Qui Hoach Tuyen Tinh

Friday, January 08, 2010
Chng I
BI TON QUY HOCH TUYN TNH
Bi 1. MT S BI TON DN N
BI TON QHTT.
1.Bi ton lp k hoch sn xut khi ti
nguyn hn ch.
Mt x nghip d nh sn xut hai loi
sn phNm A v B. Cc sn phNm ny c
ch to t ba loi nguyn liu I, II v III .
S lng cc nguyn liu I, II, v III m
x nghip c l 8, 24, 12. S lng cc

nguyn liu cn sn xut mt n v sn
phNm A, B c cho bng sau y.
I (<=8) II (<=24) III
(<=12)
A
Cn lp mt k hoch sn xut,( tc l
tnh xem nn sn xut bao nhiu n v sn
phNm tng loi) li thu c l nhiu
nht.
Bit sn phNm A li 3 triu ng cho mt
n v sn phNm, sn phNm B li 5 triu
ng cho mt n v sn phNm .
Lp k hoch.
Gi x, y theo th t l s lng sn
phNm loi A v B cn sn xut.
6y
4. S lng nguyn liu loi III phi
dng
4x
Cc nguyn liu I, II, III l c hn, nn
cc biu thc 2x+y, 6y, 4x khng phi ty
m c gii hn.
Ta c bi ton sau
Tm x, y sao cho f=3x+5y t gi tr

ln nht, trong x, y tha
1. Tin li thu c
f=3x+5y
2. S lng nguyn liu loi I phi
dng
2x+y
3. S lng nguyn liu loi II phi
dng
2 x + y 8
6 y 24
4 x 12
x 0, y 0
C ba x nghip may I, II, III cng c

th sn xut o vt v qun.
Nu u t 1000 USD vo XN I th
cui k s cho 35 o vt v 45 qun
Nu u t 1000 USD vo XN II th cui
k s cho 40 o vt v 42 qun
Nu u t 1000 USD vo XN III th cui
k s cho 43 o vt v 30 qun
Lng vi v s gi cng sx mt o
hoc mt qun cho bng sau.
Tng s vi v gi cng m cng ty c

th c l 10 000m v 52 000 gi cng .
Theo hp ng th cui k phi c ti thiu
1500 b qun o, nu l b th qun d bn
hn.
Hy lp mt k hoch u t vo mi
XN bao nhiu vn :
1. Hon thnh k hoch sn phNm.
2. Khng kh khn v tiu th.
XN
S.P
o vt
Qun
II
III
3.5 m vi
20 gi cng
4 m vi
16 gi cng
3.8 m vi
18 gi cng
2.8 m vi
10 gi cng
2.6 m vi
12 gi cng
2.5 m vi
15 gi cng
4. Tng s vn u t nh nht .
Lp k hoch.
Gi s xj (n v l 1000 USD) l s
vn u t vo cc XN I, II, III.
a) S o vt thu c ba XN l
35x1+40x2+43x3
b) S qun thu c ba XN l
45x1+42x2+30x3
c) Tng s vi cn may o vt l
3.Khng thiu vi v gi cng lao ng
3.5m 35 x1 + 4m 40 x2 + 3.8m 43x3
d) Tng s vi cn may qun l
2.8m 45x1 + 2.6m 42x2 + 2.5m30x3
e) Tng s vi m XN phi dng l

3.5m 35x1 + 4m 40x2 + 3.8m 43x3 +
20 35 x1 + 16 40 x2 + 18 43 x3 +
10 45 x1 + 12 42 x2 + 15 30 x3 =
= 1150 x1 + 1144 x2 + 1224 x3
Ta c bi ton nh sau
2.8m 45x1 + 2.6m 42x2 + 2.5m 30x3 =

= 248.5x1 + 269.2x2 + 238.4x3 (m)
f) Tng t nh trn tng s gi cng lao

ng m XN phi dng l
min x + x + x
1 2 3
248.5 x1 + 269.2 x2 + 238.4 x3 10 000 (1)
(2)
1150 x1 + 1144 x2 + 1224 x3 52 000
45 x1 + 42 x2 + 30 x3 35 x1 + 40 x2 + 43x3 (3)
35 x + 40 x + 43x 1500
(4)
1
2
3
(1) iu kin v lng vi. (2) iu kin v

gi cng lao ng. (3) s qun nhiu hn s
o. (4) s b qun o ti thiu.
C th vit li bi ton trn nh sau

f = x + x + x min
1 2 3
248.5 x + 269.2 x + 238.4 x 10 000 (1)
1
2
3
(2)
1150 x1 + 1144 x2 + 1224 x3 52 000
10 x1 + 2 x2 13 x3 0 (3)
(4)
35 x1 + 40 x2 + 43x3 1 500
(5)
x j 0, j = 1, 2,3
2. Bi ton vn ti (Dng tng qut l bi

tan phn phi).
Bi tan 1:
C mt loi hng cn c chuyn ch
t hai kho (trm pht) P1 v P2 ti ba ni
tiu th (trm thu) T1, T2, T3 .
Lng hng c hai kho v lng
hng cn ba ni tiu th cng nh s tin
vn chuyn mt n v hng t mi kho
n cc ni tiu th c cho bng sau.
Bi ton t ra l, hy tm mt
phng n vn chuyn tha yu cu v thu
pht sao cho chi ph vn chuyn b nht.
Lp phng n.
Gi xij l lng hng vn chuyn t kho Pi
n ni nhn Tj .
Ta c ma trn chi ph vn chuyn l
5 x11
2 x21
2 x12
x22
3 x13
x23
T1
35 tn
hng
T2
25 tn
hng
T3
45 tn
hng
P1
30 tn
hng
P2
75 tn
hng
Tng chi ph
f = 5 x11 + 2 x12 + 3 x13 + 2 x21 + x22 + x23

Ma trn phng n x
x1 2
x1 3
11
x 23
x 21 x 22
x11 + x12 + x13 = 3 0
x 21 + x 22 + x 23 = 7 5
x11 + x 21 = 3 5
x12 + x 22 = 2 5
x13 + x 23 = 4 5
Tm li ta c bi ton
f = 5 x11 + 2 x12 + 3x13 + 2 x21 + x22 + x23 min
x11 + x12 + x13 = 30
x + x + x = 75
21 22 23
x11 + x21 = 35
x12 + x22 = 25
x13 + x23 = 45
xij 0 i, j
Ti
Nu chn Nu chn
ngoi gi
11
14
Ln
12
Cu
13
y l mt dng ca bi ton vn ti,

nhng ta tm phng n c cc ph
vn chuyn ln nht.
K hiu xij , i = 1,3; j = 1,3 theo th t l
lng tht B, Ln, Cu di dng Ti,
Nu chn, Nu chn ngoi gi m nh my
s sn xut trong ngy. Ta c bi ton :
f = 8 x11 + 11 x12 + 14 x13 + 4 x21 + 7 x22 + 12 x23
4 x31 + 9 x32 + 13 x33 max
Bi tan 2:
Mt nh my ch bin tht, sn xut ba loi
tht: b, ln, cu, vi tng lng mi ngy
l 480 tn b; 400 tn ln; 230 tn cu.
Mi loi u c th bn c dng ti
hoc nu chn. Tng lng cc loi tht nu
chn bn trong gi lm vic l 420 tn.
Ngoi ra nu thm ngoi gi 250 tn (vi
gi cao hn). Li nhun thu c trn mt
tn c cho bng bng sau: (vi n v l
triu ng)
Mc ch ca nh my l tm phng n
sn xut lm cc i li nhun. Hy
pht biu m hnh bi ton.
Gii: C th tm tt li bi ton nh sau
B (480)
Ti Nu chn Nu chn ngoi

440
gi
420
(tn)
(tn)
250 (tn)
8
11
14
Ln (400)
12
Cu (230)
13
Vi cc rng buc sau y:

x11 + x12 + x13 = 480
x21 + x22 + x23 = 400

x31 + x32 + x33 = 230
x11 + x21 + x31 = 440

x + x + x = 420
22
32
12
x13 + x23 + x33 = 250
xij 0, i , j
Bi tan 3:
Mt phn xng c 2 cng nhn n v
3 cng nhn nam. Phn xng cng c 1
my tin lai I, 2 my tin lai II v 2 my
tin lai III. Nng sut (chi tit / ngy) ca
cc cng nhn i vi mi lai my tin
c cho trong bng sau:
1) Hy lp m hnh bi tan.
2) Vi bi tan va lp ra, bn hy cho mt
phng n phn phi cc cng nhn ng
cc my v tnh s chi tit lm ra c
trong mt ngy.
3) Lit k tt c cc phng n ca bi tan
v xc nh phng n ti u.
f ( x) = c1 x1 + c2 x2 + .. + cn xn
vi cc rng buc:
ai1x1 + ai2 x2 + .. + ain xn bi ; i I1 (1)
ai1x1 + ai2 x2 + .. + ain xn bi ; i I2 (2)

a x + a x + .. + a x = b ; i I (3)
in n
i
3
i1 1 i2 2
x j 0 ; j J1, x j 0 ; j J 2 , x j R ; j J3.
Trong I1 , I 2 , I 3 ri nhau v I1 I2 I3 = {1,2,.., m}

, J1 , J 2 , J 3 ri nhau v J1 J 2 J 3 = {1, 2,.., n} .
My lai I
(1 my)
My lai II
(2 my)
My lai III
(2 my)
Nam
(3)
10
N
(2)
11
Chng I
Bi 2. BI TON QHTT V NGHA
HNH HC .
1. Dng tng qut ca bi ton Quy
hoch tuyn tnh.
Bi ton Quy hoch tuyn tnh tng
qut c dng sau y
Tm gi tr ln nht hay nh nht ca hm
V d 1:
f ( x ) = 4 x1 + x2 x3 + x4 min
1
2 x1 + x2
x
x3 4 x4 2
1
0
x1 + x2 + x3
x1 + 4 x2 5 x3 + 5 x4 = 17
x1 ; x3 0
x2 R
x4 0.
y l bi ton Quy hoch tuyn tnh

dng tng qut, v
I1 = {1,2} , I2 = {3} , I3 = {4} , J1 = {1,3} , J2 = {4} , J3 = {2}
V d 2:
f ( x) = 4 x1 + x2 x3 + x4 max
2. Mt s khi nim ca bi ton Quy

hoch tuyn tnh:
Hm mc tiu: L hm
+ 6 x5 1
2 x1 + x2
x
x
x
4
4 x5 2
1
3
4
+ 16 x5 2
x1 + x2 + x3
x + 4 x 5 x + 5 x + x = 17
2
3
4
5
1
9 x1 + x2 + 5 x3 + 2 x4 11
x1 ; x5 0, x2 ; x3 R, x4 0.
f (x) =
j =1
cjx
= c, x
Phng n: Vct x = ( x1 , x2 ,.., xn )
y l bi ton Quy hoch tuyn tnh

dng tng qut, v
I1 = {1,3} , I2 = {2,5} , I3 = {4} , J1 = {1,5} , J2 = {4} , J3 = {2,3}
tha tt c cc rng buc gi l mt

phng n.
Tp phng n:
Tp hp tt c cc vct x tha cc rng
buc gi l tp phng n.
Phng n ti u:
Phng n x lm cho gi tr hm mc
tiu t gi tr nh nht (nu l bi ton
min), hoc hm mc tiu ln nht (nu l
bi ton max) c gi l phng n ti u
ca bi ton QHTT.
3. Dng chnh tc ca bi ton Quy

hoch tuyn tnh:
Bi ton Quy hoch tuyn tnh c
dng sau y, gi l dng chnh tc
Trong A = ( aij )ij==1,1,mn l mt ma trn cp
Nhn xt: Mi bi tan QHTT u c

th a v bi tan QHTT dng chnh tc.
a11
a
A = 21
...
am1
x1

x2
x = ,
..

xn
a12
a22
...
am 2
b1

b2
b=
..

bm
... a1n
... a2 n
... ...
... amn
mn
f ( x) = c j x j = c, x max (min)
j =1
a x
j =1
ij
xj 0
= bi i = 1, m
j = 1, n.
f ( x ) = c, x max (min)
Ax = b
x0
a1 j

a2 j
Aj =
...
amj

Ax = x1 A1 + x2 A2 + .. + xn An
4. ngha hnh hc v phng php

th:
Xt bi ton Quy hoch tuyn tnh
f ( x) = 4 x1 + x2 max
x1 + x2 5
2 x1 + 3x2 12
x1 ; x2 0.
Biu din tp phng n trn mt phng

x0y, ta c t gic OABC.
Tnh tin ng thng (d) theo mt hng

no s lm cho gi tr hm mc tiu
tng, ngc li s lm hm mc tiu gim.
bi ton ny ta cn lm cho hm mc tiu
tng. R rng i theo hng mi tn s lm
cho hm mc tiu tng.
f (O ) = f (0; 0) = 0; f ( A) = f (0; 4) = 4;
f ( B ) = f (3; 2) = 14; f (C ) = f (5; 0) = 20
O(0,0); A(0,4); B(3,2); C(5,0). Hm mc tiu c dng

ca mt ng thng: f=4x1 + x2. Cho f=0 ta c ng
thng i qua gc ta .
Bi tp:
1. a cc bi ton sau y v dng
chnh tc f (x) = 3x1 x2 +3x3 5x4 min
x1 2 x2 + 3 x3 + x4 7
+ x4 9
x1 + 5 x2
x
x
x
2
5
+
3
+
2 x4 12
2
3
1
x1 2 x2
= 13
x j 0, j = 1, 4
Hm mc tiu t gi tr max l 20 ti
im C(5;0).
f ( x) = x1 + 5x2 3x3 max

x1 2 x2 + x4 7
x + 5x + x + x = 9
1
2
3
4
6
x1 2 x2 + x3
x1 2 x2
=4
x1 0, x2 0, x3 ; x4
2. Bng phng php hnh hc, gii cc

bi ton sau
1)
f (x) = 4x1 + 3x2 min
x1 + x2 6
2 x1 + 3 x2 6
x x 2
1
2
x j 0, j = 1, 2
2) Mt cng ty sn xut hai loi sn ni

tht v sn ngoi tri. Nguyn liu sn
xut gm hai loi A, B vi tr lng l 6
tn v 8 tn tng ng. sn xut mt tn
sn ni tht cn 2 tn nguyn liu A v 1

tn nguyn liu B. sn xut mt tn sn
ngoi tri cn 1 tn nguyn liu A v 2 tn
nguyn liu B. Qua iu tra th trng cng
ty bit rng nhu cu sn ni tht khng hn
sn ngoi tri qu 1 tn, nhu cu cc i
ca sn ni tht l 2 tn. Gi bn mt tn
sn ni tht l 2000 USD, gi bn mt tn
sn ngoi tri l 3000 USD. Hi cn sn
xut mi loi sn bao nhiu tn c
doanh thu ln nht ?
Gi s x1 , x 2 ,.., x m R n . im x R n
c gi l t hp li ca cc im
x1 , x 2 ,.., x m nu tn ti1,2,..,m 0, 1 +2 +..+m =1
x = 1 x1 + 2 x2 + .. + m xm
Chng I
Bi 3. TNH CHT CA TP
PHNG N V TP PHNG N
TI U CA BI TON QUY
HOCH TUYN TNH
1. Tp hp li.
a) Khi nim t hp li:
V ta c trng tm G(5/3, 7/3).

1
1
5 7 1
, = (1,1) + (1, 2) + (3, 4)
3
3
3 3 3
1 1 1
1 1 1
, , 0; + + = 1.
3 3 3
3 3 3
V d 1:Trong R, cho x1=1; x2= 4. im

x=3 l t hp li ca hai im 1; 4.
Tht vy, 3 = 1 .1 + 2 .4, 1 ; 2 0; 1 + 2 = 1
b) nh ngha tp li: Tp L R n c
gi l tp li, nu x, yLx+(1)yL, ;01
V d 2: Trong R2, cho tam gic ABC, vi

A(1,1); B(1,2); C(3;4). Khi trng tm G
l t hp li ca cc nh A, B, C.
Ni cch khc, tp L l tp li, nu

on thng ni hai im trong L nm gn
trong L.
V d: Trong mt phng, on thng,

ng thng, tia, ton b mt phng, na
mt phng, a gic li, tam gic, hnh trn,
hnh elip u l cc tp li.
Trong khng gian, on thng,
ng thng, mt phng, a din li, hnh
cu l cc tp li.
c) im cc bin ca mt tp li:
im x0 c gi l im cc bin ca
tp li L, nu:
x0 = x1 + (1 ) x 2 , x1 ; x 2 L x0 = x1 = x 2
3 3
3 3
0 < < 1.
V d 1:Trong R, cho on [1, 4]. Hai im

1; 4 l hai im cc bin.
Gii: Gi s
1 = x + (1 ) y , x, y [1; 4], 0 < < 1.
Ta s chng minh x=y=1.

Tht vy, t : x, y 1 ,1 > 0
x + (1 ) y 1 + (1 )1 = 1
Du bng xy ra khi x=y=1.
V d 2: Trong mt phng Oxy ta xt tam

gic OAB, vi O(0;0), A(4;1), B(1,4). Khi
cc im O, A, B l cc im cc bin.
Gii: C th thy phng trnh cc cnh
OA, AB, BC ln lt l:
4 x y = 0, x 4 y = 0, x + y 5 = 0
Min trong ca tam gic OAB l tp cc

im (x,y) tha h bt phng trnh:
4x y 0
x 4y 0
x + y 5
Chng hn chng minh im B(4,1) l

im cc bin
B = X + (1 )Y , X , Y OAB, 0 < < 1.
(4,1) = ( x1 , y1 ) + (1 )( x2 , y2 )
Trong ( x1 , y1 ), ( x2 , y2 ) tha h phng trnh

trn. T trn ta c:
4 = x1 + (1 ) x2
1 = y1 + (1 ) y2
C th chng minh c
( x1 , y1 ) = ( x2 , y2 ) = (4,1)
V d 3: Hnh a gic li; a din li, th

cc nh l cc im cc bin.
2. Tnh cht ca bi ton Quy hoch
tuyn tnh:
a) nh l 1: Tp hp cc phng n ca
bi ton Quy hoch tuyn tnh l mt tp
li.
b) nh l 2: Tp hp cc phng n ti
u ca bi ton Quy hoch tuyn tnh l
mt tp li.
3. Tnh cht ca bi ton Quy hoch

tuyn tnh dng chnh tc:
Xt bi ton Quy hoch tuyn tnh
dng chnh tc:
f ( x) min
Ax = b
x 0,
Trong A l ma trn cp m n v
x1 A1 + x2 A2 + .. + xn An = b
V d: Xt bi ton Quy hoch tuyn tnh
a) nh ngha 1: Gi s
x 0 = ( x10 , x20 ,.., xn 0 )
f = 4 x1 x2 x3 min
2 x1 + x2 x3 = 5
x1 x2 + 4 x3 = 2
l mt phng n ca bi ton Quy hoch

tuyn tnh dng chnh tc. Khi
x10 A1 + x20 A2 + .. + xn 0 An = b
ng vi nhng
x j 0 > 0 h vct { A }
c gi l h vct lin kt vi x0.
x j 0, j = 1,3.
Ta c:
x1 A1 + x2 A2 + x3 A3 = b
trong
2
1
1
5
A1 = , A2 = , A3 = , b =
1
1
4

2
Ta c: x 0 = , , 0 l mt phng n ca
3 3
bi ton
5
v ta c 7 . A1 + 1 . A2 + 0. A3 = b =
7 1
Vy h vct lin kt ca
22 7
x1 = 0, ,
3 3
bi ton
0. A1 +
x0
l: A1 , A2
l mt phng n ca
5
22 2 7 3
.A + .A = b =
3
3
2
Vy h vct lin kt ca x1 l:
A2 , A3
c) H qu 1: S phng n cc bin ca
bi ton Quy hoch tuyn tnh dng chnh
tc l hu hn.
d) nh ngha 2: Mt phng n cc bin
ca bi ton Quy hoch tuyn tnh dng
chnh tc c gi l khng suy bin nu
s thnh phn dng ca n bng m.
Nu s thnh phn dng t hn m th
phng n cc bin ny gi l suy bin.
x1 = (5, 0, 0)
l mt phng n cc bin ca
bi ton, v h vct lin kt vi n l
1
A = h mt vct ny c lp tuyn tnh.
1
1
Nhng y khng phi l phng n

cc bin khng suy bin v s thnh phn
dng ca n l 1.
x 2 = (1, 4, 4) l mt phng n ca bi ton.
Nhng khng phi l phng n cc
bin, v h vct lin kt vi n l
b) nh l 3: Gi s x 0 = ( x10 , x20 ,.., xn 0 )

l mt phng n khc khng ca bi
ton Quy hoch tuyn tnh dng chnh
tc.
Khi nu x0 l phng n cc
bin ca tp phng n th h vct lin
kt vi n c lp tuyn tnh.
Ngc li, nu x0 l mt phng n
c h vct lin kt vi n c lp tuyn
tnh th x0 l mt phng n cc bin.
V d: Xt bi ton Quy hoch tuyn tnh

f = 4 x1 + x2 + x3 min
x1 + 2 x2 x3 = 5
x1 x2 + 2 x3 = 5
x j 0, j = 1,3.
Ta c x 0 = (0,5,5) l mt phng n cc
bin ca bi ton, v h vct lin kt
vi n l A = 21 ; A = 21 hai vct ny

c lp tuyn tnh
2
1
2
1
A1 = ; A2 = ; A3 =
1
1

2
h vct ny ph thuc tuyn tnh.

e) H qu 2: S thnh phn dng ca
mt phng n cc bin ca bi ton Quy
hoch tuyn tnh dng chnh tc ti a l
bng m (m l s dng ca matrn A).
f) nh l 4: Nu bi ton Quy hoch tuyn
tnh dng chnh tc c tp phng n khc
rng th n c t nht mt phng n cc
bin.
10
Cc nh l trn y ch ra cho chng ta

cch thnh lp mt phng n cc bin ca
bi ton Quy hoch tuyn tnh dng chnh
tc l:
- Xc nh cc h gm m vct c lp
tuyn tnh, ca h cc vct ct ca A. H
ny hu hn v ti a l C = m!(nn! m)! h con.
- Biu din vct b theo cc h con
trn, ta c cc h s biu din. Thnh
lp vct x c cc thnh phn l h s
biu din. Khi x l mt phng n.
- Loi i nhng vct x c thnh phn

m, cc vct cn li l cc phng n
cc bin.
V d: Tm tt c cc phng n cc bin
ca tp phng n ca bi ton
f = 2 x1 + x3 + 5 x4 min
m
n
Gii: C tt c 4 vct ct ca A l
1
0
1
1
A1 = , A2 = , A3 = , A4 =
0
1
1
2
T ly c 6 h con c lp tuyn
tnh l
{ A ; A }, { A ; A }, { A ; A },
{ A ; A }, { A ; A }, { A ; A }
1
Biu din vct b = theo cc h c

1
lp tuyn tnh ny, ta c
x1 = (5,1, 0, 0)
x = (0, 6, 5, 0)
4
1
9
x 3 = , 0, 0,
2
2
x = (0, 0,3, 2)
6
g) nh l 5: Nu bi ton Quy hoch

tuyn tnh dng chnh tc c phng n ti
u th n s c t nht mt phng n cc
bin l phng n ti u.
h) nh l 6: Nu tp phng n ca bi
ton Quy hoch tuyn tnh khng rng v
l mt a din li th bi ton s c t nht
mt phng n ti u l phng n cc
bin.
x1 + x3 + x4 = 5
x2 x3 + 2 x4 = 1
x j 0, j = 1, 4 .
b = 5 A1 + A2
b = 6 A2 + 5 A3
b = 6 A1 A3
b=
b = 9 A2 + 5 A 4
9 1 1 4
A + A
2
2
b = 3 A3 + 2 A4
T y ta c cc vct tha h phng

trnh trn l
9
3
x1 = (5,1, 0, 0) x 2 = (6, 0, 1, 0) x = , 0, 0,
2
2
x = (0, 6,5, 0) x = (0, 9, 0,5) x = (0, 0, 3, 2)

4
Loi b cc vct c thnh phn m ta

c 4 phng n cc bin l
i) nh l 7: iu kin cn v bi
ton Quy hoch tuyn tnh c phng n
ti u l tp phng n khng rng v hm
mc tiu b chn di (nu l bi ton min)
hoc b chn trn ( nu l bi ton max).
j) Ghi ch: T cc nh l 7, nh l 5,
nh l 3 ta c th gii c bi ton QHTT
dng chnh tc nh sau:
11
- Kim chng tp phng n khng rng

v hm mc tiu b chn.
- Tm cc phng n cc bin.
- Ln lt th cc phng n cc bin ta
suy ra phng n ti u v gi tr ti u
ca hm mc tiu.
V d: Gii bi ton QHTT
f = 2 x1 + x3 + 5 x4 min
x1 + x3 + x4 = 5
x2 x3 + 2 x4 = 1
x j 0, j = 1, 4 .
x1 = (5,1, 0, 0)
1
9
x 3 = , 0, 0, x 4 = (0, 6,5, 0) x 6 = (0, 0,3, 2)
2
2
f (x1) = f (5,1,0,0) = 2.5 +1.0 + 5.0 =10
Gii: V d ny ta xt trn.
- Tp phng n khng rng l hin nhin.
- Hm mc tiu b chn di bi 0, v
f = 2 x1 + x3 + 5 x4 > 0
Theo nh l 7 bi ton c phng n

ti u. Theo nh l 5 bi ton c phng
n cc bin l phng n ti u.
Theo v d trn c tt c cc phng n
cc bin l:
Bi tp.
1) Cho bi ton (P)
x1 + x 2 5
2 x1 + 3 x 2 1 2
1
9
1 23
9
f ( x ) = f , 0, 0, = 2. + 1.0 + 5. =
2
2
2 2
2
3
f ( x ) = 2.0 + 5 + 5.0 = 5
4
f ( x 6 ) = 3 + 5.2 = 13
Vy x4 l phng n ti u ca bi ton,
v gi tr ti u l 5.
2) Tng t bi 1) vi cc bi ton:
a)
f (x) = 3x1 + 4x 2 + 5x 3 min
6x1 + 3x 2 + 2x 3 18
2x1 + 6x 2 + 3x 3 23
x j 0; j = 1, 3.
b)
f ( x) = 5 x1 x2 max
3x1 + x2 3
x1 + x2 2
3x + 4 x 7
2
1
x j 0; j = 1, 2.
f ( x ) = 4 x1 + x 2 m a x
x1 ; x 2 0 .
a) a bi ton (P) v dng chnh tc; ta

gi bi ton ny l (Q).
b) Lit k tt c cc phng n cc bin
ca (Q).
c) Tm phng n ti u ca (Q).
Chng I
Bi 4. PHNG PHP N HNH
1. Gii thiu chung: Ta xt bi ton
QHTT dng chnh tc:
n
f ( x) = c j x j = c, x min (max)
j =1
a x
j =1
ij
xj 0
= bi
i = 1, m
j = 1, n.
12
Gi s bi ton ang xt ta bit

mt phng n cc bin dng :
x = ( x10 ; x20 ;..; xm 0 ;0;0;..;0)
Hoc vit di dng:

f ( x) = c, x min (max)
Ax = b
x0
Trong :
trong xj0 >0, j =1,m c s lin kt ca

x l A1 , A2 ,..., Am
A = ( aij )i =1, m
x10 A1 + x20 A2 + .. + xm0 Am = b
j =1, n
x = ( x1 , x2 ,.., xn ) , b = (b1 , b2 ,.., bm )

T
Gi tr hm mc tiu l:
f ( x ) = c1 x10 + c2 x20 + .. + cm xm 0
c = (c1 , c2 ,.., cn )
K hiu : x j = ( x1 j ; x2 j ;..; xmj )

Nu m ta bit c x l phng n ti
u nh mt cch no th mc ch ca ta
xong.
Nu x khng phi l phng n ti u th ta
tm phng n cc bin khc tt hn tc l
phng n lm cho gi tr hm mc tiu nh
hn.
Vi mi j = 1, 2, .., n
x1 j A1 + x2 j A2 + .. + xmj Am = A j
T hai vct: x = ( x ; x ;..; x ; 0; 0;..; 0)

10
20
m0
x j = ( x1 j ; x2 j ;..; xmj )
t:
z j = ci xij = c, x j , j = 1, n
i =1
j = z j cj
Mun vy ta phi xy dng mt c s mi,

n gin nht l thay th mt vct trong c s
c bng mt vct nm ngoi c s c.
2. nh l 1.( Du hiu ti u)
Nu x = ( x10 ; x20 ;..; xm 0 ; 0;0;..;0) l mt
phng n cc bin ca bi ton Quy
hoch tuyn tnh dng chnh tc sao cho :
j 0, j = 1, n
th x l phng n ti u, v ngc li.
3. nh l 2: Nu tn ti vct A j ngoi
c s lin kt ca phng n cc bin
x = ( x10 ; x20 ;..; xm0 ;0;0;..;0)
sao cho j > 0 v x j 0 th bi ton Quy
hoch tuyn tnh dng chnh tc khng c

phng n ti u. R hn l hm mc tiu
khng b chn di trn tp phng n.
13
V d 1: Xt bi ton QHTT
Ta xc nh cc vct xj :
f ( x) = x1 + 6 x2 + 9 x3 min
A j = x1 j A1 + x2 j A2 + .. + xmj Am
2 x3 = 6
x1 +
+ x2 + x3 = 8
x j 0, j = 1, 2,3.
vi phng n cc bin x=(6,8,0).

Xt xem x c phi l phng n ti u hay
khng ?
Gii: Vct x c c s lin kt l:
1
0
A = , A2 =
0
1
1
1 = z1 c1 = c, x1 c1 = (1, 6), (1,0) 1
= 1.1 + 6.0 1 = 0
2 = z2 c2 = c, x c2 = (1, 6), (0,1) 6

= 1.0 + 6.1 6 = 0
3 = z3 c3 = c, x 3 c3 = (1, 6), (2,1) 9
2
= 1.2 + 6.1 9 = 1
Ta thy tt c cc j 0 vi mi j. Vy x
l phng n ti u v gi tr ti u l:
f(x)=1.6+6.8+9.0=54.
V d 2: Xt bi ton QHTT
f ( x ) = 7 x1 26 x2 + 9 x3 min
=5
x1 2 x2
x
+
x
=
7
2
3
x j 0, j = 1, 2,3.
vi phng n cc bin x=(5,0,7).

Xt xem x c phi l phng n ti u hay
khng ?
Gii: Vct x c c s lin kt l:
1
0
A = , A3 =
0

1
x j = ( x1 j ; x2 j ;..; xmj )
A1 = x11 A1 + x21 A2 = 1. A1 + 0. A2 x1 = (1, 0)
A2 = x12 A1 + x22 A2 = 0. A1 + 1. A2 x 2 = (0,1)

A3 = x13 A1 + x23 A2 = 2. A1 + 1. A2 x 3 = (2,1)
m
j = z j c j = ci xij c j = c, x j c j
i =1
Ln lt thay j=1,2,3 ta c :
d thy ta sp xp cc php ton ln

bng sau:
C s
H s
P. n
A1
A2
1
6
6
8
f(x)
54
1
x1
1
0
6
x2
0
1
1 = 0 2 = 0
9
x3
2
1
3 = 1
Bng gm 3 dng, 6 ct. Ct mt ghi c

lin kt ca p. n x, ct hai ghi h s lin
kt ca x, ct 3 ghi p. n x, ct 4; 5; 6
dng hai ghi ton b ma trn A..
A1 = x11 A1 + x31 A3 = 1. A1 + 0. A3 x1 = (1, 0)
A2 = x12 A1 + x32 A3 = 2 A1 1. A3 x 2 = (2, 1)
A3 = x13 A1 + x23 A2 = 0. A1 + 1. A2 x 3 = (0,1)
j = c, x j c j
Ln lt thay j=1,2,3 ta c :
14
1 = z1 c1 = c, x1 c1 = (7,9), (1, 0) 7 = 0
C s
H s
P. n
A1
A3
7
9
5
7
2 = z2 c2 = c, x 2 c2 =
= (7,9), ( 2, 1) (26) = 3
3 = z3 c3 = c, x c3 = (7, 9), (0,1) 9 = 0
7
x1
1
0
-26
x2
-2
-1
1 = 0
2 = 3
9
x3
0
1
3 = 0
Ta thy 2 > 0 v x 2 = (2, 1) 0 .Vy bi

ton khng c phng n ti u. R hn
l hm mc tiu khng b chn di trn
tp phng n.
V d 3: Cho bi ton
f ( x ) = 4 x1 + 3 x2 + 7 x3 + 8 x4 min
Bng gm 3 dng, 6 ct. Ct mt ghi c

lin kt ca p. n x, ct hai ghi h s lin
kt ca x, ct 3 ghi p. n x, ct 4; 5; 6
dng hai ghi ton b ma trn A..
D thy y l h c lp tuyn tnh nn l

phng n cc bin.
3 x1 + 3 x2 + 4 x3 + 5 x4 = 21
7 x1 x2 + x3 + 6 x4 = 8
2 x x + 5 x + 2 x = 15
2
3
4
1
x j 0, j = 1, 4.
Chng minh x = (1, 2,3, 0 ) l phng n cc

bin, ti u ca bi tan cho.
Gii: Phng n ny c h vct lin kt
l A1 = (3, 7, 2); A2 = (3, 1, 1); A3 = (4,1, 5)
4. nh l 3:
Nu tn ti vct A j ngoi c s
lin kt ca phng n cc bin
x = ( x10 ; x20 ;..; xm 0 ;0;0;..; 0)
sao cho j > 0 , v vi mi j m j > 0 ta

lun tm c t nht mt xij > 0 , th khi
ta c th tm c mt phng n cc
bin mi tt hn x, ngha l phng n
ny lm cho hm mc tiu nh hn
phng n x.
7
2
1
1
1 = 131 0
5
x 1 = (1, 0, 0), x 2 = (0,1, 0), x 3 = (0, 0,1)

120 73 19
x 4 = B 1 A 4 =
,
,
131 131 131

1 = 2 = 3 = 0
4 = c, x 4 c4 =
1 17 6
<0
131
Cch xy dng phng n mi nh sau:

Thay th mt vct trong c s c
bng mt vct nm ngoi c s c.
Vct a vo thay th ng vi j > 0
ln nht. Gi s l Ak.
Vct b thay ra l As, vi cch xc nh
As nh sau: = min xi 0 : xik > 0 = xs 0
xik
Ak
xsk
Trong xik l h s biu din ca

theo c s lin kt ca p. n x.
15
V khi phng n mi x c
xc nh theo cng thc:
V d: Xt bi ton QHTT
f ( x ) = x1 2 x2 + 2 x3 + 0 x4 min
+ 4 x4 = 6
x1 + x2
+ 2 x2 + x3 + 5 x4 = 8
x j 0, j = 1, 2,3, 4.
x = ( x10 x1 j ; x20 x2 j ;..; xm 0 xmj ;..; ; 0;..; 0)
Hoc c th biu din vct b theo c

s mi ny ta c p. n mi x .
Phng n x tt hn x.
n y ta xem x nh x v kim tra x
c tha nh l 1, hay nh l 2 khng.
Nu khng ta li xy dng mt phng
n mi tt hn
thun tin ta sp xp cc phn t ln

bng v tnh ton cc j ta c:
C
s
A1
A3
H s P. n
1
2
f(x)
6
8
22
1
x1
1
0
0
-2
x2
1
2
7
2
x3
0
1
0
0
x4
4
5
14
Ta thy p. n ny cha ti u, v trong

s cc j > 0 ,cc xj u c h s dng.
Do c th tm p. n mi tt hn.
T ta c p. n mi l:
1 3
x = 0, 0, ,
2 2
Gi tr hm mc tiu lc ny l:
1 3
1
f ( x) = f 0, 0, , = 0 2.0 + 2. = 1
2 2
2
R rng p. n ny tt hn x.
By gi xem x nh x. Ta kim tra xem x
c phi l p. n ti u khng.
Vi p. n x=(6,0,8,0) c s lin kt l:
1
0
A1 = , A3 =
0

1
Trc tin ta xem x c phi p. n ti

u hay khng.
Vct a vo thay th l A4 .
xi 0
x x
6 8 3 x
: xi 4 > 0 = min 10 , 30 = min , = = 10
4 5 2 x14
x
x
x
i4
14 34
1
A b thay ra.
= min
Vy
P. n mi x c xc nh nh sau:
C s mi l A3, A4 . Biu th vct
6
b=
8
theo c s ny ta c
6 1 0 3 4
b = = +
8 2 1 2 5
5 3 1 4
5 1
. A + . A x1 = ,
4
4
4 4
3
1
3 1
A2 = x32 A3 + x42 A4 = A3 + A4 x 2 = ,
4
4
4 4
A1 = x31 A3 + x41 A4 =
A3 = x33 A3 + x43 A4 = 1. A3 + 0. A4 x3 = (1, 0)
A4 = x34 A3 + x44 A4 = 0. A3 + 1. A4 x 3 = (0,1)
j = c, x j c j
Ln lt thay j=1, 2, 3, 4 ta c :
16
7
5 1
1 = z1 c1 = c, x1 c1 = (2, 0), , 1 =
2
4 4
7
3 1
2 = z2 c2 = c, x 2 c2 = (2, 0), , (2) =
2
4 4
3 = z3 c3 = c, x3 c3 = (2, 0), (1, 0) 2 = 0
4 = c, x 4 c4 = (2, 0), (0,1) 0 = 0
tin theo di ta sp xp ln bng:

C
s
A4
A3
H s P. n
1
x1
-2
x2
2
x3
0
x4
0
2
3/2
1/2
1/4
-5/4
1/4
3/4
0
1
1
0
f(x)
-7/2
7/2
Ta lin h hai bng ny vi nhau:
P. n ny vn cha ti u.
Bng 1
C
s
A1
A3
H s P. n
1
x1
-2
x2
2
x3
0
x4
1
2
6
8
1
0
1
2
0
1
4
5
f(x)
22
14
0
2
3/2
1/2
1/4
-5/4
1/4
3/4
0
1
1
0
f(x)
-7/2
7/2
5. Phng php n hnh cho bi ton

chnh tc c sn ma trn n v:
Xt bi ton chnh tc:
f ( x ) = c, x min
Ax = b
x0
Bng 2
A4
A3
x = (b1 , b2 ,.., bm , 0, 0,.., 0) 0

Khi cc xj d dng biu din qua cc
vct c s trn.
thun tin cho vic tnh ton ta sp
xp cc d liu ln bng sau m ta gi l
bng n hnh.
Trong A c sn mt ma trn n v cp
m. Khng mt tnh tng qut c th gi s
l m ct u A1 , A2 ,.., Am , v phng
n cc bin x trong bc lp u tin l:
C H. Ph
s s n
cj
A1 c1 b1
A2 c2 b2
.. .. ..
As cs bs
..
.. ..
Am
c1
x1
c2
x2
0
1
..
0
..
0
0
0
..
0
..
1
x
x
m+1
cm
bm
1
0
..
0
..
0
f(x)
f0
cm cm+1 ck
xm xm+1
xk
1m+1
2m+1
sm+1
mm+1
cn
xn
x1k
x2k
..
xsk
x1n
x2n
..
xsn
..
..
xmk
xmn
17
Trong f 0 = c1 x1 + c2 x2 + .. + cm xm
Nu khng tha bc 1 ta sang bc 2.
j = ci xij c j , j = 1, n
i =1
j = 0 , j = 1, m
Thut ton n hnh c thc hin mt s

bc nh sau:
Bc 1: Nu j 0 , j = 1, n th phng n
ang xt l ti u.
Nu j > 0 m ng vi j ny
xij 0, i = 1, m
th bi ton khng c phng n ti u.
Bc 4: Tnh ton cc phn t trn dng

cui cng v quay li bc 1.
V d 1: Gii bi ton
f ( x ) = 5 x1 4 x2 + 0 x3 + 0 x4 + 2 x5 min
+ 2 x4 + x5 = 10
x1
+ x4 + 3x5 = 12
x2
+
+
3x4 + x5 = 15
x
3
x j 0, j = 1,5.
Gii: y l bi ton QHTT dng chnh

tc m ma trn A c sn ma trn n v.
Bc 2:
i) Xc nh k = max { j / j > 0} ,vct Ak
a vo thay th .
ii) Xc nh vct As a ra khi c s
nh sau: min xi 0 : xik > 0 = xs 0
xik
xsk
-5
-4
Bc 3:
Bin i bng n hnh mi: Dng
php bin i s cp trn ma trn, bin i
ct k tr thnh vct n v th s.
C
s
A1
A2
A3
H
s cj
-5
-4
0
Ph.
n
10
12
15
x1
x2
x3
x4
x5
1
0
0
0
1
0
0
0
1
2
1
3
1
3
1
f(x)
-98
-14
-19
Bi ton c du hiu ti u, phng

n ti u l x = (10,12,15, 0, 0) , gi tr ti u
-98.
V d 2: Gii bi ton
-2
-4
-1
f ( x) = 2 x1 4 x2 + x3 x4 + 0 x5 + 0 x6 min
cs
Hs
Pa
x1
x2
x3
x4
x5
x6
+ x5 = 4
x1 + 3x2
2
x
+
x
x
+ x6 = 3
1 2 3
x2 + 4 x3 + x4
=3
A5
A6
A4
0
0
-1
f(x)
-4
0
-1
f(x)
4
3
3
-3
4/3
5/3
5/3
-7
1
2
0
2
1/3
5/3
-1/3
1
3
1
1
3
1
0
0
0
0
-1
4
-5
0
-1
4
-5
0
0
1
0
0
0
1
0
1
0
0
0
1/3
-1/3
-1/3
-1
0
1
0
0
0
1
0
0
-4
-2
-1
f(x)
1
1
2
-8
0
1
0
0
1
0
0
0
1/5
-3/5
19/5
-22/5
0
0
1
0
2/5 -1/5
-1/5 3/5
-2/5 1/5
-4/5 -3/5
x j 0, j = 1, 6.
Gii:y l bi ton QHTT dng chnh

tc m ma trn A c sn ma trn n v.
Ma trn n v ny khng theo th t m
l A5, A6, A4 .
A2
A6
A4
A2
A1
A4
18
f ( x ) = 2 x1 + 3 x2 x3 + 0 x4 + 0 x5 + 0 x6 min
V d 3: Gii bi ton
f ( x) = 2 x1 + 3 x2 x3 min
= 15
x1 5 x2 + x3 + x4
3 x1 + 2 x2 2 x3 + x5 = 20
4 x
+ x3
+ x6 = 10
1
x1 5 x2 + x3 15
3 x1 + 2 x2 2 x3 20
4 x
+ x3 10
1
x j 0, j = 1, 6.
x j 0, j = 1,3.
Gii: y khng phi l bi ton chnh tc,

ta s a v bi ton chnh tc bng cch
thm vo cc Nn ph x4 , x5 , x6 0 , bi
ton tr thnh
-2
-1
Pa
x1
x2
x3
x4
x5
x6
0
0
0
f(x)
0
0
-2
f(x)
15
20
10
0
25/2
25/2
5/2
-5
1
3
4
2
0
0
1
0
-5
2
0
-3
-5
2
0
-3
1
-2
1
1
3/4
-11/4
1/4
1/2
1
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
-1/4
-3/4
1/4
-1/2
0
0
-1
f(x)
5
40
10
-10
-3
11
4
-2
-5
2
0
-3
0
0
1
0
1
0
0
0
0
1
0
0
-1
2
1
-1
cs
Hs
A4
A5
A6
A4
A5
A1
A4
A5
A3
nh l 2: Nu tn ti vct Aj ngoi c s
lin kt ca phng n cc bin
x=(x10,x20,,xm0,0,0,..0) sao cho j < 0 v
x j 0 th bi ton Quy hoch tuyn tnh
dng chnh tc khng c phng n ti u.
R hn l hm mc tiu khng b chn trn,
trn tp phng n.
Lc ny ma trn A c sn mt ma trn
n v, cho nn sp xp cc cc phn t
ln bng n hnh v tnh ton ta c bng
sau:
i vi bi ton max ta c cc kt qa sau:

nh l 1.( Du hiu ti u)
Nu x = ( x ; x ;..; x ; 0; 0;..; 0) l mt phng n
cc bin ca bi ton Quy hoch tuyn tnh
dng chnh tc
10
20
m0
f ( x) max
Ax = b
x0
sao cho
u.
j 0, j = 1, n
th x l phng n ti
nh l 3 :Nu tn ti vct Aj ngoi c

s lin kt ca phng n cc bin
x = ( x10 ; x20 ;..; xm 0 ;0;0;..; 0) sao cho < 0 , v
vi mi j m j < 0 ta lun tm c t
nht mt xij > 0 , th khi ta c th tm
c mt phng n cc bin mi tt
hn x, ngha l phng n ny lm cho
hm mc tiu ln hn phng n x.
Khi chn vct c s a vo ta
chn = min { / < 0} , chn vct a ra
nh trng hp min.
j
19
f ( x ) = 2 x1 + 3x2 + x3 max
V d 4: Gii bi ton
=6
x1 5 x2 + x3
2
+
2
+
=7
x
x
x
1
2
4
x + 2 x
+ x5 = 5
2
1
f ( x) = 2 x1 + 3 x2 + x3 max
x1 5 x2 + x3 = 6
7
2 x1 + 2 x2
x + 2 x
5
2
1
x j 0, j = 1,5.
x j 0, j = 1,3.
Gii: y khng phi l bi ton chnh tc,

ta s a v bi ton chnh tc bng cch
thm vo cc Nn ph x4 , x5 0 vo cc bt
phng trnh th hai v th ba, bi ton tr
thnh
cs
Hs
Pa
x1
x2
x3
x4
x5
A3
A4
A5
1
0
0
f(x)
1
0
3
f(x)
6
7
5
6
37/2
2
5/2
26
1
2
-1
-1
-3/2
3
-1/2
-5
-5
2
2
-8
0
0
1
0
1
0
0
0
1
0
0
0
0
1
0
0
0
1
0
0
0
0
1
0
5/2
-1
1/2
4
1
2
3
f(x)
39/2
2/3
17/6
88/3
0
1
0
0
0
0
1
0
1
0
0
0
1/2
1/3
1/6
-5/3
2
-1/3
1/3
-7/3
A3
A4
A2
A3
A1
A2
6. Thut ton n hnh cho bi ton

chnh tc khng c sn ma trn n v:
Gi s bi ton chnh tc
f ( x) min
Ax = b
(*)
x0
trong A khng c ma trn n v. Chng

hn bi ton sau y
f ( x) = 3 x1 + x2 + 3 x3 x4 min
x1 + 2 x2 x3 + x4 = 2
2 x1 6 x2 + 3 x3 + 3 x4 = 9
x x + x x = 6
1 2 3 4
x j 0, j = 1, 4.
Lc ny ma trn A c sn mt ma trn
n v, cho nn sp xp cc cc phn t ln
bng n hnh v tnh ton ta c bng sau:
V d 5: Cho bi tan Quy hach tuyn tnh

m ta gi l bi tan (P)
f ( x ) = 5 x1 + 2 x2 7 x3 8 x4 max
2 x1 + 3 x2 + 4 x3 + 5 x4 = 20
8 x1 x2 + x3 + 6 x4 = 9
2 x x + 5 x + 2 x = 15
2
3
4
1
x j 0, j = 1, 4.
61 163 73
Chng minh x = 0, 60 , 60 , 60 l phng n

cc bin, nhng khng phi l phng n
ti u ca bi tan (P). Hy xy dng mt
phng n cc bin mi tt hn phng n
x ni trn, v kim tra tnh ti u ca
phng n ny.
Gi s ma trn A cn thiu m vct n v.

Ta thm vo m Nn gi xm+1, xm+2,..,xm+n .
Khi bi ton c dng nh sau:
f ( x ) + Mxn +1 + Mxn + 2 + .. + Mxn + m min
Bx = b
(M )
x0
Trong B l ma trn cp mx(m+n) vi n

ct u l ma trn A, m ct sau l m vct
n v. x l vct c n+m thnh phn . M l
mt s dng rt ln; ln hn bt k s no
cn so snh. Ta c cc kt qa sau.
20
nh l 4:
a) Nu bi ton (*) c phng n th mi
phng n cc bin ti u
x = ( x1 , x2 ,.., xn , xn +1 , xn+ 2 ,.., xn+ m )
ca bi ton (M) phi c

( xn +1 , xn + 2 ,.., xn + m ) = (0, 0,.., 0)
b) Nu bi ton (*) c phng n ti u
Khi gii bi ton (M) bng phng php

n hnh th cc biu thc f v c cha
tham s M . dng cui ca bng n hnh
ta chia lm hai dng, dng trn ghi cc h
s ng trc M, dng cui ghi cc h s
t do. j = j M + j , v M l s dng rt ln
nn khi so snh cc s ta c quy c
sau:
j < 0, j
j = jM + j < 0
j = 0, j < 0
x = ( x1 , x2 ,.., xn ) th bi ton (M) c phng

n ti u x = ( x1 , x2 ,.., xn , 0, 0,.., 0) v ngc li.
Gii: a vo cc Nn gi x5, x6, x7 ta c bi

ton (M) :
j > 0, j
j = jM + j > 0
j = 0, j > 0
f ( x ) = 3x1 + x2 + 3 x3 x4 + Mx5 + Mx6 + Mx7 min
k > j k ; j
k = k M + k > j = j M + j
k = j k > j .
x1 + 2 x2 x3 + x4 + x5 = 2
2 x1 6 x2 + 3x3 + 3 x4 + x6 = 9
x x + x x
+ x7 = 6
1 2 3 4
V d 5: Xt li bi ton trn
x j 0, j = 1, 7.
f ( x ) = 3 x1 + x2 + 3 x3 x4 min
x1 + 2 x2 x3 + x4 = 2
2 x1 6 x2 + 3 x3 + 3 x4 = 9
x x + x x = 6
1 2 3 4
Lc ny ma trn A c sn mt ma
trn n v, cho nn sp xp cc cc phn
t ln bng n hnh v tnh ton ta c bng
sau:
x j 0, j = 1, 4.
-3
-1
CS HS
Pa
x1
x2
x3
x4
x5
x6
x7
A5
A6
A7
M
M
M
f(x)
A1
A6
A7
-3
M
M
f(x)
2
9
6
17
0
2
5
4
9
-6
1
2
1
4
3
1
0
0
0
0
2
-6
-1
-5
-1
2
-10
3
-13
-7
-1
3
1
3
-3
-1
5
2
7
0
1
3
-1
3
1
1
1
-2
-1
-2
1
0
0
0
0
1
-2
-1
-4
-3
0
1
0
0
0
0
1
0
0
0
0
0
1
0
0
0
0
1
0
0
-3 1 3
-1
M M
A1
A3
A7
-3
3
M
f(x)
3
1
2
2
-6
1
0
0
0
0
0
-2
1
1
-7
0
1
0
0
0
6/5
1/5
-12/5
-12/5
-2
3/5
-2/5
-1/5
-6/5
-3
A1
A3
A2
-3
3
1
f(x)
3
5
2
0
8
1
0
0
0
0
0
0
1
0
0
0
1
0
0
0
6/5
3/5
1/5
-23/5 -4/5 -3/5
12/5 -1/5 -2/5
0
-1
-1
-94/5
-14/5
22/5
1/5
1/5
-2/5
-7/5
0
M
0
0
1
0
0
0
2
1
-1
7
21
Bi tp: Gii bi ton Quy hoch tuyn tnh

f ( x) = x1 2 x2 + 2 x3 + 0 x4 min
+ 4 x4 = 6
x1 + x2
2 x2 + x3 + 5 x4 = 8
x j 0, j = 1, 2,3, 4.
f ( x) = x1 7 x2 2 x3 + 6 x4 max
x1 + 3x2 + x3 + x4 10
2 x1 + 5 x2 + x3 + 4 x4 15
x j 0, j = 1, 4 .
1
-7
-2
6
0
0
-M
-M
----------------------------------------------------------------------------------------------Co So
CJ Ph.An
A1
A2
A3
A4
A5
A6
A7
A8
----------------------------------------------------------------------------------------------A7
-M
10
1
3
1
1
-1
0
1
0
A8
-M
15
2
5
1
4
0
-1
0
1
----------------------------------------------------------------------------------------------(M)
-3
-8
-2
-5
1
1
0
0
-1
7
2
-6
0
0
0
0
----------------------------------------------------------------------------------------------A7
-M
1
-1/5
0
2/5
-7/5
-1
3/5
1
-3/5
A2
-7
3
2/5
1
1/5
4/5
0 -1/5
0
1/5
----------------------------------------------------------------------------------------------(M)
1/5
0
-2/5
7/5
1
-3/5
0
8/5
-19/5
0
3/5 -58/5
0
7/5
0
-7/5
----------------------------------------------------------------------------------------------A6
0
5/3
-1/3
0
2/3
-7/3
-5/3
1
5/3
-1
A2
-7
10/3
1/3
1
1/3
1/3
-1/3
0
1/3
0
----------------------------------------------------------------------------------------------(M)
0
0
0
0
0
0
1
1
-10/3
0
-1/3 -25/3 7/3
0
-7/3
0
----------------------------------------------------------------------------------------------A6
0
25
2
7
3
0
-4
1
4
-1
A4
6
10
1
3
1
1
-1
0
1
0
----------------------------------------------------------------------------------------------(M)
0
0
0
0
0
0
1
1
5
25
8
0
-6
0
-6
0
-----------------------------------------------------------------------------------------------
II
III
Hi X nghip nn sn xut bao nhiu n v sn

phNm A, B, C thu c tng s li nhiu nht
(vi gi thit cc sn phNm lm ra u bn ht),
nu bit rng li 35 triu ng cho mt n v
sn phNm loi A, li 40 triu ng cho mt n
v sn phNm loi B, li 40 triu ng cho mt
n v sn phNm loi C.
1
-2
2
0
-----------------------------------------------------------------Co So CJ Ph.An
x1
x2
x3
x4
-----------------------------------------------------------------A1
1
6
1
1
0
4
A3
2
8
0
2
1
5
-----------------------------------------------------------------0
7
0
14
-----------------------------------------------------------------A4
0
3/2
1/4 1/4
0
1
A3
2
1/2
-5/4 3/4
1
0
------------------------------------------------------------------7/2 7/2
0
0
-----------------------------------------------------------------A4
0
4/3
2/3
0
-1/3
1
A2
-2
2/3
-5/3
1
4/3
0
-----------------------------------------------------------------7/3
0 -14/3
0
-----------------------------------------------------------------A1
1
2
1
0 -1/2
3/2
A2
-2
4
0
1
1/2
5/2
-----------------------------------------------------------------0
0
-7/2 -7/2
Bi ton khng c phng n ti u.

Bi tp:
1) Mt x nghip d nh sn xut ba loi
sn phNm A, B v C. Cc sn phNm ny
c ch to t ba loi nguyn liu I, II v
III . S lng cc nguyn liu I, II v III m
x nghip c ln lt l 57, 88, 30 n v
nguyn liu. S n v nguyn liu cn
sn xut mt n v sn phNm A, B, C c
cho bng sau y
2) Mt gia nh cn t nht 1800 n v prtin

v 1500 n v lipit trong thc n mi ngy. Mt
kilgam tht b cha 600 n v prtin v 600
n v lipit, mt kilgam tht heo cha 600 n
v prtin v 300 n v lipit, mt kilgam tht
g cha 600 n v prtin v 600 n v lipit.
Gi mt kilgam tht b l 82 ngn ng, gi
mt kilgam tht heo l 73 ngn ng, gi mt
kilgam tht g l 90 ngn ng.
Hi mt gia nh nn mua bao nhiu kilgam
tht mi loi : bo m tt khNu phn n trong
mt ngy v tng s tin phi mua l nh nht?
22
Chng II
L THUYT I NGU
Bi ton gc
a x
j =1
a x
j =1
ij
i I1
yi 0
bi
i I2
yi 0
i I3
yi
a x
ij
g ( y ) = b, y max
bi
j =1
Cho bi ton Quy hoch tuyn tnh, ta

gi l bi ton (P), i ngu ca bi
ton (P) l bi ton m ta gi l (Q),
cho tng ng bng sau :
ij
Bi ton i ngu
Bi . BI TON I NGU V MT
S TNH CHT
1. nh ngha bi ton i ngu:
Ch s
f ( x) = c, x min
= bi
xj 0
j J1
a
i =1
xj 0
j J2
xj
j J3
a
i =1
a
i =1
Bi ton gc
Ch s
f ( x) = c, x max
j =1
ij
bi
i I1
yi 0
bi
i I2
yi 0
i I3
yi
a x
j =1
ij
a x
j =1
ij
g ( y ) = b, y min
a x
Bi ton i ngu
= bi
xj 0
j J1
xj 0
j J2
xj
j J3
a
i =1
ij
a
i =1
a
i =1
ij
ij
yi c j
yi c j
yi = c j
g ( y ) = 5 y1 + 2 y2 + y3 max
12 y1 + y2 + 2 y3 4
5 y1 + 0. y2 + y3 3
3 y y + y 7
1
2
3
y1 0, y2 0, y3 R
ij
ij
ij
yi c j
yi c j
yi = c j
V d 1: Vit bi ton i ngu ca bi

ton sau y:
f ( x ) = 4 x1 + 3 x2 7 x3 min
12 x1 + 5 x2 3 x3 5
x1 x3 2
2 x + x + x = 1
2
3
1
x1 ; x2 ; x3 0
(1)
(2)
(3)
(4)
Da vo bng bi tan gc v i ngu

ta c bi tan i ngu sau:
V d 2: Vit bi ton i ngu ca bi

ton sau y:
f ( x ) = 5 x1 + 2 x 2 + x3 max
12 x1 + x 2 + 2 x3 4
5 x1 + 0. x 2 + x3 3
3 x x + x 7
1
2
3
x1 0, x 2 0, x3 R
Da vo bng bi tan gc v i ngu
ta c bi tan i ngu sau:
23
f ( x) = 4 x1 + 3x2 7 x3 min
12 x1 + 5 x2 3 x3 5
x1 x3 2
2 x + x + x = 1
1 2 3
x1 ; x2 ; x3 0
(1)
(2)
(3)
(4)
2. Mi quan h gia bi ton gc v bi

ton i ngu:
Trong phn ny ta ch xt bi ton gc
dng min.
2.1. nh l 1: Cho x, y theo th t l
phng n ca bi ton gc v i ngu ta
c f (x) g(y) hay tng ng c, x b, y.
Nhn xt: i ngu ca bi tan i ngu l

bi tan gc.
2.2. nh l 2: Nu c hai bi ton gc v

i ngu u c tp phng n khng rng
th c hai bi ton u c phng n ti u
v gi tr ti u ca cc hm mc tiu l
bng nhau.
2.5. nh l 5: (nh l lch b) Cc
phng n x, y ca bi ton gc v i
ngu u l phng n ti u iu kin cn
v l
b Ax, y = c yA, x = 0
1
-2
2
0
-----------------------------------------------------------------Co So CJ Ph.An
x1
x2
x3
x4
-----------------------------------------------------------------A1
1
6
1
1
0
4
A3
2
8
0
2
1
5
-----------------------------------------------------------------0
7
0
14
-----------------------------------------------------------------A4
0
3/2
1/4 1/4
0
1
A3
2
1/2
-5/4 3/4
1
0
------------------------------------------------------------------7/2 7/2
0
0
-----------------------------------------------------------------A4
0
4/3
2/3
0
-1/3
1
A2
-2
2/3
-5/3
1
4/3
0
-----------------------------------------------------------------7/3
0 -14/3
0
-----------------------------------------------------------------A1
1
2
1
0 -1/2
3/2
A2
-2
4
0
1
1/2
5/2
-----------------------------------------------------------------0
0
-7/2 -7/2
bi aij x j yi = 0 i = 1, m
j =1
c j aij yi x j = 0 j = 1, n.
i =1
V d 1: Bi ton Quy hoch tuyn tnh

f ( x) = x1 2 x2 + 2 x3 + 0 x4 min
+ 4 x4 = 6
x1 + x2
+
2
x
+
x
2
3 + 5 x4 = 8
x j 0, j = 1, 2, 3, 4;
( P)
c phng n ti u l x = (2, 4, 0, 0) v gi
tr ti u l -6. Kt qa bng n hnh
Bi ton i ngu (Q) l:

g ( y ) = 6 y1 + 8 y2 max
y1 1
y + 2 y 2
1
2
y2 2
4 y1 + 5 y2 0
y1 , y2
Phng n ti u ca bi ton (Q) c

tm t h phng trnh
24
+ 4x )) y = 0
(6 (x + x
(8 (2 x + x + 5 x ) ) y = 0
(1 ( y + 0.y ) ) x = 0
( 2 ( y + 2 y ) ) x = 0
( 2 (0. y + y ) ) x = 0
( 0 (4 y + 5 y ) ) x = 0
1
Th cc gi tr ca x = (2, 4, 0, 0) bit
vo h phng trnh ta c
Vy phng n ti u ca bi ton i
ngu l: y = ( y , y ) = 1, 23 v gi tr ti u l:
1
3
g ( y ) = 6 y1 + 8 y2 = 6.1 + 8. = 6
2
V d 2: Cho bi ton
f (x) = 15x1 + 19x 2 min

3x1 + x 2 3
x1 + x 2 2
3x + 4x 7
2
1
x j 0; j = 1, 2.
i ngu ca bi ton trn l bi ton
3
2
7
0
0
-------------------------------------------------------------------Co So CJ Ph.An
y1
y2
y3
y4
y5
-------------------------------------------------------------------A4
0
15
3
1
3
1
0
A5
0
19
1
1
4
0
1
--------------------------------------------------------------------3
-2
-7
0
0
-------------------------------------------------------------------A4
0
3/4
9/4
1/4
0
1
-3/4
A3
7
19/4
1/4
1/4
1
0
1/4
-------------------------------------------------------------------5/4
1/4
0
0
-7/4
-------------------------------------------------------------------A1
3
1/3
1
1/9
0
4/9 -1/3
A3
7 14/3
0
2/9
1 -1/9
1/3
-------------------------------------------------------------------0
-1/9
0
5/9
4/3
-------------------------------------------------------------------A2
2
3
9
1
0
4
-3
A3
7
4
-2
0
1
-1
1
-------------------------------------------------------------------1
0
0
1
1
--------------------------------------------------------------------
( 6 ( x + x + 4 x ) ) y = 0 ( 6 (2 + 4 + 4.0) ) y = 0
(8 (2 x + x + 5x ) ) y = 0 (8 (2.4 + 0 + 5.0)) y = 0
(1 ( y + 0. y ) 2 = 0
(1 ( y + 0. y ) ) x = 0
( 2 ( y + 2 y ) 4 = 0
( 2 ( y + 2 y ) ) x = 0
( 2 (0. y + y ) 0 = 0
( 2 (0. y + y ) ) x = 0
( 0 (4 y + 5 y ) 0 = 0
( 0 (4 y + 5 y ) ) x = 0
1
H phng trnh tng ng
y =1
1 y1 + 0. y2 = 0
3
2 y1 + 2 y2 = 0
y2 = .
g ( y ) = 3 y1 + 2 y2 + 7 y3 max
3 y1 + y2 + 3 y3 15
y1 + y2 + 4 y3 19
y1 , y2 , y3 0
Nhn thy bi ton ny d hn. Ta gii

bi ton i ngu.
g ( y ) = 3 y1 + 2 y2 + 7 y3 + 0 y4 + 0 y5 max
3 y1 + y2 + 3 y3 + y4 = 15
+ y5 = 19
y1 + y2 + 4 y3
y1 , y2 , y3 , y4 , y5 0
Phng n ti u
Y=(
0,
3,
4, 0,
0,)
Gi tr ti u g =34.
Ta s tm phng n ti u ca bi ton
gc. Dng nh l lch b.
25
Phng n ti u ca bi ton i ngu l

y = y1 , y2 , y3 = (0,3, 4)
phng n ti u ca bi ton gc l
x = x1 , x2
Cc Nn y1 , y2 , y3 , x1 , x2 tha h phng trnh:
(
(
(
(
))
15 3 y + y + 3 y x = 0 (15 ( 3.0 + 3 + 3.4 ) ) x1 = 0 (1)

1
2
3
1
19 y + y + 4 y x = 0 (19 ( 0 + 3 + 4.4 ) ) x2 = 0 (2)

1
2
3
2
( 3 ( 3x1 + x2 ) ) .0 = 0
(3)
( 3 ( 3x1 + x2 ) ) y1 = 0
(4)
( 2 ( x1 + x2 ) ) 3 = 0
( 2 ( x1 + x2 ) ) y2 = 0
( 7 ( 3 x1 + 4 x2 ) ) 4 = 0 (5)
( 7 ( 3x1 + 4 x2 ) ) y3 = 0
))
Cc phng trnh (1), (2), (3) khng cho ta

iu g, t hai phng trnh (4) v (5) ta
c :
( 2 ( x1 + x2 ) ) 3 = 0 (4)
( 7 ( 3 x1 + 4 x2 ) ) 4 = 0 (5)
x1 = 1
2 ( x1 + x2 ) = 0
x2 = 1.
7 ( 3x1 + 4 x2 ) = 0
By gi ta gii bi ton gc v lm cch
nh trn tm li phng n ti u ca
bi ton i ngu.
15
19
0
0
0
M M M
-------------------------------------------------------------------------------------------Co So CJ Ph.An A1 A2 A3 A4 A5
A6 A7 A8
-------------------------------------------------------------------------------------------A6
M 3
3
1
-1
0
0
1
0
0
A7
M 2
1
1
0
-1
0
0
1
0
A8
M 7
3
4
0
0
-1
0
0
1
-------------------------------------------------------------------------------------------(M)
7
6
-1
-1
-1
0
0
0
-15 -19
0
0
0
0
0
0
-------------------------------------------------------------------------------------------A1
15
1
1
1/3 -1/3
0
0
1/3
0
0
A7
M 1
0
2/3
1/3 -1
0
-1/3
1
0
A8
M 4
0
3
1
0
-1
-1
0
1
-------------------------------------------------------------------------------------------(M)
0 11/3
4/3 -1
-1
-7/3
0
0
0
-14
-5
0
0
5
0
0
-------------------------------------------------------------------------------------------A1
15 5/9
1
0 -4/9
0
1/9 4/9
0 -1/9
A7
M 1/9
0
0
1/9
-1
2/9 -1/9
1 -2/9
A2 19 4/3
0
1
1/3
0
-1/3 -1/3
0
1/3
-------------------------------------------------------------------------------------------(M)
0
0 1/9
-1
2/9 -10/9 0 -11/9
0
0 -1/3
0
-14/3 1/3
0 14/3
Thm vo hai Nn ph v ba Nn gi, sau sp xp cc

phn t ln bng n hnh v tnh ton ta c.
-------------------------------------------------------------------------------------------A1 15 1/2
1
0 -1/2
1/2
0
1/2 -1/2
0
A5
0
1/2
0
0
1/2 -9/2
1
-1/2
9/2
-1
A2 19
3/2
0
1
1/2 -3/2
0
-1/2
3/2
0
-------------------------------------------------------------------------------------------(M)
0
0
0
0
0
-1
-1
-1
0
0
2
-21
0
-2
21
0
-------------------------------------------------------------------------------------------A1
15
1
1
0
0
-4
1
0
4
-1
A3
0
1
0
0
1
-9
2
-1
9
-2
A2
19
1
0
1
0
3
-1
0
-3
1
------------------------------------------------------------------------------------------(M)
0
0
0
0
0
-1
-1
-1
0
0
0
-3
-4
0
3
4
--------------------------------------------------------------------------------------------
Phng n ti u
X=(
1,
1,
1,
0,
Gi tr ti u f = 34.
0,
0,
0,
0,)
(
(
(
(
))
(
(
(
(
))
15 3 y1 + y2 + 3 y3 x1 = 0
15 3 y1 + y2 + 3 y3 1 = 0 (1)
19 y + y + 4 y x = 0
19 y + y + 4 y 1 = 0 (2)
1
2
3
2
1
2
3
3
x
+
x
y
=
0
3.1
+
1
y
=
0
(3)
(
)
(
)
) 1
(
(
1
2 ) 1
(4)
( 2 ( x1 + x2 ) ) y2 = 0
( 2 (1 + 1) ) y2 = 0
( 7 ( 3x1 + 4 x2 ) ) y3 = 0
( 7 ( 3.1 + 4.1) ) y3 = 0 (5)
( (
( (
))
))
))
15 3 y + y + 3 y 1 = 0 (1)
1
2
3
3 y1 + y2 + 3 y3 = 15 y1 = 0
19
y
+
y
+
4
y
1
=
0
(2)
y1 + y2 + 4 y3 = 19 y2 = 3
1
2
3
y1 = 0
y3 = 4.
( 3 ( 3.1 + 1) ) y1 = 0 (3)
))
26
2.6. nh l 6: Cho bi ton gc dng chnh

tc (P). Bi ton gc (P) gii bng
phng php n hnh v xut hin du
hiu ti u . Phng n ti u x tm c
1
2
m
c c s lin kt gm m vct A , A ,.., A
Khi phng n ti u ca bi ton i
ngu c tnh theo cng thc y = cB 1
Trong c l vct c cc thnh phn c j
tng ng ca phng n ti u x ,B l
ma trn c cc ct l cc vct ni trn.
V d1:Xt li bi ton Quy hoch tuyn

tnh f ( x) = x1 2 x2 + 2 x3 + 0 x4 min
+ 4 x4 = 6
x1 + x2
2
x
x
+
+
2
3 + 5 x4 = 8
x j 0, j = 1, 2,3, 4;
Bi ton (P) c ph. n ti u l x = (2, 4, 0, 0)

C s lin kt l hai vct A1,A2 Vy ph. an
ti u ca bi ton i ngu l:
1
1 1 = (1, 2) 1 0.5 = 1, 3
y = cB 1 = (1, 2)
0 0.5 2
0 2
20
25
30
0
0
0
----------------------------------------------------------------------------Co So
CJ Ph.An
y1
y2
y3
y4
y5
y6
------------------------------------------------ ----------------------------A4
0
1
6
1
3
1
0
0
A5
0
1
2
7
1
0
1
0
A6
0
1
1
3
8
0
0
1
-----------------------------------------------------------------------------20
-25
-30
0
0
0
----------------------------------------------------------------------------A4
0
5/8
45/8 -1/8
0
1
0 -3/8
A5
0
7/8
15/8
53/8
0
0
1 -1/8
A3
30 1/8
1/8
3/8
1
0
0
1/8
-----------------------------------------------------------------------------65/4 -55/4
0
0
0
15/4
----------------------------------------------------------------------------A1
20
1/9
1
-1/45
0
8/45
0
-1/15
A5
0
2/3
0 20/3
0
-1/3
1
0
A3
30
1/9
0 17/45
1 -1/45
0
2/15
----------------------------------------------------------------------------0
-127/9
0 26/9
0
8/3
----------------------------------------------------------------------------A1
20 17/150
1
0
0 53/300 1/300 -1/15
A2
25 1/10
0
1
0 -1/20
3/20
0
A3
30 11/150
0
0
1 -1/300 -17/300 2/15
----------------------------------------------------------------------------0
0
0
131/60 127/60 8/3
-----------------------------------------------------------------------------
V d: Ta xt bi tp 11 bi 4 chng 1
f = x1 + x2 + x3 min
6 x1 + 2 x2 + x3 20
x1 + 7 x2 + 3 x3 25
3 x + x + 8 x 30
3
1 2
x j 0, j = 1, 2,3.
i ngu ca bi ton ny l bi ton

g ( y ) = 20 y1 + 25 y2 + 30 y3 max
6 y1 + y2 + 3 y3 1
2 y1 + 7 y2 + y3 1
y + 3y + 8 y 1
1
2
3
yi 0, i = 1,3
Phng n ti u l y
= ( 17/150, 1/10, 11/150, 0, 0,
0,)
Gi tr ti u g = 209/30.
t y ta suy ra ph. n ti u ca bi ton
gc nh sau
1
x = cB
6 1 3
x = (20,25,30) 2 7 1 =
1 3 8
( P)
1 20
53
1
(20, 25,30) 15 45
0
300
1 17 40
1
(655, 635,800)
300
131 127 8
=
,
,
60 60 3
Bi ton gc gii s tnh ton nhiu hn
27
j1
j2
jm
2.7 Mnh : Gi s A , A ,.., A l c s

n v lin kt ca phng n cc bin
xt pht ca bi ton gc dng chnh tc.
Khi phng n ti u ca bi ton i
ngu c th tnh theo cng thc:
y = j1 + c j1 , j2 + c j2 , .., jm + c jm
V d: Xt li bi ton trn
f ( x) = x1 2 x2 + 2 x3 + 0 x4 min
+ 4 x4 = 6
x1 + x2
+
2
x
+
x
2
3 + 5 x4 = 8
x j 0, j = 1, 2,3, 4;
( P)
Ta c bng n hnh l:
Trong j , j , .., j l cc c lng ng

vi cc ct A j , A j ,.., A j xut hin bng
n hnh cui cng v c j , c j , .., c j l cc h
s ca x j , x j , .., x j .
1
1
-2
2
0
-----------------------------------------------------------------Co So CJ Ph.An
x1
x2
x3
x4
-----------------------------------------------------------------A1
1
6
1
1
0
4
A3
2
8
0
2
1
5
-----------------------------------------------------------------0
7
0
14
-----------------------------------------------------------------A4
0
3/2
1/4 1/4
0
1
A3
2
1/2
-5/4 3/4
1
0
------------------------------------------------------------------7/2 7/2
0
0
-----------------------------------------------------------------A4
0
4/3
2/3
0
-1/3
1
A2
-2
2/3
-5/3
1
4/3
0
-----------------------------------------------------------------7/3
0 -14/3
0
-----------------------------------------------------------------A1
1
2
1
0 -1/2
3/2
A2
-2
4
0
1
1/2
5/2
-----------------------------------------------------------------0
0
-7/2 -7/2
V d: Ta xt bi tp 11 bi 4 chng 1
f = x1 + x2 + x3 min
6 x1 + 2 x2 + x3 20
x1 + 7 x2 + 3 x3 25
3 x + x + 8 x 30
3
1 2
x j 0, j = 1, 2,3.
i ngu ca bi ton ny l bi ton

g ( y ) = 20 y1 + 25 y2 + 30 y3 max
6 y1 + y2 + 3 y3 1
2 y1 + 7 y2 + y3 1
y + 3y + 8 y 1
1
2
3
yi 0, i = 1,3
Ta c c s n v lin kt ca phng n
cc bin xut pht trong bng n hnh u
l A = A = E = 1 , A = A = E = 0
1
j1
j2
H s ng trc x1 , x3 l c1 = c j = 1, c3 = c j = 2
Cc c lng j bng n hnh cui l :
1
j1 = 1 = 0, j2 = 3 =
7
2
Vy ph. n ti u ca bi ton i ngu l:

7
3
y = j1 + c j1 , j2 + c j2 , .., jm + c jm = 0 + 1, + 2 = 1,
2
20
25
30
0
0
0
----------------------------------------------------------------------------Co So
CJ Ph.An
y1
y2
y3
y4
y5
y6
------------------------------------------------ ----------------------------A4
0
1
6
1
3
1
0
0
A5
0
1
2
7
1
0
1
0
A6
0
1
1
3
8
0
0
1
-----------------------------------------------------------------------------20
-25
-30
0
0
0
----------------------------------------------------------------------------A4
0
5/8
45/8 -1/8
0
1
0 -3/8
A5
0
7/8
15/8
53/8
0
0
1 -1/8
A3
30 1/8
1/8
3/8
1
0
0
1/8
-----------------------------------------------------------------------------65/4 -55/4
0
0
0
15/4
----------------------------------------------------------------------------A1
20
1/9
1
-1/45
0
8/45
0
-1/15
A5
0
2/3
0 20/3
0
-1/3
1
0
A3
30
1/9
0 17/45
1 -1/45
0
2/15
----------------------------------------------------------------------------0
-127/9
0 26/9
0
8/3
----------------------------------------------------------------------------A1
20 17/150
1
0
0 53/300 1/300 -1/15
A2
25 1/10
0
1
0 -1/20
3/20
0
A3
30 11/150
0
0
1 -1/300 -17/300 2/15
----------------------------------------------------------------------------0
0
0
131/60 127/60 8/3
-----------------------------------------------------------------------------
28
Phng n ti u l y
= ( 17/150, 1/10, 11/150, 0, 0,
0,)
Gi tr ti u g = 209/30.
t y ta suy ra ph. n ti u ca bi ton
gc nh sau
x = j1 + c j1 , j2 + c j2 , .., jm + c jm
Ta c c s lin kt ca phng n cc
bin xut pht trong bng n hnh u l
A4 = A j1 = E1 , A5 = A j2 = E 2 , A6 = A j3 = E 3
Ba h s ng trc x4 , x5 , x6
c4 = c j1 = 0, c5 = c j2 = 0, c6 = c j3 = 0
Cc c lng j bng n hnh cui l:
j1 = 4 = 131/60, j2 = 5 = 127/60, j 3 = 6 = 8/3
Vy ta c phng n ti u ca bi ton
gc l x = ( j + c j , j + c j , .., j + c j
1
A4 , A5 , A6
x = (131/60, 127/60, 8/3)

Tm li, gia bi ton gc v i ngu ta c
cc kt qa sau:
i) Nu bi ton gc (i ngu) c phng
n ti u th bi ton i ngu (gc) cng
c phng n ti u. Phng n ti u c
th tm bng ba phng php. Gi tr ti u
ca hai bi ton l bng nhau
Nu bi ton gc (hoc i ngu) c tp

phng n bng rng th bi ton i ngu
(hoc gc) c tp phng n bng rng,
hoc c hm mc tiu khng b chn.
1): Chng minh bi ton sau khng c
phng n ti u.
f ( x) = x1 7 x2 2 x3 + 6 x4 max
x1 + 3x2 + x3 + x4 10
2 x1 + 5 x2 + x3 + 4 x4 15
x j 0, j = 1, 4 .
= (1 3 1 /6 0 + 0 ,1 2 7 /6 0 + 0 , 8 /3 + 0 )
ii) Nu c hai bi ton gc v i ngu u

c tp phng n khng rng th c hai bi
ton u c phng n ti u v gi tr ti
u ca cc hm mc tiu l bng nhau.
(nh l 2 )
iii) T nu bi ton gc (hoc i ngu)
c tp phng n khc rng v hm mc
tiu khng b chn (khng b chn di nu
l bi ton min, khng b chn trn nu l
bi ton max) th bi ton cn li c tp
phng n bng rng.
2) Cho bi ton (P)

f ( x ) = 4 x1 + 6 x2 + 5 x3 + 3 x4 min
x1 + 3 x2 + 3x3 + 2 x4 9
x1 + 4 x2 + 2 x3 + x4 7
x j 0; j = 1, 4.
a)Pht biu bi ton i ngu (Q) ca bi

ton (P).
b) Gii bi ton Q v suy ra phng n ti
u ca bi ton (P) bng ba cch.
29
9
7
0
0
0
0
----------------------------------------------------------------------------Co So CJ Ph.An
A1
A2
A3
A4
A5
A6
----------------------------------------------------------------------------A3
0
4
1
1
1
0
0
0
A4
0
6
3
4
0
1
0
0
A5
0
5
3
2
0
0
1
0
A6
0
3
2
1
0
0
0
1
-----------------------------------------------------------------------------9
-7
0
0
0
0
----------------------------------------------------------------------------A3
0
5/2
0
1/2
1
0
0 -1/2
A4
0
3/2
0
5/2
0
1
0 -3/2
A5
0
1/2
0
1/2
0
0
1 -3/2
A1
9
3/2
1
1/2
0
0
0
1/2
----------------------------------------------------------------------------0
-5/2
0
0
0 9/2
----------------------------------------------------------------------------A3
0 11/5
0
0
1 -1/5
0 -1/5
A2
7
3/5
0
1
0
2/5
0 -3/5
A5
0
1/5
0
0
0 -1/5
1 -6/5
A1
9
6/5
1
0
0 -1/5
0
4/5
----------------------------------------------------------------------------0
0
0
1
0
3
3) Mt X nghip x l giy , c ba phn xng I, II,

III cng x l ba loi giy A, B, C. Do ba phn xng
c nhiu s khc nhau, nn nu cng u t 10 triu
ng vo mi phn xng th cui k phn xng I x
l c 4 t giy loi A, 3 t giy loi B, 5 t giy loi
C. Trong khi phn xng II x l c 3 t giy
loi A, 8 t giy loi B, 2 t giy loi C. Phn xng
III x l c 1 t giy loi A, 3 t giy loi B, 8 t
giy loi C. Theo yu cu lao ng th cui k X
nghip phi x l t nht 3 tn giy loi A, 3.5 tn giy
loi B, 4 tn giy loi C. Hi cn u t vo mi phn
xng bao nhiu tin x nghip tha: hon thnh
cng vic v gi tin u t l nh nht.
f =
n
j =1
m
i =1
i =1
j =1
ij
x ij m in
(1)
x ij = a i
( i = 1, m )
(2)
x ij = b j
( j = 1, n )
(3)
x ij 0
(4)
y chnh l bi ton Quy hoch tuyn tnh

dng chnh tc m n Nn xij v m+n rng
buc.
x = cB 1
1
0
= (0,7,0,9)
0
1
4
2
1
0
0
1
0
1
3
3
= (0,1,0,3)
Dng nh l lch b ta cng c kt
qu nh trn.
Chng III
BI TON VN TI
1. NNH NGHA V MT S TNH
CHT
1.nh ngha 1:
Trong 1, chng 1 ta gii thiu v
bi ton vn ti. Dng tng qut c th nh
ngha nh sau:
3. nh l 2: iu kin cn bng thu pht

m
i =1
j =1
ai = b j
l iu kin cn v bi ton vn ti c
tp phng n khc rng.
Hn na, nu bi ton vn ti c iu
kin cn bng thu pht th c phng n ti
u.
Tng lng hng thu bng tng lng
hng pht.
30
V d: Xt li bi ton vn ti bit
chng 1.
2. DNG BNG CA BI TON VN

TI V IU KIN TI U
f = 5 x11 + 2 x12 + 3x13 + 2 x21 + x22 + x23 min

x11 + x12 + x13 = 30
x + x + x = 75
21 22 23
x11 + x21 = 35
x12 + x22 = 25
x13 + x23 = 45
xij 0, i, j
Thu
bca11n
11
12
1n22j j
21
22
bj
b1
b2
bn
c1
c11
c12
c1j
c1n
c2
c21
c22
c2j
c2n
ci1
ci2
cij
cin
cm1
cm2
Cmj
cmn
Pht
ci
y l bi ton vn ti cn bng thu pht.
Thu
T1
35 tn
hng
T2
25 tn
hng
T3
45 tn
hng
Pht
P1
30 tn
hng
P2
75 tn
hng
( ng i)
X
cm
1. nh ngha 1: Ta gi mt ng i l
tp hp cc ca bng sao cho c hai
lin tip th nm trn cng mt dng hay
mt ct, v mt dng hay mt ct khng
cha qu hai .
Mt ng i khp kn c gi l mt
chu trnh.
3. H qa: Mt bng vn ti c m dng, n

ct th tp khng cha chu trnh c ti a
l m+n-1 .
4. nh l 2: Mt bng vn ti c m dng,
n ct . Cho E l tp gm m+n-1 khng
cha chu trnh, (i, j ) E . Khi tp hp
F = E {(i, j )} c cha duy nht mt chu
trnh i qua (i, j ) .
( Chu trnh )
31
V d: Xt bng gm 3 dng, 4 ct v tp
hp cc (1,1); (1,3); (2,3); (2,4); (3,4);
(3,2). Tp hp ny c 6 . 6=3+4-1=m+n1 v cc ny khng cha chu trnh. Khi
xt bt k mt thuc bng vn ti ta
u c duy nht mt chu trnh i qua ny.
X
5. nh l 3: Mt bng vn ti c m
dng, n ct. Nu tp F gm m+n c
cha duy nht mt chu trnh i qua
(i,j). Khi nu ta loi (i,j) ny ra khi
tp F th tp cc cn li s khng cha
chu trnh.
X
Chng hn, xt (2,1) ta c chu trnh l cc

(2,1); (2,3); (1,3); (1,1), v y l chu
trnh duy nht. Ch , ta khng quan tm
n (2,4), v ta ni (2,4) khng thuc
chu trnh.
Xt (3,1) ta c chu trnh l cc (3,1);
(3,4); (2,4); (2,3); (1,3); (1,1) , v y l
chu trnh duy nht i qua (3,1). V ta
cng khng quan tm n (3,2), v ta ni
(3,2) khng thuc chu trnh.
Bng vn ti trn gm 3+4=7 c nh du

X . Bng ny c cha duy nht mt chu
trnh (3,1); (3,4); (2,4); (2,3); (1,3); (1,1).
Nu ta loi bt k mt chng hn (1,1)
th cc cn li s khng cha chu trnh
X
X
X
6. nh ngha 2: Gi s
x = ( x11 , x12 ,.., x1n , x21 , x22 ,.., x2 n ,.., xm1 , xm 2 ,.., xmn )
l mt phng n ca bi ton vn ti. Khi

nu xij > 0 th ta ni (i,j) l chn.
Ngc li ta gi l loi.
7. nh l 4: Phng n x l mt phng
n cc bin ca bi ton vn ti khi v ch
khi tp cc chn tng ng vi n khng
cha chu trnh.
V d 1: Xt bi ton vn ti cho bi bng

sau y
30
40
50
60
80
45
55
12
Khi x=(30, 0, 0, 50, 0, 0, 35, 10, 0, 40,

15,0) l mt phng n.
30
80
45
40
50
60
2
50
30
9
35
55
12
3
40
10
6
15
32
7.2. nh l 6: Cho bi ton vn ti c ma

trn cc ph c = ( cij )i =1,m . Nu ta thay ma
j =1, n
trn cc ph ny bng ma trn cc ph
x
x
x
c = ( cij )i =1, m , cij = cij + ri + s j
j =1, n
Cc chn l cc nh du x khng cha

chu trnh .
(lng hng cc kho thu, pht vn gi

nguyn) th hai bi ton vn ti ny c cng
phng n ti u.
y ta s chn cc s ri , sj sao cho
cc chn c cc ph bng 0.
(gi l p. php Quy 0 cc ph cc chn)
7.3. nh l 7: Gi s x = ( xij ) l mt
phng n cc bin ca bi ton vn ti vi
tp cc chn l E, v cij = 0, (i, j ) E
( ngha l sau khi quy khng cc ph
cc chn). Ta c
a) Nu cij 0, (i, j ) E th phng
n cho l phng n ti u.
b) Nu tn ti (i, j ) E : cij < 0 th ta c
th tm c mt phng n mi l x = ( xij )
tt hn phng n x.
30
40
50
60
V d 1: Gii bi ton vn ti cho bi bng

vn ti sau:
45 5
55 12
12
9
35
3
40
6
15
2
60
10
55
x
20
45
40 50 60
Kim chng phng n sau y l

phng n ti u.
i
80
j 30
i
80 1
7
x
12 2
9
x
3
x
6
x
Ta cng vo dng i s ri v ct j s sj sao

cho cc chn c cc ph bng 0.
33
x
7
x
12
r2=-4
r3=-3
x
2
x
s2 =
1
x
s3 =
0
s4=
-2
rs1321342
s1=
-1
V d 2: Cng bi ton nh trn, kim

chng phng n sau y khng phi l
phng n ti u
r1=0
30
80
0
x
0
x
8
5
x
5
45
s2=4
55
12
3
40
x r1=0
35
60
50
x
s1=-1
x
12
x
x
50
30
x
40
x
6
0
x
-3
r2=-7
r3 =-6
s3=3 s4=-2
10
0
x
0
x
s1=-1
s2=4
10
6
15
x r1=0
x
-2
x
r2=-7
r3 =-6
s3=3 s4=-2
Vy p. n cho cha ti u.
Tr li nh l 7: Gi s x = ( xij ) l mt
phng n cc bin ca bi ton vn ti vi
tp cc chn l E, v cij = 0, (i, j ) E
( ngha l sau khi quy khng cc ph
cc chn). Ta c
b) Nu tn ti (i, j ) E : cij < 0 th ta c
th tm c mt phng n mi l x = ( xij )
tt hn phng n x.
Cch xy dng phng n
nh sau:
1)Tm mt (i, j ) E sao cho cc ph

cij < 0 nh nht.
2) V E khng cha chu trnh (nh l 4).
Theo nh l 2 tp cc F = E (i, j ) c
cha mt chu trnh V duy nht qua (i, j )
nh s th t cc thuc V, bt u t
(i,j) theo mt chiu no .
K hiu VL, VC ln lt l tp hp cc
thuc V c s th t l v s th t
chn.
34
3) t xi* j* = min { xij : (i, j ) V C }

Gi xi* j* l lng hng iu chnh.
xij + xi* j* (i, j ) V L
xij = xij xi* j* (i, j ) V C
(i , j ) V
xij
Vy ta xy dng xong phng n mi.
Phng n ny tt hn phng n x.
Cc chn l cc c nh du x
V d 4: Xt li v d 1 v phng n cc
bin bit
80
30
1
45
55
40
12
30
10
6
40
15
Ta bit y cha phi l phng n ti u

v cn cij <0 mt (v d 3) . Cc ph phi
tr l f=1.30+2.50+9.10+4.35+2.40+3.15=485. Ta
xy dng phng n cc bin mi.
Sau khi quy khng cc ph cc chn

9
10
x
7
3
x
-3
9
x
12
50
35
60
0
1
50
0
x
x
5
0
x
-2
x
B sung (2,1) c cc ph m nh nht

vo tp cc chn E, ta c mt chu trnh
V duy nht (2,1); (2,4); (1,4); (1,1). (nh
du * (2,1))
0
x
-3
*
5
10
x
x 0
x
0
x
-2
chu trnh V
duy nht
(2,1); (2,4);
(1,4); (1,1).
(4) 9
x
*
4
(1)
10
(3)
x
0 X
(2)
nh s th t cc thuc chu trnh V, bt

u t (2,1). (S th t trong mgoc)
V L = {(2,1); (1, 4)} , V C = {(2, 4); (1,1)}
Lng hng cc l { x21 = 0, x14 = 50}

Lng hng cc chn { x24 = 10, x11 = 30}
xi* j* = min { xij : (i, j ) V C } = min {10,30} = 10
35
= 0 + 10 = 10
x21
x14 = 50 + 10 = 60
( V hai ny c s th t
l)
= x24 xi* j* = 10 10 = 0,
x24
( V hai ny c s
x11 = x11 xi* j* = 30 10 = 20,
th t chn)
= x23 = 35,
x23
= x32 = 40,
x32
= x33 = 15,
x33
Phng n mi l cc s in m trong bng

sau (cc s nh trn l cc ph)
1
5
(I)
( V cc ny
khng thuc chu
trnh)
(IV)
30
12
(III)
50
7
35
9
(II)
10
12
60
7
10
9
35
3
40
40
20
6
15
15
Vi phng n ny th cc ph phi tr l:
f=1.20+2.60+5.10+4.35+2.40+3.15=455
Bi tp: Hy cho mt phng n v kim

tra xem phng n ny c phi l
phng n ti u hay khng, i vi bi
ton vn ti sau:
35
25
45
30
75
Bc 3: Xy dng phng n mi nh nh
l 7.
Bc 4: Quay v bc 2.
Cch thnh lp phng n ban u: C
nhiu phng php thnh lp phng n
ban u, trc tin ta gii thiu mt
phng php cc tiu theo bng cc ph.
Phn phi lng hng nhiu nht vo c
cc ph thp nht. Khi s xy ra hai
trng hp sau:
7.4. Thut ton quy khng cc ph gii

bi ton vn ti:
Bc 1: Thnh lp mt phng n ban u,
s chn l m+n-1, cng c th c chn
khng. (Ta s ni mt s cch thnh lp
phng n ban u sau)
Bc 2: Quy khng cc ph cc chn .
Nu cc loi c cc ph dng th
phng n ang xt l phng n ti u.
Kt thc thut ton . Ngc li c loi c
cc ph m ta qua bc 3.
Ni nhn no hng th ta xo ct c
ni nhn i v ghi nh lng hng tha
ni pht.
Ni no pht ht hng th ta xa dng c
ni pht i.
Sau lp li: phn phi lng hng nhiu
nht vo c cc ph thp nht vi nhng
cn li trn bng cc ph vn ti.
36
Phng php gc Ty Bc:

Chng ta u tin phn phi lng hng
nhiu nht vo gc Ty Bc.
Nu ni no hng th ta xa ct
cha ni nhn ; nu ni pht no ht
hng th ta xa dng cha ni pht .
Phng php gc Ty Bc d thc hin
nhng t phng n ny i n phng
n ti u th rt lu.
90
40
70
50
80
40
50
65
85
20
45
7
Phng php Fogel .

Phng php Fogel cho ta mt phng n
cc bin kh tt, theo ngha n rt gn vi
phng n ti u.
i) Trn mi dng v mi ct ca ma trn
cc ph ta tnh hiu s gia hai gi tr
cc ph nh nht.
ii) Chn dng hay ct c hiu s ny ln
nht (nu c nhiu dng hay ct tha iu
kin ny th ta chn mt dng hay ct no
cng c)
30
80
40
50
60
30
45
Hiu s
1 3 K
1 3 3
(5)
1 1 1
50
7
9
45
55
12
3
40
Hiu
s
(4)
K
K
K
3
3
(5)
K
6
5
1
1
1
1
10
4
(4)
3
3
80
iii) Phn lng hng nhiu nht vo c

cc ph nh nht trn dng hay ct va
chn c. (Khi nu ni no pht ht
hng th chng ta xa dng cha ni pht
. Nu ni no nhn hng th chng ta
xa ct cha ni nhn . Lc ct
(dng) hiu s khng tnh cho bc sau.
iv) Lp li ba bc ni trn vi nhng
cn li cho n ht. Lc ta thu c
phng n cc bin.
Vi phng php Fogel cc ph vn

chuyn l f = 465. Trong khi nu dng
phng php cc tiu theo bng cc ph,
ta c cc ph vn chuyn ch l 485.
Phng php ny trong nhiu trng hp
tt hn phng php cc tiu theo bng
cc ph. Tuy nhin, ngi ta hay dng
phng php cc tiu theo bng cc ph
nhiu hn v tnh n gin m cng khng
km hiu qa ca n.
37
7.4. Thut ton quy khng cc ph gii

bi ton vn ti:
Bc 1: Thnh lp mt phng n ban u,
s chn l m+n-1, cng c th c chn
khng.
Bc 3: Xy dng phng n mi nh nh
l 7.
Bc 4: Quay v bc 2.
Sau y l cc v d v bi tp.
Bc 2: Quy khng cc ph cc chn .

Nu cc loi c cc ph khng m th
phng n ang xt l phng n ti u.
Kt thc thut ton . Ngc li c loi c
cc ph m ta qua bc 3.

vn ti sau:
j
30
i
80
40
5
50
7
Bc 1: Thnh lp mt phng n ban u.

j 30
60
55
12
50
60
45
30
5
55
12
45
40
i
80
Vi bng vn ti nh trn ta thy c cc ph thp nht l

(1,1), ny c cc ph l 1. Vy lng hng c th phn
nhiu nht vo ny l 30. Lng hng ny l t ni pht 1
ch n ni nhn 1. Ta xa ct 1 i. Lc ny ni nhn 1
hng v ni pht 1 ch cn 50 n v hng.
30
40
50
60
j
i
80
30
j
i
80
40
50
60
30
45
55
5
12
7
2
4
3
45
30
5
50
9
55
12
j 30
40
50
60
80
j 30
40
50
60
i
1
30
80
30
50
2
50
45
45
55
12
55
12
40
38
30
40
50
60
j 30
40
50
80
30
45
55
12
80
45
30
5
50
9
35
10
50
3
40
55
12
3
40
15
x
7
9
x
12
3
x
x
6
3
x
6
x
1 + r1 + s1 = 0
2 + r + s = 0
1
4
4 + r2 + s3 = 0
9 + r2 + s4 = 0
2 + r3 + s2 = 0
3 + r3 + s3 = 0
12
15
y l mt phng n m s chn l
6=3+4-1=m+n-1. V y l mt phng
n cc bin.
Bc 2: Quy khng cc ph cc chn.

1
5
7
2
Cc chn l
x
x
cc c nh
5
7
4
9
x
x
du x .
60
Ta cng vo dng i s ri v ct j s sj sao

cho cc chn c cc ph bng 0.
Khi ta c h phng trnh
x
5
r1=0
r2=-7
9
x
12
r3=-6
s1=-1 s2=4
s3=3
x
-3
s4=-2
H ny c v s nghim, tuy nhin ta c th

chn mt b nghim l:
x 9
-3
10
*
5
x
0
0
x
x
-2
10
x
5
r1 = 0, s1 =1, s4 =2, r2 =7, s3 =3, r3 =6, s2 = 4
Chng t phng n ny cha ti u, v

cn c cc ph m.
Bc 3: Xy dng phng n mi.
B sung (2,1) c cc ph m nh nht
vo tp cc chn E, ta c mt chu trnh
V duy nht (2,1); (2,4); (1,4); (1,1). (nh
du * (2,1))
x
-2
nh s th t cc thuc chu trnh V, bt

u t (2,1). (S th t trong mgoc)
0
(4) x
-3
10
V C = {(2,4); (1,1)}
*
(1)
5
V L = {(2,1); (1,4)} ,
(3)
x
x
0
x
x
(2)
-2
Lng hng cc
l l
{ x21 = 0, x14 = 50}
cc chn l { x24 = 10, x11 = 30}

Lng hng cc khng thuc chu trnh
l x32 = 40, x33 = 15, x23 = 35
39
xi* j* = min { xij : (i, j ) V C } = min {10,30} = 10
P. n mi
= 0 + 10 = 10
x21
x14 = 50 + 10 = 60
xij theo cng thc
0
(4) x
30
-3
( V hai ny c s
0
40
Phng n mi l cc s in m trong bng

sau (cc s nh trn l cc ph).
2
4 35
40
3 15
12
Bc 4: Xem y l mt phng n ban

u, ta quay li bc 2, quy khng cc ph
cc chn.
x
5
x
7
x
12
9
x
3
x
6
x
35
-2
40
x
15
2
x
r2 =-4
x
2
r1 =0
6
x
r3 =-3
s1
0
x
x
5
60
-2
15
x
12
(3)
x
60
4
*
10
10
10
Cc c th t chn th tr i lng hng iu chnh.

Cc c th t l th cng thm lng hng iu
chnh. Cc khng thuc chu trnh th gi nguyn.
20
5
-3
10
0
x
( V cc ny khng thuc
chu trnh).
35
x
(1)
= x11 xi* j* = 30 10 = 20, th t chn)

x11
0
9
(4) x
20
(2)
= x24 xi* j* = 10 10 = 0,
x24
(3)
X
50
0
( V hai ny c s th t l)
= x23 = 35,
x23
= x32 = 40,
x32
= x33 = 15,
x33
10
r1 =0
r2=-4
r3=-3
s1 s2
s3 s4
-1 1
0 -2
n y ta thy tt c
cc u c cc ph
khng m. Vy c
phng n ti u
x
0
x
4
x
8
3
x
0
x
1
x
-1
s2
s3
s4
-2
Ngha l t ni pht 1 phn n ni nhn 1

20 n v hng, t ni pht 1 phn n ni
nhn 4 60 n v hng, t ni pht 2 phn
n ni nhn 1 10 n v hng, t ni pht
2 phn n ni nhn 3 35 n v hng, t
ni pht 3 phn n ni nhn 2 40 n v
hng, t ni pht 2 phn n ni nhn 3 15
n v hng. Cc ph phi tr l
f=1.20+2.60+5.10+4.35+2.40+3.15=455.
y l cc ph nh nht.
40

vn ti sau:
j 50
i
80
40
70
12
50
j 50
40
70
i
80
12
20
11
60
Phng n ny c 5=3+3-1 chn.

Bc 2: Quy khng cc ph cc chn.
Cc chn l cc c nh du x
5
12
x
7
s2
-11
(1)
x
r3 =9
30
11
12
20
3
80
60
40
20
20
11
60
-6
(4)
0
x
(3)
x
j 50
0
x
70
Chng t phng
n ny cha ti
u, v cn c
cc ph m.
x
-1
40
0
x
Bc 3: Xy dng phng n mi.

B sung (1,2) c cc ph m nh nht vo tp cc
chn E, ta c mt chu trnh V duy nht (1,2); (1,3);
(3,3); (3,2). (nh du * (1,2))
1) Gii bi ton vn ti cho bi bng vn

ti sau:
0
x
r2 =1
s3
-12
*
-1
x
3
x
r1 =0
11
s1
-5
20
40
50
80
30
i
90
40
70
41
Bc 1: Thnh lp mt phng n ban u.

j
40
50
80
30
1
x
4
40
40
20
30
1
s1=
-2
-4
R3=
s2=
R2=
s3=
s4=
0
x
30
3
x
40
70
i
90
R1=
-2
40
-4
-2
1
-3
x
-2
0
x
0
x
(3)
1
-3
x
0
x
0
x
0
(4)
20
30
(3)
1
-2
(2)
0
(6)
40
-3
30
(4)
x
0
(6) x
-3
x
(2)
-2
40
-2
0
-3
(6) x
*
(1)
x
(3)
0
1
*
0
-2
(2)
*
(1)
0
x
(2, 4); (1, 2);

VL =
,
(3,3)
(1, 4); (3, 2);

VC =
(2,3)
(4)
(5)
*
(1)
x
(5)
(2, 4); (1, 2);

V =
,
(3,3)
(1, 4); (3, 2);

VC =
(2,3)
0
40
xi* j* = min { xij : (i, j ) V C } = min {30,30, 40}
-2
(2)
0
(6)
40
-3
30
(4)
xi* j* = 30
30
(3)
40
(5)
5
20
0
40
-3
50
(1)
1
*
30
40
10
(5)
-2
0
70
= 30
42
4
40
4
x
50
5
x
7
R2=
0
-2
1
8
30
10
4
1
x
R1=
X*
s1=
R3=
s2=
s3=
s4=
0
x
70
-2
-4
-1 -1
3
0
x
2) Gii bi ton vn ti c cm cho bi

bng vn ti sau:
j
65
i
80
90
70
75
100
gii bi ton vn ti c cm ta s
xem cm nh bnh thng nhng cc
ph vn chuyn l M rt ln ri gii nh
trng hp khng c cm.
1
j
65
75
80
5
7
1
M
65
75
80
90
100
1
100
90
70
r1= 4
r2= 0
70
5
5
65
70
75
i
80
90
65
i
80
100
3
x
20
x
6
5
8
r3= M-7
8
70
y l phng n cc bin ban u.
s1
-3
s2
-M
s3
-5
-M+6
0
x
M-4
0
x
x
0
x
M-4
43
-M+6
5
x
M-4
0
x
0
x
M-4
-M+6
*
M-4
-M+6
(1) *
0
(2)
x (4)
x
(3)
M-4
-M+6
*
0
80
x
M-4
0
x
x
0
x
M-4
80
(1)
xi* j* = min{ xij :(i, j) V C} =

min{5,80} = 5
x (4)
(2)
x
5
x
70
r1= 4
r2= 0
25
-3
j
i
90
40
6
50
1
80
0
M-6
x
0
x
2
x
0
2
x
s3
V M l s dng rt ln
-5 nn ma trn cc ph mi
ny khng m. Vy
phng n va c l ti
u.
-6
70
3) Gii bi ton vn ti khng cn bng

thu pht cho bi bng vn ti sau:
0
x
75
s2
M-4
r3= -1
s1
65
5
x
x (3)
20
1
M
3
65
0
x
5
x
M-4
gii quyt vn ny ta thm vo mt

trm thu gi m cc ph vn chuyn n
u bng 0.
j
40
50
80
30
i
40
70
11
90
40
70
11
44
40
50
80
30
40
50
80
30
i
90
90
40
0
60
40
11
70
11
x
11
3
0
40
10
20
x
0
3
x
r1= 0
r2= 2
30
40
70
0
x
r3= -2
s1 s2 s3 s4
4
-8
-2 -9 -1 0
0
x
x
2
x
x
0
x
x
2
x
4
11
x
3
x
r1= 0
r2= 2
r3= -2
-8
-2 -9 -1 0
0
*
0
x
x
2
x
0
0
x
60
(1)
40
x
x
40
(4)
x
10
x
(2)
(1)
0
x
x
s1 s2 s3 s4
0
*
-2
x
-8
0
x
x
0
0 (4) 0(3) 0
x
x
xi* j* = min { xij : (i, j ) V C } =
min {10, 60} = 10
-8
*
0
0
x
1
x
0
x
x
0
x
4
(3)
x
20
11
x
0 60 0
x
x
5
-2
-2
x
0
x
(2)
30
x
0
x
0 10 0 20 -2
x
x
r1= 0
r2= -6
0
x
r3= -2
s1 s2 s3 s4
10
50
30
-2 -1 -1 0
40
0
x
-3
0
x
-3
x
-6
x
40
30
-2
x
45
1
x
0
x
x
-6
x
4
11
r1= 0
r2= -6
-3
r3= -2
-3
x
(2)
-6
*
(1)
-2
x
(4)
-2
x
0 (3)
x
0 10 0
x
x
0 30
x
-3
-6
*
s1 s2 s3 s4
4
-2 -1 -1 0
0
x
-3
0
x
-3
-6
*
-2
x
0
8
x
10
x
(3)
50
x
xi* j* = min{xij : (i, j) V C } =

min{40,30} = 30
1
x
-2
(1)
30
x
r1= 0
40
x
30
x
(2)
40
x
(4)
-3
x
40
r2= -6
11
r3= -2
s1 s2 s3 s4
40
50
-2 -1 -1 6
10
0
x
30
-3
6
x
-3
x
40
30
1
x
0
x
x
4
11
x
x
3
0
x
r1= 0
r2= -6
-3
r3= -2
0
x
6
x
-3
x
0
*
4
x
s1 s2 s3 s4
4
-2 -1 -1 6
0
x
-3
-3
x
8
x
6
x
0
x
-3
6
x
-3
x
0
*
0
*
0
4
8
x
4
x
46

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Friday, January 08, 2010

x nghip c l 8, 24, 12. S lng cc

Tm x, y sao cho f=3x+5y t gi tr

Friday, January 08, 2010

C ba x nghip may I, II, III cng c

Tng s vi v gi cng m cng ty c

3.Khng thiu vi v gi cng lao ng

3.5m 35 x1 + 4m 40 x2 + 3.8m 43x3

d) Tng s vi cn may qun l

2.8m 45x1 + 2.6m 42x2 + 2.5m30x3

e) Tng s vi m XN phi dng l

2.8m 45x1 + 2.6m 42x2 + 2.5m 30x3 =

f) Tng t nh trn tng s gi cng lao

Friday, January 08, 2010

(1) iu kin v lng vi. (2) iu kin v

C th vit li bi ton trn nh sau

2. Bi ton vn ti (Dng tng qut l bi

f = 5 x11 + 2 x12 + 3 x13 + 2 x21 + x22 + x23

Friday, January 08, 2010

y l mt dng ca bi ton vn ti,

Ti Nu chn Nu chn ngoi

Vi cc rng buc sau y:

x21 + x22 + x23 = 400

x11 + x21 + x31 = 440

Friday, January 08, 2010

ai1x1 + ai2 x2 + .. + ain xn bi ; i I2 (2)

Trong I1 , I 2 , I 3 ri nhau v I1 I2 I3 = {1,2,.., m}

y l bi ton Quy hoch tuyn tnh

Friday, January 08, 2010

2. Mt s khi nim ca bi ton Quy

Phng n: Vct x = ( x1 , x2 ,.., xn )

y l bi ton Quy hoch tuyn tnh

tha tt c cc rng buc gi l mt

3. Dng chnh tc ca bi ton Quy

Trong A = ( aij )ij==1,1,mn l mt ma trn cp

Nhn xt: Mi bi tan QHTT u c

Friday, January 08, 2010

4. ngha hnh hc v phng php

Biu din tp phng n trn mt phng

Tnh tin ng thng (d) theo mt hng

O(0,0); A(0,4); B(3,2); C(5,0). Hm mc tiu c dng

f ( x) = x1 + 5x2 3x3 max

2. Bng phng php hnh hc, gii cc

2) Mt cng ty sn xut hai loi sn ni

Friday, January 08, 2010

sn ni tht cn 2 tn nguyn liu A v 1

V ta c trng tm G(5/3, 7/3).

V d 1:Trong R, cho x1=1; x2= 4. im

V d 2: Trong R2, cho tam gic ABC, vi

Ni cch khc, tp L l tp li, nu

V d: Trong mt phng, on thng,

V d 1:Trong R, cho on [1, 4]. Hai im

Ta s chng minh x=y=1.

Du bng xy ra khi x=y=1.

Friday, January 08, 2010

V d 2: Trong mt phng Oxy ta xt tam

Min trong ca tam gic OAB l tp cc

Chng hn chng minh im B(4,1) l

Trong ( x1 , y1 ), ( x2 , y2 ) tha h phng trnh

V d 3: Hnh a gic li; a din li, th

3. Tnh cht ca bi ton Quy hoch

V d: Xt bi ton Quy hoch tuyn tnh

l mt phng n ca bi ton Quy hoch

c gi l h vct lin kt vi x0.