e3 (ct 2).
Do bi ton c dng chun, trong
n c bn th nht l x5
n c bn th hai l x6
n c bn th ba l x2
Nhn xt. Trong bi ton trn, khi cho n c bn th k bng h s t do th k, cn cc n
khng c bn bng 0, ngha l cho x2 = 15, x6 = 3, x2 = 6, x1 = 0, x3 = 0, x4 = 0 ta c mt
phng n c bn ca bi ton x = (0,6, 0,0,12,3) .
Phng n ny khng suy bin v c 3 thnh phn dng. Ta gi y l phng n c
bn ban u ca bi ton.
Ch . Tng qut, trong bi ton QHTT dng chun bt k, khi cho n c bn th k bng
h s t do th k ( k = 1, 2,K , m ), cn cc n khng c bn bng 0, ta c mt phng n
c bn ca bi ton. Ta gi y l phng n c bn ban u ca bi ton.
1.3 BIN I DNG BI TON QHTT
1.3.1 Dng tng qut v dng chnh tc
Ta c th bin i bi ton dng tng qut v dng chnh tc bng cc bc sau
Bc 1. Kim tra h rng buc chnh
1) Nu c rng buc chnh dng ai1 x1 + ai 2 x2 + L + ain xn bi th ta cng vo v tri rng
buc n ph xn+ k , ngha l ta thay rng buc ai1 x1 + ai 2 x2 + L + ain xn bi trong bi
ton bng rng buc ai1 x1 + ai 2 x2 + L + ain xn + xn + k = bi .
x j , x j 0 .
Ch . Khi tm c PATU ca bi ton dng chnh tc ta ch cn tnh gi tr ca cc n
ban u v b i cc n ph th s c PATU ca bi ton dng tng qut cho.
V d. Bin i bi ton sau v dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
4 x1 6 x2 + 5 x3 50
(2) 7 x1 + x3 30
2 x + 3x 5 x = 25
2
3
1
(3) x1 0, x2 0
Gii
Thm vo bi ton n ph x4 0 bin bt phng trnh 4 x1 6 x2 + 5 x3 50 v phng
trnh 4 x1 6 x2 + 5 x3 + x4 = 50 .
Thm vo bi ton n ph x5 0 bin bt phng trnh 7 x1 + x3 30 v phng trnh
7 x1 + x3 x5 = 30 .
i bin x2 = x2 vi x2 0 .
i bin x3 = x3 x3 vi x3 , x3 0 .
Ta a bi ton v dng chnh tc
(1) f ( x) = 3x1 2 x2 + 2,5( x3 x3 ) m ax
4 x + 6 x + 5( x x ) + x = 50
2
3
3
4
1
(2) 7 x1 + ( x3 x3 ) x5 = 30
2 x1 3x2 5( x3 x3 ) = 25
(3) x1 0, x2 0, x3 0, x3 0, x4 0, x5 0
1.3.2 Dng chnh tc v dng chun
T bi ton dng chnh tc ta c th xy dng bi ton dng chun nh sau
1) Khi gp h s t do bi < 0 ta i du hai v ca rng buc th i.
4 x1 6 x2 + 5 x3 = 50
(2) 7 x1 + x3 + x4 = 0
2 x + 3x 5 x = 25
2
3
1
(3) x j 0, j = 1,K , 4
Gii
Bi ton trn c dng chnh tc, trong v phi ca phng trnh rng buc th ba l
-25 < 0. i du hai v ca phng trnh ny ta c 2 x1 3x2 + 5 x3 = 25
V (2) tr thnh
4 x1 6 x2 + 5 x3 = 50
7 x1 + x3 + x4 = 0
2 x 3 x + 5 x = 25
1
2
3
4 6 5 0 1 0
A = 7 0 1 1 0 0
2 3 5 0 0 1
4 x1 6 x2 + 5 x3 + x5 = 50
(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1
2
3
6
(3) x j 0, j = 1,K ,6
V d 2. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m ax
4 x1 6 x2 + 5 x3 = 50
(2) 7 x1 + x3 + x4 = 0
2 x1 + 3x2 5 x3 = 25
(3) x j 0, j = 1,K , 4
Ta xy dng bi ton m rng dng chun nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 Mx5 Mx6 m ax
4 x1 6 x2 + 5 x3 + x5 = 50
(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1
2
3
6
(3) x j 0, j = 1,K ,6
Ch .
n ph: Tng qut chuyn thnh chnh tc
n gi: Chnh tc chuyn thnh chun
V d 3. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 50
(2) 6 x3 + 2 x4 = 120
x + 3x 5 x 45
1
2
3
(3) x j 0, j = 1,K , 4
Gii
Thm vo bi ton 2 n ph x5 , x6 0 ta c bi ton c dng chnh tc nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 + x5 = 50
(2) 6 x3 + 2 x4 = 120
x + 3x 5 x x = 45
2
3
6
1
(3) x j 0, j = 1,K , 6 .
Bi ton trn cha c dng chun.
Ta thy cc v phi ca hai phng trnh rng buc th 2 v 3 u m nn bng cch i
du hai v ca cc phng trnh ny ta c
9 x1 + 15 x3 + x5 = 50
(2) 6 x3 2 x4 = 120
x1 3x2 + 5 x3 + x6 = 45
0 9 15 0 1 0 0
A = 0 0 6 2 0 0 1
1 3 5 0 0 1 0
(2) 6 x3 2 x4 + x7 = 120
x1 3x2 + 5 x3 + x6 = 45
(3) x j 0, j = 1,K , 7 .
Ch . Quan h gia bi ton xut pht v bi ton m rng
Mi quan h gia bi ton xut pht (A) v bi ton m rng (B) nh sau
B v nghim suy ra A v nghim
B c nghim c hai trng hp:
1) Nu mi n gi ca PATU bng 0 th b n gi ta c PATU ca A
2) Nu c t nht mt n gi > 0 suy ra A khng c PATU
Chng 2
PHNG PHP N HNH
2.1 PHNG PHP N HNH GII BI TON QUY HOCH TUYN TNH
DNG CHUN
2.1.1 Thut ton gii bi ton max
Bc lp th nht (bng n hnh th nht)
1) Lp bng n hnh xut pht
V bng n hnh v ghi vo cc thnh phn sau ca bi ton dng chun
Dng 1. Ghi cc n ca bi ton (k c n ph)
Dng 2. Ghi cc h s ca cc n trong hm mc tiu
Ct 2. Ghi cc n c bn ca bi ton theo th t t n c bn th nht n n c
bn cui cng, ta gi ct ny l ct n c bn.
Ct 1: Ghi tng ng cc h s ca cc n c bn trong hm mc tiu, ta gi ct
ny l ct h s c bn.
Ct 3. Ghi cc s hng t do ca h rng buc chnh theo th t t trn xung di,
ta gi ct ny l ct phng n.
Ct 4. Ghi ma trn iu kin A ca bi ton.
Tnh h s c lng j ca cc n x j ( j = 1, 2,K , n) v ghi tng ng vo dng di ct
4, vi j c tnh theo cng thc sau:
10
11
(2) 2 x2 + x3 + x4 + 3x5 = 30
3x + x + x = 36
2 5 6
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi cc v phi ca cc phng trnh rng buc trong (2)
u khng m.
Ma trn h s ca rng buc
1 6
A = 0 2
0 3
V A cha
0 2 9 0
1 1 0 0
0 0 0 1
3 ct n v e1 (ct 1), e2 (ct 3), e3 (ct 6) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x3
n c bn th ba: x6
Ta gii bi ton bng phng php n hnh
2
4
0
x1
x3
x6
32
30
36
x1
2
1
0
0
x2
-5
6
2
3
x3
4
0
1
0
x4
-1
-2
1
0
x5
-6
-9
(3)
1
x6
0
0
0
1
184
-25
12
x 0 = (32,0,30,0,0,36) v f 0 = 184 .
V d 2. Gii bi ton QHTT sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 x6 m in
x1 + x2 x4 + x6 = 15
(2) 2 x1 x3 + 2 x6 = 9
4 x1 + 2 x4 + x5 3x6 = 2
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc chnh th hai l 9.
i du hai v ca phng trnh ny, ta a v bi ton sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 7 x6 m in
x1 + x2 x4 + x6 = 15
(2) 2 x1 + x3 2 x6 = 9
4 x + 2 x + x 3x = 2
1
4
5
6
(3) x j 0, j = 1,K , 6 .
Ma trn h s ca rng buc
1 1 0 1 0 1
A = 2 0 1 0 0 2
4 0 0 2 1 3
1
1
1
-7
1
1
x2
x3
x5
x6
x3
x5
15
9
2
x1
6
-1
-2
4
x2
1
1
0
0
x3
1
0
1
0
x4
3
-1
0
2
x5
1
0
0
1
x6
-7
(1)
-2
-3
26
-5
-2
3*
15
39
47
-1
-4
1
1
2
3
0
1
0
-1
-2
-1
0
0
1
1
0
0
-19
-5
-2
i
15
13
(2) 4 x2 + 2 x3 + x4 = 60
3x + x = 36
2 5
(3) x j 0, j = 1,K ,5 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc trong (2) u
khng m.
Ma trn h s rng buc l
1 2
A = 0 4
0 3
V A cha
4 0 0
2 1 0
0 0 1
3 ct n v e1 (ct 1), e2 (ct 4), e3 (ct 5) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x4
n c bn th ba: x5
Ta gii bi ton bng phng php n hnh
-2
-2
3
4
-2
3
4
6
3
52
60
36
x1
-2
1
0
0
x2
6
2
4
3
x3
4
(4)
2
0
x4
-2
0
1
0
x5
3
0
0
1
-116
-9
-16*
x3
x4
x5
13
34
36
1/4
-1/2
0
1/2
(3)
3
1
0
0
0
1
0
0
0
1
92
-1*
x3
x2
x5
22/3
34/3
2
1/3
-1/6
1/2
0
1
0
1
0
0
-1/6
1/3
-1
0
0
1
310/3
23/6
1/3
x1
x4
x5
i
52/4*
60/2
13.2
34/3*
36/3
14
a = c
aM + b = cM + d
b = d
a > 0
b
aM + b > 0
a = 0
b > 0
a > c
b, d
aM + b > cM + d
a = c
b > d
3) Trong bng n hnh u tin cc n gi u c trong n c bn. Mi khi mt n gi b
a ra khi h n c bn th khng bao gi ta a n gi tr li na, v vy trong
bng n hnh ta c th b i cc ct ng vi cc n gi.
V d 1. Gii bi ton QHTT sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
15
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)
Gii
a bi ton v dng chun:
f(x) = 6x1 + 3x2 + 2x3 - 3x4 + Mx6 + Mx7 min
x1 + x2 + x3 - 2x4 + x6 = 4
- x1 + x4 + x5 = 10
2x2 + x3 2x4 + x7 = 12
xj 0 (j = 1,2,3,4,5,6,7)
Gii bi ton m rng bng phng php n hnh
M
0
M
x6
x5
x7
4
10
12
3
0
M
x2
x5
x7
4
10
4
3
0
-3
x2
x5
x4
8
8
2
18
x1
6
1
-1
0
x2
3
(1)
0
2
x3
2
1
0
1
x4
-3
-2
1
-2
x5
0
0
1
0
-6
1
-3
3*
-2
2
3
-4
0
0
1
-1
-2
-3
-2
-1
0
-1
-6
1
0
0
0
0
1
0
0
0
1
0
-1
1
-1
0
1/2
-1/2
-1/2
-2
1
(2)
-3
2*
0
0
1
0
0
1
0
0
0
0
1
0
0
16
xj 0, j = 1,2,3,4,5,6.
Gii bi ton m rng bng phng php n hnh
.
-2
0
0
x1
x5
x6
2
3
7
1
0
0
x3
x5
x6
1
9
8
1
0
1
x3
x4
x5
11
20
20
31
x1
-2
1
0
0
x2
-1
1
-1
0
x3
1
(2)
-7
-3
x4
1
-1
3
2
x5
0
0
1
0
x6
0
0
0
1
-1
-5*
1/2
7/2
3/2
5/2
2
5
3
7
1/2
5/2
3/2
3/2
2
4
3
6
1
0
0
0
1
0
0
0
-1/2
-1/2
(1/2)
-3/2*
0
0
1
0
0
1
0
0
0
1
0
0
0
0
1
0
1
1
2
3
Chng 3
BI TON I NGU
3.1 nh ngha
Cho (P) l bi ton QHTT c dng chnh tc nh sau
f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
17
(D)
f ( y ) = b1 y1 + b2 y2 + L + bm ym min
ai1 x1 + ai 2 x2 + L + ain xn bi
=
0
yi 0
tuyy
0
x j 0
tuyy
a1 j y1 + a2 j y2 + L + amj ym c j
=
(2) 7 x1 + x3 + x4 = 30
2 x + 3x 5 x 25
1
2
3
(3) x1 0, x2 0 .
b)
(1) f ( x) = 2 x1 + x2 8 x3 m ax
7 x1 + 4 x2 + 2 x3 28
(2) 3x1 x2 + 3 x3 = 10
2 x + 3x x 15
1
2
3
(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu l
18
(1) g ( y ) = 50 y1 + 30 y2 25 y3 m ax
4 y1 + 7 y2 + 2 y3 3
6 y + 3 y 2
3
(2) 1
5 y1 + y2 5 y3 = 5
5 y1 + y2 = 1
(3) y1 0 , y2 ty , y3 0 .
b) Bi ton i ngu l
(1) g ( y ) = 28 y1 + 10 y2 + 15 y3 m in
7 y1 + 3 y2 + 2 y3 2
(2) 4 y1 y2 + 3 y3 1
2 y + 3 y y 8
1
2
3
(3) y1 0 , y3 0 .
3.3 Cp rng buc i ngu
Trong mt cp rng buc i ngu (P) v (D) nh trong nh ngha th ta c n cp rng
buc i ngu nh sau:
Trng hp 1. f ( x) = c1 x1 + c2 x2 + L + cn xn max
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
Trng hp 2. f ( x) = c1 x1 + c2 x2 + L + cn xn min
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
V d. Tm bi ton i ngu v ch ra cc cp rng buc i ngu ca cc bi ton QHTT
sau:
a)
(1) f ( x) = x1 + 2 x2 + 3x3 m in
2 x1 + 3 x2 x3 = 2
x x 4 x 3
3
(2) 1 2
x1 + x2 2 x3 6
3 x1 + 5 x2 7 x3 8
(3) x1 0, x2 0, x3 0 .
b)
(1) f ( x) = x1 2 x2 + 3x3 4 x4 m ax
5 x1 + 6 x2 + 7 x3 + 8 x4 9
1
2
3
4
(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu
19
(1) g ( y ) = 2 y1 3 y2 + 6 y3 + 8 y4 m ax
2 y1 + y2 + y3 + 3 y4 1
(2) 3 y1 y2 + y3 + 7 y4 2
y1 + 4 y2 + 2 y3 + 7 y4 3
(3) y2 , y4 0 , y3 0 .
H rng buc chnh ca bi ton (P) c 3 bt phng trnh v bi ton (P) c 3 iu kin v
du ca n s nn cp bi ton i ngu (P) v (D) c 6 cp rng buc i ngu
x1 x2 4 x3 3 y2 0
x1 + x2 2 x3 6 y3 0
3x1 + 5 x2 7 x3 8 y4 0
x1 0 2 y1 + y2 + y3 + 3 y4 1
x2 0 3 y1 y2 + y3 + 5 y4 2
x3 0 y1 + 4 y2 + 2 y3 + 7 y4 3
b) Bi ton i ngu
(1) g ( y ) = 9 y1 + 14 y2 19 y3 m in
5 y1 + 10 y2 15 y3 1
6 y 11 y + 16 y 2
2
3
(2) 1
7 y1 + 12 y2 17 y3 3
8 y1 13 y2 + 18 y3 = 4
(3) y1 0 , y2 ty , y3 0 .
H rng buc chnh ca bi ton (P) c hai bt phng trnh v bi ton (P) c ba iu kin
v du ca n s nn cp bi ton i ngu (P) v (D) c 5 cp rng buc i ngu sau:
5 x1 + 6 x2 + 7 x3 + 8 x4 y1 0
15 x1 + 16 x2 17 x3 + 18 x4 19 y3 0
x1 0 5 y1 + 10 y2 15 y3 1
x2 0 6 y1 11y2 + 16 y3 2
x3 0 7 y1 + 12 y2 17 y3 3
3.4 nh l i ngu
nh l lch b yu. iu kin cn v phng n x 0 ca bi ton (P) v
phng n y 0 ca bi ton (D) u l phng n ti u l trong cc cp rng buc i
ngu ca bi ton : Nu mt rng buc tha mn phng n vi du bt ng thc thc
s th rng buc cn li phi tha mn phng n vi du bng.
ng dng. Nh nh l lch b yu, khi ta bit c mt phng n ti u ca mt
trong hai bi ton ca cp bi ton i ngu th ta c th tm c tp phng n ti u ca
bi ton cn li. ng dng ny thng c s dng trong vic gii quyt cc vn ca
bi ton QHTT.
V d 1. Cho bi ton quy hoch tuyn tnh sau
20
0
-M
-M
x5
x7
x8
20
18
16
0
3
-M
x5
x3
x8
14
6
4
0
3
1
x5
x3
x1
9
5
3
18
x1
1
2
1
2
x2
2
1
2
1
x3
3
1
(3)
2
x4
3
2
4
1
x5
0
1
0
0
x6
0
0
0
-1
-1
-3
-2
-3
-3
-5*
-3
-5
0
0
0
1
5/3
1/3
(4/3)
0
-4/3*
0
0
1
0
1/3
2/3
-1/3
0
1/3
3/4
3/4
-1/4
0
0
1
0
0
0
0
1
0
0
2/3
4/3
-5/3
1
5/3
11/4
7/4
-5/4
1
1
0
0
0
0
1
0
0
0
0
0
-1
0
1
5/4
1/4
-3/4
0
21
y1 + 3 y 2 + 2 y3 = 3
y = 0
1
M
0
M
x6
x5
x7
4
10
12
3
0
M
x2
x5
x7
4
10
4
3
0
-3
x2
x5
x4
8
8
2
18
x1
6
1
-1
0
x2
3
(1)
0
2
x3
2
1
0
1
x4
-3
-2
1
-2
x5
0
0
1
0
-6
1
-3
3*
-2
2
3
-4
0
0
1
-1
-2
-3
-2
-1
0
-1
-6
1
0
0
0
0
1
0
0
0
1
0
-1
1
-1
0
1/2
-1/2
-1/2
-2
1
(2)
-3
2*
0
0
1
0
0
1
0
0
0
0
1
0
0
22
y2 = 0
2 y1 + y2 2 y3 = 3
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3x1 2 x2 + x3 + x4 + 4 x5 10
x j 0; j = 1, 2,3, 4,5.
a. Hy gii bi ton trn bng phng php n hnh.
b. Hy lp bi ton i ngu ca bi ton trn v tm mt phng n ti u ca bi
ton i ngu .
Gii
a. Thm vo bi ton n ph x6 ri i du rng buc chnh th ba, ta c bi ton
ph sau:
x1 3 x2 4 x3 + x4 + 5 x5 max
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3 x1 + 2 x2 x3 x4 4 x5 + x6 = 10
x j 0; j = 1, 2,3, 4,5,6.
Ma trn iu kin
2 1 3 2 0 0 1 0
A = 0 1 1 1 1 0 0 1
3 2 1 1 4 1 0 0
23
-M
-M
0
1
-M
0
1
-4
0
x7
x8
x6
x4
x8
x6
x4
x3
x6
30
23
10
x1
1
2
0
-3
x2
-3
1
1
2
x3
-4
-3
-1
-1
x4
1
(2)
1
-1
x5
5
0
-1
-4
x6
0
0
0
1
-1
-1
-5
-53
-2
-2
-3*
15
8
25
15
-8
39
16
65
-25
1
-1
-2
0
1
-2
-2
-7
5
0
-1
-4
-5
1
-3
-2
-9
0
0
0
1/2
5/2
7/2
-1/2
2
1
5
1
-3/2
1
(1/2)
0
-5/2 0
5/2*
0
-1/2
0
0
1
1
0
0
0
0
0
i
15*
23
1
0
0
0
0
1
0
2 y1 + 3 y3 1
y1 + y2 2 y3 3
3 y1 y2 + y3 4
2 y1 + y2 + y3 1
y2 + 4 y3 5
y3 0
Do bi ton cho c PATU l x 0 = (0, 0,16,39,0,65,0,0) nn ta c h phng trnh ti u
sau:
24
y3 = 0
y1 = 3
3 y1 y2 + y3 = 4 y2 = 5
y = 0
2 y1 + y2 + y3 = 1
3
Vy bi ton i ngu c mt PATU l y 0 = (3, 5,0) v GTTU l: g ( y 0 ) = 25 .
BI TP
Phn I
1.1 nui mt loi gia sc ngi ta s dng 3 loi thc n A1, A2, A3. T l (%) cc cht dinh
dng D1, D2 c trong cc loi thc n A1, A2, A3 v gi 1kg mi loi nh sau:
Cht
dinh dng
D1
D2
Gi mua
A1
30
20
8000
Loi thc n
A2
20
20
6000
A3
20
30
4000
Yu cu trong khu phn thc n ca loi gia sc ny l: cht dinh dng D1 phi c t nht l
70g v nhiu nht l 100g, cht dinh dng D2 phi c t nht l 50g v nhiu nht l 80g. Hy lp
m hnh ton hc ca bi ton xc nh khi lng thc n mi loi cn mua sao cho tng chi ph
thp nht v bo m cht lng theo yu cu.
1.2 C hai loi thc n I v II cha 3 loi vitamin A, B, C. Hm lng vitamin trong mi
n v thc n nh sau:
Loi thc n
I
II
A
2
4
Vitamin
B
3
1
C
4
5
Sn phm
A1
A2
A3
N1
0.2
0.1
0.1
N2
0.1
0.2
0.1
N3
0.1
0.3
0.0
Li nhun
8000
6000
4000
Hy lp m hnh ton hc ca bi ton lp k hoch sn xut ti u bit rng lng
sn phm A3 ch c th tiu th c ti a 400 sn phm.
1.4 nui mt loi gia sc trong 24h cn c khi lng ti thiu cc cht: Protit, Gluxit,
khong tng ng l: 90, 130, 20 gram. T l phn trm theo khi lng cc cht trn c
trong cc loi thc n A, B, C v gi mua 1kg thc n mi loi nh sau:
Cht
Loi thc n
25
dinh dng
Protit
Gluxit
Khong
Gi mua
A
10
30
2
3000
B
20
40
1
4000
C
30
20
3
5000
S1
4
2
12000
SP
S2
2
6
8000
S3
5
3
14000
26
liu
N1
N2
Li nhun
A
0.2
0.1
5000
B
0.1
0.1
2000
C
0.1
0.2
6000
27
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.6 Cho bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 3
- 3x3 + 2x4 7
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.7 Cho bi ton quy hoch tuyn tnh sau:
f(x) = x1 + 2x2 + 3x3 + 3x4 max
2x1 + x2 + x3 + 2x4 20
x1 + 2x2 + 3x3 + 4x4 = 18
2x1 + x2 + 2x3 + x4 16
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.8 Cho bi ton quy hoch tuyn tnh sau:
f(x) = 15x1 + 8x2 + 10x3 max
- 3x1 + 2x2 + 4x3 3
2x1 - x2 + 2x3 4
- 4x1 - 5x2 + 2x3 1
xj 0 (j = 1,2,3)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Hng dn v p s
Phn I
1.1 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A1, A2, A3 cn phi mua. Khi m hnh
ton hc ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 min
0.3x1 + 0.2x2 + 0.2x3 70
0.3x1 + 0.2x2 + 0.2x3 100
0.2x1 + 0.2x2 + 0.3x3 50
0.2x1 + 0.2x2 + 0.3x3 80
x1 , x2 , x3 0
1.2 Gi x1, x2 l lng thc n I v II trong mt khu phn. Khi m hnh ton hc ca
bi ton l:
f(x) = 3x1 + 7x2 min
2x1 + 4x2 5
3x1 + x2 4
4x1 + 5x2 8
x1, x2 0
1.3 Gi x1, x2, x3 ln lt l s sn phm A1, A2, A3 cn sn xut. Khi m hnh ton hc
ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 max
0.2x1 + 0.1x2 + 0.1x3 50
28
29
2.6
2.7
2.8
Chng 1
BI TON QUY HOCH TUYN TNH
1.1 MT S V D V BI TON QUY HOCH TUYN TNH
V d 1. Mt x nghip cn sn xut 3 loi bnh: bnh u xanh, bnh thp cm v bnh
do. Lng nguyn liu ng, u cho mt bnh mi loi, lng d tr nguyn liu, tin
li cho mt bnh mi loi c cho trong bng sau:
Nguyn liu
ng
u
Li
0,04kg
0,07kg
3000
Bnh do
Lng d tr
0,05kg
0,02kg
2500
500kg
300kg
0,06kg
0kg
2000
A
0,1g
0,3g
0,02g
3000
B
0,2g
0,4g
0,01g
4000
C
0,3g
0,2g
0,03g
5000
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
Tng s tin phi chi mua s thc n trn l
3x1 + 4 x2 + 5 x3 (ng)
Yu cu bi ton l s tin chi cho mua thc n t nht nn ta c iu kin
3x1 + 4 x2 + 5 x3 min
Vy ta c m hnh bi ton
(1) f ( x) = f ( x1 , x2 , x3 ) = 3x1 + 4 x2 + 5 x3 min
(2) 0,1x1 + 0, 2 x2 + 0,3 x3 90
0,3x1 + 0, 4 x2 + 0, 2 x3 130
0,02 x1 + 0,01x2 + 0,03 x3 10
(3) x j 0 , j = 1, 2,3 .
V d 3. (CHLH 2009) Mt c s sn xut g d nh sn xut ba loi sn phm l bn,
gh v t. nh mc s dng lao ng, chi ph sn xut v gi bn mi sn phm mi loi
c tnh trong bng sau:
Cc yu t
Bn
Gh
100
40
250
Gi bn (ngn ng)
260
120
600
Gii
Gi x1 , x2 , x3 ln lt l s bn, gh, t cn phi sn xut. Ta c cc iu kin: x1 , x2 , x3 0 .
Tng ngy cng v chi ph d nh sn xut l:
2 x1 + x2 + 3 x3 (ngy cng)
2 x1 + x2 + 3x3 500
(2)
(3)
x1 , x2 , x3 0 .
(2) ai1 x1 + ai 2 x2 + L + ain xn bi , i = 1, 2,K , m
=
0
(3) x j 0 , j = 1, 2,K , n
tuy y
Trong
(1) l hm mc tiu.
(2) l h rng buc chnh.
(3) l rng buc du.
(2) v (3) c gi chung l h rng buc ca bi ton.
Khi
Mi vector x = ( x1 , x2 ,K , xn ) tha (2) v (3) c gi l mt phng n (PA)
ca bi ton.
Mi phng n x tha (1), ngha l ti hm mc tiu t gi t nh nht (ln
nht) trn tp cc phng n c gi l mt phng n ti u (PATU) ca bi
ton.
Gii mt bi ton QHTT l i tm mt phng n ti u ca n hoc ch ra rng
bi ton v nghim, ngha l bi ton khng c PATU.
1.2.2 Dng chnh tc ca bi ton QHTT
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Nhn xt. Bi ton QHTT dng chnh tc l bi ton QHTT dng tng qut trong
Cc rng buc chnh u l phng trnh.
Cc n u khng m.
V d. Bi ton sau c dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
x1 4 x2 + x4 = 12
(2) 12 x1 3 x2 + x3 + x4 = 3
x x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4
1.2.3 Dng chun ca bi ton QHTT
Bi ton QHTT dng chun l bi ton QHTT dng chnh tc
(1) f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
(2) ai1 x1 + ai 2 x2 + L + ain xn = bi , i = 1, 2,K , m
(3) x j 0, j = 1, 2,K , n
Trong
Cc h s t do u khng m.
Trong ma trn h s t do c m vector ct n v: e1 , e2 ,K , em .
1
0
0
0
1
0
e1 =
, e1 =
,K , em =
M
M
M
0
0
1
Khi :
Cc n ng vi cc vector ct n v c gi l cc n c bn. C th n ng vi
vector ct n v ek l n c bn th k.
x1 + x4 + x5 = 12
(2) 12 x1 + x3 + x6 = 3
x + x x x = 6
1 2 3 4
(3) x j 0, j = 1, 2,3, 4,5,6
Ta thy bi ton trn c dng chnh tc, hn na
Cc h s t do u khng m
Ma trn h s rng buc A l
1 0 0 1 1 0
A = 12 0 1 0 0 1
1 1 1 1 0 0
C cha y 3 vector ct n v e1 (ct 5), e2 (ct 6), e3 (ct 2).
Do bi ton c dng chun, trong
n c bn th nht l x5
n c bn th hai l x6
n c bn th ba l x2
Nhn xt. Trong bi ton trn, khi cho n c bn th k bng h s t do th k, cn cc n
khng c bn bng 0, ngha l cho x2 = 15, x6 = 3, x2 = 6, x1 = 0, x3 = 0, x4 = 0 ta c mt
phng n c bn ca bi ton x = (0,6, 0,0,12,3) .
Phng n ny khng suy bin v c 3 thnh phn dng. Ta gi y l phng n c
bn ban u ca bi ton.
Ch . Tng qut, trong bi ton QHTT dng chun bt k, khi cho n c bn th k bng
h s t do th k ( k = 1, 2,K , m ), cn cc n khng c bn bng 0, ta c mt phng n
c bn ca bi ton. Ta gi y l phng n c bn ban u ca bi ton.
1.3 BIN I DNG BI TON QHTT
1.3.1 Dng tng qut v dng chnh tc
Ta c th bin i bi ton dng tng qut v dng chnh tc bng cc bc sau
Bc 1. Kim tra h rng buc chnh
1) Nu c rng buc chnh dng ai1 x1 + ai 2 x2 + L + ain xn bi th ta cng vo v tri rng
buc n ph xn+ k , ngha l ta thay rng buc ai1 x1 + ai 2 x2 + L + ain xn bi trong bi
ton bng rng buc ai1 x1 + ai 2 x2 + L + ain xn + xn + k = bi .
x j , x j 0 .
Ch . Khi tm c PATU ca bi ton dng chnh tc ta ch cn tnh gi tr ca cc n
ban u v b i cc n ph th s c PATU ca bi ton dng tng qut cho.
V d. Bin i bi ton sau v dng chnh tc
(1) f ( x) = 2 x1 4 x2 x3 + 6 x4 min
4 x1 6 x2 + 5 x3 50
(2) 7 x1 + x3 30
2 x + 3x 5 x = 25
2
3
1
(3) x1 0, x2 0
Gii
Thm vo bi ton n ph x4 0 bin bt phng trnh 4 x1 6 x2 + 5 x3 50 v phng
trnh 4 x1 6 x2 + 5 x3 + x4 = 50 .
Thm vo bi ton n ph x5 0 bin bt phng trnh 7 x1 + x3 30 v phng trnh
7 x1 + x3 x5 = 30 .
i bin x2 = x2 vi x2 0 .
i bin x3 = x3 x3 vi x3 , x3 0 .
Ta a bi ton v dng chnh tc
(1) f ( x) = 3x1 2 x2 + 2,5( x3 x3 ) m ax
4 x + 6 x + 5( x x ) + x = 50
2
3
3
4
1
(2) 7 x1 + ( x3 x3 ) x5 = 30
2 x1 3x2 5( x3 x3 ) = 25
(3) x1 0, x2 0, x3 0, x3 0, x4 0, x5 0
1.3.2 Dng chnh tc v dng chun
T bi ton dng chnh tc ta c th xy dng bi ton dng chun nh sau
1) Khi gp h s t do bi < 0 ta i du hai v ca rng buc th i.
4 x1 6 x2 + 5 x3 = 50
(2) 7 x1 + x3 + x4 = 0
2 x + 3x 5 x = 25
2
3
1
(3) x j 0, j = 1,K , 4
Gii
Bi ton trn c dng chnh tc, trong v phi ca phng trnh rng buc th ba l
-25 < 0. i du hai v ca phng trnh ny ta c 2 x1 3x2 + 5 x3 = 25
V (2) tr thnh
4 x1 6 x2 + 5 x3 = 50
7 x1 + x3 + x4 = 0
2 x 3 x + 5 x = 25
1
2
3
4 6 5 0 1 0
A = 7 0 1 1 0 0
2 3 5 0 0 1
4 x1 6 x2 + 5 x3 + x5 = 50
(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1
2
3
6
(3) x j 0, j = 1,K ,6
V d 2. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m ax
4 x1 6 x2 + 5 x3 = 50
(2) 7 x1 + x3 + x4 = 0
2 x1 + 3x2 5 x3 = 25
(3) x j 0, j = 1,K , 4
Ta xy dng bi ton m rng dng chun nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 Mx5 Mx6 m ax
4 x1 6 x2 + 5 x3 + x5 = 50
(2) 7 x1 + x3 + x4 = 0
2 x 3 x + 5 x + x = 25
1
2
3
6
(3) x j 0, j = 1,K ,6
Ch .
n ph: Tng qut chuyn thnh chnh tc
n gi: Chnh tc chuyn thnh chun
V d 3. Bin i bi ton QHTT sau v dng chun
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 50
(2) 6 x3 + 2 x4 = 120
x + 3x 5 x 45
1
2
3
(3) x j 0, j = 1,K , 4
Gii
Thm vo bi ton 2 n ph x5 , x6 0 ta c bi ton c dng chnh tc nh sau
(1) f ( x) = 3x1 + 2 x2 + 2 x3 + x4 m in
9 x1 + 15 x3 + x5 = 50
(2) 6 x3 + 2 x4 = 120
x + 3x 5 x x = 45
2
3
6
1
(3) x j 0, j = 1,K , 6 .
Bi ton trn cha c dng chun.
Ta thy cc v phi ca hai phng trnh rng buc th 2 v 3 u m nn bng cch i
du hai v ca cc phng trnh ny ta c
9 x1 + 15 x3 + x5 = 50
(2) 6 x3 2 x4 = 120
x1 3x2 + 5 x3 + x6 = 45
0 9 15 0 1 0 0
A = 0 0 6 2 0 0 1
1 3 5 0 0 1 0
(2) 6 x3 2 x4 + x7 = 120
x1 3x2 + 5 x3 + x6 = 45
(3) x j 0, j = 1,K , 7 .
Ch . Quan h gia bi ton xut pht v bi ton m rng
Mi quan h gia bi ton xut pht (A) v bi ton m rng (B) nh sau
B v nghim suy ra A v nghim
B c nghim c hai trng hp:
1) Nu mi n gi ca PATU bng 0 th b n gi ta c PATU ca A
2) Nu c t nht mt n gi > 0 suy ra A khng c PATU
Chng 2
PHNG PHP N HNH
2.1 PHNG PHP N HNH GII BI TON QUY HOCH TUYN TNH
DNG CHUN
2.1.1 Thut ton gii bi ton max
Bc lp th nht (bng n hnh th nht)
1) Lp bng n hnh xut pht
V bng n hnh v ghi vo cc thnh phn sau ca bi ton dng chun
Dng 1. Ghi cc n ca bi ton (k c n ph)
Dng 2. Ghi cc h s ca cc n trong hm mc tiu
Ct 2. Ghi cc n c bn ca bi ton theo th t t n c bn th nht n n c
bn cui cng, ta gi ct ny l ct n c bn.
Ct 1: Ghi tng ng cc h s ca cc n c bn trong hm mc tiu, ta gi ct
ny l ct h s c bn.
Ct 3. Ghi cc s hng t do ca h rng buc chnh theo th t t trn xung di,
ta gi ct ny l ct phng n.
Ct 4. Ghi ma trn iu kin A ca bi ton.
Tnh h s c lng j ca cc n x j ( j = 1, 2,K , n) v ghi tng ng vo dng di ct
4, vi j c tnh theo cng thc sau:
10
11
(2) 2 x2 + x3 + x4 + 3x5 = 30
3x + x + x = 36
2 5 6
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi cc v phi ca cc phng trnh rng buc trong (2)
u khng m.
Ma trn h s ca rng buc
1 6
A = 0 2
0 3
V A cha
0 2 9 0
1 1 0 0
0 0 0 1
3 ct n v e1 (ct 1), e2 (ct 3), e3 (ct 6) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x3
n c bn th ba: x6
Ta gii bi ton bng phng php n hnh
2
4
0
x1
x3
x6
32
30
36
x1
2
1
0
0
x2
-5
6
2
3
x3
4
0
1
0
x4
-1
-2
1
0
x5
-6
-9
(3)
1
x6
0
0
0
1
184
-25
12
x 0 = (32,0,30,0,0,36) v f 0 = 184 .
V d 2. Gii bi ton QHTT sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 x6 m in
x1 + x2 x4 + x6 = 15
(2) 2 x1 x3 + 2 x6 = 9
4 x1 + 2 x4 + x5 3x6 = 2
(3) x j 0, j = 1,K , 6 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc chnh th hai l 9.
i du hai v ca phng trnh ny, ta a v bi ton sau
(1) f ( x) = 6 x1 + x2 + x3 + 3x4 + x5 7 x6 m in
x1 + x2 x4 + x6 = 15
(2) 2 x1 + x3 2 x6 = 9
4 x + 2 x + x 3x = 2
1
4
5
6
(3) x j 0, j = 1,K , 6 .
Ma trn h s ca rng buc
1 1 0 1 0 1
A = 2 0 1 0 0 2
4 0 0 2 1 3
1
1
1
-7
1
1
x2
x3
x5
x6
x3
x5
15
9
2
x1
6
-1
-2
4
x2
1
1
0
0
x3
1
0
1
0
x4
3
-1
0
2
x5
1
0
0
1
x6
-7
(1)
-2
-3
26
-5
-2
3*
15
39
47
-1
-4
1
1
2
3
0
1
0
-1
-2
-1
0
0
1
1
0
0
-19
-5
-2
i
15
13
(2) 4 x2 + 2 x3 + x4 = 60
3x + x = 36
2 5
(3) x j 0, j = 1,K ,5 .
Gii
Bi ton trn c dng chnh tc vi v phi ca phng trnh rng buc trong (2) u
khng m.
Ma trn h s rng buc l
1 2
A = 0 4
0 3
V A cha
4 0 0
2 1 0
0 0 1
3 ct n v e1 (ct 1), e2 (ct 4), e3 (ct 5) nn bi ton c dng chun
trong :
n c bn th nht: x1
n c bn th hai: x4
n c bn th ba: x5
Ta gii bi ton bng phng php n hnh
-2
-2
3
4
-2
3
4
6
3
52
60
36
x1
-2
1
0
0
x2
6
2
4
3
x3
4
(4)
2
0
x4
-2
0
1
0
x5
3
0
0
1
-116
-9
-16*
x3
x4
x5
13
34
36
1/4
-1/2
0
1/2
(3)
3
1
0
0
0
1
0
0
0
1
92
-1*
x3
x2
x5
22/3
34/3
2
1/3
-1/6
1/2
0
1
0
1
0
0
-1/6
1/3
-1
0
0
1
310/3
23/6
1/3
x1
x4
x5
i
52/4*
60/2
13.2
34/3*
36/3
14
a = c
aM + b = cM + d
b = d
a > 0
b
aM + b > 0
a = 0
b > 0
a > c
b, d
aM + b > cM + d
a = c
b > d
3) Trong bng n hnh u tin cc n gi u c trong n c bn. Mi khi mt n gi b
a ra khi h n c bn th khng bao gi ta a n gi tr li na, v vy trong
bng n hnh ta c th b i cc ct ng vi cc n gi.
V d 1. Gii bi ton QHTT sau
f(x) = 6x1 + 3x2 + 2x3 - 3x4 min
x1 + x2 + x3 - 2x4 = 4
- x1 + x4 10
15
2x2 + x3 2x4 = 12
xj 0 (j = 1,2,3,4)
Gii
a bi ton v dng chun:
f(x) = 6x1 + 3x2 + 2x3 - 3x4 + Mx6 + Mx7 min
x1 + x2 + x3 - 2x4 + x6 = 4
- x1 + x4 + x5 = 10
2x2 + x3 2x4 + x7 = 12
xj 0 (j = 1,2,3,4,5,6,7)
Gii bi ton m rng bng phng php n hnh
M
0
M
x6
x5
x7
4
10
12
3
0
M
x2
x5
x7
4
10
4
3
0
-3
x2
x5
x4
8
8
2
18
x1
6
1
-1
0
x2
3
(1)
0
2
x3
2
1
0
1
x4
-3
-2
1
-2
x5
0
0
1
0
-6
1
-3
3*
-2
2
3
-4
0
0
1
-1
-2
-3
-2
-1
0
-1
-6
1
0
0
0
0
1
0
0
0
1
0
-1
1
-1
0
1/2
-1/2
-1/2
-2
1
(2)
-3
2*
0
0
1
0
0
1
0
0
0
0
1
0
0
16
xj 0, j = 1,2,3,4,5,6.
Gii bi ton m rng bng phng php n hnh
.
-2
0
0
x1
x5
x6
2
3
7
1
0
0
x3
x5
x6
1
9
8
1
0
1
x3
x4
x5
11
20
20
31
x1
-2
1
0
0
x2
-1
1
-1
0
x3
1
(2)
-7
-3
x4
1
-1
3
2
x5
0
0
1
0
x6
0
0
0
1
-1
-5*
1/2
7/2
3/2
5/2
2
5
3
7
1/2
5/2
3/2
3/2
2
4
3
6
1
0
0
0
1
0
0
0
-1/2
-1/2
(1/2)
-3/2*
0
0
1
0
0
1
0
0
0
1
0
0
0
0
1
0
1
1
2
3
Chng 3
BI TON I NGU
3.1 nh ngha
Cho (P) l bi ton QHTT c dng chnh tc nh sau
f ( x) = c1 x1 + c2 x2 + L + cn xn max(min)
17
(D)
f ( y ) = b1 y1 + b2 y2 + L + bm ym min
ai1 x1 + ai 2 x2 + L + ain xn bi
=
0
yi 0
tuyy
0
x j 0
tuyy
a1 j y1 + a2 j y2 + L + amj ym c j
=
(2) 7 x1 + x3 + x4 = 30
2 x + 3x 5 x 25
1
2
3
(3) x1 0, x2 0 .
b)
(1) f ( x) = 2 x1 + x2 8 x3 m ax
7 x1 + 4 x2 + 2 x3 28
(2) 3x1 x2 + 3 x3 = 10
2 x + 3x x 15
1
2
3
(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu l
18
(1) g ( y ) = 50 y1 + 30 y2 25 y3 m ax
4 y1 + 7 y2 + 2 y3 3
6 y + 3 y 2
3
(2) 1
5 y1 + y2 5 y3 = 5
5 y1 + y2 = 1
(3) y1 0 , y2 ty , y3 0 .
b) Bi ton i ngu l
(1) g ( y ) = 28 y1 + 10 y2 + 15 y3 m in
7 y1 + 3 y2 + 2 y3 2
(2) 4 y1 y2 + 3 y3 1
2 y + 3 y y 8
1
2
3
(3) y1 0 , y3 0 .
3.3 Cp rng buc i ngu
Trong mt cp rng buc i ngu (P) v (D) nh trong nh ngha th ta c n cp rng
buc i ngu nh sau:
Trng hp 1. f ( x) = c1 x1 + c2 x2 + L + cn xn max
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
Trng hp 2. f ( x) = c1 x1 + c2 x2 + L + cn xn min
x j 0 a1 j y1 + a2 j y2 + L + amj ym c j , j = 1, 2,K , n
V d. Tm bi ton i ngu v ch ra cc cp rng buc i ngu ca cc bi ton QHTT
sau:
a)
(1) f ( x) = x1 + 2 x2 + 3x3 m in
2 x1 + 3 x2 x3 = 2
x x 4 x 3
3
(2) 1 2
x1 + x2 2 x3 6
3 x1 + 5 x2 7 x3 8
(3) x1 0, x2 0, x3 0 .
b)
(1) f ( x) = x1 2 x2 + 3x3 4 x4 m ax
5 x1 + 6 x2 + 7 x3 + 8 x4 9
1
2
3
4
(3) x1 , x2 , x3 0 .
Gii
a) Bi ton i ngu
19
(1) g ( y ) = 2 y1 3 y2 + 6 y3 + 8 y4 m ax
2 y1 + y2 + y3 + 3 y4 1
(2) 3 y1 y2 + y3 + 7 y4 2
y1 + 4 y2 + 2 y3 + 7 y4 3
(3) y2 , y4 0 , y3 0 .
H rng buc chnh ca bi ton (P) c 3 bt phng trnh v bi ton (P) c 3 iu kin v
du ca n s nn cp bi ton i ngu (P) v (D) c 6 cp rng buc i ngu
x1 x2 4 x3 3 y2 0
x1 + x2 2 x3 6 y3 0
3x1 + 5 x2 7 x3 8 y4 0
x1 0 2 y1 + y2 + y3 + 3 y4 1
x2 0 3 y1 y2 + y3 + 5 y4 2
x3 0 y1 + 4 y2 + 2 y3 + 7 y4 3
b) Bi ton i ngu
(1) g ( y ) = 9 y1 + 14 y2 19 y3 m in
5 y1 + 10 y2 15 y3 1
6 y 11 y + 16 y 2
2
3
(2) 1
7 y1 + 12 y2 17 y3 3
8 y1 13 y2 + 18 y3 = 4
(3) y1 0 , y2 ty , y3 0 .
H rng buc chnh ca bi ton (P) c hai bt phng trnh v bi ton (P) c ba iu kin
v du ca n s nn cp bi ton i ngu (P) v (D) c 5 cp rng buc i ngu sau:
5 x1 + 6 x2 + 7 x3 + 8 x4 y1 0
15 x1 + 16 x2 17 x3 + 18 x4 19 y3 0
x1 0 5 y1 + 10 y2 15 y3 1
x2 0 6 y1 11y2 + 16 y3 2
x3 0 7 y1 + 12 y2 17 y3 3
3.4 nh l i ngu
nh l lch b yu. iu kin cn v phng n x 0 ca bi ton (P) v
phng n y 0 ca bi ton (D) u l phng n ti u l trong cc cp rng buc i
ngu ca bi ton : Nu mt rng buc tha mn phng n vi du bt ng thc thc
s th rng buc cn li phi tha mn phng n vi du bng.
ng dng. Nh nh l lch b yu, khi ta bit c mt phng n ti u ca mt
trong hai bi ton ca cp bi ton i ngu th ta c th tm c tp phng n ti u ca
bi ton cn li. ng dng ny thng c s dng trong vic gii quyt cc vn ca
bi ton QHTT.
V d 1. Cho bi ton quy hoch tuyn tnh sau
20
0
-M
-M
x5
x7
x8
20
18
16
0
3
-M
x5
x3
x8
14
6
4
0
3
1
x5
x3
x1
9
5
3
18
x1
1
2
1
2
x2
2
1
2
1
x3
3
1
(3)
2
x4
3
2
4
1
x5
0
1
0
0
x6
0
0
0
-1
-1
-3
-2
-3
-3
-5*
-3
-5
0
0
0
1
5/3
1/3
(4/3)
0
-4/3*
0
0
1
0
1/3
2/3
-1/3
0
1/3
3/4
3/4
-1/4
0
0
1
0
0
0
0
1
0
0
2/3
4/3
-5/3
1
5/3
11/4
7/4
-5/4
1
1
0
0
0
0
1
0
0
0
0
0
-1
0
1
5/4
1/4
-3/4
0
21
y1 + 3 y 2 + 2 y3 = 3
y = 0
1
M
0
M
x6
x5
x7
4
10
12
3
0
M
x2
x5
x7
4
10
4
3
0
-3
x2
x5
x4
8
8
2
18
x1
6
1
-1
0
x2
3
(1)
0
2
x3
2
1
0
1
x4
-3
-2
1
-2
x5
0
0
1
0
-6
1
-3
3*
-2
2
3
-4
0
0
1
-1
-2
-3
-2
-1
0
-1
-6
1
0
0
0
0
1
0
0
0
1
0
-1
1
-1
0
1/2
-1/2
-1/2
-2
1
(2)
-3
2*
0
0
1
0
0
1
0
0
0
0
1
0
0
22
y2 = 0
2 y1 + y2 2 y3 = 3
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3x1 2 x2 + x3 + x4 + 4 x5 10
x j 0; j = 1, 2,3, 4,5.
a. Hy gii bi ton trn bng phng php n hnh.
b. Hy lp bi ton i ngu ca bi ton trn v tm mt phng n ti u ca bi
ton i ngu .
Gii
a. Thm vo bi ton n ph x6 ri i du rng buc chnh th ba, ta c bi ton
ph sau:
x1 3 x2 4 x3 + x4 + 5 x5 max
2 x1 + x2 3 x3 + 2 x4 = 30
x2 x3 + x4 x5 = 23
3 x1 + 2 x2 x3 x4 4 x5 + x6 = 10
x j 0; j = 1, 2,3, 4,5,6.
Ma trn iu kin
2 1 3 2 0 0 1 0
A = 0 1 1 1 1 0 0 1
3 2 1 1 4 1 0 0
23
-M
-M
0
1
-M
0
1
-4
0
x7
x8
x6
x4
x8
x6
x4
x3
x6
30
23
10
x1
1
2
0
-3
x2
-3
1
1
2
x3
-4
-3
-1
-1
x4
1
(2)
1
-1
x5
5
0
-1
-4
x6
0
0
0
1
-1
-1
-5
-53
-2
-2
-3*
15
8
25
15
-8
39
16
65
-25
1
-1
-2
0
1
-2
-2
-7
5
0
-1
-4
-5
1
-3
-2
-9
0
0
0
1/2
5/2
7/2
-1/2
2
1
5
1
-3/2
1
(1/2)
0
-5/2 0
5/2*
0
-1/2
0
0
1
1
0
0
0
0
0
i
15*
23
1
0
0
0
0
1
0
2 y1 + 3 y3 1
y1 + y2 2 y3 3
3 y1 y2 + y3 4
2 y1 + y2 + y3 1
y2 + 4 y3 5
y3 0
Do bi ton cho c PATU l x 0 = (0, 0,16,39,0,65,0,0) nn ta c h phng trnh ti u
sau:
24
y3 = 0
y1 = 3
3 y1 y2 + y3 = 4 y2 = 5
y = 0
2 y1 + y2 + y3 = 1
3
Vy bi ton i ngu c mt PATU l y 0 = (3, 5,0) v GTTU l: g ( y 0 ) = 25 .
BI TP
Phn I
1.1 nui mt loi gia sc ngi ta s dng 3 loi thc n A1, A2, A3. T l (%) cc cht dinh
dng D1, D2 c trong cc loi thc n A1, A2, A3 v gi 1kg mi loi nh sau:
Cht
dinh dng
D1
D2
Gi mua
A1
30
20
8000
Loi thc n
A2
20
20
6000
A3
20
30
4000
Yu cu trong khu phn thc n ca loi gia sc ny l: cht dinh dng D1 phi c t nht l
70g v nhiu nht l 100g, cht dinh dng D2 phi c t nht l 50g v nhiu nht l 80g. Hy lp
m hnh ton hc ca bi ton xc nh khi lng thc n mi loi cn mua sao cho tng chi ph
thp nht v bo m cht lng theo yu cu.
1.2 C hai loi thc n I v II cha 3 loi vitamin A, B, C. Hm lng vitamin trong mi
n v thc n nh sau:
Loi thc n
I
II
A
2
4
Vitamin
B
3
1
C
4
5
Sn phm
A1
A2
A3
N1
0.2
0.1
0.1
N2
0.1
0.2
0.1
N3
0.1
0.3
0.0
Li nhun
8000
6000
4000
Hy lp m hnh ton hc ca bi ton lp k hoch sn xut ti u bit rng lng
sn phm A3 ch c th tiu th c ti a 400 sn phm.
1.4 nui mt loi gia sc trong 24h cn c khi lng ti thiu cc cht: Protit, Gluxit,
khong tng ng l: 90, 130, 20 gram. T l phn trm theo khi lng cc cht trn c
trong cc loi thc n A, B, C v gi mua 1kg thc n mi loi nh sau:
Cht
Loi thc n
25
dinh dng
Protit
Gluxit
Khong
Gi mua
A
10
30
2
3000
B
20
40
1
4000
C
30
20
3
5000
S1
4
2
12000
SP
S2
2
6
8000
S3
5
3
14000
26
liu
N1
N2
Li nhun
A
0.2
0.1
5000
B
0.1
0.1
2000
C
0.1
0.2
6000
27
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.6 Cho bi ton quy hoch tuyn tnh sau:
f(x) = - 2x1 - x2 + x3 + x4 max
x1 + x2 + 2x3 - x4 = 2
- x2 - 7x3 + 3x4 3
- 3x3 + 2x4 7
xj 0, j = 1,2,3,4.
a. Gii bi ton trn
b. Lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.7 Cho bi ton quy hoch tuyn tnh sau:
f(x) = x1 + 2x2 + 3x3 + 3x4 max
2x1 + x2 + x3 + 2x4 20
x1 + 2x2 + 3x3 + 4x4 = 18
2x1 + x2 + 2x3 + x4 16
xj 0 (j = 1,2,3,4)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
2.8 Cho bi ton quy hoch tuyn tnh sau:
f(x) = 15x1 + 8x2 + 10x3 max
- 3x1 + 2x2 + 4x3 3
2x1 - x2 + 2x3 4
- 4x1 - 5x2 + 2x3 1
xj 0 (j = 1,2,3)
a. Gii bi ton trn
b. Hy lp bi ton i ngu ca bi ton trn v gii bi ton i ngu .
Hng dn v p s
Phn I
1.1 Gi xj, i = 1, 2, 3 ln lt l s gam thc n A1, A2, A3 cn phi mua. Khi m hnh
ton hc ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 min
0.3x1 + 0.2x2 + 0.2x3 70
0.3x1 + 0.2x2 + 0.2x3 100
0.2x1 + 0.2x2 + 0.3x3 50
0.2x1 + 0.2x2 + 0.3x3 80
x1 , x2 , x3 0
1.2 Gi x1, x2 l lng thc n I v II trong mt khu phn. Khi m hnh ton hc ca
bi ton l:
f(x) = 3x1 + 7x2 min
2x1 + 4x2 5
3x1 + x2 4
4x1 + 5x2 8
x1, x2 0
1.3 Gi x1, x2, x3 ln lt l s sn phm A1, A2, A3 cn sn xut. Khi m hnh ton hc
ca bi ton l:
f(x) = 8x1 + 6x2 + 4x3 max
0.2x1 + 0.1x2 + 0.1x3 50
28
29
2.6
2.7
2.8