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