GII THUT N HNH

CHNG II
GII THUT N HNH
Chng ny trnh by mt cch chi tit ni dung ca gii thut n hnh. Sau
phn c s l thuyt ca gii thut l cc v d tng ng. Cc v d c trnh by
ng theo cc bc ca gii thut. Kin thc trong chng ny cn thit cho vic lp
trnh gii quy hoch tuyn tnh trn my tnh.
Ni dung chi tit ca chng bao gm :
I- GII THUT N HNH C BN
1- C s xy dng gii thut n hnh c bn
2- nh l v s hi t
3- Gii thut n hnh c bn
4- Ch trong trng hp suy bin
II- GII THUT N HNH CI TIN
1- Mt cch tnh ma trn nghch o
2- Quy hoch tuyn tnh dng chun
3- Gii thut n hnh ci tin
4- Php tnh trn dng - Bng n hnh
III- PHNG PHP BIN GI CI BIN
1- Bi ton ci bin
a- Ci bin bi ton quy hoch tuyn tnh
b- Quan h gia bi ton xut pht v bi ton ci bin
2- Phng php hai pha
3- Phng php M v cng ln
IV- QUY HOCH TUYN TNH SUY BIN
1- Cc v d v quy hoch tuyn tnh suy bin
2- X l quy hoch tuyn tnh suy bin

34

GII THUT N HNH

CHNG II: GII THUT N HNH

I- GII THUT N HNH C BN
Chng ny trnh by mt phng php gii bi ton quy hoch tuyn tnh
l phng php n hnh. Phng php n hnh c George Bernard Dantzig
a ra nm 1947 cng lc vi vic ng khai sinh ra quy hoch tuyn tnh. y l mt
phng php thc s c hiu qu gii nhng bi ton quy hoch tuyn tnh c ln
trong thc t. Vi cch nhn hin i tng ca phng php n hnh rt n gin.
C nhiu cch tip cn phng php n hnh, chng ny trnh by mt trong cc
cch .

1- C s xy dng gii thut n hnh c bn

Xt bi ton quy hoch tuyn tnh chnh tc :

max z(x) = c T x
Ax = b

x 0
Gi s rng B0 l mt c s kh thi xut pht ca bi ton ( khng nht thit l
m ct u tin ca ma trn A ) . Thut ton n hnh c bn c xy dng da trn
cc bc sau :
a-

Gn B = B0 v l=0 ( s ln lp )

b-

l = l+1

c-

Vi c s hin thi B tnh :

x B = B 1b
x=
: phng n c s kh thi tng ng
x N = 0
b = B 1 b
T

c N = c NT c NT B 1N : du hiu ti u

d-

Nu c N = c NT c BT B 1N 0 th gii thut dng v bi ton c

phng n ti u l x .
Ngc li, nu tn ti s sao cho c s > 0 ( c s l thnh phn th s
ca c N ) th sang bc e

35

GII THUT N HNH

Tnh : A s = B 1 A s

e-

( As l ct th s ca A )

Nu A s 0 th gii thut dng v phng n ti u khng gii ni.

Ngc li, nu tn ti a is A s m a is > 0 th tnh :

bi
br
, a is > 0 =
x s = min
a is
a rs

( i = 1 m)

a is l cc thnh phn ca A s .

x s l thnh phn th s ca phng n mi x .

f-

Gi xt l bin tng ng vi ct th r ca c s B. Khi bin xs s

nhn gi tr x s > 0 ( vo c s ), bin xt s nhn gi tr x t = 0 ( ra khi c s ). Nh

vy phng n mi x tng ng vi c s mi B ( thay i c s ) c xc nh

nh sau :

B =B{t}-{s}
g-

Gn B = B v quay v b .

V mt hnh hc, gii thut ny c hiu nh l mt qu trnh duyt qua cc

im cc bin ca a din li S cc phng n kh thi ca bi ton.
V mt i s, gii thut ny c hiu nh l mt qu trnh xc nh mt
chui cc ma trn c s k B0 B1 B2 ......... m cc phng n c s tng ng x0 x1
x2........ l ngy cng tt hn, tc l :
z(x0) < z(x1) < z(x2) .............
Ch :
Nu c s ban u B0 chnh l m ct u tin ca ma trn A th trong gii
thut trn t chnh l r .

2- nh l v s hi t
Vi gi thit bi ton khng suy bin, gii thut n hnh trn y s hi t v
phng n ti u sau mt s hu hn ln lp.
Bng s thng k ngi thy rng ni chung gii thut n hnh s hi t vi
s ln lp t nht phi l t m n 3m ( m l s rng buc ) .

36

GII THUT N HNH

3- Gii thut n hnh c bn

Xt bi ton quy hoch tuyn tnh chnh tc

min/max z( x ) = c T x
Ax = b

x 0
Gi s rng sau khi hon v cc ct trong A ta chn c ma trn c s B tho
s phn hoch sau y :
A =[B

N]

c T = [c B

cN ]

x T = [x B

xN ]

Gii thut n hnh c bn c thc hin nh sau :

a- Tnh ma trn nghch o B-1
b- Tnh cc tham s :
. Phng n c s kh thi tt hn
x B = B 1b = b

x=
x = 0

. Gi tr hm mc tiu z( x) = cBT x B
__

. Ma trn N = B-1N
c- Xt du hiu ti u :
__

c N = c NT c BT B 1N = c NT c BT N
T

- Nu c N 0 th kt thc gii thut vi phng n ti u l :

x B = B 1b = b

x=
x = 0

v gi tr hm mc tiu l :

z( x) = cBT x B
- Nu tn ti c s c N m c s > 0 th sang bc d.
d- Xc nh ch s ca phn t pivot trong ma trn N
. Xc nh ch s ct s ca pivot

c s = max

{c

> 0 cN

37

GII THUT N HNH

Nu Nis 0 th gii thut dng, bi ton khng c phng n ti u.

Ngc li th tip tc.
. Xc nh ch s dng r ca pivot

bi
br
min
, Nis > 0 =
Nis
Nrs

(i = 1,2,..., m)

__

Phn t Nrs trong ma trn N c gi l phn t pivot

Trong trng hp bi ton min
c- Xt du hiu ti u :
__

c N = c NT c BT B 1N = c NT c BT N
- Nu

c N 0 th kt thc gii thut vi phng n ti u l :

x B = B 1b = b

x=
x = 0

v gi tr hm mc tiu l :

z( x) = cBT x B
- Nu tn ti c s c N m c s < 0 th sang bc d.
d- Xc nh ch s ca phn t pivot trong ma trn N

. Xc nh ch s ct s ca pivot

c s = max | c k |

ck < 0 cN

Nu Nis 0 th gii thut dng, bi ton khng c phng n ti u.

Ngc li th tip tc.
. Xc nh ch s dng r ca pivot

bi
br
min
, Nis > 0 =
Nis
Nrs

(i = 1,2,..., m)

__

Phn t Nrs trong ma trn N c gi l phn t pivot

e- Thc hin cc hon v :
. Ct th s trong ma trn N vi ct th r trong ma trn B
. Phn t th s trong c NT vi phn t th r trong c BT
. Bin xs trong xNT vi bin xr trong x BT
f- Quay v (a)

38

GII THUT N HNH

V d : Tm phng n ti u cho bi ton quy hoch tuyn tnh chnh tc sau y

bng gii thut n hnh c bn

max z( x ) = 2 x1 + x 2
x1 x 2 + x 3 = 3

x1 + 2 x 2 + x 4 = 6

x 1 + 2 x 2 + x 5 = 2

x j 0 (j = 1,2,3,4,5)
Ta c :

1 1 | 1
A = 1
2 | 0
1
2 | 0

0
0
1

1
0

N
x T = [x1

x2 | x3
x NT

cT = [ 2

3
b = 6
2

x5 ]

x4
x BT

| 0

cNT

cBT

Ln lp1
a- Tnh ma trn nghch o B-1

1 0 0
B 1 = B = 0 1 0
0 0 1
b- Tnh cc tham s
. Phng n c s kh thi tt hn :

x 3
1 0 0 3 3

x B = x 4 = B 1b = 0 1 0 6 = 6 = b

x=
0 0 1 2 2
x5

x1 0

xN = =
x 2 0

. Gi tr hm mc tiu :

39

GII THUT N HNH

3
z( x) = c x B = [0 0 0] 6 = 0
2
T
B

. Tnh ma trn :

1 0 0 1 1 1 1

N = B N = 0 1 0 1
2= 1
2
0 0 1 1 2 1 2
__

c- Xt du hiu ti u :

1 1
c = c c N = [2 1] [0 0 0] 1
2 = [ 2 1 ]
1
2
T
N

T
N

T
B

__

Chuyn sang bc d
d- Xc nh ch s ca pivot
. Xc nh ch s ct pivot s :

__

c s = max c k > 0 c N = max { 2 , 1 } = 2 = c 1

Vy s=1
1

Ma trn ct s=1 trong ma trn N l N1 = 1

1

. Xc nh ch s dng pivot r :

bi
b1 b 2
b1
3 6
min = min
,
= min , = 3 =
N11
1 1
Nis
N11 N21
Vy r = 1
e- Hon v
. Ct th s=1 trong ma trn N v ct th r=1 trong ma trn B
. Phn t th s=1 trong c NT vi phn t th r=1 trong c BT
. Bin th s=1 trong x NT vi bin th r=1 trong x BT

1 1 | 1 0 0
1 1 | 1 0 0

A=1
2 | 0 1 0 A = 0 2 | 1 1 0
1 2 | 0 0 1
0 2 | 1 0 1

c T = [2 1 | 0 0 0] c T = [0 1 | 2 0 0]
x T = [x 1

x2 | x3

x4

40

x 5 ] x T = [x 3

x 2 | x1

x4

x5 ]

GII THUT N HNH

f- Quay v bc a
Ln lp 2
a. Tnh ma trn nghch o B-1

1 0 0
B = 1 1 0
1 0 1

1 0 0
= 1 1 0
1 0 1

b- Tnh cc tham s
. Phng n c s kh thi tt hn :

x1
1 0 0 3 3

x B = x 4 = B 1b = 1 1 0 6 = 3 = b

x=
1 0 1 2 5
x5

x 3 0

xN = =
x 2 0

. Gi tr hm mc tiu :

3

z( x ) = c x B = [2 0 0] 3 = 6
5
T
B

. Tnh ma trn :

1 0 0 1 1 1 1

N = B N = - 1 1 0 0
2 = -1 3
1 0 1 0
2 1
1
__

c- Xt du hiu ti u :

1 1
c = c c N = [0 1] [2 0 0] - 1
3 = [ 2 3]
1
1
T
N

T
N

T
B

__

Chuyn sang bc d
d- Xc nh ch s ca pivot
. Xc nh ch s ct pivot s :

__

c s = max c k > 0 c N = max { 3 } = 3 = c 2

Vy s=2

41

GII THUT N HNH

- 1

Ma trn ct s=2 trong ma trn N l N2 = 3

1

. Xc nh ch s dng pivot r :

b2 b3
bi
b2
3 5
min = min
,
= min , = 1 =
N22
3 1
N22 N23
Nis
Vy r = 2
e- Hon v
. Ct th s=2 trong ma trn N v ct th r=2 trong ma trn B
. Phn t th s=2 trong c NT vi phn t th r=2 trong c BT
. Bin th s=2 trong x NT vi bin th r=2 trong x BT

1 1 | 1 0 0
1 0 | 1 1 0

A = 0 2 | 1 1 0 A = 0 1 | 1
2 0
0 2 | 1 0 1
0 0 | 1 2 1

c T = [0 1 | 2 0 0] c T = [0 0 | 2 1 0]
x T = [x 3

x 2 | x1

x 5 ] x T = [x 3

x4

x 4 | x1

f- Quay v bc a
Ln lp 3
a. Tnh ma trn nghch o B-1

1 - 1 0

B=1
2 0
1 2 1

B 1

b- Tnh cc tham s
. Phng n c s kh thi tt hn :

42

1
2

0
3
3

1
=
0
3
3

4 -1 1
3

x2

x5 ]

GII THUT N HNH

1
2

3
3
x1

3 4

1
1
x B = x 2 = B 1b =
0 6 = 1 = b
3

2
4
x=

x5

4 -1 1

x
0

x = 3 =

N 0
x 4

. Gi tr hm mc tiu :

4

z( x ) = c x B = [2 1 0] 1 = 9
4
T
B

. Tnh ma trn :

2
0
3
3
1

__

1
1
N = B 1N =
0 0
3
3

4
1

3
3

1
2
3
3

1 1
1 =

3 3

4 - 1
3
3

c- Xt du hiu ti u :

1
2
3
3

__
T
1 1
T
T

c N = c N c B N = [0 0] [2 1 0]
= [ 1 - 1] < 0 : dng
3 3

4 - 1
3
3
Vy phng n ti u s l :

x1 4

x B = x 2 = 1

x 5 4

x 3 0

x N = x = 0
4

Gi tr hm mc tiu l z(x) = 9 vi x1 = 4 v x2 = 1

43

GII THUT N HNH

4- Ch trong trng hp suy bin

Trong trng hp bi ton suy bin, ngha l b r = 0 , ta c :

xs =

br
a rs

=0

cho nn gi tr ca hm mc tiu khng thay i khi thay i c s, v :

z( x ) = z( x ) + c s x s = z( x )

Vy th, c th sau mt s ln thay i c s li quay tr v c s gp v

lp nh vy mt cch v hn. Ngi ta c nhiu cch khc phc hin tng ny
bng cch xo trn mt cht cc d liu ca bi ton, s dng th tc t vng, quy tc
chn pivot trnh b kh.

II- GII THUT N HNH CI TIN

1- Mt cch tnh ma trn nghch o

Trong gii thut n hnh c bn hai ma trn k B v B ch khc nhau mt ct

1

v vy c th tnh ma trn nghch o B mt cch d dng t B-1 . lm iu

ch cn nhn (bn tri) B-1 vi mt ma trn i c s c xc nh nh sau :

= ..
0

..

a1s

0 ..

a rs
a 2s

1 ..

a rs
..
1

.. ..
0 ..

a rs
..
a ms

.. ..
0 ..

a rs

.. 0

.. 0

.. ..
dng r
.. 0

.. ..

.. 1

ct r

Khi :
^ 1

= B 1

Ta thy rng ma trn i c s c thit lp ging nh mt ma trn n v

mxm, trong ct r c cc thnh phn c xc nh nh sau :

44

GII THUT N HNH

a is
ars

1
a rs

: i vi thnh phn i r.
: i vi thnh phn r .

Khi m ma trn c s xut pht l ma trn n v, sau mt s bc i c s

B0 B1 B2 ....... Bq tng ng vi cc ma trn i c s 0 1 2 ....q-1 ngi ta c
cch tnh ma trn nghch o nh sau :

[B ]

q 1

= 0 .1 ....... q1

2- Quy hoch tuyn tnh dng chun

Quy hoch tuyn tnh dng chun l quy hoch tuyn tnh chnh tc m trong
c th rt ra mt ma trn c s l ma trn n v. Quy hoch tuyn tnh chun c
dng :

min/ max z( x ) = c T x

[I N] x = b

x 0

3- Gii thut n hnh ci tin

T nhng kt qu trn ngi ta xy dng gii thut n hnh ci tin i vi
bi ton qui hoch tuyn tnh (max) dng chun nh sau :
a- Khi to
A0 = A
b0 = b

b- Thc hin bc lp vi k = 0,1,2, ...

. Xc nh phng n c s kh thi :

x B = bk
k

x =
x = 0
Nk

. Tnh gi tr hm mc tiu :

z( x k ) = c BTk x B k = c BTk b k
. Xt du hiu ti u :
T

c k = c T c BTk A k
T

- Nu c k 0 th gii thut dng v :

45

GII THUT N HNH

x B = bk
k
l phng n ti u
xk =
x = 0
Nk

z( x k ) = c BTk x B k = c BTk b k l gi tr hm mc tiu

- Ngc li th sang bc (c)
c- Cp nht cc gi tr mi :
.Tnh pivot
.Tnh ma trn chuyn c s k
.Tnh A k +1 = k A k
.Tnh b k +1 = k b k
.Tng s ln lp k=k+1.
Quay v bc b
V d
Gii bi ton quy hoch tuyn tnh sau y bng phng php n hnh ci
tin :

max z(x) = 2x 1 + x 2
x 1 x 2 + x 3 = 3

x 1 + 2x 2 + x 4 = 6

x 1 + 2x 2 + x 5 = 2

xj 0

(j = 1,2,3,4,5)

Bc khi to
1 1 | 1 0 0

A0 = A = 1
2 | 0 1 0
1 2 | 0 0 1
N0
B0

c T = [2 1 | 0 0 0]
c NT0

c BT0

Bc lp k=0

x 3
3

x B 0 = x 4 = b 0 = 6
0
x =
x 5
2

x N0 = 0

46

3

b 0 = 6
2

GII THUT N HNH

3
z( x ) = c b 0 = [0 0 0] 6 = 0
2
0

T
B0

1 -1 1 0 0

c = c c A 0 = [2 1 0 0 0] [0 0 0] 1 2 0 1 0 = [2 1 0 0 0]
1 2 0 0 1
T
0

T
B0

1
1

1

3
6
suy ra pivot : a11 = 1
2

1 0 0

= 1 1 0
1 0 1
0

1 0 0 1 - 1 1 0 0 1 - 1 1 0 0
A1 = A 0 = 1 1 0 1 2 0 1 0 = 0 3 - 1 1 0
1 0 1 1 2 0 0 1 0 1 1 0 1
0

1 0 0 3 3
b1 = b 0 = 1 1 0 6 = 3
1 0 1 2 5
0

Bc lp k=1

x 1
3

x B1 = x 4 = b1 = 3
1
x =
x 5
5

x N1 = 0

3
z( x ) = c b1 = [2 0 0] 3 = 6
5
1

T
B1

1 - 1 1 0 0

c = c T c BT1 A 1 = [2 1 0 0 0 ] [2 0 0 ] 0 3 - 1 1 0
0 1 1 0 1
T
1

= [ 0 3 -2 0 0 ]

47

GII THUT N HNH

- 1 3
3 3
suy ra pivot : a 22 = 3
1 5
1

0
1
3

1
1
= 0
0
3

0 3 1

0
1
3
1 - 1 1 0 0

1
A 2 = A1 = 0
0 0 3 - 1 1 0 =
3

1
0 1 1 0 1

2 1

1 0 3 3

0 1 - 1 1

3 3

0 0 4 - 1

3
3

0
1
3
3 4

1

b 2 = 1 b1 = 0
0 3 = 1
3

1
5 4

Bc lp k=2

x 1
4

x B 2 = x 2 = b 2 = 1
2
x =
x 5
4

x N2 = 0

4
z( x ) = c b 2 = [2 1 0] 1 = 9
4
2

T
B2

c 2 = c T c BT2 A 2 = [2 1 0 0 0 ] [2 1 0 ]
T

2 1

1 0 3 3

0 1 - 1 1

3 3

0 0 4 - 1
3
3

= [ 0 0 -1 -1 0 ] : tho du hiu ti u.

48

GII THUT N HNH

Vy kt qu ca bi ton l :

4
1

. Phng n ti u x = x2 = 0

0
4

. Gi tr hm mc tiu z(x) = 9

4- Php tnh trn dng - Bng n hnh

Cc bc thc hin gii thut n hnh ci tin c trnh by ln lt trong
cc bng, gi l bng n hnh. Trong thc hnh, cp nht nhng gi tr mi ta c
th lm nh sau :
. Tm pivot.
. Chia dng cha pivot cho pivot.
. Kh cc phn t trn ct cha pivot.
. Tnh du hiu ti u.
. Tnh gi tr hm mc tiu .

c B0

iB 0

x1

x2

0
0
0

3
4
5

1
1
-1
2

cT
T

c0

x4

-1
2
2
1

x3
1
0
0
0

0
1
0
0

x5
0
0
1
0

b0
3
6
2
z(x0)

x4

0
1
0
0

x5
0
0
1
0

b1
3
3
5
z(x1)

c B1

iB1

x1

x2

2
0
0

1
4
5

1
0
0
2

-1
3
1
1

x3
1
-1
1
0

-2

cT
T

c1

49

GII THUT N HNH

c B2

iB 2

x1

x2

cT

c2

x3

x4

2
3
1

3
4
3
0

1
3
1
3
1

3
0

-1

-1

x5

b2

z(x2)

III- PHNG PHP BIN GI CI BIN

1- Bi ton ci bin
a- Ci bin bi ton quy hoch tuyn tnh
Ngi ta c th bin i mt bi ton quy hoch tuyn tnh chnh tc thnh
dng chun bng cch cng mt cch ph hp vo v tri ca rng buc i mt bin gi xn+i 0
lm xut hin ma trn n v. V cc bin gi ci bin c nh hng n hm mc tiu nn cng s c
s ci bin hm mc tiu.
Vy, ngi ta c th bin i bi ton quy hoch tuyn tnh tng qut, gi l
bi ton xut pht, thnh bi ton dng chun, gi l bi ton ci bin (m rng)
V d :
Bin i bi ton quy hoch tuyn tnh sau y thnh dng chun

max z( x ) = 2x 1 + x 2 + x 3 x 4
x 1 + 5 x 2 + 5 x 4 = 25

4 x 2 x 3 + 6 x 4 = 18

3x 2 + 8 x 4 = 28
xj 0

( j = 1,2,3,4)

Bi ton xut pht c cc bin, ma trn rng buc v chi ph :

x T = [x 1

x2

1 5

A = 0 - 4
0 3
c T = [2

x3
0
-1

x4]

6
8

- 1]

50

GII THUT N HNH

Bng cch thm bin gi x5, x6 ln lt vo rng buc 2 v 3 . Ta c bi

ton ci bin :
max z( x ) = 2 x 1 + x 2 + x 3 x 4 M( x 5 + x 6 )
x 1 + 5 x 2 + 5 x 4 = 25

4 x 2 x 3 + 6 x 4 + x 5 = 18
3x + 8 x + x = 28
4
6
2
xj 0

( j = 1,2,3,4 ,5,6)

z ( x ) l hm mc tiu ci bin s c gii thch trong phn tip theo.

Cc bin, ma trn rng buc cc h s v chi ph ca bi ton ci bin l

x T = [x 1

x2

1 5

A = 0 - 4
0 3
c T = [2

x3

x4

x5

x6]

0
-1

5
6

0
1

0
0 1

-1

-M -M]

b- Quan h gia bi ton xut pht v bi ton ci bin

Ngi ta kim chng rng :
- Nu x T = [x 1 x 2 ... x n ] l phng n (ti u) ca bi ton xut pht th
T

x = [x 1 x 2 ... x n 0 0 ... 0] l phng n (ti u) ca bi ton ci bin tng

ng.
Vy nu bi ton ci bin khng c phng n ti u th bi ton xut pht
cng s khng c phng n ti u.
T

- Nu x = [x 1 x 2 ... x n 0 0 ... 0] l phng n ti u ca bi ton ci

bin th x T = [x 1 x 2 ... x n ] l phng n ti u ca bi ton xut pht
- Nu bi ton ci bin c mt phng n ti u m trong c t nht mt
bin gi c gi tr dng th bi ton xut pht khng c phng n ti u.
- Nu bi ton ci bin (dng chun) c phng n ti u th cng s phng
n c s ti u.
V d
1- Xt bi ton :

51

GII THUT N HNH

min z( x ) = x 1 + 2x 2 + x 4 5x 5
3x 3 9x 4 = 0

x 2 7x 3 5x 4 2x 5 = 5

1
2
4
1
2
x 1 x 2 + x 3 + x 4 + x 5 =
3
3
3
3
3

xj 0

(j = 1,2,3,4, 5)

Bi ton ci bin khng c phng n ti u nn bi ton xut pht cng

khng c phng n ti u .
2- Xt bi ton :

min z(x) = 16x 1 + 7x 2 + 9x 3

1
1
2
x 1 x 2 + x 3 =
3
3
3
5x + 5x = 7
1
2

x j 0 (j = 1,2,3)
Phng n ti u ca bi ton ci bin :

[x 1

x2

x3

7
5

x 4 ] = 0

22

0
15

Phng n ti u ca bi ton xut pht :

[x 1

x2

x 3 ] = 0
5

22
15

3- Xt bi ton :
min z(x) = 2x 1 + 4x 2 2x 3
x 1 2x 2 + x 3 = 27

2x 1 + x 2 + 2x 3 = 50
x x x 18
2
3
1
x j (j = 1,2,3)

Phng n ti u ca bi ton ci bin :

[x 1

x2

x3

x4

x5

x 6 ] = [0 0 25 43 2 0]

Bi ton xut pht khng c phng n ti u .

Hai phng php bin gi ci bin thng dng l phng php hai pha v
phng php M v cng ln .

52

GII THUT N HNH

2- Phng php hai pha

Pha 1
Tm phng n ti u cho bi ton ci bin vi hm mc tiu ci bin
l :
min (tng tt c bin gi ci bin)
Pha 2
Tm phng n ti u cho bi ton xut pht vi phng n c s kh thi xut
pht l phng n ti u tm c pha 1. pha 2 ny cc bin gi ci bin b loi ra
khi ma trn cc h s rng buc, v vect chi ph c cp nht li, do du hiu
ti u cng c cp nht li
y l phng php thun li cho vic lp trnh ng dng gii thut n hnh
ci tin.
V d : Xt bi ton quy hoch tuyn tnh

max z( x ) = 3x 1 + 4 x 2 + x 3
8

x 1 + 2 x 2 + 2 x 3 3

x 1 + 2 x 2 + 3x 3 3
xj 0

(j = 1,2,3)

a bi ton v dng chnh tc bng cch thm bin ph x4 , x5 ta c

max z( x ) = 3x 1 + 4 x 2 + x 3
8

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

x 1 + 2 x 2 + 3x 3 x 5 = 3
xj 0

(j = 1,2,3,4,5)

Ma trn cc h s rng buc l :

1 2 2 1 0
A=
khng cha ma trn n v
1 2 3 0 1
p dng phng php n hnh ci bin hai pha nh sau :
Pha 1

53

GII THUT N HNH

Thm bin gi (ci bin ) x6 0 vo rng buc th hai c ma trn n v

. Khi bi ton ci bin c dng :

min w( x ) = x 6
8

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

x 1 + 2x 2 + 3x 3 x 5 + x 6 = 3
xj 0

(j = 1,2,3,4,5,6)

C ma trn cc rng buc l :

1 2 2 1 0 0
A=
c cha ma trn n v
1 2 3 0 1 1
Gii bi ton ci bin bng gii thut n hnh ci tin
Khi to
8

b0 = 3
7

3

1 2 2 1 0 0
A0 =

1 2 3 0 1 1

c T = [0 0 0 0 0 1]
Bc lp k=0

c B0

iB0

x1

x2

x3

x4

x5

x6

-1

-1

-2

-3

x1

x2

x3

x4

x5

x6

cT
T

c0

b0

8
3
7
3
w(x0)

7
3

Bc lp k= 1

c B1

iB1

2
2
2
1

0
1
3
3
3
3
1
1
1
2

0
3
1
0
3
3
3
3
T
c
0
0
0
0
0
1
T
1
0
0
0
0
0
c1
Ta c phng n ti u . Xong pha 1 . Chuyn sang pha 2.

Pha 2

54

b1
10
9
7
9
w(x1)

GII THUT N HNH

Loi b bin gi ci bin x6 0

Khi to

2
1 2
3 3 0 1 3
A0 =
1 2
1

1 0
3
3 3
10

b0 = 9
7

9

c T = [ 3 4 1 0 0]
Bc lp k=0

c B0

iB 0

cT
T

c0

x1

x2

1
3
1
3
3
8
3

2
3
2
3
4
10
3

x3

x4

x5
2
3
1

3
0
1
3

b0
10
9
7
9
z(x0)
7
9

Bc lp k=1

c B1

iB1

x1

x2

x3

x4

x5

-1

1
2
3

3
2
1

1
2
0

-5

cT
T

c1

b1
1
3
7
6
z(x1)
14
3

Bc lp k=2

c B2

iB 2

x1

x2

x3

x4

x5

-1

1
2
3

1
2
0

-3

-2

x1

x2

x3

x4

x5

cT
T

c2

b2
1
3
4
3
z(x2)
16
3

Bc lp k=3

c B3

iB 3

55

b3

GII THUT N HNH

-1

3
0

4
-2

1
-5

0
-2

0
0

cT

T
3

1
3
8
3
z(x3)
8

Kt qu ca bi ton cho :

x 1

x 2

x 3
x
4

x 5

. Phng n ti u

8
3
=0

=0
=0
=

1
3

. Gi tr hm mc tiu z(x)=z(x3)= 8

3- Phng php M v cng ln

Phng php M v cng ln ( M l s v cng ln ) tng t nh
phng php hai pha, ngoi tr pha 1 hm mc tiu ci bin c dng sau y cho
bi ton max/min
max [z(x) - M*( tng cc bin gi ci bin) ]
min [z(x) + M*( tng cc bin gi ci bin) ]
Bng phng php ny, trong qu trnh ti u, cc bin gi ci bin s c
loi dn ra khi ma trn c s : tt c u bng 0. Nu trong qu trnh tm phng n
ti u m khng loi b c cc bin gi ci bin ra khi c s th bi ton v
nghim.
So vi phng php hai pha th phng php ny trnh c vic phi cp
nht li d liu cho bi ton gc nhng khng tin li bng trong lp trnh ng dng.

V d : Xt bi ton tng t nh trn

56

GII THUT N HNH

max z( x ) = 3x 1 + 4 x 2 + x 3
8

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

x + 2 x + 3x x = 7
2
3
5
1
3
x j 0 (j = 1,2,3,4,5)
Thm bin gi ci bin x6 0 vo rng buc th hai ng thi ci bin hm mc
tiu theo nh trn ta c :

max w( x ) = 3x 1 + 4 x 2 + x 3 Mx 6
8

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

x + 2 x + 3x x + x = 7
2
3
5
6
1
3
x j 0 (j = 1,2,3,4,5,6)
Tm phng n ti u cho bi ton ci bin ny bng phng php n hnh
ci tin
Khi to

1 2 2 1 0 0
A0 =

1 2 3 0 1 1

8

b0 = 3
7

3

c T = [3 4 1 0 0 M]

Bc lp k=0

c B0

iB 0

x1

x2

x3

x4

x5

x6

-M

-1

-M

-M

cT
T

3+M

c0

4+2M 1+3M

b0
8
3
7
3
w(x0)
7M

Bc lp k= 1

c B1

i B1

3
cT
T

c1

x1

x2

1
3
1
3
3
8
3

2
3
2
3
4
10
3

57

x3

x4

x5

x6

2
3
1

3
0
1
3

2
3
1
3
-M
5
M
3

b1
10
9
7
9
w(x1)
7
9

GII THUT N HNH

Do x6 = 0 (v ngoi c s) nn b loi ra khi bng v ta tip tc tm phng

n ti u cho bi ton gc cho c phng n c s kh thi c khi to nh sau :
c B0

iB 1

3
cT
T

c0

x1

x2

1
3
1
3
3
8
3

2
3
2
3
4
10
3

x3

x4

x5
2
3
1

3
0
1
3

b0
10
9
7
9
z(x0)
7
9

Cc bc tip theo c thc hin ging nh phng php hai pha.

IV- QUY HOCH TUYN TNH SUY BIN

Khi thc hin thut ton n hnh trng hp bt thng c th xy ra l khi
xc nh bin ra th tn ti t s

bi
= 0 , tc l tn ti bi=0, hay khng c t s no
a ik

dng tht s. Ngi ta xem y l trng hp suy bin. Khi mt bng n hnh ri
vo tnh trng suy bin th c th gy kh khn m cng c th khng khi ta tip tc
thc hin thut ton n hnh.

1- Cc v d v quy hoch tuyn tnh suy bin

V d 1 : xt quy hoch tuyn tnh :
min z(x) = 7 + x 1 x 2
x 1 2x 2 2

3 x 1 6
2 x 0
1

x1 , x 2 0

a bi ton v dng chun :

min z(x) = 7 + x 1 x 2
x 1 2 x 2 + x 3 = 2

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

x1 , x 2 0

vi ma trn h s l :

58

GII THUT N HNH

x1
1
-3
-2

x2
-2
0
0

x3
1
0
0

x4
0
1
0

x5
0
0
1

b
2
6
0

c cha ma trn n v. p dng thut ton n hnh ci tin ta c :

cB

iB

x1

x2

x3

x4

x5

-2

-3

-2

cT

-1

-1

w=7

y l trng hp suy bin, bin vo l x2, n c tng ln n mc vn tha

nhng iu kin v du ca cc bin trong c s x3, x3, x5 . l :
x 3 = 2 + 2 x 2 0

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

x 2 2

x 2 0
x 0
2

Nh vy x2 c th ln ty nn hm mc tiu khng b gii ni. Vy bi ton

khng c phng n ti u. Trng hp ny bng n hnh khng c t s no
dng tht s xc nh bin ra.
V d 2 : xt quy hoch tuyn tnh :
min z(x) = 7 + x 1 x 2
x 1 + 2x 2 2

3 x 1 6
2 x 0
1

x1 , x 2 0

a bi ton v dng chun :

min z(x) = 7 + x 1 x 2
x 1 + 2 x 2 + x 3 = 2

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

x1 , x 2 0

vi ma trn h s l :

59

GII THUT N HNH

x1
1
-3
-2

x2
2
0
0

x3
1
0
0

x4
0
1
0

x5
0
0
1

b
2
6
0

c cha ma trn n v. p dng thut ton n hnh ci tin ta c :

iB
3
4
5

cB
0
0
0
cT

cB

iB

-1

0
0

4
5
cT

x1
1
-3
-2
1
1

x2
2
0
0
-1
-1

x3
1
0
0
0
0

x4
0
1
0
0
0

x5
0
0
1
0
0

w=7

x1
1
2
-3
-2
1
3
2

x2

x3
1
2
0
0
0
1
2

x4

x5

1
0
0

0
1
0

6
0

0
0
-1

b
2
6
0

w=6

y l bng n hnh ti u.
V d 3 : xt quy hoch tuyn tnh :
min w(x) = -3 +

1
3
x 1 2x 2 + x 3
2
2

1
1
x1 + x 3 1
2
2
x 1 + x 2 x 3 0

x1 , x 2 , x 3 0

a bi ton v dng chun :

min w(x) = -3 +

1
3
x 1 2x 2 + x 3
2
2

1
1
x1 + x 3 + x 4 = 1
2
2
x 1 + x 2 x 3 + x 5 = 0

x1 , x 2 , x 3 , x 4 , x 5 0

vi ma trn h s :

60

GII THUT N HNH

x1
1
2
-1

x2

x3
1
2
1

x4

x5

c cha ma trn n v . p dng gii thut n hnh ci tin :

cB

iB

5
cT

cB

iB

-2

cT

x1
1
2
-1
1
2
1
2

x1
1
2
-1
1
2
3

x2

x3 x4
1
1
0
2
1
0
1
3
0
-2
2
3
0
-2
2
x2 vo , x5 ra

x2
0

1
-2
0

x3
1
2
-1
3
2
1

x4

x5

w=-3
0

x5

w=-3

x1 vo , x4 ra
cB
1
2
-2
cT

iB

x1

x2

x3

x4

x5

0
1
2
0

0
3
2
1

-2
0

y l bng n hnh ti u

V d 4 : xt quy hoch tuyn tnh

61

w=-6

GII THUT N HNH

min z(x) = 10 x 1 + 57 x 2 + 9 x 3 + 24 x 4
0,5 x 1 5,5 x 2 2,5 x 3 + 9 x 4 0

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

x 1
1
x1 , x 2 , x 3 , x 4 0

a bi ton v dng chun

min w(x) = 10 x 1 + 57 x 2 + 9 x 3 + 24 x 4
0,5 x 1 5,5 x 2 2,5 x 3 + 9 x 4 + x 5 = 0

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

x + x = 1
7
1
x1 , x 2 , x 3 , x 4 , x 5 , x 6 , x 7 0

vi ma trn h s
x1
0,5
0,5
1

x2
-5,5
-1,5
0

x3
-2,5
-0,5
0

x4
9
1
0

x5
1
0
0

x6
0
1
0

x7
0
0
1

b
0
0
1

c cha ma trn n v . p dng phng php n hnh ci tin

iB
5
6
7

cB
0
0
0
cT

iB
1
6
7

cB
-10
0
0
cT

iB
1
2
7

cB
-10
57
0
cT

c
cB

iB

x1
0,5
0,5
1
-10

x2
-5,5
-1,5
0
57

x3
-2,5
-0,5
0
9

x4
9
1
0
24

x5
1
0
0
0

x6
0
1
0
0

x7
0
0
1
0

-10

57

x1
1
0
0
-10
0

x2
-11
4
11
57

24
x1 vo , x5 ra
x3
x4
-5
18
2
-8
5
-18
9
24

x5
2
-1
-2
0

x6
0
1
0
0

x7
0
0
1
0

b
0
0
1

-53

-41

20

10

w=0

x1
1
0
0
-10

x2
0
1
0
57

x2 vo , x6 ra
x3
x4
-4
0,5
0,5
-2
-0,5
4
9
24

x5
-0,75
-0,25
0,75
0

x6
2,75
0,25
-2,75
0

x7
0
0
1
0

b
0
0
1

6,75

13,25

x1

x2

x5

x6

x7

204

-14,5
98
x3 vo , x1 ra
x3

x4

62

b
0
0
1
w=0

w=0

GII THUT N HNH

9
57
0

3
2
7
cT

cB
9
24
0

iB
3
4
7
cT

cB
0
24
0

iB
5
4
7
cT

iB
5
6
7

cB
0
0
0
cT

2
-1
1
-10

0
1
0
57

1
0
0
9

29

x1
-2
-0,5
1
-10

x2
4
0,5
0
57

20

x1
-4
0,5
1
-10

x2
8
-1,5
0
57

-22

93

x1
0,5
0,5
1
-10

x2
-5,5
-1,5
0
57

-10

57

-8
2
0
24

-1,5
0,5
0
0

5,5
-2,5
0
0

0
0
1
0

-15

93

x5
0,5
0,25
0
0

x6
-4,5
-1,25
0
0

x7
0
0
1
0

0
x5 vo , x3 ra
x3
x4
2
0
-0,5
1
0
0
9
24

-10,5

70,5

x5
1
0
0
0

x6
-9
1
0
0

x7
0
0
1
0

21
0
x6 vo , x4 ra
x3
x4
-2,5
9
-0,5
1
0
0
9
24

-24

x5
1
0
0
0

x6
0
1
0
0

x7
0
0
1
0

-18
x4 vo , x2 ra
x3
x4
1
0
0
1
0
0
9
24
0

24

0
0
1
w=0
b
0
0
1
w=0
b
0
0
1
w=0
b
0
0
1
w=0

Bng n hnh hin thi ging vi bng n hnh xut pht : y l hin tng
xoay vng .

2- X l trng hp suy bin

Theo cc v d trn, trong trng hp quy hoch tuyn tnh suy bin th sau
mt s ln lp c th phng n nhn c vn nh c m khng c s thay i no,
c th phng n nhn c tt hn, c th phng n nhn c l mt phng n
nhn trc ri v t c xoay vng mi. Do nu khng c bin php phng
nga th thut ton n hnh s c th ko di v tn.
Khi thc hin thut ton n hnh th hin tng suy bin xy ra khi c s tnh
c kh ln nhau lm cho tn ti b i no bng 0. Trong trng hp ny c th c
nhiu bin tha iu kin ca bin ra. Gp trng hp ny cn phi la chn bin ra
sao cho trnh c hin tng xoay vng.

63

GII THUT N HNH

Ngi ta thng dng phng php nhiu lon, phng php t vng trnh
s tnh c kh ln nhau ny. Trong thc tin tnh ton ngi ta ra mt quy tc
x l kh n gin, gi l quy tc Bland, khi dng gii thut n hnh gii cc quy
hoch tuyn tnh suy bin, l :
Vi xk l bin vo , bin ra xr c chn l bin c ch s nh nht tha iu
kin chn bin ra :

bi

min
, a ik > 0 (i = 1,2,..., m)
a ik

V d :
Xt quy hoch tuyn tnh suy bin :
min w(x) =

4
x 4 +2 x 5 x 6 + 16 x 7
3

x 1 + 3 x 4 2 x 5 x 6 + 12 x 7 = 0

1
1
2

x 2 + x 4 x 5 x 6 + x 7 = 0
2
6
3

x 3 + x 5 + x 6 9 x 7 = 2

x1 , x 2 , x 3 , x 4 , x 5 , x 6 , x 7 0

p dng quy tc Bland ta thy :

cB

iB

x1

x2

x3

cT

x4
1
3
1
2
0
4

3
4

x5

x6

x7

-2

-1

12

1
6
1

2
3
-9

-1

16

-1

0
2
w=0

-1

16

Bin ra c th l x1 hay x2 . Chn x1

cB
4

iB

x1

x2

x3

x4

x5

x6

x7

-6

-3

36

64

GII THUT N HNH

3
2
0

4
3
1

34
3
-9

-1

16

-6

-5

64

cT

0
4

3
0

x2

x3

x4

x5

x6

x7

2
w=0

Bin ra l x2
cB
4

iB

cT

x1
3

2
3

4
3
4

1
2
1

4
3

0
0

2
3
1
3

-1

17
3
10

16
w=0

-1

30

Bin ra c th l x4 hay x5 . Chn x4

cB

iB

-1

x1
3

2
1
4
5
4

x2

x3

x4

x5

x6

x7

-7

-4

-1

16

32

x5
6

x6
1

x7
-40

b
0

-28

3
2
3

cT

-2

2
3
1

3
4

3
1

w=0

Bin ra l x5

cB
-1

iB
6

x1
0

x2
-6

x3
0

x4
-3
8

65

GII THUT N HNH

3
cT

-6

3
4

3
13

-5

31

-1

16

2
w=

81

-24

x5
14

31
16

31
5

31

x6

x7

-1

16

Bin ra l x3
cB

iB

x1

-1

16

cT

0
0

x2
54
31
18

31
6
31

x3
40
31
28
31
1
31

42
31

24
31

x4
27
31
4
93
3
31
4

3
187

93

n y khng cn hin tng suy bin.

Bin vo l x7

66

128
31

b
80
31
56
31
2
31

w=
0

48
31

GII THUT N HNH

CU HI CHNG 2
1- Trnh by c s l thuyt ca thut ton n hnh c bn.
2- nh ngha quy hoch tuyn chun.
3- Trnh by cc bc lp bng n hnh theo php ton trn dng .
4- Ci bin mt quy hoch tuyn tnh tng qut nh th no ? . Cch gii quy hoch
tuyn tnh ci bin v quy hoch tuyn tnh gc.

67

GII THUT N HNH

BI TP CHNG 2
1- Tm phng n ti u ca bi ton sau y bng phng php n hnh c bn

min z = -2x 1 2 x 2

max z = 3x 1 + 2 x 2

a)-

- x 1 + x 2 4

x 1 + 2 x 2 14

5x 1 + 2 x 2 30

x 1 , x 2 0

b)-

2x 1 + x 2 4

2x 1 + 3x 2 3

4x 1 + x 2 5

x 1 + 5 x 2 1

x 1 , x 2 0

min w = x 1 + 2x 3 + x 5

c)-

x 1 + x 2 + x 3 + x 4 + x 5 = 5

x 2 + x 3 + x 4 x 5 = 2

x 3 x 4 + x 5 = 1

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

2- Tm phng n ti u ca bi ton sau bng phng php n hnh ci tin

a)

max z = 5x1 + 3x2

2x1 + 2x2 80
x1 30
x1, x2 0

b)

max z = x1 + 2x2
2x1 + 3x2 7
x1 - x2 1
x1 0, x2 0

c)

max z = 5x1 + 3x2 + x3

2x1 + 3x2 - x3 4
3x1 - x2 + 2x3 2
x1 + x2 + 3x3 5
x1 0, x2 0, x3 0

3- Tm phng n ti u ca cc bi ton sau bng phng php bin gi ci bin.

a)

max z = 3x1 - x2
2x1 + x2 100

68

GII THUT N HNH

x1 10
x2 0
b)

min w = 3x1 + x2
x1 + x2 3
2x1 5
x1, x2 0

c)

max z = 3x1 + x2 - 3x3

x1 + 2x2 - x3 = 2
-10x2 + 5x3 = 5
-3x2 + 2 x3 = 4
xi 0, i = 13
min w = -x 1 3x 2

max z = 2x 1 + 6 x 2

d)-

f)-

x 1 x 2 x 3 2

2 x 1 x 2 + x 3 1

x 1 , x 2 , x 3 0

e)-

x 1 + x 2 3

x 1 + x 2 1

x 1 + 2x 2 4

x 1 , x 2 0

max z = x 1 + 3x 2

min w = 2x 1 + x 2

x 1 x 2 3

x 1 + x 2 1

x 1 + 2 x 2 2

x 1 , x 2 0

x 1 + x 2 1

x 1 2 x 2 2

x 2 1

x 1 , x 2 0

g)-

69