L THUYT C BN V QUY HOCH TUYN TNH

CHNG I L THUYT C BN V QUY HOCH TUYN TNH

Chng ny trnh by cch xy dng m hnh quy hoch tuyn tnh ca nhng bi ton dng n gin. y l nhng kin thc quan trng xy dng m hnh cho nhng bi ton phc tp hn trong thc t sau ny. Cc khi nim v li uc trnh by lm c s cho phng php hnh hc gii quy hoch tuyn tnh. Mt v d m u c trnh by mt cch trc quan lm r khi nim v phng n ti u ca quy hoch tuyn tnh. Ni dung chi tit ca chng bao gm : I- GII THIU BI TON QUY HOCH TUYN TNH 1- Bi ton vn u t 2- Bi ton lp k hoch sn xut 3- Bi ton vn ti II- QUY HOCH TUYN TNH TNG QUT V CHNH TC 1- Quy hoch tuyn tnh tng qut 2- Quy hoch tuyn tnh dng chnh tc 3- Phng n III- C IM CA TP HP CC PHNG N 1- Khi nim li v tnh cht 2- c im ca tp cc phng n 3- Phng php hnh hc IV- MT V D M U V- DU HIU TI U 1- Ma trn c s - Phng n c s - Suy bin 2- Du hiu ti u

L THUYT C BN V QUY HOCH TUYN TNH

CHNG I L THUYT C BN V QUY HOCH TUYN TNH

I- GII THIU BI TON QUY HOCH TUYN TNH

C th tm nh ngha quy hoch tuyn tnh l lnh vc ton hc nghin cu cc bi ton ti u m hm mc tiu (vn c quan tm) v cc rng buc (iu kin ca bi ton) u l hm v cc phng trnh hoc bt phng trnh tuyn tnh. y ch l mt nh ngha m h, bi ton quy hoch tuyn tnh s c xc nh r rng hn thng qua cc v d . Cc bc nghin cu v ng dng mt bi ton quy hoch tuyn tnh in hnh l nh sau : a- Xc nh vn cn gii quyt, thu thp d liu. b- Lp m hnh ton hc. c- Xy dng cc thut ton gii bi ton m hnh ho bng ngn ng thun li cho vic lp trnh cho my tnh. d- Tnh ton th v iu chnh m hnh nu cn. e- p dng gii cc bi ton thc t.

1- Bi ton vn u t
Ngi ta cn c mt lng (ti thiu) cht dinh dng i=1,2,..,m do cc thc n j=1,2,...,n cung cp. Gi s : aij l s lng cht dinh dng loi i c trong 1 n v thc n loi j (i=1,2,...,m) v (j=1,2,..., n) bi l nhu cu ti thiu v loi dinh dng i cj l gi mua mt n v thc n loi j Vn t ra l phi mua cc loi thc n nh th no tng chi ph b ra t nht m vn p ng c yu cu v dinh dng. Vn c gii quyt theo m hnh sau y : Gi xj 0 (j= 1,2,...,n) l s lng thc n th j cn mua . Tng chi ph cho vic mua thc n l :

L THUYT C BN V QUY HOCH TUYN TNH

z=

c x
j j =1

= c 1 x 1 + c 2 x 2 + ...... + c n x n

V chi ph b ra mua thc n phi l thp nht nn yu cu cn c tha mn l :

min z =
n

c x
j j =1

= c1 x1 + c 2 x 2 + ...... + c n x n

Lng dinh dng i thu c t thc n 1 l : ai1x1 Lng dinh dng i thu c t thc n 2 l : ai2x2 ......................................................... Lng dinh dng i thu c t thc n n l : ainxn

(i=1m)

Vy lng dinh dng th i thu c t cc loi thc n l : ai1x1+ai2x2+...+ainxn nn ta c rng buc sau : ai1x1+ai2x2+...+ainxn bi (i=1m) Khi theo yu cu ca bi ton ta c m hnh ton sau y :
min z =
n

(i=1m)

V lng dinh dng th i thu c phi tha yu cu bi v dinh dng loi

c x
j j =1

= c1 x1 + c 2 x 2 + ...... + c n x n

a11 x 1 + a12 x 2 + ... + a1n x n b1 a 21 x 1 + a 22 x 2 + ... + a 2n x n b 2 .......................................... a m1 x 1 + a m2 x 2 + ... + a mn x n b m x j 0 (j = 1,2,..., n)

2- Bi ton lp k hoch sn xut

T m loi nguyn liu hin c ngi ta mun sn xut n loi sn phm Gi s : aij l lng nguyn liu loi i dng sn xut 1 sn phm loi j (i=1,2,...,m) v (j=1,2,..., n) bi l s lng nguyn liu loi i hin c cj l li nhun thu c t vic bn mt n v sn phm loi j

L THUYT C BN V QUY HOCH TUYN TNH

Vn t ra l phi sn xut mi loi sn phm l bao nhiu sao cho tng li nhun thu c t vic bn cc sn phm ln nht trong iu kin nguyn liu hin c. Gi xj 0 l s lng sn phm th j s sn xut (j=1,2,...,n) Tng li nhun thu c t vic bn cc sn phm l :
z=
n

c x
j j=1

= c 1 x 1 + c 2 x 2 + ...... + c n x n

V yu cu li nhun thu c cao nht nn ta cn c :

max z =

c x
j j =1

= c1 x1 + c 2 x 2 + ...... + c n x n

Lng nguyn liu th i=1m dng sn xut sn phm th 1 l ai1x1 Lng nguyn liu th i=1m dng sn xut sn phm th 2 l ai2x2 ............................................... Lng nguyn liu th i=1m dng sn xut sn phm th n l ainxn Vy lng nguyn liu th i dng sn xut l cc sn phm l ai1x1+ai2x2+...+ainxn V lng nguyn liu th i=1m dng sn xut cc loi sn phm khng th vt qu lng c cung cp l bi nn : ai1x1+ai2x2+...+ainxn bi (i=1,2,...,m) Vy theo yu cu ca bi ton ta c m hnh sau y :
n

max z =

c x
j j =1

= c1 x1 + c 2 x 2 + ...... + c n x n

a11 x 1 + a12 x 2 + ... + a1n x n b1 a 21 x 1 + a 22 x 2 + ... + a 2n x n b 2 .......................................... a m1 x 1 + a m2 x 2 + ... + a mn x n b m x j 0 (j = 1,2,..., n)

3- Bi ton vn ti
Ngi ta cn vn chuyn hng ho t m kho n n ca hng bn l. Lng hng ho kho i l si (i=1,2,...,m) v nhu cu hng ho ca ca hng j l dj

L THUYT C BN V QUY HOCH TUYN TNH

(j=1,2,...,n). Cc vn chuyn mt n v hng ho t kho i n ca hng j l cij 0 ng. Gi s rng tng hng ho c cc kho v tng nhu cu hng ho cc ca hng l bng nhau, tc l :
m n

si =
i =1

d
j =1

Bi ton t ra l lp k hoch vn chuyn tin cc l nh nht, vi iu kin l mi ca hng u nhn hng v mi kho u trao ht hng. Gi xij 0 l lng hng ho phi vn chuyn t kho i n ca hng j. Cc vn chuyn chuyn hng ho i n tt c cc kho j l :
n

c
j =1

ij

x ij

Cc vn chuyn tt c hng ho n tt c kho s l :

z=

c
i=1 j =1

ij

x ij

Theo yu cu ca bi ton ta c m hnh ton sau y :

m n

min z =

c
i=1 j=1

ij

x ij

m (j = 1,2,..., n) x ij = d j i=1 x 0 (i = 1,2,..., m) (j = 1,1,..., n) ij

II- QUY HOCH TUYN TNH TNG QUT V CHNH TC

1- Quy hoch tuyn tnh tng qut
Tng qut nhng bi ton quy hoch tuyn tnh c th trn, mt bi ton quy hoch tuyn tnh l mt m hnh ton tm cc tiu (min) hoc cc i (max) ca hm mc tiu tuyn tnh vi cc rng buc l bt ng thc v ng thc tuyn tnh. Dng tng qut ca mt bi ton quy hoch tuyn tnh l :

L THUYT C BN V QUY HOCH TUYN TNH

min/ max z = n a ij x j j=1 n a ij x j j=1 n a ij x j j=1 x j 0 x j 0 x ty j = bi bi bi

c x
j =1 j

(I)

(i I1 ) (i I 2 ) (i I 3 ) (II)

( j J1 ) (j J 2 ) (j J 3 )

(III)

Trong :

(I) Hm mc tiu
L mt t hp tuyn tnh ca cc bin s, biu th mt i lng no m ta cn phi quan tm ca bi ton.

(II) Cc rng buc ca bi ton

L cc phng trnh hoc bt phng trnh tuyn tnh n bin s, sinh ra t iu kin ca bi ton.

(III) Cc cc hn ch v du ca cc bin s
Ngi ta cng thng trnh by bi ton quy hoch tuyn tnh di dng ma trn nh sau :
a11 a12 ... a1n a 21 a 22 ... a 2n A = [a ij ] = ...................... a a m2 ... a mn m1 x 1 x 2 x= ... x n c 1 c 2 c= ... c n b1 b 2 b= ... b m

Gi ai (i=1m) l dng th i ca ma trn A, ta c :

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L THUYT C BN V QUY HOCH TUYN TNH

min/max z( x ) = c T x a i x = b i a i x b i a x b i i x j 0 x 0 j x j ty (i I1 ) (i I 2 ) (i I 3 )

(I) (II)

( j J1 ) (j J 2 ) (j J 3 )

(III)

Ngi ta gi : - A l ma trn h s cc rng buc. - c l vect chi ph (cT l chuyn v ca c) - b l vect gii hn cc rng buc.

2- Quy hoch tuyn tnh dng chnh tc

Bi ton quy hoch tuyn tnh chnh tc l bi ton quy hoch tuyn tnh m trong cc rng buc ch c du = v cc bin s u khng m.
n

min/max z =

c x
j j =1

(I) (II) (III)

n (i = 1,2,..., m) a ij x j = b i j=1 (j = 1,2,..., n) x j 0

( m n )

min/max Ax = b x 0

z( x ) = c T x

(I) (II) (III)

rang(A)=m

Ngi ta c th bin i bi ton quy hoch tuyn tnh dng tng qut thnh bi ton quy hoch tuyn tnh dng chnh tc nh cc quy tc sau y : - Nu gp rng buc i c dng th ngi ta cng thm vo v tri ca rng buc mt bin ph xn+i 0 c du = .

11

L THUYT C BN V QUY HOCH TUYN TNH

- Nu gp rng buc i c dng th ngi ta tr vo v tri ca rng buc mt bin ph xn+i 0 c du = . Cc bin ph ch l nhng i lng gip ta bin cc rng buc dng bt ng thc thnh ng thc, n phi khng nh hng g n hm mc tiu nn khng xut hin trong hm mc tiu. - Nu bin xj 0 th ta t xj = -xj vi xj 0 ri thay vo bi ton. - Nu bin xj l tu th ta t x j = x j x j vi x j , x j u 0 ri thay vo bi ton. - Trong trng hp trong s cc rng buc c dng m v phi ca dng l gi tr m th i du c hai v c v phi l mt gi tr khng m. Da vo cc php bin i trn m ngi ta c th ni rng bi ton quy hoch tuyn tnh chnh tc l bi ton quy hoch tuyn tnh m trong cc rng buc ch c du = , v phi v cc bin s u khng m. V d : Bin i bi ton quy hoch tuyn tnh sau y v dng chnh tc :

min z( x ) = 2x 1 x 2 + 2 x 3 + x 4 2 x 5 x 1 2 x 2 + x 3 + 2 x 4 + x 5 7 x 2 + 2 x 3 + x 4 1 2 x + x + 3x 10 4 5 3 x + x 2 x + x = 20 2 3 4 1 x 1 , x 5 0 x 4 0 x , x ty 3 2
Bng cc thay th :

x 4 = x 4 x 2 = x x 2 2 x 3 = x x 3 3
ta c :

(x 4 0) (x , x 0) 2 2 (x , x 0) 3 3

12

L THUYT C BN V QUY HOCH TUYN TNH

min z( x ) = 2 x 1 ( x x ) + 2( x x ) x 4 2 x 5 2 2 3 3 x 1 2( x x ) + ( x x ) 2 x 4 + x 5 + x 6 = 7 2 2 3 3 ( x 2 x ) + 2( x x ) + x 4 x 7 = 1 2 3 3 x ) x 4 + 3x 5 x 8 = 10 3 2( x 3 x + ( x x ) 2( x x ) x = 20 2 2 3 3 4 1 x 1 , x 5 , x 6 , x 7 , x 8 , x , x , x , x , x 4 0 2 2 3 3
hay :

min z( x ) = 2 x 1 ( x x ) + 2( x x ) x 4 2 x 5 2 2 3 3 x 1 2( x x ) + ( x x ) 2 x 4 + x 5 + x 6 = 7 2 2 3 3 ( x x ) 2( x x ) x 4 + x 7 = 1 2 2 3 3 2( x x ) x 4 + 3x 5 x 8 = 10 3 3 x + ( x x ) 2( x x ) x = 20 2 2 3 3 4 1 x 1 , x 5 , x 6 , x 7 , x 8 , x , x , x , x , x 4 0 2 2 3 3

3- Phng n
Xt bi ton quy hoch tuyn tnh chnh tc :

min/max Ax = b x 0
b.

z( x ) = c T x
(P)

x=[x1 x2 ... xn] T l mt phng n ca (P) khi v ch khi Ax = x=[x1 x2 ... xn] T l mt phng n kh thi ca (P) khi v ch khi Ax = b v x 0 . Mt phng n ti u ca (P) l mt phng n kh thi ca (P) m gi tr ca hm mc tiu tng ng t min/max.

13

L THUYT C BN V QUY HOCH TUYN TNH

III- C IM CA TP HP CC PHNG N
1- Khi nim li v cc tnh cht
a- T hp li
- Cho m im xi trong khng gian Rn . im x c gi l t hp li ca cc im xi nu :
m

x = i x i = 1 x 1 + 2 x 2 + ... + m x m
i =1

1 , 2 ,...., n 0

1 + 2 + .... + n = 1
x=x1+(1-)x2 (01)

- Khi x l t hp li ca hai im x1, x2 ngi ta thng vit : Nu 0<<1 th x c gi l t hp li tht s. - on thng Tp hp tt c cc t t hp li ca 2 im bt k A, B Rn c gi l on thng ni A v B . K hiu :

AB= {x = A + (1-)B vi [0,1] }

nh l T hp l c tnh cht bc cu.

b- Tp hp li
Tp con S ca Rn c gi l tp hp li khi S cha ton b on thng ni hai imbt k ca S.

x + (1-)y S x,y,[0,1]

Tp hp rng v tp hp ch c mt phn t c xem l tp hp li. nh l Giao ca mt s bt k cc tp hp li l mt tp hp li. nh l Nu S l mt tp hp li th S cha mi t hp li ca mt h im bt k trong S.

14

L THUYT C BN V QUY HOCH TUYN TNH

c- im cc bin ca mt tp hp li
im x trong tp li S Rn c gi l im cc bin nu khng th biu din c x di dng t hp li tht s ca hai im phn bit ca S.

d- a din li v tp li a din
a din li Tp hp S tt c cc t hp ca cc im x1, x2,....,xm cho trc c gi l a din li sinh ra bi cc im .

a din li l mt tp hp li. Trong a din li ngi ta c th loi b dn cc im l t hp ca cc im cn li. Khi ngi ta thu c mt h cc im, gi s l y1, y2,...,yp (pm) . Cc im ny chnh l cc im cc bin ca a din li, chng sinh ra a din li . S im cc bin ca a din li l hu hn. Siu phng - Na khng gian A=[aij]m.n l ma trn cp m.n Ai (i=1,2,...,m) l hng th i ca A Siu phng trong Rn l tp cc im x=[x1,x2,.....,xn]T tha Ai x = bi Na khng gian trong Rn l tp cc im x=[x1,x2,.....,xn]T tha Ai x bi Siu phng v na khng gian u l cc tp hp li. Tp li a din Giao ca mt s hu hn cc na khng gian trong Rn c gi l tp li a din.

15

L THUYT C BN V QUY HOCH TUYN TNH

Tp li a din l mt tp hp li. Nu tp li a din khng rng v gii ni th l mt a din li

2- c im ca tp hp cc phng n
nh l Tp hp cc phng n ca mt quy hoch tuyn tnh l mt tp li a din. Nu tp hp li a din ny khng rng v gii ni th l mt a din li, s im cc bin ca n l hu hn. nh l Tp hp cc phng n ti u ca mt quy hoch tuyn tnh l mt tp li. Xt quy hoch tuyn tnh chnh tc min/max z( x ) = c T x

(I) (II) (III)

Ax = b x 0

Gi s A=[aij]m.n c cp m.n, m n, rang(A)=m . Gi Aj (j=1,2,...,n) ct th j ca ma trn A, quy hoch tuyn tnh chnh tc trn c th vit :

min/ max z(x) = c 1 x 1 + c 2 x 2 + ... + c n x n x 1 A 1 + x 2 A 2 + ... + x n A n = b x 0

Gi S={x=[x1,x2,...,xn]T 0 / x1A1+ x2A2+...+ xnAn=b} l tp cc phng n ca bi ton.
0 0 x 0 = x 1 , x 0 ,..., x n 2

] S l mt phng n khc 0.
T

nh l iu kin cn v x0 l phng n cc bin ( im cc bin ca S) l cc ct Aj ng vi x 0 >0 l c lp tuyn tnh. j H qu S phng n cc bin ca mt quy hoch tuyn tnh chnh tc l hu hn. S thnh phn > 0 ca mt phng n cc bin ti a l bng m. Khi s thnh phn > 0 ca mt phng n cc bin bng ng m th phng n c gi l mt phng n c s.

16

L THUYT C BN V QUY HOCH TUYN TNH

nh l Nu tp cc phng n ca mt quy hoch tuyn tnh chnh tc khng rng th quy hoch tuyn tnh c t nht mt phng n cc bin. B Nu
x l mt phng n ti u ca quy hoch tuyn tnh.

x1, x2 l cc phng n ca quy hoch tuyn tnh.

x l t hp li thc s ca x1, x2

th x1, x2 cng l phng n ti u ca quy hoch tuyn tnh. nh l Nu quy hoch tuyn tnh chnh tc c phng n ti u th th s c t nht mt phng n cc bin l phng n ti u. V d : xt quy hoch tuyn tnh chnh tc
max z(x) = 2x 1 + 3x 2 4 x 1 + 2 x 2 + x 3 = 5 x 1 + 3x 2 = 1 x1 , x 2 , x 3 0
T

13 Vi h A1 A2 ta tnh c x 1 = 3

1 0 10
T

Vi h A1 A3 ta tnh c x 2 = [1 0 1]

1 13 Vi h A2 A3 ta tnh c x 3 = 0 3 3
: z(x2)=2.1+3.0=2 z(x3)=2.0+3.1/3=1

V cc thnh phn ca phng n cc bin l > 0 nn ta chi xt x2 v x3 . Khi

Vy x 2 = [1 0 1] l mt phng n ti u.
T

nh l iu kin cn v mt quy hoch tuyn tnh c phng n ti u l tp cc phng n khng rng v hm mc tiu b chn.

17

L THUYT C BN V QUY HOCH TUYN TNH

nh l Nu tp cc phng n ca mt quy hoch tuyn tnh khng rng v l mt a din li th quy hoch tuyn tnh s c t nht mt phng n cc bin l phng n ti u.

3- Phng php hnh hc

T nhng kt qu trn ngi ta c cch gii mt quy hoch tuyn tnh hai bin bng phng php hnh hc thng qua v d sau : V d : xt quy hoch tuyn tnh
max z( x ) = 3x 1 + 2 x 2 x 1 x 2 4 x 1 + 2 x 2 14 5 x 1 + 2 x 2 30 x1 , x 2 0

x2 C B D

x1

A,B,C,D,O l cc im cc bin. Gi tr hm mc tiu ti l : z(A)=3.6+2.0=18 z(B)=3.4+2.5=22 z(C)=3.2+2.6=18 z(D)=3.0+2.8=8 z(O)=3.0+2.0=0 Phng n ti u ca bi ton t c ti B : x1=4 v x2=5

IV- MT V D M U
Xt bi ton quy hoch tuyn tnh :

18

L THUYT C BN V QUY HOCH TUYN TNH

min z(x) = - 5x 1 4 x 2 3x 3 2 x 1 + 3x 2 + x 3 5 4 x 1 + x 2 + 2x 3 11 3x + 4 x + 2 x 8 2 3 1 x1 , x 2 , x 3 0
a bi ton v dng chnh tc bng cch a vo cc bin ph w1, w2, w3 0 ( lm cho cc rng buc bt ng thc thnh ng thc ) . Ta c :

min z(x) = - 5x 1 4 x 2 3x 3 2 x 1 + 3x 2 + x 3 + w 1 = 5 4 x 1 + x 2 + 2 x 3 + w 2 = 11 3x + 4 x + 2 x + w = 8 2 3 3 1 x 1 , x 2 , x 3 , w1 , w 2 , w 3 0
Thc hin vic chuyn v ta c bi ton ban u nh sau :

min z(x) = - 5x 1 4 x 2 3x 3 w 1 = 5 2 x 1 3 x 2 x 3 w 2 = 11 4 x 1 x 2 2x 3 w = 8 3 x 4 x 2 x 1 2 3 3 x1 , x 2 , x 3 , w1 , w 2 , w 3 0
Mt phng n kh thi xut pht ( cha l phng n ti u ) ca bi ton l : x1 = x2 = x3 = 0 w1=5 w2=11 w3 = 8 Gi tr tng ng ca hm mc tiu l z(x) = 0 Ngi ta s ci tin phng n xut pht ny c mt phng n mi tt hn, n lm cho gi tr ca hm mc tiu gim xung. Ngi ta lm nh sau : V h s ca x1 trong hm mc tiu l m v c gi tr tuyt i ln nht nn nu tng x1 t bng 0 ln mt gi tr dng ( cng ln cng tt ) v ng thi vn gi x2 v x3 bng 0 th gi tr ca hm ca hm mc tiu s gim xung. Khi cc bin v tri ca bi ton (I) s b thay i theo nhng phi tho 0 . S thay i ca chng khng nh hng n s thay i ca hm mc tiu. Thc hin tng trn ta c :
w 1 = 5 2 x 1 0 w 2 = 11 4 x 1 0 w = 8 3 x 0 1 3 x2 = x3 = 0

(I)

19

L THUYT C BN V QUY HOCH TUYN TNH

5 x 1 2 11 Suy ra : x 1 4 8 x 1 3
Ngi ta chn x 1 = nh sau :

x1

5 2

(dng 1 c chn)

5 nn nhn c mt phng n tt hn c xc nh 2

x 2 = x 3 = w1 = 0 x1 = 5 2 w2 = 1 w3 = 1 2 25 2

Gi tr tng ng ca hm mc tiu l z( x ) =

Bc tip theo l bin i bi ton (I) thnh mt bi ton tng ng bng cch t dng 1 ( dng c chn ) tnh x1 theo cc bin cn li v th gi tr nhn c vo cc dng cn li, ta c :
min z(x) = 25 5 7 1 + w1 + x 2 x 3 2 2 2 2 5 1 3 1 x 1 = 2 2 w 1 2 x 2 2 x 3 (II) w 2 = 1 + 2 w 1 + 5 x 2 1 3 1 1 w 3 = + w 1 + x 2 x 3 2 2 2 2 x1 , x 2 , x 3 , w1 , w 2 , w 3 0

Thc hin tng t nh trn, ngi ta tng x3 t bng 0 ln mt gi tr dng cho php v ng thi vn gi x2 v w1 bng 0 th gi tr ca hm ca hm mc tiu s gim xung. Khi cc bin v tri ca bi ton (II) s b thay i theo nhng phi tho 0 . Ta c :

5 1 x 1 = 2 2 x 3 0 w 2 = 1 0 1 1 w 3 = x 3 0 2 2
nh sau :

x 3 5 x 3 1

x 3 1 ( dng 3 c chn )

Khi ngi ta chn x3=1 nn thu c mt phng n tt hn c xc nh

20

L THUYT C BN V QUY HOCH TUYN TNH

x 2 = w1 = w 3 = 0 x1 = 2 x3 = 1 w2 = 1
Gi tr tng ng ca hm mc tiu l z(x)=-13 Bc tip theo l bin i bi ton (II) thnh mt bi ton tng ng bng cch t dng 3 ( dng c chn ) tnh x3 theo cc bin cn li v th gi tr nhn c vo cc dng cn li, ta c :

min z(x) = -13 + w 1 + 3x 2 + w 3 x 1 = 2 - 2w 1 2 x 2 + w 3 w 2 = 1 + 2w 1 + 5x 2 x = 1 + 3w + x 2w 1 2 3 3 x1 , x 2 , x 3 , w1 , w 2 , w 3 0

n y v khng c h s no ca hm mc tiu l m nn khng th lm gim gi tr ca hm mc tiu theo cch nh trn na. Phng n thu c bc sau cng chnh l phng n ti u ca bi ton. i vi bi ton max, thay cho vic lm tng bin c h s m trong hm mc tiu ngi ta lm tng bin c h s dng cho n khi cc h s trong hm mc tiu hon ton m. (III)

V- DU HIU TI U
1- Ma trn c s - Phng n c s - Suy bin
Xt bi ton quy hoch tuyn tnh chnh tc

min/max Ax = b x 0

z( x ) = c T x
(P)

a- Ma trn c s
Ngi ta gi c s ca bi ton quy hoch tuyn tnh chnh tc (P) l mi ma trn B khng suy bin (c ma trn nghch o) mxm trch ra t m ct ca ma trn rng buc A. Cc ct cn li c gi l ma trn ngoi c s, k hiu l N .

b- Phng n c s - Phng n c s kh thi

B l mt c s ca bi ton (P). Khi , bng cch hon v cc ct ca A ngi ta c th lun lun t A di dng :

21

L THUYT C BN V QUY HOCH TUYN TNH

A=[B N] Do , ngi ta cng phn hoch x v c nh sau : xT = [ xB xN ] c T = [ cB c N ] Mt phng n x ca bi ton (P) tho :

Ax = b
Phng n c s

[B

x B N ] = b Bx B + Nx N = b x N

Ngi ta gi mt phng n c s tng ng vi c s B l mt phng n c bit, nhn c bng cch cho : xN = 0 Khi xB c xc nh mt cch duy nht bng cch gii h phng trnh tuyn tnh bng phng php Cramer : BxB = b xB = B-1b Phng n c s kh thi Mt phng n c s l phng n c s kh thi nu : xB = B-1b 0 C s tng ng vi mt phng n kh thi c gi l c s kh thi . V d : xt bi ton quy hoch tuyn tnh dng chnh tc :
min/ max z( x ) = x1 x 2 + x 3 x 4 + x 5 + x 6 2 x1 + 2 x 4 + x 5 = 20 3x1 + 4 x 2 4 x 4 + x 6 = 10 x1 + 2 x 2 + x 3 + 3x 4 = 28 xj 0 (j = 1,2,...,6)

Ma trn rng buc l

x1 2 A = - 3 1 x2 0 4 2 x3 0 0 1 x4 2 -4 3 x5 1 0 0 x6 0 1 0

C th chn ba ct bt k v kim chng xem c th l c s khng. Mt c s c chn v sp xp li l

22

L THUYT C BN V QUY HOCH TUYN TNH

x5 x6
1 0 0

x3

x4

x1

x2 0 4 2

0 1 0

0 2 2 0 -4 -3 1 3 1

Cc ct x5 x6 x3 to thnh mt ma trn c s . Cc bin tng ng c gi l cc bin (trong) c s . Cc ct x1 x2 x4 to thnh mt ma trn ngoi c s. Cc bin tng ng c gi l cc bin ngoi c s. Mt phng n c s kh thi ca bi ton l : x1 0 x2 0 x3 28 x4 0 x5 20 x6 10

c- Suy bin
Mt phng n c s kh thi c gi l suy bin nu xB = B-1b 0 c nhng thnh phn bng 0. S suy bin l mt hin tng thng xy ra trong mt s bi ton nh bi ton vn ti, dng d liu, ng i ngn nht....... y l hin tng kh phc tp (c nhiu cch gii quyt s c xt sau). V vy trong nhng phn tip theo ta gi s rng phng n c s kh thi l khng suy bin, tc l xB = B-1b > 0 ( dng thc s ) .

2- Du hiu ti u
Theo trn, khi mt bi ton quy hoch tuyn tnh c phng n ti u th tn ti mt c s kh thi (ti u) B* , tc l phng n c s x* tng ng vi B* l phng n ti u. Vn by gi l xc nh mt th tc tm B*. Chng ta s thy rng th tc c suy ra mt cch trc tip t vic chng minh du hiu ti u sau y.

nh l 4 (du hiu ti u)
Xt bi ton quy hoch tuyn tnh chnh tc

min/max z( x ) = c T x Ax = b x 0
iu kin cn v mt phng n c s kh thi x c dng :
x B = B 1b 0 x= x N = 0

23

L THUYT C BN V QUY HOCH TUYN TNH

ca bi ton l phng n ti u l :
T T c N = c N c B B 1N 0 T T c N = c N c B B 1N 0 T T

i vi bi ton max i vi bi ton min

Vi : A=[ B | N ] cT= [ cB | cN ] Ngi ta thng gi : cN l chi ph ngoi c s cB l chi ph c s

c N l chi ph trt gim
T c B B 1N l lng gia gim chi ph
T

Chng minh (cho bi ton max)

iu kin
Gi s x* l mt phng n c s kh thi vi ma trn c s B v tho
T T c N = c N c B B 1N 0 T

th cn chng minh x* l phng n ti u, ngha l chng minh rng vi mi phng n bt k ca bi ton ta lun c : z(x) z(x*) Xt mt phng n kh thi x bt k , x tho :

Ax = b x0

x B [B N] = b x N x B 0 x N 0

B l ma trn c s ca phng n c s kh thi x* B c ma trn nghch o l B-1

Bx B + Nx N = b x B 0 xN 0 B -1Bx B + B -1Nx N = B -1b x B 0 xN 0 (B -1B = I)

24

L THUYT C BN V QUY HOCH TUYN TNH

x B + B -1Nx N = B -1 .b x B 0 xN 0 x B = B -1b - B -1Nx N x B 0 xN 0

Tnh gi tr hm mc tiu i vi phng n x ta c : z(x) = cTx

T = cB

T x T T cN B = cB xB + cN xN x N

T T = c B B 1 b B 1Nx N + c N x N

T T T = c B B 1b c B B 1Nx N + c N x N T T T = c B B 1b + (c N - c B B 1N)x N

(1)

V x* l phng n c s kh thi tng ng vi ma trn c s B nn

* x B = B 1 b 0 * x N = 0

Tnh gi tr hm mc tiu i vi phng n c bn x* ta c : z(x*) = cTx*

T = cB

x * T T * T * cN B = cB xB + cN xN * x N

T * T = c B x B = c B B 1b

* ( v x N = 0 )

(2)

T (1) v (2) ta c : z(x) z(x*) Vy x* l phng n ti u.

T v c N c B B 1N 0

iu kin cn
* x B = B 1 b 0 l phng n ti u vi ma trn c s B, cn Gi s x* = x * = 0 N

T T chng minh rng : c N = c N c B B 1N 0 .

( c N l vect c n-m thnh phn) Ta s chng minh iu ny bng phn chng.

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L THUYT C BN V QUY HOCH TUYN TNH

Gi s rng tn ti mt thnh phn cs ca c N m cs > 0. Da vo cs ngi ta xy dng mt vect x nh sau :

* x = x B B 1Nx N x= B x N = I s 0

Trong >0 v Is l mt vect c (n-m) thnh phn bng 0, tr thnh phn th s bng 1 . Vy

x N = I s 0 x= * 1 1 1 x B = x B B NI s = B b B NI s
Do B-1b 0 nn ngi ta c th chn >0 nh xB > 0 Vy x c chn nh trn s tho : x0 (3) Ta kim chng x tha rng buc ca bi ton bng cch tnh : Ax

(*)

x = [B N] B = Bx B + Nx N x N

( = B( B

* = B x B B 1NI s + NI s

b B 1NI s + NI s

= BB 1b BB 1NI s + NI s = b NI s + NI s =b (4) T (3) v (4) cho thy x l mt phng n kh thi ca bi ton By gi ta ch ra mu thun bng so snh gi tr hm mc tiu ti x v x* . Ta c : z(x) = cTx
T = cB

T x T T cN B = cB xB + cN xN x N

T * T = c B x B B 1Nx N + c N x N T * T T = c B x B c B B 1Nx N + c N x N T * T * T T = c B x B + c N x N c B B 1Nx N + c N x N T * (v c N x N = 0)

T = cB

x * T T T c N B + c N c B B 1N x N * xN

T T = c T x * + c N c B B 1N I s

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L THUYT C BN V QUY HOCH TUYN TNH

= c T x * + c N I s = c T x * + c N I s = z(x*) + c s > z(x*) ( v c s > 0 )

Vy x* khng phi l phng n ti u nn mu thun vi gi thit . Ch Qua vic chng minh nh l du hiu ti u ta thy rng t mt phng n c s kh thi cha ti u c th tm c cc phng n kh thi cng lc cng tt hn nh lp li nhiu ln cng thc (*). Vn c t l i lng c chn nh th no nhanh chng nhn c phng n ti u. B Xt bi ton quy hoch tuyn tnh chnh tc max z( x ) = c T x

Ax = b x 0
vi B l mt c s kh thi no v x0 l phng n c s tng ng, tc l

x 0 = B 1b 0 x0 = B 0 x N = 0
T T Xt c N = c N c B B 1N . T

T z(x 0 ) = c B B 1b

Nu tn ti mt bin ngoi c s xs sao cho c s >0 vi c s l thnh phn th s ca c N th : a- Hoc l ngi ta c th lm tng mt cch v hn gi tr ca xs m khng i ra khi tp hp cc phng n kh thi, v trong trng hp ny phng n ti u ca bi ton khng gii ni. b- Hoc l ngi ta c th xc nh mt c s kh thi khc l B c phng n c s kh thi x tng ng vi n l tt hn , tc l : z(x0) < z( x ) Chng minh Trong qu trnh chng minh nh l du hiu ti u ta c phng n mi c xc nh nh sau :

x N = I s 0 x= 1 1 1 * x B = x B B NI s = B b B NI s

27

L THUYT C BN V QUY HOCH TUYN TNH

K hiu :
N = B 1N N s l ct s ca N

b = B 1 b

x = b Ns Nh vy ta c : x = B x N = I s
Hai trng hp c th xy ra nh sau : a- Trng hp N s 0 Trong trng hp ny xs c th nhn mt gi tr ln tu m vn m bo xB

0, ngha l x lun lun tho 0 . Khi nh bit gi tr hm mc tiu tng ng

l z(x)
T = cB

x T B T T cN = cB xB + cN xN x N

T T = c B B 1 b B 1 N I s + c N I s T T T = c B B 1 b c B B 1 N I s + c N I s T T = z( x 0 ) + c N c B B 1 N I s

= z( x 0 ) + c N I s = z(x0) + c s vi c s c th ln v hn th gi tr ca hm mc tiu l khng gii ni. b- Trng hp tn ti i=1m sao cho N is > 0 ( N is > 0 l thnh phn th i ca N s ) Trong trng hp ny gi tr ca >0 m xs c th nhn khng th tng v hn v phi m bo xB>0. Gi nh sau :
bi = min , Nis > Nis (i = 1 m)

tr ln nht ca m xs c th nhn c xc nh
br 0 = Nrs

Phng n c s kh thi mi c cc thnh phn nh sau :

x B = b Ns x= x N = I s

28

L THUYT C BN V QUY HOCH TUYN TNH

v gi tr hm mc tiu tng ng l :

z( x) = z( x 0 ) + c s > z( x 0 )
Ghi ch : Trong trng hp bi ton khng suy bin, nu c xc nh mt cch duy nht th phng n mi x c ng m thnh phn khc 0. Tht vy : - Bin xs ang bng 0 trong phng n x0 tr thnh dng tht s v
xs =

- Bin xr ang dng tht s by gi nhn gi tr :

x r = b r Nrs = b r

br Nrs

Nrs = b r b r = 0

Vy phng n mi x l mt phng n c s. N tng ng vi c s B c suy ra t B bng cch thay th ct r bng ct s. Ngi ta ni rng hai c s B v B l k nhau, chung tng ng vi nhng im cc bin k nhau trong tp hp li S cc phng n kh thi ca bi ton.

CU HI CHNG 1
1- Trnh by cc bc nghin cu mt quy hoch tuyn tnh. 2- nh ngha quy hoch tuyn tnh chnh tc. 3- Trnh by khi nim v phng n ca mt quy hoch tuyn tnh. 4- Trnh by c s l thuyt ca phng php hnh hc gii mt quy hoch tuyn tnh hai bin.

29

L THUYT C BN V QUY HOCH TUYN TNH

BI TP CHNG 1
1- Mt nh my cn thp c th sn xut hai loi sn phm : thp tm v thp cun. Nu ch sn xut mt loi sn phm th nh my ch c th sn xut 200 tn thp tm hoc 140 tn thp cun trong mt gi . Li nhun thu c khi bn mt tn thp tm l 25USD, mt tn thp cun l 30USD. Nh my lm vic 40 gi trong mt tun v th trng tiu th ti a l 6000 tn thp tm v 4000 tn thp cun . Vn t ra l nh my cn sn xut mi loi sn phm l bao nhiu trong mt tun t li nhun cao nht. Hy trnh by bi ton quy hoch tuyn tnh cho vn trn.

2- C 3 ngi cng phi i mt qung ng di 10km m ch c mt chic xe p mt ch ngi. Tc i b ca ngi th nht l 4km/h, ngi th hai l 2km/h, ngi th ba l 2km/h. Tc i xe p ca ngi th nht l 16km/h, ngi th hai l 12km/h, ngi th ba l 12km/h. Vn t ra l lm sao thi gian ngi cui cng n ch l ngn nht. Hy trnh by bi ton quy hoch tuyn tnh cho vn trn.

3- Mt nh my sn xut ba loi tht : b, ln v cu vi lng sn xut mi ngy l 480 tn tht b, 400 tn tht ln, 230 tn tht cu. Mi loi u c th bn c dng ti hoc nu chn. Tng lng cc loi tht c th nu chn bn l 420 tn trong

30

L THUYT C BN V QUY HOCH TUYN TNH

gi v 250 tn ngoi gi. Li nhun thu c t vic bn mt tn mi loi tht c cho trong bng sau y : B Ln Cu Ti 8 4 4 Nu chn trong gi 14 12 13 Nu chn ngoi gi 11 7 9

Hy trnh by bi ton quy hoch tuyn tnh nh my sn xut t li nhun cao nht.

4- Mt xng mc lm bn v gh. Mt cng nhn lm xong mt ci bn phi mt 2 gi, mt ci gh phi mt 30 pht. Khch hng thng mua nhiu nht l 4 gh km theo 1 bn do t l sn xut gia gh v bn nhiu nht l 4:1. Gi bn mt ci bn l 135USD, mt ci gh l 50USD. Hy trnh by bi ton quy hoch tuyn tnh xng mc sn xut t doanh thu cao nht, bit rng xng c 4 cng nhn u lm vic 8 gi mi ngy.

5- Mt nh my sn xut hai kiu m. Thi gian lm ra mt ci m kiu th nht nhiu gp 2 ln thi gian lm ra mt ci kiu th hai. Nu sn xut ton kiu m th hai th nh my lm c 500 ci mi ngy. Hng ngy, th trng tiu th nhiu nht l 150 ci m kiu th nht v 200 ci kiu th hai. Tin li khi bn mt ci m kiu th nht l 8USD, mt ci m th hai l 5USD. Hy trnh by bi ton quy hoch tuyn tnh nh my sn xut t li nhun cao nht.

6- Trong hai tun mt con g mi c 12 trng hoc p c 4 trng n ra g con. Sau 8 tun th bn tt c g con v trng vi gi 0,6USD mt g v 0,1USD mt trng. Hy trnh by bi ton quy hoch tuyn tnh b tr 100 g mi trng hoc p trng sao cho doanh thu l nhiu nht.

7- Gii nhng bi ton quy hoch tuyn tnh sau y bng phng php hnh hc :

31

L THUYT C BN V QUY HOCH TUYN TNH

max z = x 1 x 2

a)-

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

min w = x 1 + x 2
b)-

x 1 2 x 2 6 x 1 2 x 2 4 x 1 + x 2 1 x , x 0 1 2

max z = 5x 1 + 6 x 2

min w = -2x 1 x 2
d)-

c)-

x 1 2 x 2 2 2 x 1 + 3 x 2 2 x , x tuy 1 2

x 1 + 2 x 2 6 x 1 x 2 3 x 1 , x 2 0

max z = 3x 1 + 2 x 2
e)-

max z = 3x 1 4 x 2

2x 1 + x 2 2 3x 1 + 4 x 2 1 x 1 , x 2 0
min/ max z(x) = 4 x 1 + 3x 2 2x 1 3x 2 12 2x 1 + 3x 2 24 3x 1 x 2 14 x + 4 x 9 2 1 2x 1 + x 2 4 x1 , x 2 0

f)-

x 1 x 2 4 2x 1 + x 2 14 x 2 6 x 6 1 x 1 , x 2 0

g)-

32