You are on page 1of 147

Phn 2: M Hnh Ton Kinh T

Chng 1: Gii Thiu M Hnh Ton Kinh T


I. Khi nim m hnh kinh t v m hnh ton kinh t
1. M hnh kinh t:
- M hnh ca mt i tng l s phn nh hin
thc khch quan ca mt i tng; s hnh
dung, tng tng i tng bng ngh ca
ngi nghin cu v vic trnh by, th hin, din
t ngh bng li vn, ch vit, s , hnh
v, hoc mt ngn ng chuyn ngnh.
- M hnh bao gm ni dung ca m hnh v hnh
thc th hin ni dung.
2. M hnh ton kinh t:
L m hnh kinh t c trnh by bng ngn ng
ton hc.
V d:
Gi s chng ta mun nghin cu, phn tch
qu trnh hnh thnh gi c mt loi hng ho A
trn th trng vi gi nh cc yu t khc nh
iu kin sn xut hng ho A, thu nhp, s thch
ngi tiu dng cho trc v khng thay
i.
M hnh bng li:
Ti th trng hng ho A, ni ngi bn, ngi
mua gp nhau v xut hin mc gi ban u. Vi
mc gi lng hng ho ngi bn mun bn
gi l mc cung, lng hng ho ngi mua mun
mua gi l mc cu. Nu cung ln cu th ngi bn
phi gim gi do hnh thnh mc gi mi thp
hn. Nu cu ln hn cung th ngi mua sn sng
tr gi cao hn mua c hng do mc gi
mi cao hn c hnh thnh. Vi mc gi mi xut
hin mc cung, mc cu mi. Qu trnh tip din cho
n khi cung bng cu.
M hnh ton kinh t:
- Gi S, D l ng cung, ng cu tng ng.
- ng vi mc gi p ta c: S = S(p); D = D(p)
Ta c m hnh cn bng th trng k hiu MHIA
di y:
S = S(p)

D = D(p)
S = D

0
D
) ( ' < =
dp
d
p D
0 ) ( ' > =
dp
dS
p S
Khi mun cp n tc ng ca thu nhp (M)
v thu (T) ti qu trnh hnh thnh gi ta c m
hnh MHIB di y:
S = S(p, T)

D = D(p, M, T)

S = D

0
D
<
c
c
p
0 >
c
c
p
S
II. Cu trc m hnh ton kinh t:
- M hnh ton kinh t l mt tp hp gm cc bin
s v cc h thc ton hc lin h gia chng
nhm din t i tng lin quan n s kin,
hin tng kinh t.
M hnh ton kinh t gm: cc bin, cc phng
trnh, cc bt phng trnh.
1. Cc bin s ca m hnh:
- Bin ni sinh (bin c gii thch):
+ L cc bin m v bn cht chng phn nh, th
hin trc tip s kin, hin tng kinh t v gi
tr ca chng ph thuc vo gi tr ca cc bin
khc trong m hnh.
+ Nu bit gi tr ca cc bin khc trong m hnh
ta c th xc nh gi tr c th ca bin ni sinh
bng cch gii cc h thc.
V d: Trong m hnh MHIA cc bin S, D, p l cc
bin ni sinh.
- Bin ngoi sinh (bin gii thch)
L cc bin c lp vi cc bin khc trong m
hnh, gi tr ca chng tn ti bn ngoi m hnh.
V d: Trong m hnh MHIB cc bin M, T l cc
bin ngoi sinh.

- Tham s(thng s): l cc bin s m trong phm
vi nghin cu chng th hin cc c trng
tng i n nh, t bin ng.
Cc tham s ca m hnh phn nh xu hng,
mc nh hng ca cc bin ti cc bin ni
sinh.
V d: Nu trong m hnh MHIB c
S = o p
|
.T

th o, |, l cc tham s ca m hnh
Lu : Cng mt bin s, trong cc m hnh khc
nhau c th ng vai tr khc nhau

2. Mi lin h gia cc bin s- Cc phng trnh
ca m hnh:
a. Phng trnh nh ngha: phng trnh th
hin quan h nh ngha gia cc bin s hoc
hai biu thc hai v ca phng trnh.
V d:
+ Li nhun (LN) c nh ngha l hiu s ca
tng doanh thu (TR) v tng chi ph (TC):
LN = TR TC
+ trong m hnh MHIA, cc phng trnh


l cc phng trnh nh ngha.

0
D
) ( ' < =
dp
d
p D
0 ) ( ' > =
dp
dS
p S
b. Phng trnh hnh vi:
l phng trnh m t quan h gia cc bin do
tc ng ca cc quy lut hoc do gi nh.
- T phng trnh hnh vi ta c th bit s bin
ng ca bin ni sinh- hnh vi ca bin ny
khi cc bin s khc thay i.
V d:
Trong m hnh MHIA c S = S(p), D = D(p) chng
phn nh phn ng ca ngi sn xut v ngi
tiu dng trc s thay i ca gi c.
c. Phng trnh iu kin:
L phng trnh m t quan h gia cc bin s
trong cc tnh hung c iu kin m m hnh
cp.
V d:
Trong m hnh MHIA, phng trnh S = D l phng
trnh iu kin v n th hin iu kin cn bng th
trng.
III. Phn loi m hnh ton kinh t:
1. Phn loi m hnh theo c im cu trc v cng
c ton hc s dng:
- M hnh ti u:
l m hnh phn nh s la chn cch thc hot
ng nhm ti u ho mt hoc mt s ch tiu nh
trc.
- M hnh cn bng:
l lp m hnh xc nh s tn ti ca trng thi bng
nu c v phn tch s bin ng ca trng thi ny
khi cc bin ngoi sinh hay cc tham s thay i.
- M hnh tt nh, m hnh ngu nhin: M hnh vi
cc bin l tt nh (phi ngu nhin) gi l m hnh
tt nh, nu c cha bin ngu nhin gi l m hnh
ngu nhin.

- M hnh tnh, m hnh ng:
M hnh c cc bin m t hin tng kinh t
tn ti mt thi im hay mt khong thi
gian xc nh gi l m hnh tnh. M hnh
m t hin tng kinh t trong cc bin s
ph thuc vo thi gian gi l m hnh ng.
2. Phn loi m hnh theo quy m, phm vi, thi gian:
- M hnh v m: M hnh m t cc hin tng kinh
t lin quan n mt nn kinh t, mt khu vc kinh
t gm mt s nc.
- M hnh vi m: M hnh m t mt thc th kinh t
nh hoc nhng hin tng kinh t vi cc yu t
nh hng trong phm vi hp v mc chi tit.
- Theo thi hn m m hnh cp ta c: M hnh
ngn hn, m hnh di hn.

Chng 2: M Hnh Ti u Tuyn
Tnh
I. Mt s v d thc t dn n Bi ton quy hoch tuyn
tnh (QHTT):
VD 1: u t ti chnh:
Mt cng ty u t nh dng khon qu u t 500
triu ng mua mt s c phiu trn th trng chng
khon. Cng ty a ra cc gii hn trn ca s tin mua
tng loi chng khon.
Bng di y cho cc s liu v cc gii hn ny
cng nh li sut ca cc chng khon .
Loi chng
khon
Li sut (trung
bnh)
Gii hn mua
A
B
C
D
7%
8,5%
7,8%
8,2%
100 triu
300 triu
250 triu
320 triu
ngn nga ri ro trong u t, cng ty cn quy nh
khon u t vo loi c phiu A v C phi chim t nht l
55%, loi c phiu B phi chim t nht 15% trong tng s
danh mc u t thc hin.
Hy xc nh s tin cng ty mua tng loi c phiu sao
khng vt qu khon d kin ban u, m bo i hi
v a dng ho ng thi t mc li (trung bnh) cao nht.
M hnh ho:
Gi x
1
, x
2
, x
3
, x
4
l s tin mua cc loi c phiu A, B, C, D.
- Tng s tin mua cc loi c phiu A, B, C, D:
x
1
+ x
2
+ x
3
+ x
4
- Tng tin li: 0,07x
1
+ 0,085x
2
+ 0,078x
3
+ 0,082x
4
Ta c bi ton:
Tm vect x = ( x
1
, x
2
, x
3
, x
4
) sao cho
f(x) = 0,07x
1
+ 0,085x
2
+ 0,078x
3
+ 0,082x
4
max
v tho mn cc iu kin:
x
1
+ x
2
+ x
3
+ x
4
500
x
1
100; x
2
300; x
3
250; x
4
320
x
1
+ x
3
> 0,55(x
1
+ x
2
+ x
3
+ x
4
)
x
2
> 0,15(x
1
+ x
2
+ x
3
+ x
4
)
x
1
, x
2
, x
3
, x
4
> 0

VD 2: Bi ton vn ti
Mt cng ty kinh doanh xng du hng tun cung ng
xng du cho 3 trm bn l A, B, C. Cng ty c th a
xng t kho I v II. D tr cung ng xng ca kho I l 20
tn, kho II l 40 tn.
Chi ph cho vic cung ng xng t kho n cc trm
c cho trong bng di y:

n v: Nghn ng/tn
Trm
kho


A

B

C
I 500 400 700
II 600 500 500
Nhu cu tiu th xng hng tun ca 3 trm ln lt l
20, 15, 15 (tn).
Cng ty cn lp k hoch cung ng xng t d tr ca cc
kho n cc trm m bo nhu cu ca cc trm vi
tng chi ph l nh nht.
M hnh ho:
- Gi lng xng chuyn t kho I, kho II n cc trm ln
lt l x
1A
, x
1B
, x
1C
v x
2A
, x
2B
, x
2C
(tn).
- Tng lng xng chuyn t kho I n cc trm: x
1A
+x
1B
+x
1C

- Tng lng xng chuyn t kho II n cc trm:x
2A
+x
2B
+x
2C
- Tng lng xng trm A nhn c t 2 kho: x
1A
+ x
2A
- Tng lng xng trm B nhn c t 2 kho: x
1B
+ x
2B

- Tng lng xng trm C nhn c t 2 kho: x
1C
+ x
2C

- Tng chi ph tng ng l:
500x
1A
+400x
1B
+700x
1C
+600x
2A
+500x
2B
+500x
2C


Ta c bi ton sau:
Xc nh vect x = ( x
1A
, x
1B
, x
1C
, x
2A
, x
2B
, x
2C
)

sao cho:
f(x) = 500x
1A
+400x
1B
+700x
1C
+600x
2A
+500x
2B
+500x
2C
min
Vi iu kin:
x
1A
+ x
2A
= 20
x
1B
+ x
2B
= 15
x
1C
+ x
2C
= 15
x
1A
+ x
1B
+ x
1C
20
x
2A
+ x
2B
+ x
2C
40
x
1A
> 0, x
1B
> 0, x
1C
> 0, x
2A
> 0, x
2B
> 0, x
2C
> 0



II. Bi ton QHTT tng qut v cc dng c bit:
1. Dng tng qut: Tm x = (x
1
, x
2
, , x
n
) sao cho
1)


2)









max) min( x c f(x)
n
1 j
j j

=
=

=
e =
n
1 j
1 i j j i
) I (i b x a

=
e >
n
1 j
2 i j j i
) I (i b x a

=
e s
n
1 j
3 i j j i
) I (i b x a
{
Nu k hiu D l tp tt c cc vect x tho mn h iu
kin 2) th y chnh l bi ton tm min (max) ca hm f(x)
trn D.


VD 1: Cho bi ton QHTT
Tm x = (x
1
, x
2
, x
3
, x
4
) sao cho
1)


2)









min x x - 2x x f(x)
4 3 2 1
+ + =
{
x
1
+ x
2
x
3
= 2 (1)
x
2
> 0 (4)
2x
1
+ x
2
> 3 (2)
x
2
+ x
3
+ x
4
s 4 (3)
x
3
s 0 (5)
x
4
> 0 (6)
2. Mt s khi nim v nh ngha:
+ f(x): gi l hm mc tiu
+ Mi phng trnh hoc bt phng trnh trong h iu
kin 2) gi l mt rng buc. Nhng rng buc dng c
bit: x
j
> 0 hay x
j
0, gi l cc rng buc du i vi bin x
j

+ ng vi rng buc th i ta k hiu A*
i
l vect dng c cc
thnh phn l cc h s ca bin x
j

+ Mt nhm rng buc c h vect A*
i
tng ng c lp
tuyn tnh c gi l cc rng buc c lp tuyn tnh.

+ Xt cc rng buc khng phi rng buc du, h vect A*
i

tng ng vi cc rng buc ny to thnh mt ma trn, k
hiu A. Ma trn A c n ct, vect ct th j k hiu l A
j
.




V d 2:
Xc nh x = (x
1
, x
2
, x
3
, x
4
, x
5
) sao cho
f(x) = 3x
1
+x
2
-5x
3
+ 2x
4
+ x
5
min
x
1
+x
2
+x
3
+ x
4
+ x
5
= 21
2x
1
+6x
2
-3x
3
+ 2x
4
- 2x
5
> 2
-3x
1
+x
2
+2x
3
-3x
4
+ 3x
5
= 28
x
j
> 0 (j = 1, 2, , 5)
A*
1
= (1, 1, 1, 1, 1);
A*
2
= (2, 6, -3, 2, -2);
A*
3
= (-3, 1, 2, -3, 3)


+ Phng n:
Mt vect x tha mn mi rng buc ca bi ton gi l
mt phng n (PA).
+ Nu i vi PA x m rng buc i tho mn vi du ng
thc th ta ni PA x tho mn cht rng buc i hay rng
buc i l cht i vi PA x.
+ Nu i vi PA x m rng buc i tha mn vi du bt
ng thc thc s th ta ni PA x tho mn lng rng buc
i hay rng buc l lng i vi PA x.

+ Phng n cc bin (PACB):
Mt phng n tho mn cht n rng buc c lp
tuyn tnh gi l phng n cc bin (PACB).
PACB tho mn cht ng n rng buc gi l PACB
khng suy bin, tho mn cht hn n rng buc gi l
PACB suy bin.
+ Phng n ti u (PAT):
Mt phng n m ti tr s hm mc tiu t cc
tiu (hoc cc i) gi l PAT.
Mt bi ton c t nht mt PAT gi l bi ton gii
c, bi ton khng c PAT gi l bi ton khng gii
c.



VD 3: Xt bi ton
f(x) = x
1
+ 6x
2
max
x
1
+ 5x
2
20
x
1
> 5
x
2
4
x
2
> 0
Bi ton c cc PACB: x
A
= (5, 3), x
B
= (5, 0), x
C
=(20, 0)


Dng th biu din tp phng n:
x
2



4 A
3
B C
0 5 20 x
1
3. Cc dng c bit:
a. Bi ton dng chnh tc:
Tm vt x = (x
1
, x
2
, , x
n
) sao cho










max) min( x c f(x) 1)
n
1 j
j j

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

=


{
Mnh :
Mi bi ton quy hoch tuyn tnh u c th a v bi
ton dng chnh tc tng ng theo ngha tr ti u
ca hm mc tiu trong hai bi ton l trng nhau v t
PA, PAT ca bi ton ny suy ra PA, PAT ca bi ton
kia.
Cch a mt bi ton v dng chnh tc:
+ Nu x
j
0 th t t
j
= -x
j
t
j
> 0. Nu bin s x
j
khng
c rng buc du th ta t x
j
= vi

s
=
n
1 j
i j ij
b x a
, ,
j
,
j
x x 0 x , x
, ,
j
,
j
>
+ Nu mt rng buc c dng: th thay bng

= +
=
n
1 j
i
p
i j ij
b x x a
0 x
p
i
> vi
p
i
x v h s ca
trong f(x) bng 0.
+ Tng t nu rng buc c dng

>
=
n
1 j
i j ij
b x a

=
=
n
1 j
i
p
i j ij
b x x a
0 x
p
i
>
th thay bng
vi
b. Bi ton dng chun: l bi ton c dng


x
1
+ a
1,m+1
x
m+1
+ + a
1n
x
n
= b
1
x
2
+ a
2,m+1
x
m+1
+ + a
2n
x
n
= b
2

x
m
+ a
m,m+1
x
m+1
+ + a
mn
x
n
= b
m


Bton c mt PACB l x
0
= (b
1
, b
2
, , b
m
, 0, , 0)
max) min( x c f(x)
n
1 j
j j

=
=
m , 1 i , 0 b ), n , 1 j ( 0 x
i j
= > = >
III. Cc tnh cht chung ca bi ton QHTT:
Tnh cht 1: S tn ti PACB
Nu bi ton c PA v hng ca ma trn h rng buc
bng n th bi ton c PACB.
Tnh cht 2: S tn ti PAT
Nu bi ton c phng n v tr s hm mc tiu b chn
di (trn) trn tp phng n th bi ton c PAT (gii
c).
Nu bton c PACB v gii c th bton c PACB ti
u.
Tnh cht 3: Tnh hu hn ca s PACB
S PACB ca mi bi ton quy hoch tuyn tnh u hu
hn.
IV. Phng php n hnh gii bi ton QHTT:
1. Ni dung ca phng php:
Xut pht t mt PACB tm cch nh gi PACB y, nu
n cha ti u th tm cch chuyn sang mt PACB mi
tt hn, qu trnh c lp li, v s PACB l hu hn nn
sau mt s hu hn bc hoc s kt lun bi ton khng
gii c hoc s tm c PACB ti u.

Ta s xt bi ton dng chnh tc trong qu trnh gii
thiu phng php n hnh.
2. c im ca PACB ca bi ton dng chnh tc:
nh l:
PA x = (x
1
, x
2
, , x
n
) ca bi ton dng chnh tc l cc
bin khi v ch khi h cc vect {A
j
/ x
j
>0} l .lp tuyn tnh.
Nhn xt:
Khng lm mt tnh tng qut ta lun c th gi thit h
phng trnh rng buc ca bi ton dng chnh tc gm m
phng trnh c lp tuyn tnh vi m < n, tc r(A) = m.
Khi mt PACB s c khng qu m thnh phn dng.
PACB khng suy bin c ng m thnh phn dng, PACB
suy bin c t hn m thnh phn dng.

3. C s ca PACB ca bi ton dng chnh tc:
N:Ta gi mt h m vect {A
j
} c lp tuyn tnh bao hm
h cc vect {A
j
/ x
j
> 0} l c s ca PACB x.
K hiu mt cch quy c l J, trong
J = {j: A
j
nm trong c s}
Ch : PACB x c c s l J, cn phi hiu:
- S phn t ca J l m
- {A
j
, jeJ} c lp tuyn tnh
- {A
j
, j eJ} {A
j
, x
j
>0}
i vi PACB x =(x
1
, x
2
, , x
n
) c s J ta gi cc thnh
phn x
j
(jeJ) l thnh phn c s, x
k
(keJ) l thnh phn
phi c s. D thy x
k
= 0 (keJ).


PACB x, c s J ta c:
- Cc vect A
k
(keJ) cng biu din c qua c s J.
Gi cc h s phn tch ca A
k
l x
jk
tc l:
A
k
=

- Ta xc nh i lng A
k
(keJ) bng cng thc sau


- A
k
c gi l c lng ca bin x
k
theo c s J.
- Ni ring th

eJ j
j jk
A x

= A
eJ j
k jk j k
c x c
J) (j 0
j
e =
4. Quan h gia PACB v PA ca bi ton dng ctc:
i vi PACB x
0
c s J
0
, vi mi ch s keJ
0
xc nh mt
vect z
k
gi l phng z
k
c cc thnh phn nh sau:




=
= e
e
=
k) (j 1
k) j , J (j 0
) J (j x
z
0
0 jk
j
k
Xt s di chuyn theo phng z
k
, tc l xt cc vect c
dng x(u) = x
0
+ u.z
k
vi u > 0.
Thay vt x(u) = x
0
+ u.z
k
vo cc phng trnh rng buc
lun tho mn.
x(u) l PA th ch cn x(u) > 0.
Ta c:



Vy tm li x(u) l phng n th ch cn x
0
j
- u.x
jk
> 0
(jeJ
0
). C 2 trng hp xy ra:
TH 1: Nu x
jk
0 (jeJ
0
) th x(u) l PA u > 0. Khi ta gi
z
k
l phng v hn.
TH 2: Nu - x
jk
> 0, t x
0
j
- u.x
jk
> 0 ng vi x
jk
> 0, suy ra
u x
0
j
/x
jk
. Gi

Nh vy x(u) l PA khi 0 u u
0
.
Trng hp ny z
k
gi l phng hu hn v x(u
0
) l
PACB mi.



=
= e
e
=
k) (j
k) j , J (j 0
) J (j .x x
) ( x
0
0 jk
j
0
j
{ }
jk
j
jk
x
/x x
0
0
0
min
>
=
Trong c 2 trng hp ta lun c:
f(x(u)) = f(x
0
) - u.A
k
Vi u > 0 ta c

+

Nu A
k
> 0 th f(x(u)) < f(x
0
), khi z
k
gi l phng gim.
+ Nu A
k
< 0 th z
k
gi l phng tng.
+ Nu A
k
= 0 th z
k
l phng khng i.

5. Cc nh l c bn:
Di y ta xt bi ton dng chnh tc vi hm mc
tiu f(x) min.
nh l 1: (Du hiu ti u ca PACB)
Nu i vi PACB x
0
, c s J
0
ca bi ton dng chnh
tc m A
k
s 0 (keJ
0
) th x
0
l PAT.
Ch :
+) Nu A
k
< 0, keJ
0
th x
0
l PAT duy nht.
+) Nu x
0
l PACB khng suy bin th x
0
l PAT khi v ch
khi A
k
s 0 (keJ
0
).

nh l 2: (Du hiu bi ton khng gii c)
Nu i vi PACB x
0
c s J
0
ca bi ton dng chnh
tc tn ti mt A
k
> 0 m x
jk
s 0 (jeJ
0
) th bi ton khng
gii c.
nh l 3: (Du hiu iu chnh PACB)
Nu i vi PACB x
0
c s J
0
ca bi ton dng chnh
tc m mi A
k
> 0 u tn ti x
jk
> 0 th c th chuyn
sang mt PACB mi tt hn trong trng hp bi ton
khng suy bin (ngha l bi ton m mi PACB u
khng suy bin ).

6. Thut ton ca phng php n hnh:
Gi thit bi ton dng chnh tc c hm mc tiu f(x)
min, bit mt PACB x
0
c s J
0
, khng lm mt tnh tng
qut c th gi thit J
0
= {1, 2, , m} tc l c s gm cc
vect {A
1
, A
2
, , A
m
}.
Thut ton gm cc bc sau:
Bc 1: Lp bng n hnh ng vi PACB x
0
H
s
C
s
Phng
n
c
1
c
2
c
r
c
m
c
m+1
c
s
c
n
x
1
x
2
x
r
x
m
x
m+1
x
s
x
n

c
1
c
2

c
r

c
m
x
1
x
2

x
r

x
m

x
0
1
x
0
2

x
0
r

x
0
m

1 0 0 0 x
1,m+1
x
1s
x
1n
0 1 0 0 x
2,m+1
x
2s
x
2n

0 0 1 0 x
r,m+1
[x
rs
] x
rn

0 0 0 1 x
m,m+1
x
ms
x
mn

f(x) f(x
0
) 0 0 0 0 A
m+1
A
s
A
n

Bc 2: Kim tra du hiu ti u:
Nu A
k
0, keJ
0
th x
0
l PAT, nu tn ti mt A
k
> 0
th chuyn sang bc 3.
Bc 3: Kim tra tnh khng gii c ca bi ton:
Nu tn ti mt A
k
> 0 m x
jk
0, jeJ
0
th bi ton
khng gii c.
Nu vi mi A
k
> 0 u c x
jk
> 0 th chuyn sang bc 4.
Bc 4: Chn vect a vo c s v xc nh vect loi
khi c s.
+ Chn vect a vo:
Gi s maxA
k
= A
s
(A
k
>0). Vect A
s
c a vo c s.
+ Chn vect loi ra:
Tnh , gi s,

vect A
r
b loi khi c s, phn t trc ca php bin i
l x
rs
, trong bng ng khung phn t ny.
Thnh lp mt mu bng n hnh mi, v tr x
r
ghi x
s

v ghi c
s
thay cho c
r
. Chuyn sang bc 5
js
j
js
x J j
x
x
0
0 ,
0
0
min
> e
= u ) 0 , (
0
0
0
> e =
rs
rs
r
x J r
x
x
u
Bc 5: Bin i bng: Tnh cc dng ca bng mi (bt
u t ct th 3 tr i) theo quy tc sau
- tnh dng vect a vo (x
s
) trong bng mi ta ly
dng vect loi ra (x
r
) trong bng c chia cho phn t
trc. Dng ny c gi l dng chun.
- tnh dng (x
j
) trong bng mi, ta ly dng (x
j
) trong
bng c tr i tch dng chun vi x
js
-

tnh dng cui trong bng mi ta ly dng cui ca
bng c tr i tch dng chun vi A
s

VD 1: Gii bng phng php n hnh bi ton
f(x) = -4x
1
+ 3x
3
- x
4
-5x
5
min
4x
1
+ x
2
+4x
4
+ 2x
5
= 6 (1)
2x
1
+ x
3
+ 3x
4
-3x
5
= 8 (2)
3x
1
+ 5x
4
+ 5x
5
10 (3)
x
j
> 0 (j = 1, 2, 3, 4, 5)
Gii:
a bi ton v dng chnh tc.
f(x) = -4x
1
+ 3x
3
- x
4
-5x
5
+ 0x
6
min
4x
1
+ x
2
+4x
4
+ 2x
5
= 6 (1)
2x
1
+ x
3
+ 3x
4
-3x
5
= 8 (2)
3x
1
+ 5x
4
+ 5x
5
+x
6
= 10 (3)
x
j
> 0 (j = 1, 2,, 6)
Bi ton trn dng chun, c PACB x
0
=(0, 6, 8, 0, 0, 10)
c s J
0
= {2, 3, 6} l c s n v. Lp bng n hnh:


HS CS PA
f(x)






24 0 0 10 -4 0 10
-4
3
0
x
1
x
3
x
6 1
0
3/2 1 1/4 0 1 1/2 0 dc
f(x)
n bng n hnh th 2 ta c A
k
s 0 (keJ) nn bi ton
c PAT x* = (3/2, 0, 5, 0, 0) vi f
min
= f(x*) = 9.
5 0 -1/2 1 1 -4
9 0 -5/2 0 0 -9 0
11/2 0 -3/4 0 2 7/2
0
3
0
x
2
x
3
x
6
6
8
10
- 4 0 3 -1 -5 0
x
1
x
2
x
3
x
4
x
5
x
6
[4] 1 0 4 2 0
2 0 1 3 -3 0
3 0 0 5 5 1
Cc ch khi p dng thut ton
1) i vi bi ton c hm f(x) max th c th chuyn
v gii bi ton vi hm g(x) = - f(x) min, vi f
max
= - g
min

hoc cng c th gii trc tip vi du hiu ti u l A
k
> 0
(keJ
0
).
2) Trng hp bi ton suy bin th u
0
c th bng 0, khi u
0

= 0 vn thc hin thut ton mt cch bnh thng, ngha
l vect ng vi u
0
vn b loi khi c s.
3) Nu khi chn vect a vo c s hoc a ra khi c
s c nhiu vect thuc din la chn th ta tu chn mt
trong s .


4) Khi p dng thut ton s c 2 trng hp xy ra:
TH 1: Bi ton dng chun, n cho ngay mt PACB x
0
, c
s J
0
l c s n v, ta a ton b cc h s v tri ca
cc phng trnh rng buc vo bng n hnh v lp
c ngay bng n hnh i vi PACB ny.
TH 2: Khi PACB x
0
, c s J
0
cha phi l c s n v, ta
phi bin i ma trn h s m rngA bng cc php bin
i s cp trn dng ca ma trn, a cc vect c s
thnh cc vect n v khc nhau. Sau a ton b cc
phn t trong ma trn m rng cui cng vo trong bng
n hnh v thc hin tip thut ton.
VD 2: Cho bi ton
f(x) = -2x
1
- 6x
2
+ 8x
3
5x
4
min
x
1
+ 2x
2
3x
3
+ x
4
= 8 (1)
-2x
1
+ x
2
+ x
3
5x
4
2 (2)
4x
1
+ 7x
2
-8x
3
+2x
4
> 20 (3)
x
j
> 0 (j =14 )
v vect x
0
= (8, 0, 0, 0).
a. Chng t x
0
l phng n cc bin, li dng x
0
gii
bi ton bng phng php n hnh.
b. Tm mt phng n x c tr s f(x) = - 50.
Gii:

a. Vect x
0
tho mn mi rng buc ca bi ton, tho mn
cht rng buc (1) v 3 rng buc du, cc rng buc ny
ltt nn x
0
l PACB ca bi ton.
a bi ton v dng chnh tc:
f(x) = -2x
1
- 6x
2
+ 8x
3
5x
4
min
x
1
+ 2x
2
3x
3
+ x
4
= 8
-2x
1
+ x
2
+ x
3
5x
4
+ x
5
= 2
4x
1
+ 7x
2
- 8x
3
+ 2x
4
- x
6
= 20
x
j
> 0 (j = 1 6)
PACB tng ng x
0
= (8, 0, 0, 0, 18, 12) c s {A
1
, A
5
, A
6
}.
y khng phi l c s n v. lp bng n hnh ta
phi bin i ma trn m rng

A






Bng n hnh:
(
(




=
20 1 0 2 8 7 4
2 0 1 5 1 1 2
8 0 0 1 3 2 1
A


+
3
d
1
4d
3
d
1
2d
2
d
2
d
(
(

12 1 0 2 4 1 0
18 0 1 3 5 5 0
8 0 0 1 3 2 1
HS CS PA -2 -6 8 -5 0 0
x
1
x
2
x
3
x
4
x
5
x
6

-2
0
0
x
1

x
5

x
6

8
18
12
1 2 -3 1 0 0
0 5 -5 -3 1 0
0 1 -4 2 0 1
f(x)






-16 -2 2 0 0 0 3
-2
0
-5
x
1
x
5
x
4 6 0 1/2 -2 1 0 1/2
3/2
2 1 3/2 -1 0 0 -1/2
dc
f(x)
n bng n hnh th 2 ta c A
3
= 4 > 0 m x
j3
< 0 (jeJ)
nn bi ton khng gii c.
[ ]
36 0 13/2 -11 0 1
-34 0 1/2 4 0 0 -3/2
b. Tm mt phng n c tr s f(x) = - 50.
Gi PA tng ng bng n hnh th 2 l x*, t x* di
chuyn theo phng z
3
l phng gim v hn ta c
cc PA c dng:
x(u) = x* + u.z
3
, u > 0
Do : f(x(u)) = f(x*) - u.A
3
Nh vy -50 = -34 4.u u = 4
Ta c: x* = (2,0,0,6,36,0)
z
3
= (1,0,1,2,11,0)
Vy PA cn tm l: x = (6,0,4,14,80,0)
V. Tm phng n cc bin:
Khi bi ton dng chnh tc nhng khng phi dng
chun ng thi khng bit PACB, nh vy mun p
dng thut ton cn tm mt PACB ca bi ton.
Xt bi ton dng chnh tc:





b
i
> 0 (i = 1m)

=
=
n
1 j
j j
min x c f(x)

= =
=
n
1 j
i j
j
i
) m 1, (i b x a
) n 1, 0(j x
j
= >




T bi ton cho xy dng mt bi ton ph, k hiu
l P bng cch cng vo v tri phng trnh rng buc i
mt bin gi x
g
i
(i = 1 m) vi hm mc tiu l tng cc
bin gi thm vo v hm mc tiu ny phi t cc
tiu.
K hiu x
g
= (x
g
1
, x
g
2
, , x
g
m
) l vect cc bin gi v
hm mc tiu ca bi ton ph l P(x, x
g
).
Khi bi ton ph c dng:



Nhn xt:
+ Vto x l PA ca bi ton xut pht khi v ch khi (x,x
g
= 0) l
PA ca bi ton ph P. Do x l PACB ca bi ton xut
pht khi v ch khi (x, x
g
= 0) l PACB ca bi ton P.
+ Vic tm PACB ca bi ton xut pht (nu c) s dn ti
tm PACB ca bi ton P c dng (x, x
g
= 0).
+ Bi ton P c dng chun v P(x, x
g
) > 0, PA (x, x
g
) nn
bi ton P lun gii c. Do P(x, x
g
= 0) = 0 nn (x, x
g
= 0) l
PAT ca bi ton P.
min x ) x P(x,
m
1 i
g
i
g
=

=
= = +
n
1 j
i
g
i j
j
i
) m 1, (i b x x a
), n 1, 0(j x
j
= >
) m 1, 0(i x
g
i
= >


Nh vy: Vic tm PACB ca bi ton xut pht dn ti vic
gii bi ton P.
Dng thut ton n hnh gii bi ton P tm c PAT
v
C 2 trng hp xy ra:
TH1: P
min
> 0
Khi bi ton xut pht khng c phng n.


) x , x (
g
min
g
P ) x , x P( =
TH 2: P
min
= 0
Khi = 0 (i = 1m) hay = 0, PAT ca P c dng
do x l PACB ca bi ton xut pht.
Hai kh nng c th xy ra:
a. Trong c s ca PACB ti u khng c cc
vect tng ng vi cc bin gi. Ta loi cc ct x
g
i
, tnh
li hng c lng A
k
theo hm f v tip tc thut ton.
b. Trong c s ca PACB T c t nht mt vect
bin gi.Ta loi cc ct ng vi A
k
(P) < 0 v cc ct x
g
i
phi
c s, sau tnh li cc c lng A
k
theo theo hm f v
tip tc thut ton.





0) x , x (
g
=
i
g
x
g
x
0) x , x (
g
=
0) x , x (
g
=
VD 1: Gii bi ton sau bng phng php n hnh:
f(x) = 3x
1
+ 4x
2
+ 2x
3
+ 2x
4
min
2x
1
+ 2x
2
+ x
4
= 28
x
1
+ 5x
2
+ 3x
3
2x
4
31
2x
1
2x
2
+ 2x
3
+ x
4
= 16
x
j
> 0 (j = 1 4)
Gii:
a bi ton v dng chnh tc:
f(x) = 3x
1
+ 4x
2
+ 2x
3
+ 2x
4
min
2x
1
+ 2x
2
+ x
4
= 28
x
1
+ 5x
2
+ 3x
3
2x
4
+ x
5
= 31
2x
1
2x
2
+ 2x
3
+ x
4
= 16
x
j
> 0 (j = 15)



Ta thy bi ton khng phi dng chun nn thnh lp bi
ton ph:
P(x, x
g
) = x
g
1
+ x
g
3
min
2x
1
+ 2x
2
+ x
4
+ x
g
1
= 28
x
1
+ 5x
2
+ 3x
3
2x
4
+ x
5
= 31
2x
1
2x
2
+ 2x
3
+ x
4
+ x
g
3
= 16
x
j
> 0 (j = 15), x
g
> 0



44 4 0 2 2 0 0 0
HS CS PA 1 1
x
1
x
2
x
3
x
4
x
5
x
g
1
x
g
3

1
0
1
x
g
1

x
5

x
g
3

28
31
16
2 2 0 1 0 1 0
P






1 5 3 -2 1 0 0
2 - 2 2 1 0 0 1 [ ]
x
g
1
x
5
x
1
1
0
0
8 1 -1 1 1/2 0 0
12 0 4 -2 0 0 1
0 0 6 2 -5/2
1 23
0 P 12 -2 0 4 0 0
[ ]
3 0 1 -1/2 0 0 dc
1 0 0 5 -5/2 5
11

1 0 1/2 1/2 0
dc
f(x)
45 -5/2 -1/2 0

0 0
x
2
x
5
x
1
4
0
3
3 4 2 2 0
Bi ton c PAT duy nht x* = (11,3,0,0) v f
min
= 45
Khi gii bi ton P cn ch mt s c im sau:
Khi xy dng bi ton ph ch cng thm bin gi vo
nhng phng trnh cn thit.
Mt bin gi b loi khi c s th ct tng ng
khng cn tnh cc bc tip theo.
Ch c p dng cng thc i c s cho hng c
lng khi hai bng k tip c cng tn hm mc tiu.
Khi tt c cc bin gi b loi khi c s th kt thc vic
gii bi ton P, tnh li dng c lng A
k
theo hm f v
tip tc thut ton.


VD 2: Gii bi ton sau bng phng php n hnh:
f(x) = - 4x
1
- 2x
2
+ 4x
3
- x
4
min
x
1
+ x
2
+ 2x
3
+ x
4
= 15
2x
2
+ x
3
2x
4
= 6
2x
1
+ 5x
2
x
4
= 45
x
j
> 0 (j = 1 4)
Gii:
Lp bi ton ph:
P(x, x
g
) = x
g
1
+ x
g
2
+ x
g
3
min
x
1
+ x
2
+ 2x
3
+ x
4
+x
g
1
= 15
2x
2
+ x
3
2x
4
+ x
g
2
= 6
2x
1
+ 5x
2
x
4
+x
g
3
= 45
x
j
> 0 (j = 1 5), x
g
> 0



66 3 8 3 -2 0 0 0
HS CS PA 1 1 1
x
1
x
2
x
3
x
4
x
g
1

x
g
2
x
g
3

1
1
1
x
g
1

x
g
2

x
g
3

15
6
45
1 1 2 1 1 0 0
P






0 2 1 -2 0 1 0
2 5 0 -1 0 0 1
[ ]
x
g
1
x
2
x
g
3
1
0
1
30 2 0 -5/2 4 0 1
12 1 0 3/2 2 1 0
0 0 1 1/2 -1
0 3
0 P 42 -1 3 0 6 0
[ ]
6 1/2 0 3/4 1 0 dc
0 1/2 1 5/4 0 9
6

0 0 -11/2 0 1
dc
P
6 -11/2 0 0

0 0
x
4
x
2
x
g
3
0
0
1
Do P
min
= 6 >0 nn bi ton k
0
c PA. Vy bi ton k
0
gii c

VD 3: Gii bi ton sau bng phng php n hnh:
f(x) = 6x
1
+ 2 x
2
+ x
3
min
2x
1
+ 5x
2
+ 3x
3
s 10
4x
1
- 3x
2
+ 2x
3
= 16
2x
1
+ 4x
2
+ x
3
= 8
x
j
> (j = 1, 2, 3)
Gii:
a bi ton v dng chnh tc v lp bi ton P.
P(x, x
g
) = x
g
2
+ x
g
3
min
2x
1
+ 5x
2
+ 3x
3
+ x
4
= 10
4x
1
- 3x
2
+ 2x
3
+ x
g
2
=16
2x
1
+ 4x
2
+ x
3
+ x
g
3
=8
x
j
> 0(j = 1 4); x
g
2
, x
g
3
> 0
24 6 1 3 0 0 0
HS CS PA 1 1
x
1
x
2
x
3
x
4
x
g
2
x
g
3

0
1
1
x
4

x
g
2

x
g
3
10
16
8
2 5 3 1 0 0
P








4 -3 2 0 1 0
2 4 1 0 0 1 [ ]
x
4
x
g
2
x
1
0
1
0
4 1 2 1/2 0 0
2 0 1 2 1 0
0 -11 0 0
1 0
0 P 0 0 0 -11 0
[ ]
7/2 1 0 -1/4 0
0 1 1/2 1
0

0 0 1
0
0
dc
22 f(x) -1 0

0
0 dc x
3
x
g
2
x
1
1
0
6
6 2 1 0
0
0
6
f(x) 24 2 0 0 0
Xt bi ton QHTT:
f(x) = x
1
+ 3x
2
+ 3x
3
min
5x
1
+ 3x
2
+ 6x
3
> 8 (1)
-x
1
- 2x
2
s -2 (2)
x
3
> 1/4 (3)
3x
1
+ x
2
+ x
3
> 4 (4)
-x
1
- x
3
s -1 (5)
x
j
> 0 (j = 1, 2, 3)
Bi ton ny nu gii trc tip bng ph- ng php n
hnh s rt di, v khi bi ton ph c 5 n gi. Chnh v
vy mi BT QHTT ta u thnh lp mt bton QHTT khc
theo mt quy tc nht nh gi l Bi ton i ngu ca
Bton cho v ta s i nghin cu mi q.h gia cp bi
ton i ngu.
VI. Bi ton i ngu
1- Cch thnh lp:
a. Cp bi ton i ngu khng i xng:
Xt bi ton dng chnh tc (I):





Bi ton i ngu ca bi ton (I), k/h c dng sau:

=
=
n
1 j
j j
min x c f(x)
( )

=
= =
n
1 j
i j ij
m 1 i b x a
( ) n 1 j 0 x
j
= >
) I
~
(

=
=
m
1 i
i i
~
max y b (y) f
( )

=
= s
m
1 i
j i ij
n 1 j c y a
Nhn xt:
+ Nu f(x) min th max v h rng buc ca
bi ton i ngu c dng .
+ Nu f(x) max th min v h rng buc ca
bi ton i ngu c dng .
+ S rng buc (khng k rng buc du ca bi ton
ny) bng s bin s ca bi ton kia.
+ H s trong hm mc tiu ca bi ton ny l v phi
ca h rng buc trong bi ton kia.
+ Ma trn iu kin trong hai bi ton l chuyn v ca
nhau.
(y) f
~
(y) f
~
Cp rng buc i ngu:
Ta gi 2 rng buc bt ng thc (k c rng buc du)
trong hai bi ton cng t- ng ng vi mt ch s l mt
cp rng buc i ngu.
Trong bi ton (I) v c n cp rng buc i ngu:



> 0 x
j
( )

=
= s
m
1 i
j i ij
n 1 j c y a
) I
~
(
V d 1: Vit bi ton i ngu ca bi ton sau v ch
r cc cp rng buc i ngu:
f(x)= -4x
1
+ 3x
2
- 5x
4
+ x
5
min
2x
2
- x
3
+ 4x
4
- 2x
5
+ 7x
6
= -12
-2x
1
+ 2x
2
+5x
3
+ 3x
5
= 3
3x
1
- 3x
2
+ 5x
3
- x
4
+ x
5
+ 2x
6
= 7
x
j
> 0 (j = 1 6)
Bi ton i ngu:
-2y
2
+ 3y
3
-4 (1)
2y
1
+ 2y
2
- 3y
3
3 (2)
-y
1
+ 5y
2
+ 5y
3
0 (3)
4y
1
-y
3
-5 (4)
-2y
1
+ 3y
2
+ y
3
1 (5)
7y
1
+ 2y
3
0 (6)
max 7y 3y 12y (y) f
3 2 1
~
+ + =
V d 2: Vit bi ton i ngu ca bi ton sau:
f(x)= 5x
2
+ 4x
3
- 2x
4
+ x
5
max
- 2x
1
- 3x
2
- x
3
+ 6x
4
- 2x
5
= -14
- x
1
+ 2x
2
+ 5x
3
+ 3x
5
= 8
6x
1
- 3x
2
+ 2x
3
- x
4
+ x
5
= 12
x
j
> 0 (j = 1 5)
Bi ton i ngu:
- 2y
1
- y
2
+ 6y
3
> 0 (1)
- 3y
1
+ 2 y
2
- 3y
3
> 5 (2)
- y
1
+ 5 y
2
+ 2y
3
> 4 (3)
6y
1
- y
3
> -2 (4)
- 2y
1
+ 3 y
2
+ y
3
> 1 (5)

min 12y 8y 14y (y) f
3 2 1
~
+ + =
Ch :
i vi bi ton bt k th - a v bi ton dng chnh
tc, xy dng bi ton i ngu ca bi ton ny v gi
n l bi ton i ngu ca bi ton cho.


b. Cp bi ton i ngu i xng- Xt bi ton sau gi l
bi ton (II)



a bi ton (II) v dng chnh tc, k hiu l (II)





Bi ton i ngu ca (II) v cng l i ngu ca (II)
k hiu c dng:

=
=
n
1 j
j j
min x c f(x)
( )

=
= >
n
1 j
i j ij
m 1 i b x a
( ) n 1 j 0 x
j
= >

=
=
n
1 j
j j
min x c f(x)
( )

=
+
= =
n
1 j
i i n j ij
m 1 i b x x a
( ) m n 1 j 0 x
j
+ = >
( )
~
II



Hai bi ton (II) v c n+m cp rng buc i ngu
sau:







=
=
m
1 i
i i
~
max y b (y) f
( )

=
= s
m
1 i
j i ij
n 1 j c y a
( ) m 1 i 0 y
i
= >
( )
~
II
( ) n 1 j c y a 0 x
m
1 i
j i ij j
= s >

=
( ) m 1 i 0 y b x a
n
1 j
i i j ij
= > >

=
V d 3: Vit bi ton i ngu ca bi ton sau:
f(x)= -5x
2
+ 4x
3
min
- x
1
- 3x
2
- x
3
> -14
- 2x
1
+ 5x
2
+ 5x
3
> 8
6x
1
- 3x
2
+ 2x
3
> 12
x
j
> 0 (j = 1 3)


c. Cp bi ton i ngu tng qut:
Ta c th s dng cc q.tc nu trong l- c tng qut
d- i y vit trc tip bi ton i ngu m khng cn
- a bi ton v dng chnh tc.

Lc Tng Qut
Bi ton gc Bi ton i ngu

=
=
n
1 j
j j
min x c f(x)
( )

=
e =
n
1 j
1 i j ij
I i b x a
( )

=
e >
n
1 j
2 i j ij
I i b x a


( )
2 j
J j 0 x e >
x
j
khng c rng buc du jeJ
1

=
=
m
1 i
i i
~
max y b (y) f
( )
2 i
I i 0 y e >
( )

=
e =
m
1 i
1 j i ij
J j c y a
( )

=
e s
m
1 i
2 j i ij
J j c y a


y
i
khng c rng buc du ieI
1
( )
3 j
J j 0 x e s
( )

=
e >
m
1 i
3 j i ij
J j c y a
( )

=
e s
n
1 j
3 i j ij
I i b x a
( )
3 i
I i 0 y e s
Nhn xt:
+ Nu mt bin s khng c rng buc du trong bi ton
ny th rng buc t- ng ng trong bi ton kia c du
bng v ng- c li.

+ Nu mt bin s c rng buc du trong bi ton ny th
rng buc t- ng ng trong bi ton kia c du bt ng
thc v ng- c li.

+ Chiu ca cc du bt ng thc ca bi ton i ngu
- c quyt nh bi hm mc tiu phi t cc i hay cc
tiu.
+ Nu max v bin s y
i
c rng buc du th y
i

v rng buc tng ng cng chiu bt ng thc.
(y) f
~
V d 4 : Vit bi ton i ngu ca bi ton sau v ch
r cc cp rng buc i ngu:
f(x) = -4x
1
+ x
2
+5x
3
+3x
5
min
3x
1
-6 x
2
- x
3
+2x
4
+4x
5
-15 (1)
-2x
1
+3 x
2
+4x
3
-5x
4
+x
5
8 (2)
-6 x
2
+3x
3
+8x
4
-4x
5
= 9 (3)
3x
1
+2 x
2
-3x
4
+x
5
24 (4)
x
1
> 0 , x
3
0, x
5
> 0
V d 5 : Vit bi ton i ngu ca bi ton sau v ch
r cc cp rng buc i ngu:
f(x) = -2x
1
+ x
2
+8x
4
max
3x
1
-6 x
2
- x
3
+2x
4
= -5 (1)
x
1
+5 x
2
-5x
4
> 3 (2)
-3 x
2
+3x
3
+8x
4
= 2 (3)
3x
1
+2 x
2
-3x
4
24 (4)
x
2
0 , x
3
0, x
4
> 0
2- Cc tnh cht v nh l i ngu
Xt cp bi ton i ngu tng qut vi hm mc tiu
f(x) min (max) v max(min).
Tnh cht 1:
Vi mi cp ph- ng n x v y ca hai bi ton i ngu
ta lun c:
f(x)
(s)
Tnh cht 2:
Nu i vi hai ph- ng n x* v y* ca 1 cp bi ton
i ngu m: th x* v y* t- ng ng l 2 PAT.
(y) f
~
(y*) f f(x*)
~
=
(y) f
~
nh l 1(i ngu):
Nu mt trong hai bi ton i ngu gii - c th bi
ton kia cng gii - c v khi mi cp PAT x* v y*
ta lun c:
H qu 1:
iu kin cn v hai bi ton i ngu gii - c
l mi bi ton phi c t nht mt PA.
H qu 2:
iu kin cn v mt bi ton c PA cn mt
bi ton khng c ph- ng n l tr s hm mc tiu ca
bi ton c ph- ng n khng b chn trn tp ph- ng
n ca n.
( ) (y*) f * x f
~
=
VD: Cho bi ton:
f(x) = x
1
+ 8x
2
+ 10x
3
min
x
1
+ x
2
+ 4x
3
= 2 (1)
x
1
- x
2
+ 2x
3
= 0 (2)
(x
j
> 0, j = 1 3)
Khng gii hy chng minh bi ton c pacb t- .

Ch : T t/c2 v l 1 ta suy ra iu kin cn v
hai PA x v y ca mt cp BTN ti - u l
nh l 2 (i ngu):
iu kin cn v hai PA x v y ca mt cp BTN
ti - u l trong cc cp rng buc i ngu nu mt rng
buc tho mn lng th rng buc kia phi tho mn cht.
H qu:
Nu mt rng buc l lng i vi mt PAT ca bi
ton ny th rng buc i ngu ca n phi l cht i
vi mi PAT ca bi ton kia.

(y) f f(x)
~
=
3- ng dng:
a) Phn tch tnh cht ti - u ca mt PA: Xt xem 1 PA x
o

ca bton gc c phi PAT hay khng:
- Gi s x
o
l PAT, theo nh l 2 i ngu, mi PAT y ca
BTN phi tho mn cht cc rng buc i ngu vi cc
rng buc m x
o
tho mn lng. Tp hp cc rng buc ny
to thnh h p.trnh i vi y.
- Gii hpt ny
+ Nu h VN th x
o
khng phi l PAT.
+ Nu h c nghim th phi th nghim vo cc rng
buc cn li ca BTN.
- Nu mi nghim u khng tho mn th x
o
khng phi
PAT.
- Nu c 1 nghim y
o
tho mn th x
o
l PAT, ng thi y
o

cng l PAT ca BTN.
b) Xc nh tp PAT:
- Nu x
o
l PAT ca bi ton gc, theo cch phn tch
trn ta xc nh - c tp PAT ca BTN.
- T 1 PAT no ca BTN ta xc nh - c tp PAT
ca bi ton gc.
VD: Cho bi ton:
f(x) = 3x
1
+ 9x
2
- 2x
3
+ x
4
- 4x
5
min
-x
1
+ 5x
2
- 3x
3
+ x
4
- 2x
5
= - 6 (1)
3x
1
- 4x
2
+2x
3
- x
4
+ x
5
= 4 (2)
4x
1
- x
3
+2x
4
- 3x
5
> 2 (3)
(x
j
> 0, j = 1 5)
v vc t x
o
= (2, 0, 0, 8, 6)
a) Vit bi ton i ngu.
b) Phn tch cc tnh cht ca x
o
i vi bi ton cho.
c) Xc nh tp ph- ng n ti - u v cc PACB ti - u ca
hai bi ton.
Gii:
a) Bi ton i ngu:
- y
1
+ 3y
2
+ 4y
3
s 3 (1)
5y
1
- 4y
2
s 9 (2)
- 3y
1
+ 2 y
2
- y
3
s -2 (3)
y
1
- y
2
+ 2y
3
s 1 (4)
- 2y
1
+ y
2
- 3y
3
s - 4 (5)
y
3
> 0


max 2y 4y 6y (y) f
3 2 1
~
+ + =
b) - Vt x
o
= (2, 0, 0, 8, 6) tho mn mi rng buc ca
bi ton nn n l PA. PA x
o
tho mn cht rb (1), (2)
v 2 rb du nn x
o
khng l PACB.
- Gi s x
o
l PAT, theo nh l 2 (i ngu), mi PAT
y ca bi ton i ngu phi t/m:





- H pt trn c nghim duy nht y
o
= (3, 2, 0). Th y
o
vo
cc rb cn li ca BTN u t/m.
- Vy y
o
l PAT ca BTN. Do x
o
, y
o
l 2 PAT.

= +
= +
= + +
=
4 3 2
1 2
3 4 3
0
3 2 1
3 2 1
3 2 1
3
y y y
y y y
y y y
y

= +
=
= +
=
4 2
1
3 3
0
2 1
2 1
2 1
3
y y
y y
y y
y

=
=
=

0
2
3
3
2
1
y
y
y

Chng II: Phng Php Bng Cn i Lin Ngnh



I. M hnh bng cn i lin ngnh:
1. Dng hin vt:
Khi nghin cu qu trnh ti sn xut x hi, phng php
bng cn i lin ngnh xem ton b nn KTQD l mt th
thng nht bao gm n ngnh sn xut vt cht thun tu
khc nhau.
Gia cc ngnh c mi quan h qua li mt thit thng qua
mt m hnh ton hc phn nh cc mt ca qu trnh ti sn
xut.




Gi
Q
i
l tng sn lng ca ngnh i trong nm (i = 1n).
- Mt phn phn phi cho cc ngnh khc di dng nguyn,
nhin vt liu, t liu sn xut trong nm, k hiu q
ij
(i, j=1n)
Q
i
> q
ij
> 0
- Phn cn li l sn phm cui cng ca ngnh i, k hiu q
i

(i = 1n) dng tch lu, tiu dng cho nm sau (q
i
> 0).
Ta c cc phng trnh phn phi sn phm dng hin vt:




(1) ) n 1, (i q q Q
i
n
1 j
ij i
= + =

=
Gi:
Q
o
l tng n v lao ng sng ca ton b nn kinh t
quc dn s dng trong nm.
q
oj
l tng s n v lao ng s dng ngnh j
q
o
l tng s n v lao ng s dng trong cc ngnh phi
sn xut.
Ta c: Q
o
> 0, q
oj
> 0, q
o
> 0
Phng trnh phn phi lao ng dng hin vt l:

) 2 ( q q Q
n
1 j
0 0j 0
=
+ =
Ghp (1) v (2) c bng cn i lin ngnh
dng hin vt.

Ngnh
sx
Tng
SL
n v
tnh
Phn phi s dng
cc ngnh
1 2 . . . n
SP
cui
cng
1
2
.
.
.
n
Q
1
Q
2
.
.
.
Q
n
KW/h
1000
T
.
.
.
1000m
3
q
11
q
12
. . . q
1n
q
21
q
22
. . . q
2n
. . . . . .
. . . . . .
. . . . . .
q
n1
q
n2
. . . q
nn
q
1
q
2
.
.
.
q
n
Lao
ng
Q
0
q
0
q
01
q
02
. . . q
0n
Ngy
(ngi)
2. Dng gi tr:
Gi:
p
i
: gi tr mt n v sn phm ngnh i (tnh theo n v
quy c).
p
0
: gi tr mt n v lao ng x hi.
Ta c:
- Tng gi tr sn lng trong nm ca ngnh i l:
X
i
= p
i
Q
i
(i = 1 n)
- Gi tr phn sn phm ca ngnh i cung cp cho ngnh j l
X
ij
= p
i
.q
ij
(i, j = 1 n)
- Gi tr sn phm cui cng ca ngnh i l:
x
i
= p
i
.q
i
(i = 1 n)
- Tng gi tr lao ng sng ca ton x hi l:
X
0
= p
0
.Q
0

- Gi tr khi lng lao ng s dng trong ngnh sn xut
th j l:
X
0j
= q
0j
.p
0
- Gi tr ca lao ng x hi ca cc ngnh phi sn xut vt
cht l: x
0
= p
0
.q
0



Ta c cc phng trnh:



(3) l cc phng trnh phn phi sn phm dng gi tr.
(4) l phng trnh phn phi lao ng dng gi tr.
Sau mi nm, mi ngnh sn xut vt cht u sng
to thm mt phn gi tr mi cho x hi (gi l gi tr
ng gp cho x hi, k hiu m
j
).
Ta c bng cn i lin ngnh dng gi tr:


) 3 ( ) n 1, (i x X X
n
1 j
i ij i
=
= + =
) 4 ( x X X
n
1 j
0 0j 0
=
+ =


Ngnh
SX
Gtr Tng
sn lng
Phn phi s dng cc ngnh
1 2 . . . n
Sn
phm
Cui
cng
1
2
.
.
.
n
X
1
X
2
.
.
.
X
n
X
11
X
12
. . . X
1n
X
21
X
22
. . . X
2n



X
n1
X
n2
. . . X
nn
x
1
x
2
.
.
.
x
n
Lao
ng
X
0
X
01
X
02
. . . X
0n

x
0
Gi tr ng gp
cho x hi
m
1
m
2
. . . m
n
Nm

II. Cc h s chi ph trc tip v ton b:
Ta c:



t:

a
ij
: gi l h s chi ph trc tip dng gi tr
Khi ta c:
hay
) n 1, (i x X X
i
n
1 j
ij i
= + =

=
) n 1, (i x
X
X . X
X
i
n
1 j
j
j ij
i
= + =

=
) n 1, (j
X
X
a
j
ij
ij
= =
) n 1, j (i, 1 a 0
j
i
= < s
(*) ) n 1, (i .X a X x
n
1 j
j ij i i
=

=
=
) n 1, (i x X . a X
i
n
1 j
j ij i
= + =

=

Gi:
E: ma trn n v cp n
A=[a
ij
]
nxn
l ma trn h s chi ph trc tip
X v x l cc ma trn ct c cc thnh phn l X
i
v x
i
(*) x = X AX
= (E-A)X
X = (E-A)
-1
.x
t: (E-A)
-1
= B X = Bx
B = [b
ij
]
nxn
c gi l ma trn h s chi ph ton b.

(*) ) n 1, (i .X a X x
n
1 j
j ij i i
=

=
=
III. ng dng lp k hoch nm sau (dng A):
Mt tnh hung c th xy ra trong cng tc k hoch l
ngi ta d kin trc nhng sn phm cui cng ca
nm k hoch (chnh l nm sau, t+1).
T mc x
i
(t) (t: nm trc), pht trin, m rng n mc
x
i
(t+1) nm d kin k hoch (x
i
(t+1)>x
i
(t))
Vic xy dng d n k hoch trong tnh hung ny gi
l lp k hoch cn i dng A.
lp d n k hoch dng A cho nm t +1 ta lm nh sau:
B1: Tm A(t+1)
T c thc hin k hoch nm t ta tnh a
ij
(t) = X
ij
(t)/X
j
(t)
suy ra a
ij
(t+1) v A(t+1).
B2: Tm B(t+1)
Tnh E A(t+1) tnh [E A(t+1)]
-1
= B(t+1)
B3: Tm X(t+1) = B(t+1).x(t+1)
s tnh c cc X
j
(t+1)
B4: Tm X
ij
(t+1)
X
ij
(t+1) = a
ij
(t+1).X
j
(t+1)
B5: Tm X
oj
(t+1)
+ Tnh a
0j
(t) = X
0j
(t)/X
j
(t) ri suy ra a
0j
(t+1)
+ Tnh X
oj
(t+1) = a
oj
(t+1).X
j
(t+1)
+ Tnh

=
=
n
i 1
0j ij j j
X X X m
VD1: Cho
a) c thc hin k hoch nm t l:






b) a
ij
(t+1) ~ a
ij
(t); a
0j
(t+1) ~ a
0j
(t);
c) x
1
(t+1) = 40; x
2
(t+1) = 60
Hy tm d n k hoch nm t+1 cn i dng A


Ngnh X
i
X
ij
x
i
1
2
80
100
16 32
15 40
32
45
X
0
10 20 Nm
t
m
j
39 8
Gii:
B1: Tm A(t+1):
Tm a
ij
(t) = X
ij
(t)/X
j
(t)
a
11
(t) = X
11
/X
1
= 16/80
a
12
(t) = X
12
/X
2
= 32/100
a
21
(t) = X
21
/X
1
= 15/80
a
22
(t) = X
22
/X
2
= 40/100

A(t+1) ~ A(t) =



|
|
.
|

\
|
4 , 0 1875 , 0
32 , 0 2 , 0
= 0,2
= 0,1875
= 0,32
= 0,4
B2: Tm B(t+1)
[E A(t+1)] = C=

[C]
-1
= B(t+1) =



B3: Tm X(t+1) = B(t+1).x(t+1)

|
|
.
|

\
|
1 0
0 1
|
|
.
|

\
|
4 , 0 1875 , 0
32 , 0 2 , 0
|
|
.
|

\
|


=
6 , 0 1875 , 0
32 , 0 8 , 0
|
|
.
|

\
|
8 , 0 1875 , 0
32 , 0 6 , 0
.
42 , 0
1
|
|
.
|

\
|
=
9048 , 1 4464 , 0
7619 , 0 4286 , 1
|
|
.
|

\
|
|
|
.
|

\
|
=
60
40
.
9048 , 1 4464 , 0
7619 , 0 4286 , 1
|
|
.
|

\
|
=
144 , 132
858 , 102
B4: Tm X
ij
(t+1) = a
ij
(t+1).X
j
(t+1)
X
11
(t+1) = a
11
(t+1).X
1
(t+1)
= 0,2 x 102,858
= 20,5716
X
12
(t+1) = a
12
(t+1).X
2
(t+1)
= 0,32 x 132,144
= 42,2861
X
21
(t+1) = a
21
(t+1).X
1
(t+1)
= 0,1875 x 102,858
= 19,2859
X
22
(t+1) = a
22
(t+1).X
2
(t+1)
= 0,4 x 132,144
= 52,8576
B5: Tm X
0j
(t+1)
a
01
(t) = X
01
/X
1
= 10/80 = 0,125
a
02
(t) = X
02
/X
2
= 20/100 = 0,2
a
01
(t+1) ~ a
01
(t) ; a
02
(t+1) ~ a
02
(t)
X
0j
(t+1) = a
0j
(t+1). X
j
(t+1)
X
01
(t+1) = a
01
(t+1). X
1
(t+1)
= 0,125 x 102,858 = 12,8573
X
02
(t+1) = a
02
(t+1). X
2
(t+1)
= 0,2 x 132,144 = 26,4288


Bng cn i lin ngnh dng gi tr nm t+1







Ngnh X
i
X
ij
x
i
1
2
102.858
132,144
20,5716 42,2861
19,2859 52,8576
40
60
X
0
12,8573 26,4288

Nm
t+1
m
j
m
1
= X
1
(X
11
+X
21
) X
01
= 102,858 20,5716 - 19,2859- 12,8573
= 50,1432
m
2
= X
2
(X
12
+X
22
) X
02
= 132,144 42,2861 - 52,8576 - 26,4288
= 10,5715
50,1432
10,5715
VD 2: Cho bit
a) c thc hin k hoch nm t th hin bng cn
i lin ngnh dng gi tr sau:
(n v tnh: 1000 triu ng)








b) a
ij
(t+1) ~ a
ij
(t); a
0j
(t+1) ~ a
0j
(t); (i,j = 1, 2, 3)
c) x(t+1) = (500, 300, 400)
Hy hon thin bng v lp d n k hoch nm t+1 cn i
dng A


Ngnh X
i
X
ij
x
i
1
2
3
397,8
197,9
300,5
159,7 40,1 87,8
16,5
80,1 38,7
110,2
118,9
151,3
X
0
73,7 39,6

Nm t
m
j
58,6 130,2

Hy hon thin bng v lp d n k hoch nm t+1 cn
i dng A
Gii:
Hon thin bng







Ngnh X
i
X
ij
x
i
1
2
3
397,8
197,9
300,5
159,7 40,1 87,8
16,5
80,1 38,7
110,2
118,9
151,3
X
0
73,7 39,6

Nm t
m
j
58,6 130,2
9 , 20
6 , 41
4 . 30
6 , 35
7 , 42
B1: Tm A(t+1):
a
ij
(t) = X
ij
(t)/X
j
(t)
a
11
= X
11
/X
1
= 159,7/397,8
a
12
= X
12
/X
2
= 40,1/197,9
a
13
= X
13
/X
3
= 87,8/300,5
a
21
= X
21
/X
1
= 41,6/397,8
a
22
= X
22
/X
2
= 20,9/197,9
a
23
= X
23
/X
3
= 16,5/300,5
a
31
= X
31
/X
1
= 80,1/397,8
a
32
= X
32
/X
2
= 38,7/197,9
a
33
= X
33
/X
3
= 30,4/300,5


4015 , 0 =
0549 , 0 =
2922 , 0 =
1956 , 0 =
1012 , 0 =
1056 , 0 =
1046 , 0 =
2014 , 0 =
2026 , 0 =

A(t+1) ~ A(t)=

B2: Tm B(t+1)

[E A(t+1)] = C =

|C| = 0,5985.0,8944.0,8988+(-0,2026).(-0,0549).(-0,2014)+
+(-0,1046)(-0,1956)(-0,2922)-(-0,2014).0,8944.(-0,2922)
-(-0,1046).(-0,2026).0,8988-(-0,1956).(-0,0549).0,5985
= 0,3948



|
|
|
.
|

\
|
1012 , 0 1956 , 0 2014 , 0
0549 , 0 1056 , 0 1046 , 0
2922 , 0 2026 , 0 4015 , 0
|
|
|
.
|

\
|



8988 , 0 1956 , 0 2014 , 0
0549 , 0 8944 , 0 1046 , 0
2922 , 0 2026 , 0 5985 , 0
0,8988 0,1956
0,0549 0,8944
C
11


=
0,8988 0,2014
0,0549 0,1046 -
C
12


=
0,8988 0,2014
0,2922 0,5985
C
22


=
0,8988 0,1956
0,2922 0,2026 -
C
21


=
0,1956 - 0,2014
0,8944 0,1046 -
C
13

=
= 0,7931
= 0,1051
= 0,2006
= 0,2393
= 0,4791

0,0549 - 0,8944
0,2922 0,2026 -
C
31

=
0,1956 - 0,2014
0,2026 0,5985
C
23


=
0,8944 0,1046
0,2026 0,5985
C
33


=
0,0549 - 0,1046
0,2922 0,5985
C
32


=
= 0,1579
= 0,2725
= 0,0634
= 0,5141





C
-1
=B(t+1) =









|
|
.
|

\
|
5141 , 0 1579 , 0 2006 , 0
0634 , 0 4791 , 0 1051 , 0
2725 , 0 2393 , 0 7931 , 0
3948 , 0
1
|
|
.
|

\
|
=
3022 , 1 3999 , 0 5081 , 0
1606 , 0 2135 , 1 2662 , 0
6902 , 0 6061 , 0 0089 , 2
C
11
= 0,7931; C
21
= 0,2393 ; C
31
= 0,2725
C
12
= 0,1051; C
22
= 0,4791 ; C
32
= 0,0634
C
13
= 0,2006; C
23
= 0,1579 ; C
33
= 0,5141
|
|
.
|

\
|
=
9 , 894
39 , 561
36 , 1462
B3: X(t+1) = B(t+1). x(t+1)
|
|
.
|

\
|
|
|
.
|

\
|
=
400
300
500
.
3022 , 1 3999 , 0 5081 , 0
1606 , 0 2135 , 1 2662 , 0
6902 , 0 6061 , 0 0089 , 2
B4: Tm X
ij
(t+1)
X
11
(t+1) = 0,4015 x 1462,36 =
X
12
(t+1) = 0,2026 x 561,39 =
X
13
(t+1) = 0,2922 x 894,9 =
X
21
(t+1) = 0,1046 x 1462,36 =
X
22
(t+1) = 0,1056 x 561,39 =
X
23
(t+1) = 0,0549 x 894,9 =
X
31
(t+1) = 0,2014 x 1462,36 =
X
32
(t+1) = 0,1956 x 561,39 =
X
33
(t+1) = 0,1012 x 894,9 =
587,1375
113,7376
261,4898
152,9629
59,2828
49,13
294,5193
109,8079
90,5639
B5: Tm X
0j
(t+1)
a
01
(t+1) ~ a
01
(t) =X
01
/X
1
= 73,7/397,8 = 0,1853
a
02
(t+1) ~ a
02
(t) =X
02
/X
2
= 39,6/197,9 = 0,2001
a
03
(t+1) ~ a
03
(t) =X
03
/X
3
= 35,6/300,5 = 0,1185

X
01
(t+1) = a
01
(t+1). X
1
(t+1)
= 0,1853 x 1462,36 = 270,9753
X
02
(t+1) = a
02
(t+1). X
2
(t+1)
= 0,2001 x 561,39 = 112,3341
X
03
(t+1) = a
03
(t+1). X
3
(t+1)
= 0,1185 x 894,9 = 106,0457







Ngnh X
i
X
ij
x
i
1
2
3
1462,36
561,39
894,9
587,1375 113,7376 261,4898
152,9629 59,2828 49,13
294,5193 109,8079 90,5639
500
300
400
X
0
270,9753 112,3341 106,0457 Nm
t+1
m
j

156,765 166,2276 387,6706
m
1
= X
1
(X
11
+X
21
+X
31
) X
01
= 1462,36 - 587,1375 - 152,9629 - 294,5193 - 270,9753
= 156,765
m
2
= 166,2276
m
3
= 387,6706

Bi 1: Cho bit
a) c thc hin k hoch nm t th hin bng cn
i lin ngnh dng gi tr sau:
(n v tnh: 1000 triu ng)








b) a
ij
(t+1) ~ a
ij
(t); a
0j
(t+1) ~ a
0j
(t); (i,j = 1, 2, 3)
c) x(t+1) = (120, 150, 100)
Hy lp d n k hoch nm t+1 cn i dng A



Ngnh X
i
X
ij
x
i
1
2
3

750,15
890,2
350,18 268,47 300,89
210,5 148,34
215,51 210,1
100,81
130,96
74,14
X
0
50,37 75,63

Nm t
m
j
18,85 26,25 43,23






Ngnh X
i
X
ij
x
i
1
2
3
1020,35
750,15
890,2
350,18 268,47 300,89
210,5 148,34 260,35
390,45 215,51 210,1
100,81
130,96
74,14
X
0
50,37 91,58 75,63

Nm t
m
j
18,85 26,25 43,23

B1: Tm A(t+1):
a
11


= 350,18 / 1020,35
a
12


= 268,47 / 750,15
a
13
= 300,89 / 890,2
a
21
= 210,5 / 1020,35
a
22
= 148,34 / 750,15
a
23
= 260,35 / 890,2
a
31
= 390,45 / 1020,35
a
32
= 215,51 / 750,15
a
33
= 210,1 / 890,2


3432 , 0 =
2925 , 0 =
338 , 0 =
2873 , 0 =
236 , 0 =
1977 , 0 =
2063 , 0 =
3827 , 0 =
3579 , 0 =

A(t+1) ~ A(t)=

B2: Tm B(t+1)

[E A(t+1)] = C =

|C| = 0,6568.0,8023.0,764 + (-0,3579).(-0,2925).(-0,3827) +
+ (-0,2063)(-0,2873)(-0,338) - (-0,3827).0,8023.(-0,338)
- (-0,2063).(-0,3579).0,764 - (-0,2873).(-0,2925).0,6568
= 0,1271



|
|
.
|

\
|
236 , 0 2873 , 0 3827 , 0
2925 , 0 1977 , 0 2063 , 0
338 , 0 3579 , 0 3432 , 0
|
|
.
|

\
|



764 , 0 2873 , 0 3827 , 0
2925 , 0 8023 , 0 2063 , 0
338 , 0 3579 , 0 6568 , 0
0,764 0,2873
0,2925 0,8023
C
11


=
0,764 0,3827
0,2925 0,2063 -
C
12


=
0,764 0,3827
0,338 0,6568
C
22


=
0,764 0,2873
0,338 0,3579 -
C
21


=
0,2873 - 0,3827
0,8023 0,2063 -
C
13

=
= 0,5289
= 0,2696
= 0,3663
= 0,3705
= 0,3724

0,2925 - 0,8023
0,338 0,3579 -
C
31

=
0,2873 - 0,3827
0,3579 0,6568
C
23


=
0,8023 0,2063
0,3579 0,6568
C
33


=
0,2925 - 0,2063
0,338 0,6568
C
32


=
= 0,3257
= 0,3759
= 0,2618
= 0,4531



B(t+1) = C
-1
=









|
|
.
|

\
|
4531 , 0 3257 , 0 3663 , 0
2618 , 0 3724 , 0 2696 , 0
3759 , 0 3705 , 0 5289 , 0
1271 , 0
1
|
|
.
|

\
|
=
5649 , 3 5625 , 2 882 , 2
0598 , 2 93 , 2 1212 , 2
9575 , 2 915 , 2 1613 , 4
|
|
.
|

\
|
=
705 , 1086
024 , 900
356 , 1232
B3: X(t+1) = B(t+1). x(t+1)
|
|
.
|

\
|
|
|
.
|

\
|
=
100
150
120
.
5649 , 3 5625 , 2 882 , 2
0598 , 2 93 , 2 1212 , 2
9575 , 2 915 , 2 1613 , 4
B4: Tm X
ij
(t+1) = a
ij
(t+1).X
j
(t+1)
X
11
(t+1) = 0,3432 x 1232,356 =
X
12
(t+1) = 0,3579 x 900,024 =
X
13
(t+1) = 0,338 x 1086,705 =
X
21
(t+1) = 0,2063 x 1232,356 =
X
22
(t+1) = 0,1977 x 900,024 =
X
23
(t+1) = 0,2925 x 1086,705 =
X
31
(t+1) = 0,3827 x 1232,356 =
X
32
(t+1) = 0,2873 x 900,024 =
X
33
(t+1) = 0,236 x 1086,705 =
422,9446
322,1186
367,3063
254,235
177,9347
317,8612
471,6226
258,5769
256,4624
B5: Tm X
0j
(t+1)
a
01
(t+1) ~ a
01
(t) = 50,37/1020,35 = 0,0494
a
02
(t+1) ~ a
02
(t) = 91,58/750,15 = 0,1221
a
03
(t+1) ~ a
03
(t) = 75,63/890,2 = 0,085

X
01
(t+1) = 0,0494 x 1232,356 = 60,8784
X
02
(t+1) = 0,1221 x 900,024 = 109,8929
X
03
(t+1) = 0,085 x 1086,705 = 92,3699

Bng CLN nm t+1







Ngnh X
i
X
ij
x
i
1
2
3
1232,356
900,024
1086,705
422,9446 322,1186 367,3063
254,235 177,9347 317,8612
471,6226 258,5769 256,4624
120
150
100
X
0
60,8784 109,8929 92,3699 Nm
t+1
m
j

22,6754 31,5009 52,7052
m
1
= 22,6754
m
2
= 31,5009
m
3
= 52,7052

Bi 2: Cho bit
a) c thc hin k hoch nm t th hin bng cn
i lin ngnh dng gi tr sau:
(n v tnh: 1000 triu ng)








b) a
ij
(t+1) ~ a
ij
(t); a
0j
(t+1) ~ a
0j
(t); (i,j = 1, 2, 3)
c) x(t+1) = (96,14; 165,37; 195,85)
Hy lp d n k hoch nm t+1 cn i dng A


Ngnh X
i
X
ij
x
i
1
2
3
648,36
820,57
973,15
150,24 246,54 203,12
230,17 193,82 293,18
206,03 346,19 297,84
48,46
103,4
123,09
X
0
40,26 21,07 113,21

Nm t
m
j
21,66 12,95 65,8
B1: Tm A(t+1):
a
11


= 150,24/648,36
a
12


= 246,54/820,57
a
13
= 203,12/973,15
a
21
= 230,17 /648,36
a
22
= 193,82 /820,57
a
23
= 293,18 /973,15
a
31
= 206,03 /648,36
a
32
= 346,19 /820,57
a
33
= 297,84 /973,15


2317 , 0 =
3013 , 0 =
2087 , 0 =
4219 , 0 =
3061 , 0 =
2362 , 0 =
355 , 0 =
3178 , 0 =
3004 , 0 =

A(t+1) ~ A(t)=

B2: Tm B(t+1)

[E A(t+1)] = C =

|C| = 0,1249



|
|
|
.
|

\
|
3061 , 0 4219 , 0 3178 , 0
3013 , 0 2362 , 0 355 , 0
2087 , 0 3004 , 0 2317 , 0
|
|
|
.
|

\
|



6939 , 0 4219 , 0 3178 , 0
3013 , 0 7638 , 0 355 , 0
2087 , 0 3004 , 0 7683 , 0
0,6939 0,4219
0,3013 0,7638
C
11


=
0,6939 0,3178
0,3013 0,355 -
C
12


=
0,6939 0,3178
0,2087 0,7683
C
22


=
0,6939 0,4219
0,2087 0,3004 -
C
21


=
0,4219 - 0,3178
0,7638 0,355 -
C
13

=
= 0,4029
= 0,3421
= 0,3925
= 0,2965
= 0,4668

0,3013 - 0,7638
0,2087 0,3004 -
C
31

=
0,4219 - 0,3178
0,3004 0,7683
C
23


=
0,7638 0,355
0,3004 0,7683
C
33


=
0,3013 - 0,355
0,2087 0,7683
C
32


=
= 0,4196
= 0,2499
= 0,3056
= 0,4802


B(t+1) = C
-1
=










|
|
|
.
|

\
|
4802 , 0 4196 , 0 3925 , 0
3056 , 0 4668 , 0 3421 , 0
2499 , 0 2965 , 0 4029 , 0
1249 , 0
1
|
|
|
.
|

\
|
=
8447 , 3 3595 , 3 1425 , 3
4468 , 2 7374 , 3 739 , 2
0008 , 2 3739 , 2 2258 , 3
|
|
|
.
|

\
|
=
665 , 1610
5871 , 1360
5569 , 1094
B3: X(t+1) = B(t+1). x(t+1)
|
|
|
.
|

\
|
85 , 195
37 , 165
14 , 96
.
|
|
|
.
|

\
|
=
8447 , 3 3595 , 3 1425 , 3
4468 , 2 7374 , 3 739 , 2
0008 , 2 3739 , 2 2258 , 3
B4: Tm X
ij
(t+1) = a
ij
(t+1).X
j
(t+1)
X
11
(t+1) = 0,2317 x 1094,5569 =
X
12
(t+1) = 0,3004 x 1360,5871 =
X
13
(t+1) = 0,2087 x 1610,665 =
X
21
(t+1) = 0,355 x 1094,5569 =
X
22
(t+1) = 0,2362 x 1360,5871 =
X
23
(t+1) = 0,3013 x 1610,665 =
X
31
(t+1) = 0,3178 x 1094,5569 =
X
32
(t+1) = 0,4219 x 1360,5871 =
X
33
(t+1) = 0,3061 x 1610,665 =
253,6088
408,7204
336,1458
388,5677
321,3707
485,2934
347,8502
574,0317
493,0246
B5: Tm X
0j
(t+1)
a
01
(t+1) ~ a
01
(t) = 40,26/648,36 = 0,0621
a
02
(t+1) ~ a
02
(t) = 21,07/820,57 = 0,0257
a
03
(t+1) ~ a
03
(t) = 113,21/973,15 = 0,1163

X
01
(t+1) = 0,0621 x 1094,5569 = 67,972
X
02
(t+1) = 0,0257 x 1360,5871 = 34,9671
X
03
(t+1) = 0,1163 x 1610,665 = 187,3203

Bng CLN nm t+1







Ng X
i
X
ij
x
i
1
2
3
1094,5569
1360,5871
1610,665
253,6088 408,7204 336,1458
388,5677 321,3707 485,2934
347,8502 574,0317 493,0246
96,14
165,37
195,85
X
0
67,972 34,9671 187,3203 Nm
t+1
m
j

36,5582 21,4972 108,8809
m
1
= 36,5582
m
2
= 21,4972
m
3
= 108,8809



f(x
0
)

H
s
C
s
Phng
n
x1 x2 xr xm xm+1 xs xn

c
1
c
2
c
r
c
m
c
m+1
c
s
c
n
x
0
1
x01

x0r

x0m
x1
x2

xr

x
m
c1
c2

cr

c
m
1 0 0 0 x1,m+1 x1s x1n
0 1 0 0 x2,m+1 x2s x2n

0 0 1 0 xr,m+1 [xrs] xrn

0 0 0 1 xm,m+1 xms xmn

f(x)
0 0 0 0 Am+1 A s A n