Professional Documents
Culture Documents
TON NG DNG
(Gio trnh Sau i hc)
NH XUT BN I HC S PHM
M s: 01.01.1/121. H 2005
Mc lc
M u
CHNG I. MT S M HNH V PHNG PHP TI U
1. M hnh quy hoch tuyn tnh
1.1. Cc bc cn thit khi p dng phng php m hnh ho
1.2. M hnh quy hoch tuyn tnh
1.3. Phng php n hnh
1.4. Gii m hnh quy hoch tuyn tnh bng cc phn mm tnh ton
1.5. Mt s ng dng ca phng php n hnh
5
7
7
7
7
11
14
16
17
17
19
21
21
23
25
29
29
31
37
41
1. M hnh mng vn ti
1.1. Pht biu bi ton vn ti
1.2. To phng n vn ti xut pht
1.3. Phng php phn phi gii bi ton vn ti
1.4. Phng php phn phi ci bin gii bi ton vn ti
41
41
42
44
48
51
51
56
57
59
59
62
62
64
67
73
1. Mc ch v cc cng c ca m phng
1.1. Khi nim v m phng ngu nhin
1.2. Cc cng c ch yu ca m phng
1.3. M phng mt s phn phi xc sut
73
73
73
74
78
78
78
79
3. Mt s vn v m hnh hng ch
3.1. Mt s yu t c bn ca h thng hng ch
3.2. Cc ch s cn kho st
3.3. Tnh ton cc ch s
3.4. p dng m phng cho mt s h thng hng ch
88
88
92
92
94
105
105
105
106
111
111
112
112
113
116
120
123
123
124
Phn bi tp
Phn ph lc
Ti liu tham kho
126
137
145
M u
Chng I
MT S M HNH V PHNG PHP TI U
1.
1.1.
b1
b2
...
am1x1 + am2x2 +... +amnxn
bm
x2
30
4x1 + 2x2 = 60
12
B
2x1 + 4x2 = 48
4
C
O
15
24
x1
Hnh I.1. Phng php th gii bi ton quy hoch tuyn tnh
Tnh gi tr z ti O(0, 0): z(0, 0) = 0; ti A(0, 12): z(0, 12) = 72; ti C(15,0): z(15, 0)
= 120; ti B(12, 6): z(12, 6) = 132 = Max{z(O), z(A), z(B), z(C)}. Vy zmax = 132.
A(0,12)
B(12,6) dng
z=0
z = 72
z = 132
O(0, 0)
C(15, 0)
B(12, 6) dng
z=0
z = 120
z = 132
hoc:
S khi
Bt u
Nhp d liu
Tm im cc bin
xut pht
Kim tra
iu kin ti u
Sai
ng
In v lu tr kt qu
Dng
Hnh I.2. S khi gii BTQHTT
10
Tm
im cc bin
k tt hn
Quy trnh gii BTQHTT tng qut c s khi gin lc nh trnh by trn hnh I.2.
Trong s trn, v mc ch trnh by vn n gin, chng ta khng cp ti cc
trng hp khi BTQHTT c min phng n l tp rng (lc ta khng tm c
phng n xut pht) cng nh khi ta khng tm c im cc bin k tt hn mc d
iu kin ti u cha tho mn (lc tp cc gi tr hm mc tiu z khng b chn).
1.3.
= 60
+ x4 = 48
x 1 , x2 , x 3 , x4 0
Cch lp v bin i cc bng n hnh
11
H s hm
mc tiu cj
Bin c
s
Phng
n
c1 = 8
c2 = 6
c3 = 0
c4 = 0
x1
x2
x3
x4
0
0
x3
x4
60
48
4
2
2
4
1
0
0
1
z0 = 0
z1 = 0
z2 = 0
z3 = 0
z4 = 0
1 = 8
2 = 6
3 = 0
4 = 0
15
18
1
0
1/2
3
1/4
1/2
0
1
z0 = 120
z1 = 8
z2 = 4
z3 = 2
z4 = 0
1 = 0
2 = 2
3 = 2
4 = 0
12
6
1
0
0
1
1/3
1/6
1/6
1/3
z0 = 132
5/3
2/3
5/3
2/3
Hng z
Hng j = cj zj
8
0
x1
x4
Hng z
Hng j = cj zj
8
6
x1
x2
Hng z
Hng j = cj zj
Phn tch bng n hnh bc 1
12
(3)
(4)
Hnh I.3. Quy tc hnh ch nht
4x1 + 2x2 + x3
2x1 + 4x2
= 60 (a)
+ x4 = 48 (b)
c h
x1 + (1/2)x2 + (1/4)x3
0x1 + 3x2
= 15 (a)
(1/2)x3 + x4 = 18 (b)
13
bng cch ly phng trnh (a) chia cho 4 (phn t xoay) c (a), ri ly (b) tr bt
2 (a)/4 c (b). y chnh l ni dung ca bc 4 v bc 5. Cn bc 3 s m bo
rng gi tr ca cc bin c s mi khng m (x1 = 15, x4 = 18).
p dng th tc xoay cho cc phn t nm trn hng 1 v 2 ca bng n hnh
bc 1, sau tnh cc gi tr trn hng zj v j tng t nh khi lp bng n hnh
bc 1, chng ta s nhn c bng n hnh bc 2.
Phn tch bng n hnh bc 2
Gii m hnh quy hoch tuyn tnh bng cc phn mm tnh ton
Hin nay c nhiu phn mm tnh ton gii BTQHTT kh hiu qu nh Excel,
Lingo. Nhng phn mm ny rt thn thin vi ngi dng. Tuy nhin cn nhn mnh
rng, vic pht biu c m hnh bi ton v phn tch, nh gi c kt qu mi
chnh l nhng khu quan trng nht trong phng php m hnh ho. Sau y, chng ta
dng phn mm Lingo gii v d xt trn.
z = 8x1 + 6x2
14
Max
vi cc rng buc:
4x1 + 2x2 60
2x1 + 4x2 48
x 1 , x2
0.
Hnh I.4. Nhp d liu ca bi ton quy hoch tuyn tnh trong Lingo
Hnh I.5. Kt qu gii bi ton quy hoch tuyn tnh trong Lingo
15
1.5.
c x
ij
i =1 j=1
ij
Min
j=1
i =1
c j a ijx ij Max
16
2.1.
2x1 + 4x 2 48
x , x 0
1 2
a BTQHTT v dng chnh tc nh bit bng cch thm hai bin b (slack
variables) x3 v x4. Ta c BTQHTT dng chnh tc l:
z = 8x1 + 6x2 + 0x3 + 0x4 Max
4x1 + 2x 2 + x 3 = 60
2x1 + 4x 2 + x 4 = 48
x , x , x , x 0
1 2 3 4
Lc ny, trong h hai iu kin rng buc c hai bin ng c lp trong tng
phng trnh vi h s +1, nn c th tm c phng n cc bin xut pht bt u
qu trnh gii bi ton. Mt cch tng qut, BTQHTT dng chnh tc l bi ton vi cc
17
2x1 + 4x 2 48
x , x 0
1 2
2x1 + 4x 2 x 4 = 48
x , x , x , x 0
1 2 3 4
2 x 1 + 4 x 2 x 4 + x 5 = 48
x , x , x , x , x 0
1 2 3 4 5
2x1 + 4x 2 x 4 = 48
x 0, x 0, x 0, x 0
2
3
4
1
Lc ny mun gii bi ton bng phng php n hnh ta phi i bin x'2 = x2.
Ta c BTQHTT vi cc bin u khng m.
18
2x1 4x '2 x 4 = 48
x , x ' , x , x 0
1 2 3 4
V d 4: (Trng hp c bin vi du tu )
2x1 + 4x 2 48
x 0, x
du tu
2
1
x ''2 = max[0, x 2 ]
x ''2 0
Cc rng buc s l
4x1 + 2x '2 2x ''2 + x 3 = 60
19
4x1 + 2x 2 60
(a) 2x1 + 4x 2 48
x , x 0
1 2
(b) 2x1 + 4x 2 x 4 = 48
x , x , x , x 0
1 2 3 4
(c) 2x1 + 4x 2 x 4 + x 5 = 48
x , x , x , x , x 0
1 2 3 4 5
Cch 1: C th gii BTQHTT vi cc iu kin rng buc (a) bng phng php
th nhn c kt qu: phng n ti u l (x1 = 0, x2 = 30) v zmax = 180.
Cch 2: Gii BTQHTT vi cc iu kin rng buc (c) bng cch lp bng n
hnh nh thng thng nhng ch h s M + (xem bng I.2).
Bng I.2. Cc bng n hnh gii bi ton M
H s
hm mc
tiu
Bin
c s
Phng
n
x1
x2
x3
x4
x5
0
M
x3
x5
60
48
4
2
2
4
1
0
0
1
0
+1
z0 = 48M
z1 = 2M
z2 = 4M
z3 = 0
z4 = M
z5 = M
1 = 8+2M
2 = 6+4M
3 = 0
4 = M
5 = 0
36
12
3
1/2
0
1
1
0
1/2
1/4
1/2
1/4
72
3/2
3/2
3/2
M 3/2
72
30
6
2
0
1
2
1/2
1
0
1
0
180
12
Hng z
Hng j
0
6
x3
x2
Hng z
Hng j
0
6
x4
x2
Hng z
Hng j
20
3.1.
Cc khi nim c bn
Trong cc bi ton k thut, cng ngh, qun l, kinh t nng nghip v.v... ny sinh
t thc t, chng ta thng phi xem xt ti u ho ng thi mt lc nhiu mc tiu.
Cc mc tiu ny thng l khc v th nguyn, tc l chng c o bi cc n v
khc nhau. Nhng tnh hung nh vy to ra cc bi ton ti u a mc tiu. Nh vy,
chng ta cn phi ti u ho (cc i ho hoc cc tiu ho tu theo tnh hung thc t)
khng phi l ch mt mc tiu no , m l ng thi tt c cc mc tiu t ra.
Bi ton ti u a mc tiu m trong min rng buc D l tp li a din v cc
mc tiu zi = fi(X), vi i = 1, 2,, p, l cc hm tuyn tnh xc nh trn D, c gi l
bi ton quy hoch tuyn tnh a mc tiu. Khi , ta c m hnh ton hc sau y c
gi l m hnh quy hoch tuyn tnh a mc tiu :
Max CX vi rng buc X D, trong :
C l ma trn cp p n
D = { X Rn: AX B}
vi A l ma trn cp m n v B Rm.
V d: BTQHTT vi hai mc tiu
21
vi cc rng buc
x1 + x 2 3
x1 + x 2 3
x , x 0
1 2
2
,
2
1 1
1 1
.
A=
1 0
0 1
Khi nim then cht trong ti u ho a mc tiu l khi nim phng n ti u Pareto.
nh ngha: Mt phng n ti u Pareto X* c tnh cht sau y:
Trc ht n phi thuc vo min cc phng n kh thi ca bi ton, tc l phi
tho mn tt c cc rng buc: X* D.
Vi mi phng n kh thi khc X D m c mt mc tiu no tt hn (fi(X) tt
hn fi(X*)) th cng phi c t nht mt mc tiu khc xu hn (fj(X) xu hn fj(X*), j i).
22
V d:
2x2
Max
Vi cc rng buc
x1 + x 2 3
x1 + x 2 3
x ,x 0
1 2
y
d
A
D
2
G
n2
o
-3
B
3
G
n1
Hnh I.6. Minh ho th BTQHTT hai mc tiu
nh ngha 1
23
24
3.3.
Thut gii
a. Bc khi to
z i z iw
, i = 1, 2,..., p.
z iB z iw
t k: = 1.
b. Cc bc lp (xt bc lp th k)
Bc 2:
Gii BTQHTT vi hm mc tiu t hp v m rng buc ban u tm c
phng n ti u ca bc lp th k l X(k) v gi tr ca cc hm mc tiu zi cng nh
ca cc hm tho dng i(zi) (vi i =1, 2,..., p).
Nu ngi ra quyt nh cm thy cha tho mn vi cc gi tr t c ca cc
hm mc tiu cng nh ca cc hm tho dng th phng n thu c X(k) cha phi l
phng n ti u tho mn nht. t k:= k + 1, quay v bc 1.
Nu ngi ra quyt nh cm thy tho mn th phng n thu c l X(k).
Chuyn sang bc 3.
Bc 3: Kt thc.
25
4x1 + 3x2 60
2x1 + 4x2 48
x1, x2 0
a. Bc khi to
Gii BTQHTT cho tng mc tiu trong v d trn ta c hai bi ton: Max z1 = 8x1 +
6x2 Max vi iu kin rng buc (D) cho phng n ti u X1(12, 6) v Max z1 = 132;
z2 = x1 + 3x2 Max cho phng n ti u X2(0, 12) v Max z2 = 36.
Nh vy min phng n ti u Pareto chnh l mi phng n thuc AB (xem
G
G
hnh I.1), vi A(0, 12) v B(12, 6). n1 (8, 6) l hng tng ca mc tiu 1, cn n 2 (1, 3) l
hng tng ca mc tiu 2. Do , khi chn phng n ti u Pareto dch dn t B v A
th z1 gim, z2 tng. Cn tm phng n ti u Pareto "tho mn nht" thuc AB bng
cch thng lng gia z1 v z2.
Lp bng payoff cho cc mc tiu
Phng n Xi
z1
z2
X1(12, 6)
132
30
X2(0, 12)
72
36
Da trn thng tin ca bng payoff, ta c z1W = 72, z1B = 132; cn z 2W = 30,
z B2 = 36. Do , on bin thin cn xt cho z1 l [72, 132] v cho z2 l [30, 36]. T
chng ta c th thit lp cc hm tho dng m ng vi hai mc tiu cho nh sau:
72 z1
z1 z1W
z1 72
z1
=
=
=
1,2
1 ( z1 ) = B
60 60
60
z1 z1W 132 72
Hm tho dng m trn y ph thuc vo z1, nn ph thuc vo (x1, x2). Khi c
mt phng n kh thi (x1, x2) ta tnh c tho dng 1 ( z1 ) i vi mc tiu z1.
Tng t i vi z2 ta c hm tho dng m:
2 (z2 ) =
z 2 z 2W
z 30 z 2
= 2
=
5.
B
W
36 30 6
z2 z2
26
b. Cc bc lp
z1
z
z
z
1,2) + 0,5 ( 2 5) = ( 1 + 2 ) + 1,9.
60
6
120 12
z
z
cc i ho hm tho dng t hp, ta ch cn tm Max 1 + 2 . Vy chng ta cn
120 12
z1
z
+ 2 vi cc rng buc (D), hay bi ton tng ng:
120
12
z = 120u/18 = x1 + 2x2 Max vi cc rng buc (D). Gii BTQHTT ny ta s c kt
qu (0, 12). Nu thay i gi tr ca b trng s (w1, w2) th s thu c cc phng n
Pareto khc nhau, nhng u nm trn on AB.
27
p s cc mc tiu;
ep s dng nh;
gz s dng ln.
Nhp d liu t tp
Thc hin lnh X l bi ton>Nhp d liu>Nhp t tp, sau chn tp d liu.
V d:
28
29
(i) gj(X) 0,
j = 1, 2, , k,
(ii) gj(X) = 0,
j = k+1, k+2, , m,
i = 1, 2, , n.
30
(i) gj(X) 0,
j = 1, 2, , k,
(ii) gj(X) = 0,
j = k+1, k+2, , m,
i = 1, 2, , n.
31
0.
gii bi ton trn, chng ta nhn vo biu tng Lingo trn mn hnh vo ca
s Lingo. Sau thc hin cc lnh Lingo: Menu > New > <Untitle> v g vo cc d
liu ca bi ton (tng t nh khi gii BTQHTT bng phn mm Lingo, xem li mc
1.4, hnh I.4).
32
Thut gii
Thut gii ngu nhin RST2AN (hay RST2ANU), c a ra bi C. Mohan v
Nguyn Hi Thanh. Thut gii ny l thut gii tm kim ngu nhin c iu khin, c
kt hp thut ton m phng ti (SA). Thut gii RST2AN l thut gii lp, bao gm hai
pha: pha cc b v pha ton cc. Sau y l thut gii RST2AN c pht biu mt cch
ngn gn cho bi ton ti u chnh tc dng cc tiu ho.
= 0;
x1 + 2x4
4;
x 2 + x5
4;
x3 + x6
6;
x1 3; x2 4; x3 4;
x4 1; x5 2; x6 6;
x1, x2, x3, x4, x5, x6 0;
x4, x5, x6 l cc bin nguyn.
33
Hng dn s dng
Chng trnh c gi gn trong mt file chy duy nht mang tn rst2anu1.0.exe.
Khi bt u khi ng chng trnh, ngi dng s c hi m ng k s dng chng
trnh. Mi ngi dng s c cp mt m ng k v phi c m ng k mi s dng
c chng trnh, do chng trnh khng th b sao chp.
Sau khi nhp m ng k, ngi dng c th nhp bi ton mt cch d dng (xem
hnh I.10) vi:
NX l s bin ca bi ton.
XINT xc nh bin nguyn v bin khng nguyn. Nh trong hnh trn, XINT =
0,0,0,1,1,1 cho bit ba bin u l bin lin tc, ba bin sau l bin nguyn.
Hnh I.10. Mn hnh giao din sau khi nhp xong d liu
34
35
36
1 [0,2]
2 [0,]
3 [0,]
4 [0,]
5 [0,]
0,226128
0,551311
1,783873
1,666775
/18
0,199269
0,550518
1,784628
1,670250
2/18
0,170835
0,550590
1,782751
1,668853
3/18
0,143343
0,550490
1,778826
1,663697
4/18
0,112669
0,552073
1,770032
1,652171
5/18
0,090986
0,551991
1,759350
1,639575
6/18
0,066036
0,553576
1,745374
1,622823
7/18
0,051284
0,554296
1,730174
1,602970
8/18
0,039053
0,555262
1,713242
1,581813
9/18
0,033773
0,556277
1,695605
1,560720
1
1
10 9
3
x
)
] (mm/N)
+
1
4,096 10 7 x24 108 x24
108 x24
9,78 10 6 x1
0,
4,096 10 7 x 24
(1)
g2 (X) = 75,2 x2 0,
(2)
g3 (X) = x2 40 0,
(3)
g4 (X) = x1 0,
(4)
trong cc iu kin (2), (3), (4) l d hiu (ngoi ra, ta gi thit x1 1000), cn iu
kin (1) ny sinh do yu cu sau: Mt mt, trc my phi chu ng c ti mc ti a
lc Fmax = 12000N. Mt khc, nn kt ni cho php l 180N/mm.
37
1 =
nu f1 6,594 10 = a1
0,5
nu f1 = 4 106 = b1
nu f1 2,944 106 = c1
1
0,5
f1
O
2 =
nu f2 0,499 10 = a2
0,5
nu f2 = 0,450 103 = b2
nu f2 0,338 103 = c2
c1
b1
a1
2
0
a2
0,5
38
c2
39
40
Chng II
CC M HNH MNG
1.
M hnh mng vn ti
1.1.
im cung
Lng hng
im cu
Lng hng
5000
6000
6000
4000
2500
2000
Tng
13500
1500
Tng
13500
Ni i
41
1.2.
Cung 1: 5000
Cung 2: 6000
Cung 3: 2500
Cu1: 6000
Cu 2: 4000
Cu 3: 2000
Cu 4: 1500
Tng: 13500
Ta cn tm phng n phn hng vo cc (i, j) sao cho tng theo hng hay ct u
khp vi cc lng cung, cu v tng chi ph vn ti l nh nht. Mi (i, j) biu din
mt cung ng vn chuyn hng t im cung i v im cu j.
Cc phng php to phng n xut pht
5000
7
1000
2
4000
5
1000
4
5
1000
42
1500
Phng php ny c pht biu tng t phng php "gc ty bc" nhng u
tin phn pht hng vo c cc ph b nht (nu c nhiu nh vy th chn bt k
trong s ). Lc ny ta c phng n xut pht l phng n B cho trong bng II.4.
Bng II.4. Phng n xut pht vi phng php cc ph ti thiu
1000
7
4000
2500
2
2000
1500
5
2500
Tng chi ph vn ti:
x11 + x 21 + x 31 = 6000
x12 + x 22 + x 32 = 4000
x13 + x 23 + x 33 = 2000
x14 + x 24 + x 34 = 1500
x 0 i = 1, 2,3; j = 1, 2,3, 4
ij
43
Chng ta p dng phng php ln (tm dch t Stepping Stone Method), hay
chnh thc hn cn gi l phng php phn phi (Distribution Method) gii bi ton
vn ti.
Phng php ln l mt quy trnh tnh ton nhm tng bc ci thin phng
n vn ti c cui cng tm c phng n vn ti ti u.
Xc nh hiu sut ca cc cha s dng
5000
6000
2500
5000
7
2
1000
(7)
6000
4000
(2)
4000
1000
4
1000
2000
1500
1500
44
5000
6000
2500
5000
7
2
5
1000
(5)
6000
2
3000
2000
4
1000
4000
2000
1500
1500
45
hoc
Thc hin theo quy trnh trn cho ti khi tt c cc hiu sut eij 0 (i, j) l
cc cha s dng. y chnh l iu kin ti u hay iu kin dng. iu kin ny
thc cht l iu kin ij 0 vi mi bin ngoi c s xij nu gii bi ton bng phng
php n hnh.
gii tip bi ton, cn tnh cc hiu sut cho cc cha s dng trong phng
n mi:
e12 = 2 5 + 7 3 = +1;
e13 = 7 2 + 7 3 = +19;
e14 = 6 5 + 5 5 + 7 3 = +5;
e24 = 3 5 + 5 5 = 2;
e31 = 2 7 + 5 5 = 5;
e33 = 4 5 + 5 2 = +2.
5000
5000
7
4000
2
5
1000
6000
2000
4
0
4000
(2)
5
2000
1500
1500
6000
2500
e13 = 7 2 + 5 5 + 4 = 9;
e14 = 6 5 + 2 3 = 0;
e21 = 7 2 + 5 5;
e24 = 3 + 5 + 5 5 = 2;
e33 = 4 5 + 5 2 = 2.
46
(4)
6
5000
5000
7
2
2500
3
2000
1000
1500
6000
4000
1500
2500
5
2000
6000
1500
e13 = 7 2 + 5 5 + 2 3 = 4;
e14 = 6 3 + 5 5 + 2 3=2;
e21 = 7 2 + 5 5 = 5;
e33 = 4 5 + 5 2 = 2;
e34 = 5 5 + 5 2 = 3;
2
3500
5000
6000
1500
5
2500
2000
4
1500
5
2500
2500
6000
4000
2000
1500
47
1.4.
Phng php ln hay phng php phn phi c mt nhc im l vic tnh
hiu sut ca cc kh di dng. V vy, ta s nghin cu phng php phn phi ci
bin nhm tnh cc hiu sut eij ngn gn hn.
Xt phng n xut pht tm c bng phng php cc ph cc tiu cho trong
bng II.10 (vi tng chi ph vn ti l 42000).
Bng II.10. Phng n vn ti xut pht
2
1000
5000
6000
4000
5
2500
2
2000
5
1500
2500
2500
6000
4000
2000
1500
v3 = 2 (= c23 u2)
v4 = 3 (= c24 u2)
u1 = 4 (= c11 v1)
u3 = 5 (= c37 v1)
v2 = 6 (= c12 u1)
Cng thc tng qut tnh cc hiu sut cho cc (i, j) cha s dng l:
48
v1 = 7
u 1 = 4
u2 = 0
u 3 = 5
v2 = 6
2
1000
2500
4000
(1)
5
2500
6000
v3 = 2
v4 = 3
3
2000
4
4000
5000
1500
5
2000
6000
2500
1500
v1 = 6
u 1 = 3
v2 = 6
2
3500
v4 = 3
5000
1500
u2 = 0
u 3 = 4
2500
2500
6000
Chn
v3 = 2
2000
4
4000
6000
1500
5
2000
2500
1500
49
Ch :
i vi bi ton vn ti cn cc i ho hm mc tiu th tiu chun dng s l
eij 0 (i, j) cha s dng.
i vi bi ton vn ti c cm (cung ng khng c s dng) th t cc
ph M = + cho cc cm vi bi ton Min hoc M = vi bi ton Max.
Gii bi ton vn ti bng phn mm Lingo
Sau chng ta thc hin LINGO>Solve, kt qu tnh ton s hin ra trn mn hnh
(xem hnh II.2).
50
2.
Vai tr ca PERT
51
Hot ng
Hot ng k trc
A
B
C
D
E
F
G
H
I
J
K
L
A
A
E
B
B
D, F
C
H, J
G, I, K
2
2
2
3
4
0 (hot ng gi)
7
6
4
10
3
4
6
F
5
B
C
2
K
7
52
6
6
5
0
1 0
C
2
2
2H
9 10 8
15
12
9
19
K 15
7
12
Hot ng
EST
LST
EFT
LFT
LSTEST
(LFTEFT)
A
B
C
D
E
F
G
H
I
J
K
L
0
0
0
2
2
6
2
2
6
2
12
15
5
4
0
8
7
11
8
6
11
2
12
15
2
2
2
5
6
6
9
8
10
12
15
19
7
6
2
11
11
11
15
12
15
12
15
19
5
4
0
6
5
5
6
4
5
0
0
0
*
*
*
53
11
5
11
5
4 0
L
15 15 8
15
19
K 15
6
2
12
12
11
11F
11
7
12
=
EFT
=
LFT
Slack
LFT
EFT
0
54
Sau chng ta thc hin LINGO > Solve, kt qu tnh ton s hin trn mn hnh
(xem hnh II.7).
55
2.2.
Hot
ng
Hot
ng k
trc
A
B
C
D
E
F
G
H
I
J
K
L
A
A
E
B
B
D, F
C
H, J
G, I, K
m
(nhiu kh nng
xy ra nht)
b
(mun
nht)
t
(thi gian
trung bnh)
1
1
1
1
2
0
3
2
1
4
1
4
2
2
2
2
3
0
6
5
4
9
2
4
3
3
3
9
10
0
15
14
7
20
9
4
2
2
2
3
4
0
7
6
4
10
3
4
1/3
1/3
1/3
4/3
4/3
0
2
2
1
8/3
4/3
0
(1/ 3) 2 + (8 / 3) 2 + (4 / 3) 2 + 0 = 3.
Ta coi T (thi gian thc hin d n) l bin ngu nhin tun theo lut chun
N(m = 19; = 3).
56
75%
19
21
tnh P, xc sut thc hin d n trong vng (khng vt qu) 19 tun, ta phi quy
T v bin ngu nhin vi phn phi chun tc N(0, 1) nh cho trong ph lc 1. Lc :
T m 19 19
P(T 19) = P
= P (Z 0,666) = 75%.
3
Ta chuyn sang xem xt vn v tin cy ca thi gian hon thnh d n.
Chng hn chng ta mun tr li cu hi sau: Mun thi gian thc hin d n c tin
cy 90% th thi gian ti thiu (tnh theo s tun) l bao nhiu? t P (T t) = 90%.
Tra bng phn phi chun tc N(0, 1), tm c z = 1,28. V z = (t 19)/3 = 1,28 nn
t = 19 + 3. 1,28 23 (tun). Nh vy, d n ang xem xt c kh nng hon thnh vi
tin cy ti 90% trong vng (khng vt qu) 23 tun.
2.3.
57
4
E
5
B
D
3
Hot
ng
Thi gian
nh mc
Thi gian
rt gn
A
B
C
D
E
6
4
3
8
7
4
3
2
6
4
2
3
1
1,5
0,5
Sau khi c thi gian nh mc cho cc hot ng nh trong bng II.16, d dng tm
c thi gian ti thiu cn thit hon thnh k hoch l 16 (tun). Tuy nhin do yu
cu mi, cn rt gn thi gian hon thnh d n trong vng (khng vt qu) 10 (tun).
Mun vy ta thc hin cc im sau:
Tm thi gian ti thiu d nh thc hin d n (16 tun) v tm ng gng.
c tnh thi gian rt gn ti a (ct 3, bng II.16)
Khi rt gn thi gian trn ng gng cng phi ch trng ng thi cc cung
ng khc.
Trn hnh II.9, ta thy cn thc hin A, C v E vi thi gian rt gn ti a (4, 2, 4
tng cc thi gian thc hin cc hot ng gng l 10 tun), ng thi rt gn cc
hot ng B v D mc cho php:
Phng n 1: rt bt thi gian thc hin hot ng B mt tun v rt bt D mt tun.
Phng n 2: khng rt bt B v rt bt D hai tun.
Vy khi cn iu chnh thi gian thc hin d n ta cn thay i k hoch ca mt
s hot ng theo cc bc nu trn.
Tuy c nhiu phng n iu chnh d n, nhng trong vic ph v k hoch cc
hot ng ca d n p ng tin mi cn ch v kha cnh chi ph gia tng c
mt phng n ti u m bo rt gn c thi gian thc hin vi chi ph nh nht. i
vi v d trn ta chn phng n 2.
58
x 4 3 yC + x 2
x 3 4 y B + x1
x5 7 yE + x 4
x 5 8 yD + x 3
x 0,i = 1, 2, 3, 4, 5
i
y j 0, j = A, B, C, D, E
y A 2, y B 1, yC 1, y D 2, y E 3
x x + 10
1
5
(*)
59
4
E
2
A
B
3
8
I
G
6
Hot
ng
EST
LST
Thi gian
thc hin
(thng)
Tng chi ph
(triu ng)
Chi ph / mt thng
(triu ng)
30
10
200
100
40
40
20
75
15
10
100
50
10
75
75
12
12
18
11
240
60
60
10
10
10
10
10
10
100
100
10
100
100
11
12
13
14
15
15
15
15
15
50
50
6
6
6
6
6
6
60
60
60
60
40
40
5
5
5
5
5
5
5
5
15
15
50
15
15
15
15
50
75
75
H
I
60
60
60
60
110
10
110
10
10
10
45
5
130
5
115
5
65
5
75
15
75
115
15
155
15
140
15
125
6
66
6
66
6
66
110
10
220
20
230
30
275
35
405
40
520
45
585
50
660
65
735
180
750
335
765
475
780
600
786
666
792
732
798
798
ng gii ngn
sm nht
min kinh ph
kh thi
ng gii ngn
mun nht
61
Cc vn c bn cn gii quyt khi p dng phng php PERT hay CPM trong
theo di v nh gi d n l:
Xc nh c s mng PERT ca d n.
Tm c ng gng v cc hot ng gng.
Tnh c tin cy ng vi cc mc thi hn hon thnh d n khi s liu l
ngu nhin.
Bit cch iu chnh thi gian rt gn khi tin thc hin d n l chm so vi
k hoch.
Phn tch chi ph v iu hnh kinh ph d n.
3.
3.1.
62
700
4
300
1000
200
3
500
100
Ngun
in
(1)
800
600
400
1100
7
900
2
Hnh II.12. S khong cch t ngun in ti cc x
Bng II.19. Bng khong cch cc cung ng
(Nt
hng)
Nt (ct)
1
11
10
11
10
Bc khi to: Lp bng khong cch gia cc nt mng. Trong bng trn, chn ct
bt k (v d ct 1, tc l ta chn nt 1 bt u), gch b ct va chn ra khi bng.
Cc bc lp:
Bc 1: nh du vo hng tng ng (hng cng ch s) vi ct va chn. Trn
cc hng c nh du tm c gi tr nh nht.
Bc 2: Chn ct tng ng vi va tm c (ct 3 biu din nt chn mi, ghi
cung ng va tm c 1 3), ri gch b n i (gch b ct 3). Nu trong bng vn
cn cc ct cha gch b ht th quay v bc 1, nu tri li chuyn sang bc kt thc.
63
400
100
1
200
200
150
275
175
4
175
100
10
250
275
200
3
150
350
125
7
Hnh II.12. S hnh trnh ng i
64
Giai on
Giai on I
Giai on II
u vo
u ra
ng i ti u
Khong cch
ti ch
10
8 10
150
10
9 10
100
58
400
69
300
78
275
Giai on III
26
600
35
600
46
500
12
700
13
775
14
650
Giai on IV
Trong bng II.20, ti giai on IV, ta thy khong cch ngn nht ti ch l 650.
i ngc li, t im gc ti im ch ta xc nh c ng i ngn nht l: 1 4
6 9 10 vi tng chiu di l 650.
Quy trnh tnh ton tng qut
65
Bin
S trng thi
Gi tr c th xy ra ca
cc bin trng thi
x4
x4 1
x3
2, 3, 4
x3 = 2 ; x3 = 3; x3 = 4
x2
5, 6, 7
x2 = 5 ; x2 = 6; x2 = 7
x1
8, 9
x1 = 8 ; x1 = 9
x0
10
x0 = 10
Bin trng thi m t trng thi ca h thng trong tng giai on.
Xc nh hm mc tiu: t Fi(xi) l khong cch ngn nht ti ch tnh ti giai
on i. Theo bng II.20, ta thy:
150
F1(x1) =
100
400
F2(x2) = 300
275
vi x1 = 8
vi x1 = 9
vi x2 = 5
vi x2 = 6
vi x2 = 7
x0 = 10
u0
f0(u0)
F1(x1)
x1 = 8
+ u0 = 150
150
150
150
x1 = 9
+ u0 = 100
100
100
100
66
x1 = 8
x1 = 9
5
6
7
+u1 = 250
+u1 = 400
+u1 = 200
+u1 = 125
F1(x1) + f1(u1)
x1 = 8
x1 = 9
400
500
300
275
F2(x2) =
Min[F1(x1) + f1(u1)]
400 = 150 + 250
300 = 100 + 200
275 = 150 + 125
Giai on 3:
x2
x3
2
3
4
F2(x2) + f2(u2)
x2 = 5
x2 = 6
x2 = 7
F3(x3) = Min
[F2(x2) + f2(u2)]
u2 = 275
u2 = 200
u2 = 175
u2 = 300
675
600
575
600
u2 = 200
u2 = 350
u2 = 275
625
550
600
600
500
500
Giai on 4:
x4
x3 = 2
x3 = 3
x3 = 4
u3 = 100
u3 =175
u3 =150
F3(x3) + f3(u3)
x3 = 2
x3 = 3
x3 = 4
F4 (x4) = Min
[F3(x3) + f3(u3)]
700
775
650
650
x3 =
4
u3 =
150
x2 =
6
b2=
u1 =
200
x1 =
9
u0 =
100
x0 =
10
Bi ton 1
67
vi cc rng buc:
p1 + p 2 + ... + p n = P
0 pi Pi,max
0 pi 6; 0 p 2 6; 0 p3 8
nu bit:
f1 (p1 ) = 3p1
f 2 (p 2 ) = 2p 2
f (p ) = p
3
3 3
x1
p1
x2
p2
x3
p3
Thit lp hm truy ton Fi+1 (xi+1) = Min [Fi(xi) + fi+1 (pi+1)]. t F0(x0) = 0, d thy:
F1(x1) = Minf1(p1), F2(x2) = Min[f1(p1) + f2(p2)] v F3(x3) = Min[f1(p1) + f2(p2) + f3(p3)] =
3p1 + 2p2 + p3. Mc tiu cui cng l cc tiu ho z = F3(x3).
S dng nguyn tc ti u Bellman ta chia bi ton ra cc giai on sau y (vi
quy trnh tnh ton tin).
Giai on 1: ch xt cng sut p1;
Giai on 2: ch xt cng sut p1 v p2;
Giai on 3: xt cc cng sut p1, p2 v p3.
Giai on 1: (Coi F0(x0) = 0)
68
x1
x0 = 0
f1(p1) = 3p1
F1(x1) = Min
[F0(x0) + f1(p1)]
0
1
2
3
4
5
6
p1 = 0
p1 = 1
p1 = 2
p1 = 3
p1 = 4
p1 = 5
p1 = 6
0
3
6
9
12
15
18
0
3
6
9
12
15
18
Giai on 2:
x1
x2
0 1 2 3 4 5 6
1
2
3
4
5
6
7
8
9
10
11
12
F2 (x2) =
Min[F1(x1)
+ f2(p2)]
10
11
12
0
1 0
10
11
12
13
14
15
10
12
13
14
15
16
18
2 1
6 5 4 3 2
6 5 4 3
17
15
16
17
18
19
20
18
19
20
21
22
21
22
23
24
6 5 4
6 5
24
25
26
27
28
30
p2
0
F1(x1) + f2(p2)
0
1 0
2 1 0
3 2 1 0
4 3 2 1 0
5 4 3 2 1
6 5 4 3 2
6 5 4 3
12
15
18
21
24
27
30
Giai on 3:
x2
x3
6 7 8 9 10
11
p3
15
8 7 6
F2(x2) + f3(p3)
12
3
10
11
12
23
25
27
29
31
33
F3(x3) = Min
[F2(x2) + f3(p3)]
23
69
x0 =
0
Bin iu khin
x1 = 1
p1
= 1
p2 = 6
x2 =
7
x3 = 15
p3 = 8
Lu
Xc nh tuyn ng i ca ng dy truyn ti in t im A n im B, vi
cc chng ngi vt khc nhau, sao cho tng chi ph l nh nht. Cc d kin ca bi
ton cho trn hnh II.15.
Nh vy thit lp s ng truyn ti in th xut pht t A ta c th nh
tuyn i ca ng truyn ti in trc ht phi qua mt trong hai im st gn, theo
hng bc hay hng ng, vi cc chi ph l 15 v 12. T mt trong hai im ny,
chng ta li tip tc xc nh tuyn i cho ng truyn ti in, vi cc chi ph bit...
Vy ta c bi ton tm ng i vi chi ph nh nht.
70
10
13
12
9
7
10
10
6
11
B
8
9
2
2
13
12
4
15
8
10
12
15
A
15
11
10
16
11
71
72
Chng III
Mc ch v cc cng c ca m phng
1.1.
Cc cng c ch yu ca m phng
73
74
nhc li ngay sau y. Bin ngu nhin l mt khi nim quan trng trong l thuyt xc
sut thng k. Mt cch gin lc, bin ngu nhin (random variable), cn gi l i
lng ngu nhin, c hiu l bin nhn gi tr tu thuc vo kt qu ca php th
(php o, quan st, th nghim) m khng th on trc c.
Bin ngu nhin chia lm hai loi chnh: ri rc v lin tc. Bin ri rc c th nhn
cc gi tr t mt tp hp (c lc lng) hu hn hoc m c. Bin lin tc l mt khi
nim ton hc v loi bin ngu nhin c th nhn cc gi tr dy st nhau trn mt hoc
mt s khong / on s thc no ( trnh by vn n gin, y chng ta ch ni
ti bin ngu nhin nhn cc gi tr l s thc). Trong thc t, khng c mt i lng ngu
nhin no l lin tc theo ngha tuyt i, chng qua l chng ta khng nhn bit c (mt
cch c hay khng c ) khong cch gia cc gi tr rt st nhau ca n m thi.
Phn phi xc sut ca bin ngu nhin ri rc c minh ho qua v d sau: Xt
bin X c th ri vo mt trong ba trng thi c nh lng bi cc gi tr 6, 9, 12 vi
cc xc sut tng ng ca cc trng thi l 0,3, 0,4 v 0,3. Ch rng tng cc xc sut
bng 1 (100%) c phn phi vo cc gi tr bin ngu nhin X c th ly nh trnh by
trong bng sau y, c gi l bng phn phi xc sut.
Cc gi tr ca X: xi
12
0,3
0,4
0,3
(Ch : pi = 1)
Mt s phn phi xc sut thng dng ca bin ngu nhin lin tc v ri rc
c lit k di y.
Phn phi u trong [0,1): X nhn cc gi tr thuc na khong [0,1) vi kh nng
nh nhau. Hm mt xc sut f(x) ca n c bin din trn hnh III.1.
f(x)
1
P(X a)
P(X < a)
x
0
f2
75
1 ............x..............
Xc sut pi tng ng
p(X = x) =
x e
x!
1
2
x
0
pi = e + + + ... + + ... = e e = 1 .
0!
1!
2!
x!
ang xt l th xc sut P( t) =
t
0
= 1 et.
Phn phi chun tc N(0, 1): Gi s X l bin ngu nhin c phn phi chun tc
N(0,1). Lc n c k vng m = 0 v lch chun = 1. Hm phn phi xc sut ca
X c dng:
x
F(x) = P (X x) =
f ( x ) dx =
(1 /
2 ) exp( x 2 / 2)dx .
Cho X l bin ngu nhin tun theo lut phn phi chun N(m, 2) c k vng m,
lch chun . Lc , thc hin php i bin Z =
nhin tun theo lut phn phi chun tc N(0,1).
M phng cc phn phi xc sut
V d 1: M phng phn phi u trn [0, 1)
76
X m
th Z l mt bin ngu
12
Xc sut pi
0,3
0,4
0,3
Cc gi tr ca X: xi
12
12
77
Gi s bin ngu nhin tun theo phn phi m vi hm phn phi xc sut l
F(t) =P( t) = 1 e t . y chnh l xc sut nhn gi tr khng ln hn mt s t
cho trc; l tham s cho ca phn phi m.
Nu r l bin ngu nhin c phn phi u trn [0, 1) th P(r et ) = 1 et = P(
1
t) (xem hnh III.1). Do , P(lnr t) = P( ln r t) = P( t). Vy pht sinh ra
2.1.
78
Xc nh m hnh m phng.
o v thu thp s liu cn thit cho m hnh.
Chy m phng.
Phn tch kt qu m phng, nu cn th phi sa li phng n c nh gi
qua chy m phng.
Chy m phng kim chng phng n mi.
Kim tra tnh ng n ca mi kt lun v h thng thc t c rt ra sau khi
chy m phng.
Trn y l cc bc cn lm khi p dng m phng ngu nhin tm ra cc
phng n hp l cho cc bi ton thc t. Ngoi ra, m phng cn c p dng gii
quyt nhiu vn khc.
2.3.
Xc sut
Chin lc I
Chin lc II
0,2
0,4
0,3
0,4
12
0,5
0,2
Chi ph/gi bn
Chin lc I
Chin lc II
Chi ph c nh
600.000
1.500.000
7,5
6,75
Gi bn/n v sn phm
10
10
Doanh s
Xc sut
6 thng
9 thng
12 thng
1.000.000
0,2
0,4
0,5
1.500.000
0,8
0,6
0,5
79
a2
a3
a4
a5
a6
a7
a8
a9
a10
th X1 = 9 thng
a1 = 2 ,3,4
5,6,7 ,8,9 th X1 = 12 thng
0,1,2,3
a2 = 4,5,6,7
8,9
80
0 ,1, 2 , 3
a8 =
4 , 5 ,..., 9
6
0 ,1, 2 , 3 , 4 th X5 = 10 (doanh s 12 thng pht trin sn phm)
a10 =
6
5 , 6 ,..., 9 th X5 = 1,5.10
Thi
gian
Doanh s
a10
II
II
II
S ngu nhin
a6
a8
Li nhun
a1
a2
1,5.106
106
3,15.106
1,75.106
1,5.106
1,5.106
3,15.106
3,38.106
12
106
1,5.106
1,9.106
3,38.106
12
1,5.106
1,5.106
3,15.106
3,38.106
1,5.106
1,5.106
3,15.106
3,38.106
12
106
106
1,9.106
1,75.106
12
1,5.106
1,5.106
3,15.106
3,38.106
12
106
1,5.106
1,9.106
3,38.106
12
1,5.106
106
3,15.106
1,75.106
12
106
1,5.106
1,9.106
3,38.106
im ho vn ca chin lc I =
600.000
= 240.000
10 7 ,5
im ho vn ca chin lc II =
. .000
1500
= 461538
10 6,75
81
Tng li nhun
Li nhun trung bnh
( li nhun/ 10)
Chin lc I
Chin lc II
26,5 106
28,91106
2,65 106
2,891106
C s d liu (DataBase)
C s tri thc (KnowledgeBase)
Kim tra kt qu m phng trn bng cch so snh vi kt qu l thuyt c thc
hin nh sau:
Doanh s chin lc I = 0,2(0,2106 + 0,81,5106) + 0,3(0,4106 +
0,61,5106) + 0,5(0,5106 + 0,51,5106) = 1,295106. Li nhun trung bnh chin
lc I = (1,295 0,24)2,5106 = 2,637106. Kt qu tnh ton m phng l 2,65106 rt
st vi kt qu ny.
Tng t ta tnh c doanh s v li nhun trung bnh cho chin lc II
(2,84106), v rt ra c kt lun v chnh xc ca tnh ton m phng.
V d 2: Tm xc sut p bao li ca 4 im ly bt k trong vng trn n v l
mt hnh tam gic (bi ton Sylvester).
C l cch n gin nht gii bi ton ny l p dng m phng ngu nhin theo
cc bc sau y:
i) Gn cho bin m Counter gi tr ban u bng 0.
ii) Tin hnh mt t gieo ngu nhin tm s thc 0 ri 1 v 0 i 2 ( gieo
i ta ly s ngu nhin thuc [0, 1) gieo c nhn thm vi 2), i = 1, 2, 3, 4. t xi =
risini, yi = ricosi, ta c 4 im nm trong hnh trn n v. t A = (x1, y1), B = (x2,
y2), C = (x3, y3), D = (x4, y4).
iii) Ta tnh din tch 4 tam gic ABC, ABD, ACD v BCD. Nu ta c din tch ca
mt tam gic bng tng din tch ba tam gic cn li th ta c bao li ca bn im A,
B, C v D l mt tam gic. Ta tng gi tr ca bin m Counter ln thm 1, nu tri li
bin m gi nguyn gi tr c v quay v bc ii).
Qu trnh c th tip din cho ti khi s t gieo t ti mt gi tr kh ln c
chn t trc (chng hn 10000 t hoc 20000 t, hoc 100000 t). Mi ln bin
82
r=radm(); goc=radm()/100;
d[j].x=r*cos(goc); d[j].y=r*sin(goc);
83
double d12=sqrt(pow(d[0].xd[1].x,2)+pow(d[0].yd[1].y,2));
double d13=sqrt(pow(d[0].xd[2].x,2)+pow(d[0].yd[2].y,2));
double d14=sqrt(pow(d[0].xd[3].x,2)+pow(d[0].yd[3].y,2));
double d23=sqrt(pow(d[1].xd[2].x,2)+pow(d[1].yd[2].y,2));
double d24=sqrt(pow(d[1].xd[3].x,2)+pow(d[1].yd[3].y,2));
double d34=sqrt(pow(d[2].xd[3].x,2)+pow(d[2].yd[3].y,2));
double p123=(d12+d23+d13)/2;
double p124=(d12+d24+d14)/2;
double p134=(d13+d34+d14)/2;
double p234=(d23+d24+d34)/2;
double s123=p123*(p123d12)*(p123d13)*(p123d23);
double s124=p124*(p124d12)*(p124d14)*(p124d24);
double s134=p134*(p134d13)*(p134d14)*(p134d34);
double s234=p234*(p234d23)*(p234d24)*(p234d34);
/* Cac truong hop bao loi cua 4 diem la tam giac */
if(s123>0&&s123>0&&s134>0&&s234>0)
{
s123=sqrt(s123);s124=sqrt(s124);
s134=sqrt(s134);s234=sqrt(s234);
if(fabs(s123(s124+s134+s234))<esp)
count++;
else if(fabs(s124(s123+s134+s234))<esp)
count++;
else if(fabs(s134(s123+s124+s234))<esp)
count++;
else if(fabs(s234(s123+s124+s134))<esp)
count++;
}
else count++;
}
printf("\n Number of repetitions = %ld",reps);
printf("\n Number of successes = %ld",count);
printf("\n Probability to compute= %0.9f", count*1.0/reps);
getch();
}
84
esp = 4.5e12
esp = 4.5e12
esp = 4.5e12
s ln lp 10000
s ln lp 20000
s ln lp 100000
s ln lp 200000
s ln thnh cng
3050
s ln thnh cng
5941
s ln thnh cng
29594
s ln thnh cng
58993
xc sut: 0.30500
xc sut: 0.29705
xc sut: 0.29594
xc sut: 0.294965
1,5 x 2 1,5
Bc khi to
Ta xut pht t mt phng n X bt k ban u tho iu kin rng buc. Ly
nhit T = Tban u kh cao (Tban u =10000, chng hn).
Cc bc lp
Ti mi mc nhit T thc hin cc bc sau:
i) Chn X D v thuc mt ln cn nh ca X.
ii) Xt f = f(X) f(X). Nu f < 0 th t X := X. Nu tri li khi f > 0 th
chp nhn X := X vi xc sut p = exp(f /(K b T)) , trong Kb l hng s
Boltzmann (Kb = 1,38.1023), T l nhit hin thi trong qu trnh ngui.
Quy trnh i) v ii) lp li mt s ln L ln (chng hn L = 200, 300, ).
Sau tnh mc nhit mi theo cng thc T: = T ( 1, chng hn nh = 0,95
hay 0,99). Thut ton dng khi T Tcui (Tcui l gi tr chn trc 0).
Sau y l vn bn chng trnh annealing.cpp:
85
float fg;
fg = x + 2.5;
if (fg<0) goto ZERO;
fg = 2.5 x;
if (fg<0) goto ZERO;
fg = y + 1.5;
if (fg<0) goto ZERO;
fg = 1.5 y;
if (fg<0) goto ZERO;
return 1;
ZERO: return 0;
}
/* Thu tuc tim diem thay the mo phong qua trinh annealing */
void sa(float x0,float y0,int k,float T,float Tlast,float alfa,float delta)
{
86
float x1,y1,deltaf,u,p,ux,uy;
int l=1; srand(27556);
printf("\n starting value of the function=%f",f(x0,y0)); getch();
printf("\n obtained at x=%f,y=%f",x0,y0);getch();
do
{
do
{
ux=float(random(10000))/100000.5;
x1=x0delta*ux;
uy=float(random(10000))/100000.5;
y1=y0delta*uy;
if(constraint(x1,y1)==1)
{
deltaf=f(x1,y1)f(x0,y0);
if(deltaf<=0) {x0=x1;y0=y1;}
else
{
u=float(random(10000))/10000;
p=exp(deltaf/T);
if(u<=p) {x0=x1;y0=y1;}
}
}
l=l+1;
}while(l<=k);
T=T*alfa;
}while(T>Tlast);
printf("\n Optimal value fMin=%f",f(x0,y0)); getch();
printf("\n obtained at x=%f,y=%f",x0,y0);getch();
}
/* Chuong trinh chinh tim diem toi uu */
void main()
{
clrscr();
float x0,y0,T,Tlast,k,alfa,delta;
printf("\n Within the range 2.5 to 2.5 provide value x0=");
scanf("%f",&x0);
printf("\n Within the range 1.5 to 1.5 provide value y0=");
87
scanf("%f",&y0);
printf("\n Specify number of iterations at each T level=");
scanf("%d",&k);
printf("\n Specify a very high value for Tstart=");
scanf("%f",&T);
printf("\n Specify a very low value for Tlast=");
scanf("%f",&Tlast);
printf("\n Specify reduction coeffient alfa=");
scanf("%f",&alfa);
printf("\n Specify neighbourhood radius delta=");
scanf("%f",&delta);
sa(x0,y0,k,T,Tlast,alfa,delta);
getch();
}
Kt qu chy chng trnh my tnh vi thut gii SA l:
Ht mm
(Seed)
Phng n
ban u
Phng n
ti u
Gi tr
fMin
27556
19587
(0, 0)
(0.1, 0.1)
(0.0898613, 0.7124848)
(0.0898837, 0.7125957)
1.0316283
1.0316284
(vi alfa = 0.997, delta = 0.01, Tban u = 10000, L = 500, Tcui = 0.0001).
3.
Mt s vn v m hnh hng ch
3.1.
Mt s yu t c bn ca h thng hng ch
Nh bit, trong nhiu hot ng sn xut kinh doanh cng nh trong i sng
chng ta p dng cc h dch v m ng hay h phc v cng cng. Chng c tn gi
chung l h thng hng ch (Waiting Line System). Chng hn cc x nghip sa cha
my mc, cc ca hng, cc bn xe, bn cng, trm tng i, cc h thng in t vin
thng, dch v Internet,... l cc v d v h thng hng ch.
M hnh hng ch
Trong cc h thng hng ch thng xuyn din ra hai qu trnh: qu trnh ny sinh
cc yu cu (mt yu cu cn c coi l mt tn hiu cn c phc v) v qu trnh
phc v cc yu cu y. Song trong qu trnh phc v ca cc h thng, do nhiu nguyn
nhn khc nhau, thng xy ra cc tnh trng sau: Trong nhiu trng hp, qu trnh
phc v khng p ng cc yu cu v do dn n kt qu l nhiu yu cu phi ch
c phc v. Ngc li, trong mt s tnh hung khc, kh nng phc v ca h
88
89
Bc 4: Chy m phng kim chng phng n cui cng v kim tra tnh ng
n ca mi kt lun v h thng thc t c rt ra sau khi chy m phng. Trin khai
hot ng ca h thng hng ch da trn phng n tm c.
T nhng phn tch trn y c th thy L thuyt hng ch (Waiting Line Theory)
cn gi l L thuyt h phc v cng cng hay L thuyt h dch v m ng l lnh vc
rt quan trng ca Ton ng dng / Vn tr hc. Nhiu bi ton thc t trong cc lnh
vc h thng dch v, k thut, c gii quyt thnh cng nh p dng phng
php m phng m hnh hng ch.
Cc yu t c bn ca h thng hng ch
KNH PHC V
Output
dng tn hiu ra
hng ch
Single Channel Multi Server (Mt knh phc v, nhiu loi dch v)
Dch v 1
Dch v 2
Dch v 3
90
Multi Channel Multi Server (Nhiu knh phc v, nhiu loi dch v)
Dch v 1
Dch v 2
Trn hnh III.3, cc knh phc v c hiu l nhng thit b k thut hoc con
ngi hoc nhng t hp cc thit b k thut v con ngi c t chc qun l mt cch
thch hp nhm phc v cc yu cu / cc tn hiu n h thng. Chng hn, cc trm
in thoi t ng, knh phc v l cc ng dy lin lc cng cc thit b k thut khc
phc v cho vic m thoi.
b. Nguyn tc phc v
S tn hiu n trong mt khong thi gian cng nh thi gian phc v tng tn
hiu ni chung l nhng bin ngu nhin, v do , chng tun theo cc quy lut phn
phi xc sut. Cc quy lut phn phi xc sut ny c thit lp cn c cc s liu thc
nghim thu thp t cc quan st, th nghim, hay t c s d liu sn c.
i vi dng tn hiu u vo, thng thng chng ta gi s rng s tn hiu n
trong vng mt khong thi gian no c n nh trc (1 pht, 3 pht, 5 pht, 30
pht,...) tun theo lut phn phi Potxng P(). y, tham s c trng cho s tn
hiu n (trung bnh) trong khong thi gian trn. V d, s khch vo siu th (trung
bnh) l 100 ngi trong 1 gi. C ngha l, s khch vo siu th l bin ngu nhin X
c phn phi Potxng vi = 100. Hoc, vi s cuc gi (trung bnh) n tng i
trong vng 1 pht l 3 (tn hiu) th c X P(3).
Mt cch chnh xc hn, trong nhng trng hp trn, ta c dng tn hiu n l
dng Pot-xng dng (cn gi l dng ti gin) vi cc tnh cht trn sau:
Tnh khng hu qu: Mt dng tn hiu c tnh khng hu qu nu xc sut xut hin
91
Tnh n nht: Dng tn hiu c tnh n nht nu xt trong khong thi gian kh
b th s kin c nhiu hn mt tn hiu xut hin hu nh khng xy ra. V mt thi
gian ta c th xem dng tn hiu c tnh n nht nu thi im xut hin cc tn hiu
khng trng nhau.
Tnh dng: Dng tn hiu c tnh dng nu xc sut xut hin mt s tn hiu no
trong khong thi gian ch ph thuc vo di ca ch khng ph thuc vo im
khi u ca .
3.2.
Cc ch s cn kho st
Tnh ton cc ch s
Cc cng thc (I) sau y c chng minh (bng phng php gii tch):
Lq =
92
A2
A
A
; Lq = .Ls ;
; Ls =
S(S A)
S A
S
A
1
A
; Ws =
; Pw = .
S(S A)
SA
S
Wq =
Chng hn vi A = 3, S = 4 th:
3
9
= 2, 25 ; Ls = = 3 ;
1
4(4 3)
Lq =
Wq =
3
3
= 0,75 ; Ws = 1; Pw =
= 0,75 .
4
4
m=
1
0 tf (t)dt = S v =
(t m) f (t)dt = S .
2
1 A / S
; Pw = 1 P0 ;
1 (A / S) M +1
Pw M(A / S)PM
A(1 PM )
; Lq = Ls
;
1 (A / S)
S
93
Ws =
Ls
1
; Wq = Ws .
A(1 PM )
S
1
k 1
1A
1 A kA
+
k! S kA S
n =0 n S
Pw =
vi kS > A;
1 A k kS
( )
P0 ;
k! S kS A
AS(A / S) k
A
A
Ls
Lq
.
Ls =
P + ; Lq = Ls ; Ws = ; Wq =
2 0
(k 1)!(kS A)
S
S
A
A
Mt s im hn ch ca cc m hnh hng ch
Cc m hnh hng ch gii thiu trn l nhng m hnh tin li nht c p dng
kh rng ri. Tuy nhin, do cc m hnh ny cng nhn cc gi thit qu cht ch t xy
ra trn thc t, nn cc chuyn gia trong lnh vc Ton ng dng/Vn tr hc/Khoa hc
qun l cng xut xem xt nhiu m hnh khc. l cc m hnh vi cc gi thit
nh: s tn hiu cn phc v l hu hn, dng tn hiu n khng phi kiu Potxng,
cng phc v ph thuc vo s tn hiu trong hng ch v vic gii quyt nhng
m hnh nh vy cn ti s tr gip ca phng php m phng ngu nhin.
Ngay c khi cc gi thit kh cht ch ca bn m hnh nu trong mc ny (cng
nh mt s m hnh tng t khc) l hp l, th vic cc m hnh hng ch a ra cc
li gii vi trng thi vng (steady state solutions) cng t c ngha thc t. Trong
nhiu ng dng thc tin, cc h thng hng ch khng bao gi t ti cc trng thi
vng. Chng hn, trong mt h thng hng ch, cng tn hiu n trung bnh thay
i nhiu ln trong ngy khng cho php h thng t c trng thi vng.
Do , gii quyt nhiu bi ton hng ch trong lnh vc dch v m ng v
cc lnh vc khc, cn p dng phng php m phng tm ra cc li gii c tnh thc
tin cho cc m hnh hng ch khi h thng khng th t ti trng thi vng hoc khi
khng c cc m hnh l thuyt thch hp.
3.4.
94
Cho bit: dng tn hiu n l dng Potxng dng (cn gi l dng ti gin).
Gin cch thi gian gia thi im n ca hai nhu cu (tn hiu) lin tip c phn phi
m vi tham s = 5, tc l c hm mt f(t) = 5e5t. Nu tn hiu xut hin m c t
nht mt trong ba knh khng bn (knh s 1 hoc knh s 2 hoc knh s 3 khng bn)
th tn hiu c phc v ti knh khng bn vi s th t nh nht; nu tri li (khi c
ba knh u bn) th tn hiu b t chi. Bit thi gian phc v mi nhu cu l 0,5 pht,
hy xc nh k vng ton s nhu cu c phc v trong khong thi gian 4 pht.
Nh vy, cn p dng m hnh hng ch MultiChannel SingleServer System (H
thng nhiu knh phc v mt loi dch v) theo quy tc First in first out (FIFO: Tn
hiu n trc c phc v xong trc). Thi gian gia hai tn hiu lin tip c phn
phi m vi hm mt xc sut f(t) = 5e5t. Trong bi ton ny (nhm n gin cc
bc tnh ton) thi gian phc v mi tn hiu c coi l khng i v bng 0,5 pht.
Chng ta s p dng m phng xc nh s nhu cu trung bnh cn c phc v
trong khong thi gian 4 pht nh trnh by sau y.
K hiu Ti l thi im n ca tn hiu th i, Tki l thi im kt thc dch v ca
tn hiu th i (nu c), ti knh th k (k = 1, 2, 3). Thi im n ca nhu cu tip theo l
Ti = Ti1 +i vi tun theo lut phn phi m c hm mt f(t) = 5e5t v hm phn
phi l F(t) = 1 e5t = P( t).
Lc T1 = 0, T11 = T1 + 0,5. Kt qu ny cho bit thi im n ca tn hiu th nht
l T1 = 0 v c knh 1 phc v. Kt thc phc v tn hiu 1 l thi im T11 = T1 + 0,5 = 0,5.
My m ghi nhn 1 n v l s tn hiu c phc v.
tm T2 theo cng thc T2 = T1 + 2, ta pht sinh 2 theo cch bit mc
3.1.3: Trc ht, pht sinh s ngu nhin r2 c 2 ch s sau du phy 0 ri 1 (theo bng
1
1
s ngu nhin ph lc 2B) ta c r2 = 0,10. Sau tnh 2 = ln r2 v T2 = T1 ln r2
5
5
= 0 0,2ln0,1 = 0,46. Vy tn hiu tip theo phi vo knh 2 v knh 1 cn ang bn.
My m ghi thm 1 n v thi im kt thc phc v tn hiu 2 l T22 = T2 + 0,5 =
0,46 + 0,5 = 0,96.
Tip tc pht sinh r3 = 0,09, ta c 3 = 0,2ln 0,09 = 0,482. Do thi im n
ca tn hiu 3 l T3 = T2 + 3 = 0,46 + 0,482 = 0,942. Lc ny knh 1 c gii phng
do phc v xong tn hiu 1, nn tn hiu 3 c tip nhn vo knh 1. Ti thi im
kt thc phc v tn hiu 3 l T13 = T3 + 0,5 = 0,942 + 0,5 = 1,442 my m li ghi tip
1 n v. Thc hin tnh ton tng t, kt qu tng hp c ghi trong bng III.6.
95
Th t
tn hiu
S ngu
nhin ri
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
0,10
0,09
0,73
0,25
0,33
0,76
0,52
0,01
0,35
0,86
0,34
0,67
0,35
0,48
0,76
0,80
0,95
0,9
0,91
0,17
lnri
2,30
2,44
0,32
1,39
1,11
0,27
0,65
4,6
1,05
0,15
1,08
0,40
1,05
0,73
0,27
0,22
0,05
0,10
0,09
1,77
i =
1/5lnri
Thi im
n Ti
0,46
0,482
0,064
0,278
0,222
0,054
0,13
0,92
0,21
0,03
0,216
0,08
0,21
0,146
0,054
0,044
0,01
0,02
0,018
0,354
0
0,46
0,942
1,006
1,284
1,506
1,560
1,690
2,61
2,82
2,85
3,066
3,146
3,356
3,502
3,556
3,600
3,61
3,63
3,648
4,002
0,5
0,96
1,442
1,506
1,784
2,006
2,060
m s tn
hiu
nhn
1
1
1
1
1
1
1
1
3,11
3,32
3,35
1
1
1
1
3,646
3,856
4,022
1
1
1
1
1
1
1
4,148
1
1
14
x2
x3
x4
x5
x6
14
15
14
12
13
15
96
da trn ngn ng Builder C++ 5.0 gii bi ton mt dch v vi nhiu knh phc v
c t chi nh trnh by trong v d 1 vi cc iu kin sau:
S knh phc v n c th ly gi tr t 2 ti 10.
Dng tn hiu n l dng Potxng, thi gian dn cch gia hai tn hiu lin
tip tun theo phn phi m vi hm mt xc sut l f(t) = 5e5t.
Thi gian trung bnh phc v (x l) mt tn hiu l 0,5 pht.
Tnh s tn hiu c phc v trong s m tn hiu n (m c th ly gi tr t 10
ti 100).
Thc hin k ln m phng (k ln th, k c th ly gi tr t 4 ti 10).
Mc ch ca vic xy dng phn mm ny nhm vo: phc v dy v hc mn M
phng ngu nhin, cng nh tip tc nng cp phin bn 1.0 m phng c h nhiu
knh phc v nhiu loi dch v c t chi trong trng hp tng qut khi dng tn
hiu n v thi gian phc v tn hiu c phn phi bt k.
chy phn mm MOPHONG1 chng ta cn ci t Builder C++ 5.0 vo my
tnh. Sau khi kch chut vo biu tng ca phn mm, chn File > Open Project > Look in
> Mophong1 (Th mc lu tr phn mm) > Mp1.bpr. Sau chn Run trn thanh cng
c chy phn mm (xem hnh III.4).
97
98
S lng
Tn sut/ Xc sut
thc nghim
15
0,1
30
0,2
10
45
0,3
11
60
0,4
= 150
=1
Cn ch rng, dng tn hiu n cha chc tun theo phn phi Potxng v thi
gian phc v mt tn hiu khng nht thit tun theo phn phi m. Do , khng p dng
c cng thc ca mc 3.3 m phi dng m phng gii quyt vn : cn b tr bao
nhiu knh phc v (nhn vin phc v) trong kho cp pht nguyn liu l hp l nht?
Nh vy m phng c kh nng x l cc tnh hung, s kin nh trong thc t xy ra ch
khng bt chng tun theo cc phn phi xc sut nht nh hay theo cc hnh vi g p.
Pht
Nu 1 tn hiu n
Nu 2 tn hiu
Nu 3 tn hiu
Nu 4 tn hiu
*
*
99
Chu
k
100
S tn
hiu n
S ngu nhin 10 ch s
Thi gian
phc v
10
11, 10
10, 10, 11
10
11
11
10, 8
12
11
13
14
15
11
16
17
18
19
11
20
21
22
23
24
11, 11
9, 10
11
9,11
tin hnh minh ho qu trnh tnh ton m phng cho s tn hiu n trong tng
khong thi gian 5 pht v thi gian phc v mi tn hiu, chng ta quy c cc k hiu sau:
Tn hiu n
Ch
c phc v
Hnh III.5 tng hp kt qu tnh ton m phng cho h thng ch hai knh phc v
mt dch v.
7
3
1
9:05
9:00
11
8
9:40
20
10:20
9:10
12
13
9:15
9:20
9:25
9:30
9:35
18
1617
15
14
9:40
19
10
9:45
21
10:25
9:50
9:55
10:00
10:10
10:15
24
23
22
10:30
10:05
10:35
10:40
10:45
10:50
10:20
25
10:55
11:00
Theo hnh III.5 c th thy, trong thi gian 120 pht c 25 tn hiu n (25 s 7
xut hin cc chu k 2, 4, 5, 7, 9, 10, 11, 12, 15, 16, 17, 18, 19, 22, 24). Tng thi gian
213
i 213 pht, v vy thi gian i trung bnh =
= 8,52 pht.
25
Chng ta phn tch ngha kinh t ca tnh ton m phng nh sau: M hnh hng
ch trn c hai knh phc v (hai nhn vin phc v). Gi s rng lng 7$/1 gi/1 nhn
vin phc v, lng ca mi c cng l 12$/1 gi/1 c cng. Theo d kin ca bi
ton, thi gian trung bnh gia hai ln tn hiu n lin tip l 5 pht. Nh vy, trong
trong 8 gi c 96 ln i, v phi i 8,52 pht mi ln. Do , tng hao ht / mi ngy
lm vic do thi gian c cng lng ph do phi i l: (8,52 x 12$ x 96) / 60 = 163,56$.
Ngoi ra, tng chi lng / ngy cho hai nhn vin phc v l: 7$ 8 2 ngi = 112$.
T , tng chi ph / ngy cho h thng hng ch trn l $ 275,56.
101
Ls =
AS(A / S) k
A
A
P + = 2,915 ; Lq = Ls
= 0,915 ;
2 0
(k 1)!(kS A)
S
S
Wq =
Lq
= 0, 076 (gi) = 4,5 pht.
A
Trong khi theo kt qu m phng th thi gian ch trung bnh l 1,88 pht. Tuy
nhin, nu chy m phng cho thi gian di hn (10 ti 15 gi) thng qua chng trnh
trn my tnh th c kt qu thi gian ch trung bnh l 2,63 pht tng i n nh.
T cc phn tch trn c th thy, trong cc tnh hung chng ta khng x l c
cc iu kin ton hc phc tp n cha trong bi ton hng ch, la chn duy nht l p
dng m phng gii bi ton.
Phn mm m phng h thng hng ch
102
Thi gian x l mt
tn hiu (pht)
10
11
Xc sut
0,1
0,2
0,3
0,4
103
104
Chng IV
1.1. Mt s nh ngha
Xc sut tng ng
0,2
0,5
0,3
105
Xt mt xch Markov. Nu xc sut chuyn trng thi p(s, i, t, j) = p(s+h, i, t+h, j),i,
j, s, t v h > 0, th ta ni rng xch Markov thun nht theo thi gian.
y l mt khi nim mi v s c gii thch ngay sau y trong mc 1.2. Ngoi
ra vi mc ch tm hiu bc u, trong cc mc 1.2 v 1.3 chng ta s ch xt xch
Markov ri rc v thun nht theo thi gian. V d v xch Markov lin tc s c xem
xt trong mc 2.4 v 2.5.
1.2.
106
Cc gi tr ca X(0)
Xc sut tng ng
0,2
0,5
0,3
Xc sut tng ng
0,2199
0,4901
0,2900
107
Vy vc t phn phi xc sut ti thi im t = 1 l (1) = [1(1), 2(1), 3(1)] cho bit
t l phn trm khch hng vo cc siu th A, B v C trong thng 1. Bng php tnh ma
trn cng tm c (1) nh sau:
(1)
(2)
p
k =1
(1)
1k
p
k =1
(1)
ik
. Vy ta c ma trn chuyn
p(1)
kj
sau hai bc l:
P(2) = [pij(2)]33 = P(1) P(1)=P P= P2
0,8 0,1 0,1 0,8 0,1 0,1
= 0,07 0,9 0,03 0,07 0,9 0,03 .
108
109
0, 2x 0, 07y 0, 083z = 0
x = 0, 273
Thng
0.2199
0.4901
0.29
0.234297
0.48251
0.283193
0.2447183
0.476662631
0.27861905
0.2522664
0.472135676
0.2755979
0.2577373
0.46861381
0.27364893
0.2617056
0.465860633
0.27243373
0.2645868
0.463698194
0.27171505
0.2666806
0.461991958
0.27132742
0.2682041
0.460639762
0.27115613
10
0.269314
0.459563657
0.27112231
11
0.2701238
0.45870389
0.27117228
12
0.2707156
0.458014426
0.27126994
13
0.2711489
0.457459633
0.27139144
14
0.2714668
0.457011789
0.27152141
15
0.2717005
0.456649225
0.27165023
16
0.2718729
0.456354922
0.27177223
17
0.2720002
0.456115454
0.27188433
18
0.2720947
0.455920181
0.27198516
19
0.2721649
0.455760634
0.27207446
20
0.2722173
0.45563005
0.2721526
21
0.2722566
0.455523004
0.27222035
nh ngha 2
110
Cc tnh cht v nh l
x j = x k p kj , j = 1, 2,..., N ; xj 0 j v
k =1
x
j=1
= 1.
2/ Nu c cc s 1, 2, , N tho mn iu kin 1+ 2+ + N = 1 v
limn p(n)ij = j, khng ph thuc vo i, th ma trn P l ma trn chnh quy.
Lu
Phn tch Markov c nhiu ng dng trong Kinh t, K thut, Sinh hc, X hi hc,
Cng ngh thng tin, Trong mc ny, chng ta s xem xt cc ng dng nh tm cn
bng th phn, xc nh chnh sch thay th vt t thit b, d bo tht thu cho cc hp
ng thc hin trc, tm phn phi gii hn ca mt h thng k thut v mt ng dng
ca qu trnh sinh t cho h thng hng ch.
111
2.1.
Tm cn bng th phn
Lc , theo kt qu bit, t l phn trm cn bng dng (khi thi gian di) s khch
hng vo cc siu th A, B, C l 27,3%, 45,4% v 27,3% c th tm c t h (I P) = 0.
2.2.
1,0
0,8 0,2 0
0,6 0,4 0
,
0
0,5 0,5
0
0
0
112
x1 x 4 = 0
0,8x1 + 0, 4x 2 = 0
x1 = x 4 = 6
0, 2x1 0, 4x 2 + 0,5x 3 = 0
x = x = 1
0,5x + x = 0
3
3
4
2
3
x1 + x 2 + x 3 + x 4 = 1
1,0 0 0
Phn tch Markov trong d bo tht thu cho cc hp ng thc hin trc
113
1
0
P=
0,5
0,4
0
0
0 0,3 0,2
0
1
0
0
J
1 0
0,5 0
0 0
0,3 0,2
P=
vi J =
, K=
,O=
,M=
.
0 1
0,4 0,3
0 0
0,2 0,1
Sau , ta tm ma trn R = I M v ma trn nghch o ca n R1, y I l ma
trn n v cng c vi ma trn M. Ta c:
1,5254 0,3390
R1 =
,
0,3390 1,1864
v tnh c:
0,8983 0,1017
R1 K =
.
0
,
6441
0
,
3559
114
0,8983 0,1017
[500 100]
= [459,32 140,68],
0,6441 0,3559
ta thy trong 500 triu phi thanh ton ng k hn v 100 triu thanh ton chm cui cng
s c 459,32 triu c thanh ton v 140,68 triu l n xu khng i c. ci thin
tnh trng ny, cng ti cn nghin cu tm ra mt chnh sch tn dng hp l hn.
Ngoi ra, ma trn R1 cn cho bit cc thng tin sau:
Tng ca cc phn t trn hng th nht l 1,8644 l thi gian trung bnh (thng)
m mt hp ng dng phi thanh ton ng k hn s tri qua trc khi ri vo mt trong
cc trng thi hp th, tc l tr thnh hp ng thanh ton c hoc hp ng xu.
Tng cc phn t trn hng th hai ca R1 cng c ngha tng t i vi cc
hp ng dng thanh ton chm.
Phn t nm trn hng 1 v ct 1 ca R1 cho bit thi gian trung bnh (thng) m
mt hp ng dng phi thanh ton ng hn s trong trng thi S2 trc khi n ri vo
mt trong cc trng thi hp th l 1,5254 thng. Phn t nm trn hng 1 v ct 2 cho
bit thi gian trung bnh (thng) m mt hp ng dng phi thanh ton ng hn s
trong trng thi S3 trc khi n ri vo mt trong cc trng thi hp th l 0,3390 thng.
Cc phn t nm trn hng 2 ca ma trn R1 c ngha tng t i vi mt
hp ng dng c thanh ton chm.
Sau y, chng ta s a ra mt s cng thc gii thch cc phn tch trn y cho
trng hp ma trn xc sut chuyn trng thi ca xch Markov c dng sau:
1
0
P=
p 20
p30
0 0 0 1
1 0 0 0
=
p 21 p 22 p 23 0,5
p31 p32 p33 0, 4
0
1
0
0,3
0
0
0,3
0,2
0
0
(nh trong bi ton trn),
0,2
0,1
p p
p p
J
1 0
0 0
=
, K= 20 21 , O =
, M= 22 23 ,
vi J =
0 1
0 0
p30 p31
p32 p33
trong pij l xc sut chuyn t trng thi Si sang trng thi Sj sau mt bc. Khng
gian trng thi gm bn trng thi S0, S1, S2 v S3; cc trng thi S0 v S1 l cc trng thi
hp th, cn S2 v S3 l cc trng thi truyn ng. Chng ta dng cc k hiu:
u u
U = 20 21 ,
u 30 u 31
115
v
V = 2,
v3
vi wij l thi gian trung bnh xch Markov trong trng thi Sj trc khi n ri vo mt
trong cc trng thi hp th nu trng thi ban u l Si, i = 2, 3. Lc :
1
U = (I M)1, V = (I M)1 v W = (I M)1
1
1 0
0 1 .
Ch : Vic chng minh cc cng thc trn cho trng hp tng qut thc ra cng
khng qu kh, c th tm thy trong cc sch tham kho v qu trnh Markov. Cch ng
dng phn tch Markov nh trong mc ny cn c th c p dng rng ri trong nhiu
lnh vc khc nh Sinh hc, X hi hc, L thuyt nhn dng v Thit k cc h thng k
thut, trong c K thut in.
2.4.
S1
S2
S3
Hnh IV.1. S cc trng thi
116
khng gian trng thi S ={S0, S1, S2, S3}. Sau y, chng ta s tm cch xc nh phn
phi gii hn (long run distribution) ca {X(t)}t0. y l mt vn kh phc tp nn
chng ta ch c th trnh by vn mt cch vn tt.
Trc ht ta nhc li v phn phi Potxng v phn phi m. Gi s dng tn
hiu n (hay xy ra) tun theo phn phi Potxng
P () vi l s tn hiu n trung
F () = P (T ) = f (t)dt = e t dt =1 e .
Cn k vng ton v lch chun ca bin ngu nhin T l
+
mT =
tf (t)dt =
t
te dt =
0
1
1
; T = .
P(
117
S0
0(t)
S1
S2
1(t)
2(t)
S3
3(t)
d1 = + ( + ) = 0
1 0
2 3
2
1
1
dt
d2 = + ( + ) = 0
2 0
1 3
1
2
2
dt
d
3 = 2 1 + 12 (1 + 2 )3 = 0
dt
118
q
iS
i ij
q
i j
ij
i sang cc trng thi khc (khng k i), cn qij l cng chuyn t trng thi i sang
trng thi j, c nh ngha nh sau:
qii = limt0 (P[X(t + t) i / X(t) = i] / t) ,
qij = limt0 (P[X(t + t) = j/ X(t) = i] / t) ,
Lc , Q = [qij] c gi l ma trn cng . T iu kin (**) ta thy, tm
phn phi gii hn cn phi gii h [0 1 2 3]Q = 0 hay QT[0 1 2 3]T = 0.
V d: Cho 1 = 1, 2 = 2, 1 = 2, 2 = 3. T s cng chuyn trng thi
cho trn hnh IV.2, c th tm c ma trn cng Q, vi QT c dng sau:
3
1
T
Q =
2
1
1
0
3
2
S0
S1
2
S2
1
S3
Gii thch: q00 = 3 v cng chuyn t trng thi S0 sang cc trng thi khc l
1+ 2 = 3, cn q10 = 2 l cng chuyn t trng thi S1 vo trng thi S0.
Gii h [0 1 2 3]Q = 0 hay QT[0 1 2 3]T = 0 (vi iu kin b tr 0 + 1 +
2 + 3 = 1) c kt qu: 0 = 6 /15 = 0, 4 ; 1 = 3/15 = 0,2 ; 2 = 4/15 = 0,27 ; 3 = 2/15 = 0,13 .
Cn ch rng, h [0 1 2 3] Q = 0 theo mt ngha nht nh l tng t vi h
(I P) = 0, nh trnh by trong cc mc 1.2 v 2.1.
Gi s li nhun / 1 n v thi gian h thng mang li trong cc trng hp c th
xy ra nh sau: nu h thng trong trng thi S0 th li nhun l 8 USD, ti S1 l 3 USD,
119
11 + 2 2 (1 + 2 )0 = 0
+ ( + ) = 0
2 3
2
1
1
1 0
2 0 + 13 (1 + 2 )2 = 0
2 1 + 12 (1 + 2 )3 = 0
0 + 1 + 2 + 3 = 1
0 , 1 , 2 , 3 0; 1 , 2 0
S1
n-1
1
S2
Sn-1
n
Sn
Sn+1
n+1
120
q0 n
....
q10 ...
q11 ...
... ...
q1n ...
... ...
q n 0 q n +1, 0 ...
q n1 q n +1,1 ...
... ...
...
q nn q n +1,n ...
...
... ...
Ta c [0 1 2 3 ]Q = 0 QT[0 1 2 3 ]T = 0
q 00
q
01
q 02
...
q10
q11
q12
...
q 20
q 21
q 22
...
... 0 0
... 1 0
.
=
... 2 0
... ... ...
hay:
q000 + q101 +
q202 + = 0,
q010 + q111 +
q212 + = 0,
q020 + q121 +
q222 + = 0,
.
Do tnh cht c bit, nh phn tch trn, ca ma trn cng Q ca qu
trnh sinht, h trn c vit mt cch tng minh hn nh sau:
00 + 11
= 0,
00 (1 + 1)1 + 22 +
= 0,
11 (2 + 2)2 + 33 +
= 0,
121
1 = (0/1)0,
2 = (1/2)1 = (10/21)0,
3 = (2/3)2 = (21/32)1 = (210/321)0,
Vi iu kin
i =0
= 1, cui cng ta c:
0 = 1/ (1 +
k =0
Ngoi ra, cn bit nguyn tc phc v l FCFS (First come first serve) v thi gian
phc v ti mi quy c lut phn phi m vi k vng 1/3 (pht).
Cn tr li hai cu hi sau y:
S quy hng ti thiu l bao nhiu hng ch khng tr nn di v hn?
Gi s Nt l s khch hng ang ch hay ang c phc v ti thi im t. Chn
M = 4 v mt khch hng s ch c phc v nu Nt 4, ch vi xc sut 0,5 nu
Nt = 5 v s b i nu Nt = 6. Hy xc nh phn phi dng ca qu trnh ny?
Trc ht, trong v d ny chng ta c mt qu trnh sinht vi khng gian trng
thi S = { S0, S1, S2, , Sn, }, trong Sn l trng thi trong vn phng c n khch hng.
Cc cng chuyn l k = 6 vi k = 0, 1, 2,... cn k = 3k vi k M v k = 3M vi
k > M (iu ny l do bin cc tiu ca cc bin ngu nhin vi phn phi m c
lp cng c phn phi m vi tham s bng tng cc tham s ca cc phn phi m
tng ng).
Do k /k+1 = 6/3M < 1 (khi k M) nn vi M 3 th:
(
k=0
122
k 1
3.1.
Phng php 1
(0)
1(0) = 0,2
2(0) = 0,5
3(0) = 0,3
Xc sut tng ng
p21 = 0,07
p22 = 0,9
p23 = 0,03
123
Ch :
Trong v d trn y, ta thy c th dng m phng tm phn phi dng. Tuy
nhin, mc ch ch yu ca phng php 1 l nhm m phng cc xch Markov ri rc
thun nht, l cc qu trnh c th xy ra trong cc h thng phc tp.
Khi khng gian trng thi S gm mt s ln cc trng thi th phng php m
phng trn yu cu thi gian chy my tnh kh ln. khc phc iu ny, chng ta
xem xt phng php 2 sau y.
Phng php 2
1 p
...
(1p)p
k
(1p)p
...
...
k1
...
...
...
Xc sut
tng ng
ps1/(1pss)
ps2/(1pss)
...
...
psN/(1pss)
Cch m phng ny s tit kim hn thi gian chy my tnh (khi N kh ln),
nhng vic lp trnh s phc tp hn t nhiu.
Xt v d nh trnh by trn, nu dng phng php 2, mt cch hon ton
tng t, chng ta cng tm c phn phi dng (*) (500).
3.2.
Xt xch Markov thi gian lin tc {X(t)}t[0, ). Gi s rng xch i vo trng thi i
ti thi im no , chng hn thi im 0, v khng ri khi trng thi ny cho n
124
...
...
Xc sut tng ng
pi1
pi2
...
...
piN
Trong bng trn, i =Jr 1 l trng thi ca xch ti bc r 1 (vi cc xc sut pij
tho mn p ij = 1,p ii = 0, i ).
j
thc hin m phng xch Markov thi gian lin tc, c th s dng s liu ca
v d xt trong mc 2.4 hay 2.5.
125
Phn bi tp
BI TP CHNG I
1. Vi v d trong mc 1.2 chng I, hy p dng phng php n hnh i theo
quy trnh 0 A B nhm t ti zmax.
2. Gii BTQHTT sau y:
1 x 5
2 2
3 x + 3 x 28
5 1 4 2
x 30
1
x 2 5
(x1 , x 2 0)
126
1
2
5 x1 + 2 x 2 + x 3 = 20
1 x + x = 5
4
2 2
3 x + 3 x + x = 28
5
5 1 4 2
x x + x = 30
6
7
1
x 2 x8 + x9 = 5
x1 , x 2 , x 3 ..., x 9 0
Hm mc tiu s l
z = 40x1 + 30x2 + 0x3 + 0x4 + 0x5 + 0x6 Mx7 + 0x8 Mx9.
4. Chng ta xem xt mt d n thit k nng cp mng in bng h thng cp ngm
cho mt trng i hc. Mng in c thit k cho ba tuyn sau: khu hnh chnh,
khu ging ng v ng dy bo v. Do yu cu v mt k thut gi mt mt cp
cc tuyn trn l khc nhau v ln lt nh sau: 500, 400 v 200 nghn ng. Gi
xi l chiu di cc tuyn trn, theo iu kin thit k c cc rng buc nh sau:
x1 + x2 + x3 1900,
x1 + x2 1500,
x1 + x3 1400,
x2 + x3 900,
x 1 , x2 , x 3
0.
Min.
5. Pht biu mt m hnh ti u a mc tiu (tuyn tnh hoc phi tuyn, t hai n
bn mc tiu) ng dng trong qun l s dng hay thit k h thng k thut in.
6. Xt bi ton ti u phi tuyn ba mc tiu pht sinh trong qu trnh nghin cu cc
nh hng ca cc yu t nhit X1 (0C) v b dy lp sy X2 (cm) ti cc ch
tiu v hm lng tinh du Y1, chi ph nng lng Y2 v tc sy Y3. Sau y l
pht biu ton hc ca bi ton cn c kt qu quy hoch thc nghim tin hnh:
127
128
BI TP CHNG II
1. Gii bi ton vn ti cho trong bng sau:
7
11
13
21
17
12
10
18
13
16
50
70
60
80
110
100
50
=
260
2. Gii bi ton phn cng nhim v vi thi gian thc hin (ca mi k s i vi
tng nhim v c ghi theo hng) cho trong bng sau:
32
18
32
16
22
14
12
16
24
30
26
24
1
1
26
30
28
20
Hng dn: Bi ton trn c th gii da trn phng php phn phi (c bn im
cung cng nh bn im cu, vi tng cung bng tng cu v bng 4).
3. Hai my bin p c dung lng 580KVA v 650KVA ho in ln thanh ci
cung cp in cho bn nhm my A, B, C v C c cng sut ti a ln lt l 180,
270, 420 v 320. Qua kho st, chng ta c cc s liu sau:
129
Hot ng
Th t
A
B
C
D
E
F
I
3
4
4
5
2
7
6
A
B
D, E
C, F
Hot ng
Hot ng k
trc
10
11
C, D
15
33
23
12
47
G
20
70
C
52
33
43
70
130
S tin u t
II
III
12
15
10
9
12
10
6
12
11
2
13
15
15
2
8
16
10
B
8
11
12
10
6
15
13
10
11
131
Hng dn: Chia bi ton thnh nhiu giai on nh v p dng phng php quy
hoch ng.
132
BI TP CHNG III
1. Kho st 200 xung tn hiu qua cc van in n iu khin c cu chp hnh,
ngi ta thy trung bnh 2 giy c mt chui xung. S liu kho st c v thi
gian xung ca cc chui xung nh sau:
Thi gian xung (giy)
S ln
Tn sut
50
0,25
40
0,20
50
0,25
60
0,30
Bng phng php m phng ngu nhin (nu c th, lp chng trnh tnh ton
trn my tnh) hy xc nh s van in (ti thiu) cn m sao cho vic iu hnh
c cu chp hnh c lin tc (ni cch khc, cc chui xung lun c phc v
kp thi).
2. Xt m hnh mt knh phc v tho mn: s tn hiu n c phn phi Poatxng,
thi gian phc v c phn phi m. Gi s A = 3 tn hiu n trung bnh trong mt
pht, S = 4 tn hiu c phc v trung bnh trong mt pht. Hy kim tra li cc
kt qu sau v phn tch ngha ca chng: Lq = 9 / 4(4 3) = 2,25 ; Ls = 3 / 1 = 3 ;
Wq = 3 / 4 = 0,75 ; Ws = 1; Pw = 3 / 4 = 0,75 .
Tuy nhin, vi Pw = 0,75 , ta thy 75% s tn hiu phi ch trc khi c phc
v. iu ny c ngha l cn tip tc ci thin h thng hng ch hiu qu phc
v c tt hn. Mt trong cc bin php em li hiu qu phc v c tt hn
l nng cao tc phc v. Hy lp bng tnh v so snh khi cc tham s khc ca
h thng c nh, ring S nhn cc gi tr khc nhau S = 4, 6, 8 v 10.
3. Xt m hnh nhiu knh phc v vi cc gi thit nh trong bi tp trn (A = 3 v
S = 4). Hy tnh cc ch s ca m hnh khi s knh phc v k = 2, 3. T phn
tch ngha ca cc kt qu t c v so snh vi kt qu khi s dng m hnh
mt knh phc v.
4. Mt trm bu in vin thng c 13 cng. Thi gian phc v mi khch hng trung
bnh l 5 pht. Kt qu kho st thng k cho bit s lng tn hiu khch hng
trung bnh n trong mt gi, cn kt qu thu thp phiu thm d kin khch
hng cho bit thi gian trung bnh (s pht) mt khch hng c th i trc khi
c phc v nh sau:
133
Cc giai on
S tn hiu / gi
Thi gian c th i ti a
Nhu cu cao
120
60
5,5
Nhu cu thp
30
134
BI TP CHNG IV
1. Ch s tiu th in l mt lng ngu nhin c phn phi ti thi im ban u
nh sau:
X0
Di 50 s
50 ti 100
100 ti 150
Trn 150
T l %
5%
40%
40%
15%
0,05
0,10
0,85
0,03
0,05
0,05
0,08
0,90
0,10
0
0,02
0,05
0,80
1 / 2
3 / 4
P=
0
...
...
...
1 / 8 ...
... ...
0
1/ 2 0
1/ 4 0
0
7/8 0
...
...
Ch : tnh
1,
2,
3,
4,
] sao cho P = .
1
1
Q=
0
1
3
1
0
0
2
2
1
0
0
1
135
1
0
0,01
P=
0,03
0,09
0
1
0
0
0
0,19
0
0,8
0
0,19
0
0
0,76
0,21
0,74
0
0
0
0
0,17
0,81
Hy tr li cc cu hi sau:
Cc trng thi no l trng thi hp th, cc trng thi no l trng thi truyn
ng? Hy tm xc sut qu trnh b hp th vo mi mt trng thi hp th khi
qu trnh xut pht t mt trong cc trng thi truyn ng.
Tm thi gian trung bnh (k vng thi gian) t lc qu trnh xut pht (t mt
trng thi truyn ng no ) cho ti khi b hp th.
Tnh thi gian trung bnh qu trnh ri vo mt trng thi truyn ng chn no
trc khi n ri vo trng thi hp th.
136
Phn Ph lc
Ph lc 1. Bng tm xc sut P(X<t) cho bin ngu nhin X
tun theo phn phi chun tc ~ N(0,1)
.00
.01
.02
.03
.04
.05
.06
.07
.08
.09
0.0 .50000 .50399 .50798 .51197 .51595 .51994 .52392 .52790 .53188 .53586
0.1 .53983 .54380 .54776 .55172 .55567 .55962 .56356 .56749 .57142 .57535
0.2 .57926 .58317 .58706 .59095 .59483 .59871 .60257 .60642 .61026 .61409
0.3 .61791 .62172 .62552 .62930 .63307 .63683 .64058 .64431 .64803 .65173
0.4 .65542 .65910 .66276 .66640 .67003 .67364 .67724 .68082 .68439 .68793
0.5 .69146 .69497 .69847 .70194 .70540 .70884 .71226 .71566 .71904 .72240
0.6 .72575 .72907 .73237 .73536 .73891 .74215 .74537 .74857 .75175 .75490
0.7 .75804 .76115 .76424 .76730 .77035 .77337 .77637 .77935 .78230 .78524
0.8 .78814 .79103 .79389 .79673 .79955 .80234 .80511 .80785 .81057 .81327
0.9 .81594 .81859 .82121 .82381 .82639 .82894 .83147 .83398 .83646 .93891
1.0 .84134 .84375 .84614 .84849 .85083 .85314 .85543 .85769 .85993 86214
1.1 .86433 .86650 .86864 .87076 .97286 .87493 .87698 .87900 .88100 88298
1.2 .88493 .88686 .88877 .89065 .89251 .89435 .89617 .89796 .89973 90147
1.3 .90320 .90490 .90658 .90824 .90988 .91149 .91309 .91466 .91621 91774
1.4 .91924 .92073 .92220 .92364 .92507 .92647 .92785 .92922 .93056 93189
1.5 .93319 .93448 .93574 .93699 .93822 .93943 .94062 .94179 .94295 .94408
1.6 .94520 .94630 .94738 .94815 .94950 .95053 .95154 .95254 .95352 .95449
1.7 .95543 .95637 .95728 .95818 .95907 .95994 .96080 .96164 .96246 .96327
1.8 .96407 .96485 .96562 .96638 .96712 .96784 .96856 .96926 .96995 .97062
1.9 .97128 .97193 .97257 .97320 .97381 .97441 .97500 .97558 .97615 .97670
137
.00
.01
.02
.03
.04
.05
.06
.07
.08
.09
2.0 .97725 .97784 .97831 .97882 .97932 .97982 .98030 .98077 .98124 .98169
2.1 .98214 .98257 .98300 .98341 .98382 .98422 .98461 .98500 .98537 .98574
2.2 .98610 .98645 .98679 .98713 .98745 .98778 .98809 .98840 .98870 .98899
2.3 .98928 .98956 .98983 .99010 .99066 .99061 .99086 .99111 .99134 .99158
2.4 .99180 .99202 .99224 .99245 .99266 .99286 .99305 .99324 .99343 .99361
2.5 .99379 .99396 .99413 .99430 .99446 .99461 .99477 .99492 .99506 .99520
2.6 .99534 .99547 .99560 .99573 .99585 .99598 .99609 .99621 .99632 .99643
2.7 .99653 .99664 .99674 .99683 .99693 .99702 .99711 .99720 .99728 .99736
2.8 .99744 .99752 .99760 .99767 .99774 .99781 .99788 .99795 .99801 .99807
2.9 .99813 .99819 .99825 .99831 .99836 .99841 .99846 .99851 .99856 .99861
3.0 .99865 .99869 .99874 .99878 .99882 .99886 .99899 .99893 .99896 .99900
3.1 .99903 .99906 .99910 .99913 .99916 .99918 .99921 .99924 .99926 .99929
3.2 .99931 .99934 .99936 .99938 .99940 .99942 .99944 .99946 .99948 .99950
3.3 .99952 .99953 .99955 .99957 .99958 .99960 .99961 .99962 .99964 .99965
3.4 .99966 .99968 .99969 .99970 .99971 .99972 .99973 .99974 .99975 .99976
3.5 .99977 .99978 .99988 .99979 .99980 .99981 .99981 .99982 .99983 .99983
3.6 .99984 .99985 .99985 .99986 .99989 .99987 .99987 .99988 .99988 .99989
3.7 .99989 .99990 .99990 .99990 .99991 .99991 .99992 .99992 .99992 .99992
3.8 .99993 .99993 .99993 .99994 .99994 .99994 .99994 .99995 .99995 .99995
3.9 .99995 .99995 .99996 .99996 .99996 .99996 .99996 .99996 .99997 .99997
138
1581922396
2068577984
8262130892
8374856049
4637567488
0928105582
7295088579
9586111652
7055508767
6472382934
4112077556
3440672486
1882412963
0684012006
0933147914
7457477468
5435810788
9670852913
1291265730
4890031305
0099320858
3090908872
2039593181
5973470495
9776135501
7245174840
2275698645
8416549348
4676463401
2229367983
6749420382
4832630032
5670984959
5432114610
2966095680
5503161011
7413686599
1198757695
0414294470
0140121598
7164238934
7666127259
5263097712
5133648980
4011966963
3593969525
0272759769
0385998136
9999989966
7544056852
4192054466
0700014629
5469439659
8408703469
1074373131
9697426117
6488888550
4031652526
8123543276
0927534537
2007950579
9564268448
3457416988
1534027886
7016633739
4384768758
2389278610
3859431781
3643768456
4141344518
3840145867
9120831830
7228567652
1267173884
4020651657
0190453442
4800088084
1165628559
5407921254
3768932478
6766554338
5583263145
5089052204
9780623691
2195448096
6315116284
9172824179
5544814339
0016943666
3828538786
3908771938
4035554324
0840126699
4942059208
1475623997
3370024586
9324732596
1186563397
4425443189
3216653251
2999997185
0133968938
7678931194
1354034403
6002561840
7864375912
8383232768
1892857070
2323673751
3188881718
7065492027
6349104233
3382569662
4579426926
1513082455
0654683246
4765404877
8149224168
5468634609
6474393896
7830555058
5255147182
3519287786
2481673649
8907598697
7626984369
4725370390
9641916289
5049082870
7463807244
4785048453
3646121751
8436077768
2928794356
9956043516
139
4627791048
5765558107
876259243
6185670830
6363845920
9376470693
0441608934
8749472723
2202274078
5897002653
1227991661
7936797054
9527542791
4711871173
8300978148
5582095589
5535798279
4764439855
6279247618
4446895088
4959397698
1056981450
8416606706
8234013222
6426813469
1824779358
1333750468
9434074212
5273692238
5902177065
7041092295
5726289716
3420847871
1820481234
0318831723
3555104281
0903099063
6827824899
6383872737
5901682626
9717595534
1634107293
8521057472
1471300754
3044151557
5571564123
7344613447
1129117244
3208461091
1699403490
4674262892
2809456764
5806554509
8224980942
5738031833
8461228715
0746980892
9285305274
6331989646
8764467686
1838538678
3049068967
6955157269
5482964330
2161984904
1834182305
6203476893
5937802079
3445280195
3694915658
1884227732
2923727501
8044389132
4611203081
6072112445
6791857341
6696243386
2219599137
3193884236
8224729704
3007929946
4031562749
5570757297
6273785046
1455349704
6085440624
2875556938
5496629750
4841817356
1443167141
7005051056
3496332071
5054070890
7303867953
6255181190
9846413446
8306646692
0661684251
8875127201
6251533454
0625457703
4229164694
7321363715
7051128285
1108468072
5457593922
9751489574
1799906380
1989141062
5595364247
4076486653
8950826528
4934582003
4071187742
1456207629
140
10
09 73 25 33 76 52 01 35 86 34 67 35 48 76 80 95 90 91 17
37 54 20 48 05 64 89 47 42 96 24 80 52 40 37 20 63 61 04 02
08 42 26 89 53 19 64 50 93 03 23 20 90 25 60 15 95 33 47 64
99 01 90 25 29 09 37 67 07 15 38 31 13 11 65 88 67 67 43 97
12 80 79 99 70 80 15 73 61 47 64 03 23 66 53 98 95 11 68 77
66 06 57 47 17 34 07 27 68 50 36 69 73 61 70 65 81 33 98 85
31 06 01 08 05 45 57 18 24 06 35 30 34 26 14 86 79 90 74 39
85 26 97 76 02 02 05 16 56 92 68 66 57 48 18 73 05 38 52 47
63 57 33 21 35 05 32 54 70 48 90 55 35 75 48 28 46 82 87 09
73 79 64 57 53 03 52 96 47 78 35 80 83 42 82 60 93 52 03 44
98 52 01 77 67 14 90 56 86 07 22 10 94 05 58 60 97 09 34 33
11 80 50 54 31 39 80 82 77 32 50 72 56 82 48 29 40 52 42 01
83 45 29 96 34 06 28 89 80 83 13 74 67 00 78 18 47 54 06 10
88 68 54 02 00 86 50 75 84 01 36 76 66 79 51 90 36 47 64 93
99 59 46 73 48 87 51 76 49 69 91 82 60 89 28 93 78 56 13 68
65 48 11 76 74 17 46 85 09 50 58 04 77 69 74 73 03 95 71 86
80 12 43 56 35 17 72 70 80 15 45 31 82 23 74 21 11 57 82 53
74 35 09 98 17 77 40 27 72 14 43 23 60 02 10 45 52 16 42 37
69 91 62 68 03 66 25 22 91 48 36 93 68 72 03 76 62 11 39 90
09 89 32 05 05 14 22 56 85 14 46 42 75 67 88 96 29 77 88 22
91 49 91 45 23 68 47 92 76 86 46 16 28 35 54 94 75 08 99 23
80 33 69 45 98 26 94 03 68 58 70 29 73 41 35 53 14 03 33 40
44 10 48 19 49 85 15 74 79 54 32 97 92 65 75 57 60 04 08 81
12 55 07 37 42 11 10 00 20 40 12 86 07 46 97 96 64 48 94 39
63 60 64 93 29 16 50 53 44 84 40 21 95 25 63 43 65 17 70 82
141
61 19 69 04 46 26 45 74 77 74 51 92 43 37 29 65 39 45 95 93
15 47 44 52 66 95 27 07 99 53 59 36 78 38 48 82 39 61 01 18
94 55 72 85 73 67 89 75 43 87 54 62 24 44 31 91 19 04 25 92
42 48 11 62 13 97 34 40 87 21 16 86 84 87 67 03 07 11 20 59
23 52 37 83 17 73 20 88 98 37 68 93 59 14 16 26 25 22 96 63
04 49 35 24 94 75 24 63 38 24 45 86 25 10 25 61 96 27 93 35
00 54 99 76 54 64 05 18 81 59 96 11 96 38 96 54 69 28 23 91
35 96 31 53 07 36 89 80 93 54 33 35 13 54 62 77 97 45 00 24
59 80 80 83 91 45 42 72 68 42 83 60 94 97 00 13 02 12 48 92
46 05 88 52 36 01 39 09 22 86 77 28 14 40 77 93 91 08 36 47
32 17 90 05 97 87 37 92 52 41 05 56 70 70 07 86 74 31 71 57
69 23 46 14 06 20 11 74 52 04 15 95 66 00 00 18 74 39 24 23
19 56 54 14 30 01 75 87 53 79 40 41 92 15 85 66 67 43 68 06
45 15 51 49 38 19 47 60 72 46 43 66 79 45 43 59 04 79 00 33
94 86 43 19 94 36 16 81 08 51 34 88 88 15 53 01 54 03 54 56
142
Ph lc 3. Tm gi tr ca P0 cn c s knh k v t s A/kS
S knh k
A
kS
10
.02
.98000
.96078
.94176
.92312
.90484
.88692
.86936
.85214
.83527
.81873
.04
.96000
.92308
.88692
.85214
.81873
.78663
.75578
.72615
.69768
.65032
.06
.94000
.88697
.83562
.78663
.74082
.69768
.65705
.61878
.58275
.54881
.08
.92000
.85185
.78659
.72614
.67032
.61878
.57121
.52729
.48675
.44933
.10
.90000
.81818
.74074
.67031
.60653
.54881
.49659
.44933
.40657
.36788
.12
.85000
.78571
.69753
.61876
.54881
.48675
.43171
.38289
.33960
.30119
.14
.86000
.75439
.65679
.57116
.49657
.43171
.37531
.32628
.28365
.24660
.16
.84000
.72414
.61837
.52720
.44931
.38289
.32628
.27804
.23693
.20190
.18
.82000
.69492
.58214
.48660
.40653
.33959
.28365
.23693
.19790
.16530
.20
.80000
.66667
.54795
.44910
.36782
.30118
.24659
.20189
.16530
.13534
.22
.78000
.63934
.51567
.41445
.33277
.26711
.21437
.17204
.13807
.11080
.24
.76000
.61290
.48519
.38244
.30105
.23688
.18636
.14660
.11532
.09072
.26
.74000
.58730
.45640
.35284
.27233
.21007
.16200
.12492
.09632
.07427
.28
.72000
.56250
.42918
.32548
.24633
.18628
.14082
.10645
.08045
.06081
.30
.70000
.53846
.40346
.30017
.22277
.16517
.12241
.09070
.06720
.04978
.32
.68000
.51515
.37913
.27676
.20144
.14666
.10639
.07728
.05612
.04076
.34
.66000
.49254
.35610
.25510
.18211
.12981
.09247
.06584
.04687
.03337
.36
.64000
.47059
.33431
.23505
.16460
.11505
.08035
.05609
.03915
.02732
.38
.62000
.44928
.31367
.21649
.14872
.10195
.06981
.04778
.03269
.02236
.40
.60000
.42857
.29412
.19929
.13433
.09032
.06064
.04069
.02729
.01830
.42
.58000
.40854
.27559
.18336
.12128
.07998
.05267
.03465
.02279
.01498
.44
.56000
.38889
.25802
.16860
.10944
.07080
.04573
.02950
.01902
.01226
.46
.54000
.36986
.24135
.15491
.09870
.06265
.03968
.02511
.01587
.01003
.48
.52000
.35135
.22554
.14221
.08895
.05540
.03442
.02136
.01324
.00820
.50
.50000
.33333
.21053
.13043
.08010
.04896
.02984
.01816
.01104
.00671
.52
.48000
.31579
.19627
.11951
.07207
.04323
.02586
01544
.00920
.00548
.54
.46000
.29870
.18273
.10936
.06477
.03814
.02239
.01311
.00767
.00448
.56
.44000
.28205
.16986
.09994
.05814
.03362
.01936
.01113
.00638
.00366
143
S knh k
A
kS
10
.58
.42000
.26582
.15762
.09119
.05212
.02959
.01673
.00943
.00531
.00298
.60
.40000
.25000
.14599
.08306
.04665
.02601
.01443
.00799
.00441
.00243
.62
.38000
.23457
.13491
.07750
.04167
.02282
.01243
.00675
.00366
.00198
.64
.36000
.21951
.12438
.06847
.03715
.01999
.01069
.00570
.00303
.00161
.66
.34000
.20482
.11435
.06194
.03304
.01746
.00918
.00480
.00251
.00131
.68
.32000
.19048
.10479
.05587
.02930
.01522
.00786
.00404
.00207
.00106
.70
.30000
.17647
.09569
.05021
.02590
.01322
.00670
.00338
.00170
.00085
.72
.28000
.16279
.08702
.04495
.02280
.01144
.00570
.00283
.00140
.00069
.74
.26000
.14943
.07875
.04006
.01999
.00986
.00483
.00235
.00114
.00055
.76
.24000
.13636
.07087
.03550
.01743
.00846
.00407
.00195
.00093
.00044
.78
.22000
.12360
.06335
.03125
.01510
.00721
.00341
.00160
.00075
.00035
.80
.20000
.11111
.05618
.02730
.01299
.00610
.00284
.00131
.00060
.00028
.82
.18000
.09890
.04933
.02362
.01106
.00511
.00234
.00106
.00048
.00022
.84
.16000
.08696
.04280
.02019
.00931
.00423
.00190
.00085
.00038
.00017
.86
.14000
.07527
.03656
.01700
.00772
.00345
.00153
.00067
.00029
.00013
.88
.12000
.06383
.03060
.01403
.00627
.00276
.00120
.00052
.00022
.00010
.90
.10000
.05263
.02491
.01126
.00496
.00215
.00092
.00039
.00017
.00007
.92
.08000
.04167
.01947
.00867
.00377
.00161
.00068
.00028
.00012
.00005
.94
.06000
.03093
.01427
.00627
.00268
.00113
.00047
.00019
.00008
.00003
.96
.04000
.02041
.00930
.00403
.00170
.00070
.00029
.00012
.00005
.00002
.98
.02000
.01010
.00454
.00194
.00081
.00033
00013
.00005
.00002
.00001
144
1.
2.
3.
4.
Trn Quang Khnh, Ton ng dng cho chuyn ngnh in, Bi ging cho cao hc
in, Khoa C in, Trng HNN I H Ni, 1998.
5.
6.
7.
8.
9.
145
Ting Nga
16. Asmanov C. A., Quy hoch tuyn tnh, Nxb Nauka, 1981.
17. Vasiliev F. I., Cc phng php s gii cc bi ton cc tr, Nxb Nauka, 1980.
18. Gnedenko B.V., Gio trnh l thuyt xc sut, Nxb Nauka, 1969.
19. Gnedenko B.V., Beliaev IU. K. v Xoloviev A. D. Nhng phng php ton hc
trong l thuyt tin cy, Nxb Nauka, 1969.
20. Smarkov X. M., Phng php MonteCarlo v cc vn lin quan, Nxb Nauka,
1975.
21. Smarkov X. M., Gio trnh m hnh ngu nhin (dnh cho ngnh Ton ng dng
cc trng i hc Lin X trc y), Nxb Nauka, 1976.
Ting Anh
22. Bazarra M. S. and Shetti C. M., Nonlinear programming: Theory and Algorithms,
John Wiley & Sons, New York, 1984.
23. Gillet B. E., Introduction to Operations Research, McGraw Hill, New York, 1990.
24. Isaacson D.L. and Madsen R.W., Markov Chains Theory and Applications, John
Wiley & Sons, New York, 1975.
25. Kemeny J. G. and Snell J. L., Finite Markov Chains, D. Van Nostrand Company,
Inc., Princeton, 1967.
26. Levin R. I., Rubin D. S. and Stinson J. P., Quantitative approaches to management,
McGraw Hill, New York, 1986.
27. Mohan C. and Nguyen Hai Thanh, RDIM An interactive computer package for
solving real life optimization problems in fuzzy environment, pp. 8593, in
Mathematics and its applications in engineering and industry (Editors Banir
Singh et al.), Narosa Publishing House, LondonNew Delhi, 1997.
28. Mohan C. and Nguyen Hai Thanh, A fuzzifying approach to stochastic
programming, Opsearch, Vol. 34, No. 2, pp. 7396, 1997.
29. Mohan C. and Nguyen Hai Thanh, Reference direction method for solving
multiobjective fuzzy programming, European Journal of Operational Research,
Vol. 107, pp. 599613, 1998.
30. Mohan C. and Nguyen Hai Thanh, Preference level interactive method for solving
multiobjective fuzzy programming problems, AsiaPacific Journal of Operational
Research, Vol. 16, pp. 6386, 1999.
31. Mohan C. and Nguyen Hai Thanh, A controlled random search technique
incorporating the simulated annealing concept for solving integer and mixed
146
Computational
Optimization
and
32. Mohan C. and Nguyen Hai Thanh, An interactive satisficing method for solving
multiobjective mixed fuzzystochastic programming problems, International
Journal for Fuzzy Sets and Systems, Vol. 117, No.1, pp. 6179, 2001.
33. Nguyen Hai Thanh, Optimization in fuzzystochastic environment and its
applications in industry and economics, Proceedings of VJFUZZY98:
VietnamJapan bilatral symposium on fuzzy systems and applications, pp.
342349, 30/9 2/10/1998.
34. Nguyen Hai Thanh, PRELIM An interactive computer package for solving
realistic optimization problems in fuzzy environment, Proceedings of
VJFUZZY98: VietnamJapan bilateral symposium on fuzzy systems and
applications, pp. 652659, 30/9 2/10/1998.
35. Osyczka A., Multicriterion Optimization in Engineering with Fortran Programs,
Ellis Horwood Limited, New York, 1984.
36. Ripley B. D., Stochastic Simulation, John Wiley & Sons, New York, 1987
37. Ross S. M., Introduction to Probability Models, Academic Press, Inc., Boston, 1995.
38. Sakawa M., Fuzzy sets and multiobjective optimization, Plenum Press, New York,
1993.
39. Steuer R. S., Multiple criterion optimization: Theory, computation and application,
John Wiley & Sons, New York, 1986.
40. Taha H. A., Operations Research, MacMillan Publishing Company, New York, 1989.
147
TON NG DNG
148