Quy hoch tuyn tnh Trng HSP ng Thp

Chng 1.
BI TON QUY HOCH TUYN
TNH
1.1. Mt vi bi ton thc t
1.1.1 Bi ton lp k hoch sn xut
Bi ton: Mt c s sn xut d nh sn xut hai loi sn phm A v B. Cc
sn phm c ch to t ba loi nguyn liu I, II v III. S lng d tr ca tng
loi v s lng tng loi nguyn liu cn dng sn xut ra mt sn phm c
cho bng bng sau:
Loi Nguyn liu Nguyn liu cn dng sn xut mt n v sn phm
Nguyn liu d tr A B
I 18 2 3
II 30 5 4
III 25 1 6
Hy lp quy hoch sn sut thu c tin li l ln nht, bit rng tin li thu
c khi bn mt sn phm A l 3 triu ng, mt sn phm B l 2 triu ng.
Ta xy dng m hnh ton hc cho bi ton trn: Gi x, y theo th t
l s sn phm A, B cn sn xut theo k hoch. Khi , tin li thu c l:
Z = 3x + 2y (triu ng )
3
Quy hoch tuyn tnh Trng HSP ng Thp
Nhng rng buc v nguyn liu d tr, l:
2x + 3y 18 (Rng buc v nguyn liu I)
5x + 4y 30 (Rng buc v nguyn liu II)
x + 6y 25 (Rng buc v nguyn liu III)
Ngoi ra, cn cc rng buc t nhin l x, y 0. V s n v sn phm khng th
m. Nh vy, bng ngn ng ton hc, bi ton c th pht biu nh sau: Tm x
v y sao cho ti biu thc Z = 3x + 2y t gi tr ln nht, vi cc rng buc:
_

_
2x + 3y 18
5x + 4y 30
x + 6 y 25
x 0, y 0
(1.1.1)
Bi ton tng qut ca bi ton trn l: Hy tm vc t x = (x
1
, x
2
, . . . , x
n
)
sao cho hm f(x) =
n

j=1
c
j
x
j
max vi cc rng buc :
_

_
n

j=1
a
ij
x
j
b
i
, i = 1...m
x
j
0, j = 1..n
1.1.2 Bi ton vn ti
Bi ton. Cn vn chuyn hng t hai kho (trm pht) P
1
v P
2
ti ba ni tiu
th (trm thu) T
1
, T
2
, v T
3
. Bng di y cho bit cho bit s lng hng vn
chuyn cng vi cc ph vn chuyn mt n v hng t mi kho ti mi ni tiu
th tng ng.
Hy lp lp k hoch vn chuyn tha mn yu cu bi ton sao cho chi ph
vn chuyn l nh nht.
4
Quy hoch tuyn tnh Trng HSP ng Thp
Ta xy dng m hnh ton hc cho bi ton trn.
Gi x
ij
l lng hng ha cn vn chuyn t P
i
n T
j
, (i = 1..2vj = 1..3) th
ta c m hnh ton hc bi ton l:
Tm X = (x
ij
) sao cho: f = 5x
11
+ 2x
12
+ 3x
13
+ 2x
21
+ x
22
+ x
23
min vi
cc rng buc:
_

_
x
11
+x
12
+x
13
= 30
x
21
+x
22
+x
23
= 75
x
11
+x
21
= 35
x
12
+x
22
= 25
x
13
+x
23
= 45
x
ij
0, i = 1..2, j = 1..3
(1.1.2)
Bi ton tng qut ca bi ton vn ti.
Bi ton c m trm pht, lng pht l a
i
, i = 1, ..., m, n trm thu, lng thu
tng ng l b
j
, j = 1, ..., n; c
ij
l cc ph, x
ij
l lng hng vn chuyn t trm
pht th i n trm thu j. Khi , bi ton c m hnh ton hc nh sau: Tm
x = (x
ij
) sao cho f =
m

i=1
n

j=1
c
ij
x
ij
min vi cc rng buc:
_

_
n

j=1
x
ij
= a
i
, i = 1, ..., m
m

i=1
x
ij
= b
j
, j = 1, ..., n
x
ij
0, i = 1, ..., m, j = 1, ..., n
(1.1.3)
1.2. Bi ton quy hoch tuyn tnh
1.2.1 Dng tng qut
Bi ton quy hoch tuyn tnh l bi ton tm bin (hoc phng n) tha mn
cc rng buc sao cho lm hm mc tiu t cc i hoc cc tiu. Vi c hm
mc tiu v cc rng buc u tuyn tnh theo bin.
Nhn xt, max(z) = min(z). Do , quy hoch tuyn tnh l:
5
Quy hoch tuyn tnh Trng HSP ng Thp
Tm x = (x
1
, , x
n
) sao cho
f(x) =
n

j=1
c
j
x
j
min (1)
_

_
n

j=1
a
ij
_

=
_

_
b
i
, i I
k
, k = 1, 2, 3 (2)
x
j
_
_

_
_
0, j N
l
, l = 1, 2 (3)
(1.2.4)
Trong , vc t x tha cc rng buc (2) v (3) c gi l phng n. Phng
n l hm mc tiu f(x) t gi tr cc tr theo yu cu c gi l phng n ti
u. Gii quy hoch tuyn tnh l tm phng n ti u ca bi ton.
1.2.2 Dng chnh tc v dng chun tc
Quy hoch tuyn tnh dng chnh tc l quy hoch tuyn tnh dng
f(x) =
n

j=1
c
j
x
j
min (1)
_

_
n

j=1
a
ij
= b
i
, i = 1, , m (2)
x
j
0, j = 1, 2 , ,n (3)
Dng ma trn ca quy hoch tuyn tnh dng chnh tc
f(x) = c
T
x min (1)
Ax = b (2)
x 0 (3)
Trong , c, x l vc t ct ca R
n
, b l vc t ct ca R
m
. A l ma trn cp
n m
Nhn xt: Mi quy hoch tuyn tnh u a c v dng chnh tc. Tht
vy, nu A
i
x b
i
(hoc A
i
x b
i
) th ta chn bin b x
n+i
a v dng
A
i
x x
n+i
= b
i
(hoc A
i
x + x
n+i
= b
i
).
6
Quy hoch tuyn tnh Trng HSP ng Thp
Khi x
j
0 (hoc x
j
R) th ta thay x
j
= x
j
(hoc x
j
= x
+
j
x

j
) m
x
j
, x
+
j
, x

j
l cc bin khng m.
V d 1. a bi ton sau v dng chnh tc
f(x) = 5x
1
+ 2x
2
4x
3
max
_

_
4x
1
+7x
2
+x
3
3
x
1
x
2
2x
3
1
2x
1
+3x
2
+6x
3
= 11
x
1
0, x
2
0
Bi gii
Ta chn bin b x
4
, x
5
cho cho rng buc th nht, th hai. Chn n ph
x
+
3
, x

3
v thay x3 = x
+
3
x

3
cho s khng mang du ca x
3
.
T , ta a bi ton sau v dng chnh tc nh sau:
f(x) = 5x
1
2x
2
+ 4x
3
min
_

_
4x
1
+7x
2
+x
3
x
4
= 3
x
1
x
2
2x
3
+x
5
= 1
2x
1
+3x
2
+6x
3
= 11
x
j
0, j = 1, 2, 4, 5; x

3
0, = +,
Dng ma trn ca quy hoch tuyn tnh dng chun tc :
f(x) = c
T
x min (1)
Ax b (2)
x 0 (3)
Khi a t dng chun tc v chnh tc ta ch cn thm bin b cho cc rng
buc.
7
Quy hoch tuyn tnh Trng HSP ng Thp
1.3. ngha hnh hc v phng php th
Xt quy hoch tuyn tnh hai n
f(x) = 2x
1
+ x
2
min
_

_
x
1
+2x
2
2 (1)
2x
1
3x
2
6 (2)
4x
1
+5x
2
20 (3)
x
1
0 (4)
x
2
0 (5)
Sau y ta y ta a ra cch gii hnh hc bi ton (phng php th ). Trc
ht ta biu din hnh hc tp phng n (Hnh 1).
Trn mt phng ta 0x
1
x
2
, cc rng buc c biu din bi cc na mt
phng . Giao ca chng l tp phng n ca bi ton. Tp phng n bi ton
l ng gic ABCDE.
Tp cc im (x
1
, x
2
) sao cho hm mc tiu nhn gi tr m : 2x
1
+ x
2
= m,
l ng thng, c gi l ng mc (vi mc l m). Khi m thay i cho ta h
ng thng song song, c vc t php tuyn v = (2, 1).
Khi cho m gim dn ta thy im cui cng m ng mc (m) cn ct
tp phng n l nh A. A l giao im ca ng thng (2) v (3) nn A =
(45/11, 8/11).
8
Quy hoch tuyn tnh Trng HSP ng Thp
Vy, x =
_
45
11
,
8
11
_
l phng n ti u v f
min
= f(x) = 82/11.
Nhn xt
+ Trong trng hp tp phng n khc rng m khng c v tr gii hn th
bi ton c hm mc tiu khng b chn
+ Phng php th c th p dng cho trng hp nhiu bin nhng ch c
hai rng buc cng bc.
1.4. Bi tp chng 1
Bi 1.1. Mt c s sn xut c th lm c hai loi hng I v hng II, t nguyn
liu A v B. Tr lng cc nguyn liu A v B hng ngy c c theo th t l
6 v 8 n v. sn xut mt n v hng I cn 2 n v nguyn liu loi A v
3 n v nguyn liu loi B; sn xut mt n v hng II cn 1 n v nguyn liu
loi A v 4 n v nguyn liu loi B. Gi bn mt n v hng I v hng II theo
th t l 7 v 5 n v tin t. Qua tip th c bit, trong mt ngy nhu cu tiu
th hng II khng qu 2 n v; nhu cu hng I hn hng II khng qu 1 n v.
Vn t ra l cn sn xut mi ngy bao nhiu n v hng mi loi doanh
thu ln nht.
Hy thit lp m hnh ton hc cho bi ton ?
Bi 1.2. Mt my bay c trng ti M. C n loi hng ha cn xp ln my bay
. Mi n v loi j c khi lng l a
j
v gi cc ph l b
j
, (j = 1n). Cn xp
ln my bay mi loi hng bao nhiu n v tng cc ph thu c l nhiu
nht.
Hy thit lp m hnh ton hc cho bi ton ?
Bi 1.3. Gi s mt nh my cn phn cng cho m phn xng cng sn xut
mt loi my c n chi tit khc nhau, trong mi my cn k
j
chi tit th
j (j = 1, . . . , n).a
ij
l s chi tit th j m phn xng th i c th sn xut trong
mt n v thi gian.
9
Quy hoch tuyn tnh Trng HSP ng Thp
Hy lp m hnh ton hc bi ton xc nh s n v thi gian cn dnh sn
xut chi tit j ca phn xng i trong mt n v thi gian?
Bi 1.4. Dng nh ngha, chng t x

l phng n ti u ca cc bi ton sau

(a) f(x) = 84x
1
+ x
3
min
_

_
2x
1
+ x
2
+ x
3
5
x
1
x
2
+ x
3
1
4x
1
x
3
3
x
1
0
x

= (0, 2, 3)
(b) f(x) =x
2
+x
4
min
_

_
x
1
+2x
2
+x
3
+x
4
= 1
2x
1
+x
2
+x
3
+x
4
= 2
3x
2
+ 2x
4
= 3
x
1
0
x

= (0, 1, 0, 3)
(c) f(x) = x
1
+x
4
max
_

_
x
1
+x
2
+x
3
+x
4
= 1
x
1
+x
2
+3x
3
+2x
4
4
x
1
+x
2
+9x
3
+4x
4
= 16
x
1
0
x

= (0, 1, 3, 3)
Bi 1.5. Chng t rng cc bi ton sau c tp phng n khc rng nhng hm
mc tiu khng b chn.
10
Quy hoch tuyn tnh Trng HSP ng Thp
(a)
f(x) = 3x
1
x
2
max
_

_
x
1
+x
2
2
x
1
+x
2
2
x
1
2x
2
2
x
1
0, x
2
0
(b)
f(x) = x
1
x
2
min
_

_
2x
1
x
2
2
2x
1
+x
2
2
x
1
3x
2
3
x
1
0, x
2
0
Bi 1.6. Tm phng n ti u ca bi ton sau:
f(x) = x
1
2x
2
2x
3
+6x
4
min
_

_
2x
1
+2x
2
= 5
x
1
+2x
2
x
3
+x
4
10
x
1
2x
2
+3x
4
= 2
2x
1
+x
3
5x
4
13
2x
2
2x
3
= 5
Bi 1.7. Chng t rng, i vi cc bi ton sau, mi phng n u l phng
n ti u:
(a)
f(x) = 3x
2
+2x
3
x
4
min
_
_
_
5x
1
+4x
2
x
3
+3x
4
= 7
4x
1
7x
2
+6x
3
x
4
= 8
11
Quy hoch tuyn tnh Trng HSP ng Thp
(b)
f(x) = 100x
1
+ 70x
2
30x
3
max
_

_
x
1
8x
2
9x
3
19
x
1
3x
2
4x
3
= 13
2x
1
+5x
2
+3x
3
= 15
x
1
0
Bi 1.8. Gii bng phng php th cc bi ton sau:
(a)
f(x) = x
1
+ x
2
min
_

_
2x
1
+x
2
2
x
1
2x
2
2
x
1
+x
2
5
x
1
0, x
2
0
(b)
f(x) = x
1
3x
2
max
_

_
4x
1
+3x
2
12
x
1
+x
2
5
x
1
+5x
2
6
x
1
0,
Bi 1.9. a bi ton v dng chnh tc:
(a)
f(x) = x
1
+ x
2
max
_

_
2x
1
+ x
2
1
x
1
x
2
0
x
1
0, x
2
0
(b)
f(x) = x
1
+ x
2
min
_

_
0 x
1
3
x
2
5
12
Quy hoch tuyn tnh Trng HSP ng Thp
Bi 1.10. Cho bi ton
f(x) = x
1
+ x
2
min
_

_
2x
1
+ x
2
3
x
1
+ x
2
2
x
1
0, x
2
0
Tm tt c gi tr ca sao sao cho
(a) Tp phng n l rng.
(b) Tp phng n khc rng nhng hm mc tiu khng b chn.
(c) Bi ton c phng n ti u duy nht .
(d) Bi ton c v s phng n ti u.
Bi 1.11. Cho quy hoch tuyn tnh
f(x) = 4x
1
+ 8x
2
+ x
3
6x
4
min
_

_
2x
1
+2x
2
+3x
3
+3x
4
50
4x
1
+8x
2
+2x
3
+3x
4
= 80
4x
1
+4x
2
+x
3
+2x
4
= 40
x
j
0, j = 1..4
(a) Chng minh mi phng n ca bi ton u c x
1
= x
4
= 0.
(b) Xc nh tp phng n. T tm phng n ti u ca bi ton cho.
13