Chng 5

QUY HOCH TUYN TNH

1. GII THIU BI TON QUY HOCH TUYN TNH : Quy hach tuyt tnh (QHTT) l mt k thut ton hc nhm xc nh gi tr ca cc bin x1, x2,...xi...,...xn sao cho : Lm cc i hay cc tiu gi tr ca hm mc tiu (Objection function) Z = f(x1, x2,..., xn) Tha mn cc rng buc (Constraint). Ri = ri(x1, x2,..., xn) Trong QHTT : Hm mc tiu f v cc rng buc ri l nhng biu thc tuyn tnh (bc nht) i vi cc bin x1, x2,..., xn. x1, x2,..., xn l cc bin quyt nh. V d : a. Bi ton cc i : Mt nh qun l d n nng nghip ng dng QHTT lm cc i li nhun ca d n da trn cc s liu sau : S liu u vo i vi mt n v sn phm Din tch [Ha/tn] Lng nc [103m3/tn] Nhn lc [cng/tn] Li nhun [USD/tn] Gii : Cc bc thnh lp bi ton QHTT : Bc 1 : Xc nh bin quyt nh (Decision Variable) Gi x1 l s tn la go cn c sn xut. x2 l s tn la m cn c sn xut. Bc 2 : Xc nh hm mc tiu (Objective Function). Hm mc tiu trong bi ton ny l cc i li nhun Z. Loi sn phm La go 2 6 20 18 La m 3 4 5 21 Kh nng ln nht ca cc ngun ti nguyn sn c 50 Ha 90 x 103m3 250 cng

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Max Z = 18x1 + 21x2 Bc 3 : Xc nh cc rng buc (Constraints) Rng buc v din tch : Rng buc v lng nc: Rng buc v nhn lc: 2x1 + 3x2 6x1 + 4x2 20x1 + 5x2 < 50 < 90 < 250

Gi tr ca cc bin phi dng x2 > 50 vi i = 1, 2

b. Bi ton cc tiu : Mt nh qun l tri g d nh mua 2 loi thc n trn ra khu phn tt v gi r. Mi n v thc n loi 1 gi 2 ng c cha 5g thnh phn A 4g thnh phn B 0,5g thnh phn C Mi n v thc n loi 2 gi 3 ng c cha 10g thnh phn A 3g thnh phn B khng c cha thnh phn C. Trong 1 thng, 1 con g cn ti thiu 90g thnh phn A, 48g thnh phn B v 1,5g thnh phn C. Hy tm s lng mi loi thc n cn mua c m bo nhu cu ti thiu v dinh dng cho 1 con g vi gi r nht. Gii: Bc 1 : Xc nh bin quyt nh Gi x1, x2 ln lt l s lng n v thc phm loi 1 v loi 2 cn cho 1 con g trong 1 thng. Bc 2 : Xc nh hm mc tiu Hm mc tiu ca bi ton ny l cc tiu gi mua Min Z = 2x1 + 3x2 Bc 3 : Xc nh cc rng buc Thnh phn A : Thnh phn B : Thnh phn C : 5x1 + 10x2 > 90 4x1 + 3x2 > 48 0.5x1 > 1,5

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Cc bin dng :

x1, x2 > 0

2. M HNH TNG QUT CA BI TAN QHTT a. Bi ton cc i : - Hm mc tiu Max Z = c1x1 + c2x2 + .... + cnxn - Rng buc a11x1 + a12x2 + .... + a1nxn < b1 a21x1 + a22x2 + .... + a2nxn < b2 --------------------am1x1 + am2x2 + .... + amnxn < bm xj > 0 , j = 1,n M hnh c th vit gn li : - Hm mc tiu Max Z = - Rng buc
n

c x
j j =1

c
j =1

ij

xj

bi

j = 1,n i =1,m

m hng n ct

xj > 0 C th vit di dng ma trn - Hm mc tiu Max Z = C.X - Rng buc AX B X0 Vi : C = [c1 c2 ................cn] x1 b1 x b 2 2 . . B = X = . . . . xn b m

ma trn hng

a11 a12 ............... a1n a 21 a 22 ............... a 2 n X = .................................. .................................. a m1 a m2 ............. a mn

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 ngha cc h s trong m hnh bi ton cc i

Cj; vi j = 1, n l s l li nhun do 1 n v sn phm th j em li.

aij; vi j = 1, n l s lng ti nguyn th i cn cho 1 n v sn phm th i = 1, n

bi vi i = 1, m l tng s lng ti nguyn th i sn c. xj s n v sn phm th j Hm mc tiu Min Z = CX Rng buc AX > B X>0

b. Bi ton cc tiu

Ghi ch

Trong bi ton Min, ch j l ghi ch cho 1 n v sn phm th j Ta c th gii bi ton Min theo cc cch: + Gii trc tip bi ton Min + i ra bi ton Max Min Z = Max (-Z ) t W = - Z Min Z = Max W Bi ton Min Z c gii thng qua bi ton Max W

c. Qu trnh gii quyt bi ton QHTT

Thng thng qu trnh gii bi ton QHTT bao gm 5 bc:

Bc 1: Nhn dng cc bin quyt nh v hm mc tiu Bc 2: Din t hm mc tiu v cc rng buc theo cc bin quyt nh Bc 3: Kim tra xem c phi tt c cc quan h trong hm mc tiu v trong cc rng buc c phi l quan h tuyn tnh khng. Nu khng, phi tm m hnh phi tuyn khc gii. Bc 4: Kim tra vng khong gian li gii xem xt iu kin nghim ca bi ton. Cc kh nng c th xy ra l: a) Khng c vng kh thi (v nghim) b) Vng kh thi v hn v khng c im cc tr c) Vng kh thi v hn v c im cc tr d) Vng kh thi c gii hn

Nu:

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a xy ra th phi ni lng cc rng buc b xy ra th phi cu trc li m hnh, c th a thm rng buc vo m hnh c,d xy ra th sang bc 5

Bc 5: Tm ra cc li gii ti u c th c. Vic tm li gii ny c th dng: Phng php th (Graphical method) Phng php n hnh (Simplex method) d. Lch s qui hoch tuyn tnh

ng A.N Kolmogorov nh ton hc xc sut ni ting th gii ngi Lin X, l ngi u tin nhn thc c m hnh qui hoch tuyn tnh trc th chin th hai. Vo nm 1945, mt p dng u tin ca QHTT do Stigler thc hin vo bi ton khu phn. Nm 1947, mt bc tin ch yu trong QHTT c thc hin do Geogre D. Dantzig (nh ton hc lm vic cho c quan khng lc M) khm ph ra php n hnh (Simplex Method). T Dantzig cng cc nh ton hc khc b sung, ci tin php n hnh php n hnh tr thnh 1 cng c ch yu tm li gii ti u ca bi ton QHTT. Ngy nay vi s h tr ca my tnh vic gii bi ton QHTT tr nn n gin. V vy vic p dng bi ton QHTT trong thc t ngy cng tr nn rng ri.

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Nhn dng : - Bin quyt nh - Hm mc tiu

Thit lp : - Hm mc tiu - Cc rng buc Tm m hnh phi tuyn thch hp gii quyt

Sai

Cc quan h truyn tnh ? ng C vng kh thi khng ? Ni lng rng buc

Cu trc li m hnh

C
Vng kh thi c hu hn khng? C cc tri khng Khng

C
Tm li gii

Kt qu cui cng

Lu tin trnh gii quyt bi ton QHTT

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3. GII BI TAN QHTT BNG PHNG PHP TH (graphical method)

Phng php th c dng khi s bin quyt nh l 2 hay 3. a) Phng php dng ng ng li (iso - profit line) hay ng ng ph (iso - cost line). Gii bi ton cc i v d trn: Hm mc tiu: Rng buc + 2x1 + 6x1 20x1 + Max Z = 18x1 + 21x2 3x2 4x2 5x2 x1 x2 50 90 250 0 0 (1) (2) (3) (4) (5)

Gii Trong mt phng ta 0x1x2 ta v cc ng thng (D1) 2x1 + 3x2 = 50 6x1 + 4x2 = 90 (D2) 20x1 + 5x2 = 250 (D3) x1 = 0 (D4) x2 = 0 (D5)

Min OABCD cha tt c cc im M(x1,x2) tha mn mi rng buc ca bi ton:

Mt im M(x1, x2) min OABCD c gi l 1 li gii chp nhn c (feasible solution) Min OABCD c gi l khng gian li gii hay khng gian sch lc (feaible region or solution space)

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Vn gii bi ton QHTT ngha l tm 1 im M (x1, x2) trong khng gian li gii sao cho lm cc i gi tr hm mc tiu Z.
ng ng li

Xt hm mc tiu Z = 18x1 + 21x2. ng vi mi gi tr Z = Z0 th ng thng c phng trnh 18x1 + 21x2 = Zo gi l ng ng li. Cc ng ng li song song nhau. Gii bi ton QHTT theo phng php th l i tm ng ng li ng vi gi tr ca hm mc tiu Z ln nht v ng ng li phi ct khng gian li gii. ng ng li cng cch xa gc ) th gi tr Z cng ln. bi ton ny Z = Zmax = 378 khi ng ng li i qua im C (7, 12). Vy ta ca im C chnh l nghim ti u ca bi ton.
x1 * = 7 x * = 12 2

Gi tr ca hm mc tiu Zmax = 378

Ghi ch :

Ta ca im C l nghim ca h phng trnh

2x1 + 3x 2 = 50 x1 * = 7 6x + 4x = 90 x * = 12 2 2 1

Gi tr ca hm mc tiu Z= Zmax Zmax = 18x1 + 21x2 = 18 7 + 21 12 = 378

Rng buc (1)&(2) l rng buc tch cc (Active Constraint) v vi gi tr x1* = 7 ; x2* = 12, ta c :
o Din tch o Lng nc o Nhn lc

= 2 7 + 3 12 = 6 7 + 4 12 = 20 7 + 5 12

= 50 (ha) = 90 (103m3) = 200 cng < 250 cng

S rng buc tch cc = s bin quyt nh

Gii bi ton cc tiu v d trn

Hm mc tiu Min Z = 2x1 + 3x2 Rng buc 5x1 + 10x2 90 4x1 + 3x2 48

(1) (2)

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0.5x1 1,5 (3) x1 0 (4) x2 0 (5) Trong mt phng ta Ox1x2 , ta v cc ng thng: (D1) : 5x1 + 10x2 = 90 = 48 (D2) : 4x1 + 3x2 (D3) : 0.5x1 = 1.5 (D4) : x1 =0 (D5) : x2 =0

Dng ng thng ph xc nh Zmin. ng thng ph cng gn gc O, Z cng nh. ng thng ph qua im B cho ta Zmin. Ta im B l nghim ca h phng trnh
5x1 + 10x2 = 4x1 + 3x 2 = 48
x * = 8,4 1 x 2 * = 4 ,8

Z = Zmin = 21 + 32 = 2 8,4 + 3,48 = 31,2

x1 * = 8,4 Vy li gii ti u l : x * = 4,8 2

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b) Phng php dng im nh (Corner Point, Extreme Point)

Cc im nh l giao im ca cc rng buc nm trong khng gian li gii gi l cc nh ca khng gian li gii. Mt kt qu quan trng trong l thuyt qui hoch tuyn tnh l : Nu bi ton QHTT c li gii ti u th li gii s nm trn cc nh ca khng gian li gii. p dng kt qu ny im tm gi tr ca hm mc tiu bng cch so snh gi tr ca cc nh ca khng gian li gii.

Gii bi ton cc i v d trn

So snh gi tr ti 5 nh O, A, B, C, D nh O (0, 0) nh A (12,5,) nh B (11, 6) nh C (7, 12) ZO ZA ZB ZC =0 = 18 x 15,5 + 21 x 0 = 8 x 11 + 21 x 6 = 18 x 7 + 21 x 12 = 18 x 0 + 21 x 16,67 = = = = 225 324 378 350,07

nh D (0, 16,67) ZD

x1 * = 7 Zmax = ZC = 378 x * = 12 2

Gii bi ton cc tiu v d trn

So snh gi tr ti 3 nh A, B, C : nh A (18, 0) nh C (3, 12) ZA = 2 x 18 + 3 x 0 = 2 x 8,4 + 3 x 4,8 = 2 x 3 + 3 x 12 ZC = = = 36 31,2 42 nh B (8,4 , 4,8) ZB

x1 * = 8,4 Zmin = ZC = 31,2 x * = 4,8 2

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