TON KINH T TR NG CAO NG KINH T K THU T SI GN

Khoa Kinh t & Qu n tr Kinh doanh

Chng 6: Bi ton v n t i

TON Bi ton v n t i Chng 6: KINH T

N I DUNG MN H C Chng 1: Gi tr ti n t theo th i gian Chng 2: Chu i dng ti n & Ch tiu nh gi Chng 3: Cc ki n th c m u v phng php t i u Chng 4: Quy ho ch tuy n tnh (QHTT) Chng 5: Cc d ng c bi t pp. QHTT Chng 6: Bi ton v n t i. Chng 7: S m ng (CPM & PERT).
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TON KINH T

Gi ng vin: PGS. TS. NGUY N TH NG E-mail: nguyenthong@hcmut.edu.vn or nthong56@yahoo.fr Web: http://www4.hcmut.edu.vn/~nguyenthong/

PGS. TS. Nguy Tl. (08) n Th ng
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38 640 979 - 098 99 66 719

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH TRONG QUAN LY PHNG PHAP NH LNGT Chng 4: Bai toan van n i i Chng 6: Bi ton v tat

N I DUNG MN H C (tt) CHNG 8: Phan tch nhan to chnh (PCA). CHNG 9: Qui hoach ong CHNG 10: Hoach nh d an. CHNG 11: Xch Markov CHNG 12: Ly thuyet tro chi. CHNG 13: Mo phong Monte Carlo.
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GI I THI U
Bai toan van tai (1939) la dang ac biet cua Bai toan Qui Hoach Tuyen Tnh do o co the giai bai toan theo cac phng phap a trnh bay trong Qui Hoach Tuyen Tnh. Tuy nhien cau truc bai toan co nhng tnh chat ac biet nen co phng phap giai rieng hu hieu hn.

PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Bai toan nay au tien c trnh bay trong cong tac van chuyen hang hoa. V vay co ten la bai toan van tai. Nhng mo hnh cua bai toan van tai, sau khi c cong bo, a c rat nhieu nganh kinh te khac nhau ng dung nh lanh vc quan s, quan ly, y te,...
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MO HNH TONG QUAT

Co n tram phat hang. Moi tram ky hieu la Ai ( i= 1,n ). Kha nang cung cap hang hoa cua tram phat th i la ai. Co m tram thu hang. Moi tram ky hieu la Bj ( j = 1,m ). Nhu cau hang hoa cua tram thu th j la bj.
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

MO HNH TONG QUAT

Chi ph van chuyen mot n v hang hoa t Ai en Bj la Cij. HM M C TIU C A BI TON Xac nh phng an van chuyen sao cho tong chi ph van chuyen la nho nhat.
Ai a1 a2 . an
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SO LIEU DANG BANG

Bj b1 x11(c11) x21 . xn1 Pht hng Nh n hng b2 x12(c12) x22 . xn2 . . . bm x1m x2m

Chi ph n v . . . xnm
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

Bien quyet nh (l ng hng ha)

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Bien quyet nh: Goi xij la so lng n v hang hoa van chuyen t tram phat th i en tram thu th j. M i n Z = C ij x ij Ham muc tieu: (Cong suat tram phat) m Rang buoc:
xij >=0
PGS. TS. Nguy n Th ng

j= 1

ij

= a

i=1,n

(Cong suat tram thu)

Ghi chu: Neu gia mot tram Ai nao o en mot tram Bj nao o khong co ng van chuyen ngha la gia 2 tram o khong the to chc van chuyen c khi o ta lay n ga van chuyen Cij = M vi M la mot so dng ln tuy y. Trong trng hp o li giai cho xij se la 0.
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i= 1

ij

= b

j=1,m 9
PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

m

Trng hp: Cung = Cau

i =1

ai =

b
j=1

a
i =1

n= 2

= 150 + 90 = 240 = 60 + 70 + 110 = 240

1 60T 150T 90T x11=?(6$) x21=?(12$)

V du 1: Bai toan van chuyen chat ot cac tram phat A va B co 150 tan va 90 tan chat ot. Phai cung cap cho cac v tr 1, 2, 3 tng ng 60, 70 va 110 tan chat ot o. Chi ph ch 1 tan chat ot t A en cac v tr 1, 2, 3 tng ng la 6, 10 va 4$ con t B en 1, 2, 3 la 12, 2 va 8$. Hay lap ke hoach van chuyen toi u sao cho tong chi ph van chuyen la be nhat. 11
PGS. TS. Nguy n Th ng

Cung = Cau

b
j =1

m= 3

Tram thu Tram phat A B

2 70T x12=?(10$) x22=?(2$)

3 110T x13=?(4$) x23=?(8$) 12

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Trong trng hp khong co s can bang gia Cung va Cau, ta co the luon luon tr ve bai toan can bang Cung va Cau bang cach them vao nguon Cung gia hoac Cau gia va gan cac chi ph van chuyen LN tng ng tuyen van chuyen. Li giai van tm c sau khi loai cac nguon gia t ket qua tm ra cuoi cung.

PHNG PHP GI I BI TON V N T I V bai toan van tai cung la mot bai toan QHTT nen hoan toan co the giai bang phng phap n hnh. Nhng do tnh chat ac thu cua bai toan van tai nen ta co nhng phng phap GIAI n gian hn. Co 3 phng phap LI GIAI GAN UNG: Phng phap goc Tay Bac P/an au (The North West Corner Method).
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

PHNG PHP GI I BI TON V N T I Phng phap chi ph be nhat Cmin (The Least Cost Method). Phng phap xap x cua Vogel (Vogels Approximation Method - VAM). PHNG PHAP TONG QUAT (tm li giai chnh xac) PHNG PHAP THE V
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PHNG PHP GC TY B C (Dantzig)

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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Xuat phat t o nam goc Tay Bac, tc o (1,1) ta tien dan xuong o goc ong Nam, tc o (n,m). Tren ng i gap o nao ta phan phoi cho o o mot lng hang ln nhat co the c da tren nguyen tac am bao ieu kien can bang gia so cung va so cau. Khi phan phoi het th dng lai.
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Sau o kiem tra xem tong o chon co bang (m + n - 1) hay khong. O chon la o co xij > 0. Neu ieu kien nay thoa man th phng an nhan c goi la phng an au. Nhan xet: Li giai cua phng an au trong phng phap goc Tay Bac t khi toi u bi v khi giai KHONG quan tam en chi ph van chuyen.
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Lay lai so lieu tren:

Tram thu Tram phat A B 150T 90T 1 60T x11=?(6$) x21=?(12$) 2 70T x12=?(10$) x22=?(2$) 3 110T x13=?(4$) x23=?(8$)

Lay v du 1 noi tren:

Tram thu Tram phat A B 150T 90T 1 60T 60 2 70T 70 3 110T 20 90

Tm li giai s bo bang phng phap goc Tay Bac.

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V du phng phap giai Tay Bac: Z = 60*6 + 70*10 + 20*4 + 90*8 = 1860 $
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

V du: Bai toan quan ly san xuat (p/p goc Tay Bac) Mot Cong ty co 3 nha may 1, 2, 3. Moi nha may co the san xuat 5 loai san pham 1, 2, 3, 4, 5 vi kha nang xuat va tieu thu tong 5 loai nh sau. Nha may Kha nang san xuat 5 loai San pham Kha nang ban
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Bai tap: Lay lai v du 1 noi tren, dung phng phap goc Tay Bac e tm li giai s bo vi cac trng hp sau: 1. Kha nang cung cap cua tram A bay gi la 100T. 2. Kha nang tram thu 3 la 80T. (Chu y: Trong trng hp Cung < Cau Bo sung tram Cung GIA)

1 40 n v 1 30 2 40 3 70

2 60 4 40

3 90 5 60
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

V khong co s can bang gia san xuat va nhu cau them mot nha may gia so 4 co kha nang san xuat 240 - 190 = 50 n v san pham vi chi ph san xuat bang 0. San pham 1 2 3 4 5 Nha may 30 1 2 3 4 40 60 90 50 30 40 10 30 30 40 40 10 50 24 70 40 60

Chi ph san xuat

San pham Nha may 1 2 3 1 20 15 18 2 19 20 15 3 14 13 18 4 21 19 20 5 16 16 ?

Biet rang nha may 3 khong the san xuat san pham 5. Gia thiet moi n v san pham eu co li nhuan bang nhau. Vay moi nha may nen san xuat bao nhieu n v cho moi loai san pham ? 23
PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

PHNG PHP CHI PH B NH T CMIN

Khi dung phng phap goc Tay Bac ta khong e y en chi ph van chuyen Cij. Do o ket qua co c phng an au con cach xa phng an toi u. Phng phap Cmin khac phuc c mot phan nhc iem nay.
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Trong phng phap Cmin, trc tien ta tm o co tr so Cij nho nhat. Phan phoi lng hang ln nhat co the co c vao o o. Sau o ta phan phoi hang hoa cho o co tr so Cij nho nhat trong cac o con lai. C tiep tuc nh the cho en het.
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Trong qua trnh phan phoi can am bao ieu kien can bang gia so cung va so cau. Kiem tra ieu kien : Tong so o chon =m+n-1

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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

Phng phap Cmin. Lay v du 1 noi tren:

Tram thu Tram phat A B 150T 90T 1 60T 40(6)3 20(12)4 70 (2)1 2 70T 3 110T 110(4)2

Bai tap: Tm li giai bang phng phap Cmin :

Tram thu Tram phat A B Tram thu Tram phat A 80T 90T 150T 1 60T x11=?(6$) x21=?(12$) 1 60T x11=?(6$) x21=?(12$) B PGS. TS. Nguy n Th 120T PGS. Dr. Nguy n Th ng ng 2 70T x12=?(10$) x22=?(2$) 2 70T x12=?(10$) x22=?(2$) 3 110T x13=?(4$) x23=?(8$) 3 110T x13=?(4$) x23=?(8$)
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TON KINH T Chng 6: Bi ton v n t i

Trnh t chon V du phng phap giai Cmin Z = 40*6 + 110*4 + 70*2 + 20*12 = 1060 $ (1860$) ch trnh t phan bo khoi lng van chuyen
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PGS. TS. Nguy n Th ng

Bai tap: Tm li giai bang phng phap Cmin :

Tram thu Tram phat A B 90T 150T 1 60T x11=?(6$) x21=?(12$) 2 70T x12=?(10$) x22=?(2$) 3 110T x13=?(4$) x23=?(4$)

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

PHNG PHP X P X VOGEL

(Xt tr ng h p c m t s phng n c chi ph nh nhau)

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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

PHNG PHAP XAP X CUA VOGEL Trong phng phap Cmin ta a xem xet en chi ph van chuyen Cij nhng cha chu y en hieu so cua chung (s chenh lech ve chi ph van chuyen). V vay co the xay ra trng hp bc trc th tot nhng bc sau lai xau (bc trc ri vao o co chi ph thap nhng bc sau ri vao o co chi ph rat cao).
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PHNG PHAP XAP X CUA VOGEL Phng phap Vogel khac phuc c nhc iem nay Cho ket qua tot hn, gan bang hoac bang ket qua li giai toi u.
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

CAC BC CUA PHNG PHAP VOGEL: Bc 1: Tren moi hang va moi cot chon chi ph Cij be nhat va Cij be th hai. Lay hieu so cua chung roi ghi vao o ben phai va ben di bang. Tm so ln nhat trong cac hieu so o.
Tram thu Tram phat A B 150T 90T 1 60T 6$ 12$ 2 70T 10$ 2$ 3 110T 2(6-4) 4$ 8$ 6(8-2)

TON KINH T Chng 6: Bi ton v n t i

6 (12-6)
PGS. TS. Nguy n Th ng

35

Bc 2: Phan phoi trc lng hang cho hang (hoac cot) co tr so hieu so ln nhat (cot tram thu so 2). Luc phan phoi, th phan phoi lng hang ln nhat co the c vao o co Cij nho nhat cua hang va cot ng vi hieu so ln nhat noi tren (hang tram phat B). Trong qua trnh phan phoi can am bao s can bang gia so cung va so cau.
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PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Bc 2: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T 6$ 12$ 2 70T 10$ (70)2$ 3 110T 4$ 2 8$ 6

Chon cot so [2] phan phoi v gia tr (8) la ln nhat va la chon o tren cot nay co chi ph be nhat o B-2
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Bc 3: Sau khi thoa man mot hang hay mot nao th anh dau (-) va cac o b loai cua hang hay cot o. O loai la o co xij = 0. Tiep tuc lap lai qua trnh tren cho cac o con lai cho en khi thoa man het cac hang va cot th thoi. Dong hoac cot nao thoa man roi th anh ch k (ket thuc) e ve sau khoi xet na. Kiem tra ve ieu kien: Tong so o chon = m + n -1. 38
PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Bc 3: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T 6$ 12$ 2 70T 10$ (-) 3 110T 4$ 2 8$ 4

Bc 3: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T 6$ 12$ 3 110T 4$ 2 8$ 4

Lo i
PGS. TS. Nguy n Th ng

b c 3
39

Gia tr (6) cot 1 la ln nhat, ket hp gia nho nhat phan phoi o A-1.
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PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Bc 3: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T 60 12$ 3 110T 4$ 2 8$ 4

Bc 3: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T (60) (70) 3 110T 4$ 8$

(70)

Gia tr (6) cot 1 la ln nhat, ket hp gia nho nhat phan phoi o A-1. Va sau o loai cot so 1 v tram thi 1 a thoa man.
41

Va sau o loai cot so 1 v tram thi 1 a thoa man.

42

Lo i

PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Bc 3: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T (60) (70) 3 110T 90 (4$) 8$

Bc 3: Phng phap Vogel :

Tram thu Tram phat A B 150T 90T 1 60T (60) (70) 3 110T (90) 20

Ket qua cuoi cung la phan bo vao B-3.

Cot 3 con lai co co o A-3 chi ph be ta se phan phoi gia tr vao o (chu y en ieu kien can bang theo hang trng hp nay).
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Li giai chi ph cho phng phap Vogel nh sau:

F=60*6+90*4+70*2+20*8=1020$ (tot HN so vi p/p goc Tay Bac va Cmin 1060$)

44

PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

Bai tap: Dung cac phng phap goc Tay Bac, Cmin va Vogel e tm li giai ban au cho bai toan sau: en T A B C Yeu cau
PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

ap so: Phng phap Vogel

en T A B C Yeu cau 200 300 200 X 100 200 100 100 200
46

X 5 8 9 300

Y 4 4 7 200

Z 3 3 5 200

Kha nang 100 300 300

Kha nang 100 300 300

=700
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PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

Lay v du 1 noi tren va li giai ban au Cmin co Z=1060$. LI GIAI TOI U BAI TOAN VAN TAI

PHNG PHAP THE V

Tram thu Tram phat A B 150T 90T

1 60T 40 (6) 20 (12)

2 70T (10) 70 (2)

3 110T 110 (4) (8)

Dung phng phap the v e tm li giai toi u.

47 48

PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

Xet s hoan v kien ngh neu tren ta co: B(1) A(1): tiet kiem 12-6=6 V A(3) B(3): mat 4-8 =-4V Tiet kiem: 6-4V =2V Nen thc hien Tram thu Tram phat 1 2 3 60T 70T 110T A 150T 60 (6) (10) 90 (4) B 90T 00 (12) 70 (2) 20 (8)

TON KINH T Chng 6: Bi ton v n t i

Bai tap: Cho bai toan van tai c trnh bay bang sau: Thu Phat 75 60 65 100 50 5 2 4 6 1 3

F=60*6+90*4+ 20*8+70*2= 1020$ <1060$

49

50 10 7 2 a/ Lap phng an au bang phng phap goc Tay Bac, phng phap Cmin. b/ Da tren ket qua cua phng phap goc Tay Bac hay tm phng an toi u.
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

V du: Mot Cong ty mua 3 may mi A, B, C va co 4 v tr co the at may. c tnh chi ph at moi may vao moi v tr c cho nh sau, trong o may B khong the at v tr 2. Tm cac v tr hp ly cho A, B, C sao cho chi ph nho nhat. V tr May A B C
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BAI TOAN PHAN CONG

(The assigment problem)

1 13 15 5

2 10 7

3 12 13 10

4 11 20 6
52

PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

PHNG PHAP HUNGARY

Bc 1: Tm bang chi ph c hoi Tr chi ph nho nhat trong moi hang vao moi phan t trong hang ay. Tr chi ph nho nhat trong moi cot vao moi chi ph trong cot ay (co c t a).
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PHNG PHAP HUNGARY

Bc 2: Th ieu kien toi u Ve mot so toi thieu cac ng thang tren hang hay tren cot ma i qua moi so 0 trong bang. Neu so ng thang bang so hang hay so cot (bang n) th co li giai toi u nh sau:
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

a.

Phan phoi vao o co so 0. u tien phan vao o co so 0 duy nhat nam tren giao iem cua mot hang va mot cot. b. Loai bo hang va cot cha so 0 a phan phoi. Quay ve bc a va tiep tuc cho en khi phan phoi xong. Neu so ng thang toi thieu nho hn n, chung ta chuyen qua bc 3.

Bc 3: Tao ra bang chi ph c hoi mi Tr so nho nhat cha nam tren ng thang nao vao moi so cha nam tren ng thang nao. Cong so nho nhat ay vao moi so nam tren giao iem cua hai ng thang. Tr lai bc 2.
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PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

Min hang 1 V tr May A B C D
PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

Bc 1a
May \V tr A B C D 1 3 2 0 0 2 0 M 2 0 3 2 0 5 0 4 1 7 1 0

1 13 15

10
M 7 0

3 12

4 11 20 6 0
57

13
10 0

5
0

Bc 1b (khong can trong t/h nay)

58

Moi hang xac nh chi ph Min

PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

TON KINH T Chng 6: Bi ton v n t i

V du: Co 3 ngi X, Y, Z. Moi ngi co the lam 1 trong 3 viec 1, 2, 3 vi chi ph cho bang sau. Hay phan cong sao cho tong chi ph la nho nhat. 1 X Y Z
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Bc 2
May \V tr A B C D 1 3 2 0 0 2 0 M 2 0 3 2 0 5 0 4 1 7 1 0

2 14 10 12 Chi ph

3 6 11 7
60

11 8 9

So ng ngang = So ng thang tm li giai. May A v tr 2, may B v tr 3 va may C v tr 1.

PGS. TS. Nguy n Th ng

PGS. TS. Nguy n Th ng

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TON KINH T Chng 6: Bi ton v n t i

1 X Y Z 11 8 9 1 X Y Z
PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

3 6 11 7 3 0 3 0
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2 14 10 12 2 8 2 5

Bc 2: So ng thang bang 2 nho hn so hang bang so cot va bang 3 ===> li giai cha toi u Bc 3a: Tr so nho nhat cha nam tren ng thang nao vao moi so cha nam tren ng thang nao. Bang 0 X Y Z
PGS. TS. Nguy n Th ng

1 5( 3) 0 2( 0)

2 8( 6) 2 (0) 5( 3)

3 0 3 0
62

5 0 2

TON KINH T Chng 6: Bi ton v n t i

Bc 3b: Cong so nho nhat ay vao moi so nam tren giao iem cua hai ng thang. Bang 0 X Y Z 1 3 0 0 2 6 0 3 3 0 5 0 Co li giai toi

TON KINH T Chng 6: Bi ton v n t i

Bai tap: Dung Solver trong Excel e giai cac bai tap neu tren.

So ng ngang = So ng ng u (X=3, Y=2, Z=1).

PGS. TS. Nguy n Th ng

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PGS. TS. Nguy n Th ng

TON KINH T Chng 6: Bi ton v n t i

H T CHNG

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PGS. TS. Nguy n Th ng

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