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[1stopt] 急向高手请教一线性规划问题

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发表于 2008-9-22 21:09 | 显示全部楼层 |阅读模式

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大家好!由于毕业论文需要用到一多元线性规划问题,下面的程序用1STOPT1.5可以运行,但得不到正确的解。恳求dingd主任及其他高手赐教!急。。。。谢谢!菜鸟上。
Constant
A(1:30)=[0.3708,0.2587,0.3091,0.3770,0.2557,0.2854,0.2727,0.2795,0.2697,0.2755,0.3209,0.2561,0.1651,0.2685,0.0710,0.2710,0.2510,0.3054,0.2690,0.2431,0.2582,0.2796,0.2763,0.2437,0.2571,0.2119,0.2636,0.2804,0.3216,0.4519];
Constant
B(1:30)=[0.7441,0.1908,0.3121,0.3100,0.3904,0.1013,0.0891,0.2759,0.0742,0.7759,0.1940,0.1289,1.3394,1.4505,0.6534,0.4316,0.2150,1.8177,1.7159,1.0255,0.3092,0.1661,0.1968,0.1430,0.0930,0.0563,0.0712,0.5637,0.9781,1.1058];
Constant
C(1:30)=[19.644,21.689,25.817,30.491,26.506,5.486,10.230,8.575,0.870,161.38,1.667,1.073,40.857,55.956,50.553,7.318,1.537,14.310,40.926,16.527,5.408,4.413,4.131,6.193,1.529,1.366,9.60,2.009,490.11,207.24];
Constant
D(1:30)=[0.5965,0.4954,0.5093,0.5637,0.3518,0.4354,0.1516,0.3130,0.6243,0.4581,0.5151,0.7145,0.8498,0.8726,0.8730,0.8274,0.6177,0.6624,0.8799,0.8311,0.3619,0.6064,0.7667,0.5875,0.4915,0.7456,0.8044,0.5749,0.7126,0.1464];
Constant
E(1:30)=[36.971,24.352,21.267,16.212,29.563,19.065,15.835,18.330,3.673,117.60,4.255,4.566,5.832,31.856,27.653,4.856,3.636,8.998,12.269,8.454,6.388,5.040,4.229,3.457,2.092,2.640,2.978,5.802,39.302,134.60];
Constant
F(1:30)=[0.0017,0.0082,0.0058,0.0094,0.0034,0.0004,0.0028,0.0023,0.0001,0.0487,0.0002,0.0001,0.0009,0.0047,0.0059,0.0005,0.0002,0.0007,0.0012,0.0006,0.0003,0.0002,0.0003,0.0005,0.0001,0.0001,0.0007,0.0002,0.0010,0.0033];
Constant
G(1:30)=[0.4950,0.1635,0.2859,0.3909,0.2540,0.0321,0.0670,0.2397,0.0267,1.0853,0.0115,0.0210,0.7801,0.8326,0.5767,0.2149,0.0247,1.7927,0.8215,1.1323,0.0409,0.0536,0.0567,0.0282,0.0224,0.0075,0.0540,0.0236,7.8313,0.0846];
Constant
H(1:30)=[2.908,0.424,0.079,0.194,0.134,0.020,0.000,0.055,0.000,0.192,0.000,0.000,0.442,0.428,0.038,0.000,0.000,1.838,0.694,0.504,0.031,0.113,0.181,0.025,0.007,0.000,0.000,0.000,0.275,0.000];
Constant
I(1:30)=[0.006094,0.004926,0.002922,0.006672,0.001887,0.000262,0.000808,0.005097,0.000218,0.010922,0.000184,0.000286,0.009784,0.006877,0.003541,0.001533,0.000168,0.025378,0.005921,0.00611,0.000507,0.000745,0.000521,0.000762,0.000121,0.000104,0.000293,0.000191,0.044437,0.000788];
Constant
J(1:30)=[0.0980,0.0310,0.0486,0.0446,0.0655,0.1032,0.0881,0.0787,0.0722,0.0506,0.0728,0.1040,0.0086,0.0317,0.0217,0.0533,0.0555,0.0844,0.0179,0.0236,0.0551,0.0514,0.0532,0.0298,0.0370,0.0193,0.0473,0.0940,0.0187,0.0990];
Parameters x(1:30)[0,];
MaxFunction sum(i=1:30)(x*A);
sum(i=1:30)(x*B)<=1503800*0.85;
sum(i=1:30)(x*C)<=77729400*0.84;
sum(i=1:30)(x*E)<=68117000*0.70;
sum(i=1:30)(x*F)<=6174.17*0.75;
sum(i=1:30)(x*G)<=8647.14*0.85;
sum(i=1:30)(x*H)<=2600*0.87;
sum(i=1:30)(x*I)<=6503.75*0.88;
sum(i=1:30)(x*J)<=70000*0.85;
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发表于 2008-9-22 22:49 | 显示全部楼层
估计你的版本太老了:

算法:单纯形线性规划法
该线性规划的最大(Max)为:207663.949488004

参数最优解为:
  x1: 0
    x2: 0
    x3: 0
    x4: 0
    x5: 0
    x6: 0
    x7: 0
    x8: 0
    x9: 0
    x10: 0
    x11: 0
    x12: 0
    x13: 0
    x14: 0
    x15: 0
    x16: 0
    x17: 0
    x18: 0
    x19: 0
    x20: 0
    x21: 0
    x22: 0
    x23: 0
    x24: 0
    x25: 0
    x26: 980009.200037771
    x27: 0
    x28: 0
    x29: 0
    x30: 0
 楼主| 发表于 2008-9-23 17:26 | 显示全部楼层

怎么购买最新版本1STOPT2.5啊?

谢谢dingd主任!
软件公司的主页打不开,还有什么方式购买软件呢?dingd主任你应该有2.5版本的吧?请问多少钱呢?急啊。。。另外,假如用lingo做这么多变量的线性规划,编程方便吗?还没接触过lingo.
发表于 2008-9-23 22:57 | 显示全部楼层

Lingo实现

Lingo实现:
---------------
model:
sets:
Data1/1..30/: X, A, B, C, D, E, F, G, H, II, JJ;
endsets

data:
A=0.3708,0.2587,0.3091,0.3770,0.2557,0.2854,0.2727,0.2795,0.2697,0.2755,0.3209,0.2561,0.1651,0.2685,0.0710,0.2710,0.2510,0.3054,0.2690,0.2431,0.2582,0.2796,0.2763,0.2437,0.2571,0.2119,0.2636,0.2804,0.3216,0.4519;
B=0.7441,0.1908,0.3121,0.3100,0.3904,0.1013,0.0891,0.2759,0.0742,0.7759,0.1940,0.1289,1.3394,1.4505,0.6534,0.4316,0.2150,1.8177,1.7159,1.0255,0.3092,0.1661,0.1968,0.1430,0.0930,0.0563,0.0712,0.5637,0.9781,1.1058;
C=19.644,21.689,25.817,30.491,26.506,5.486,10.230,8.575,0.870,161.38,1.667,1.073,40.857,55.956,50.553,7.318,1.537,14.310,40.926,16.527,5.408,4.413,4.131,6.193,1.529,1.366,9.60,2.009,490.11,207.24;
D=0.5965,0.4954,0.5093,0.5637,0.3518,0.4354,0.1516,0.3130,0.6243,0.4581,0.5151,0.7145,0.8498,0.8726,0.8730,0.8274,0.6177,0.6624,0.8799,0.8311,0.3619,0.6064,0.7667,0.5875,0.4915,0.7456,0.8044,0.5749,0.7126,0.1464;
E=36.971,24.352,21.267,16.212,29.563,19.065,15.835,18.330,3.673,117.60,4.255,4.566,5.832,31.856,27.653,4.856,3.636,8.998,12.269,8.454,6.388,5.040,4.229,3.457,2.092,2.640,2.978,5.802,39.302,134.60;
F=
0.0017,0.0082,0.0058,0.0094,0.0034,0.0004,0.0028,0.0023,0.0001,0.0487,0.0002,0.0001,0.0009,0.0047,0.0059,0.0005,0.0002,0.0007,0.0012,0.0006,0.0003,0.0002,0.0003,0.0005,0.0001,0.0001,0.0007,0.0002,0.0010,0.0033;
G=
0.4950,0.1635,0.2859,0.3909,0.2540,0.0321,0.0670,0.2397,0.0267,1.0853,0.0115,0.0210,0.7801,0.8326,0.5767,0.2149,0.0247,1.7927,0.8215,1.1323,0.0409,0.0536,0.0567,0.0282,0.0224,0.0075,0.0540,0.0236,7.8313,0.0846;
H=
2.908,0.424,0.079,0.194,0.134,0.020,0.000,0.055,0.000,0.192,0.000,0.000,0.442,0.428,0.038,0.000,0.000,1.838,0.694,0.504,0.031,0.113,0.181,0.025,0.007,0.000,0.000,0.000,0.275,0.000;
II=
0.006094,0.004926,0.002922,0.006672,0.001887,0.000262,0.000808,0.005097,0.000218,0.010922,0.000184,0.000286,0.009784,0.006877,0.003541,0.001533,0.000168,0.025378,0.005921,0.00611,0.000507,0.000745,0.000521,0.000762,0.000121,0.000104,0.000293,0.000191,0.044437,0.000788;
JJ=
0.0980,0.0310,0.0486,0.0446,0.0655,0.1032,0.0881,0.0787,0.0722,0.0506,0.0728,0.1040,0.0086,0.0317,0.0217,0.0533,0.0555,0.0844,0.0179,0.0236,0.0551,0.0514,0.0532,0.0298,0.0370,0.0193,0.0473,0.0940,0.0187,0.0990;
enddata
max=@sum(Data1:X*A);
@sum(Data1:X*B)<1503800*0.85;
@sum(Data1:X*C)<77729400*0.84;
@sum(Data1:X*E)<68117000*0.70;
@sum(Data1:X*F)<6174.17*0.75;
@sum(Data1:X*G)<8647.14*0.85;
@sum(Data1:X*H)<2600*0.87;
@sum(Data1:X*II)<6503.75*0.88;
@sum(Data1:X*JJ)<70000*0.85;
-----------------------------------------
求解结果:

------------------------------------------
Global optimal solution found.
   Objective value:                              207663.9
   Total solver iterations:                             1


                       Variable           Value        Reduced Cost
                          X( 1)        0.000000            13.61460
                          X( 2)        0.000000            4.360720
                          X( 3)        0.000000            7.768528
                          X( 4)        0.000000            10.66723
                          X( 5)        0.000000            6.920647
                          X( 6)        0.000000           0.6215320
                          X( 7)        0.000000            1.620273
                          X( 8)        0.000000            6.492824
                          X( 9)        0.000000           0.4846640
                         X( 10)        0.000000            30.38784
                         X( 11)        0.000000           0.4013333E-02
                         X( 12)        0.000000           0.3372200
                         X( 13)        0.000000            21.87533
                         X( 14)        0.000000            23.25523
                         X( 15)        0.000000            16.22270
                         X( 16)        0.000000            5.800641
                         X( 17)        0.000000           0.4468573
                         X( 18)        0.000000            50.34435
                         X( 19)        0.000000            22.94111
                         X( 20)        0.000000            31.74815
                         X( 21)        0.000000           0.8973613
                         X( 22)        0.000000            1.234779
                         X( 23)        0.000000            1.325664
                         X( 24)        0.000000           0.5530440
                         X( 25)        0.000000           0.3757747
                         X( 26)        980009.2            0.000000
                         X( 27)        0.000000            1.262080
                         X( 28)        0.000000           0.3863787
                         X( 29)        0.000000            220.9387
                         X( 30)        0.000000            1.938332
----------------------------------------------------------------------


用Lingo得到的结果相同, 如果将B到J的数据做成矩阵, 将更简单了.

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