原程序为lindo的,现改为lingo的程序如下:
Min=5.0*x1+5.1*x2+5.4*x3+5.5*x4+5.2*x5+5.3*x6+5.0*x7+0.2*(y1+y2+y3+y4+y5+y6);
x1-y1>=15;
x2+y1-y2>=25;
x3+y2-y3>=35;
x4+y3>=25;
x5-y5>=30;
x6+y5-y6>=35;
x7+y6>=15;
w1+w2+w3+w4=1;
x1+10*w1<=30;
x2+10*w2-5*w1<=40;
x3+10*w3-5*w2-5*w1<=45;
x4+10*w4-5*w3-5*w2-5*w1<=20;
x5<=40;
x6<=45;
x7<=30;
结果是:
Global optimal solution found.
Objective value: 943.5000
Infeasibilities: 0.000000
Total solver iterations: 7
Variable Value Reduced Cost
X1 15.00000 0.000000
X2 45.00000 0.000000
X3 15.00000 0.000000
X4 25.00000 0.000000
X5 30.00000 0.000000
X6 35.00000 0.000000
X7 15.00000 0.000000
Y1 0.000000 0.000000
Y2 20.00000 0.000000
Y3 0.000000 0.1000000
Y4 0.000000 0.2000000
Y5 0.000000 0.1000000
Y6 0.000000 0.5000000
W1 1.000000 0.000000
W2 0.000000 1.500000
W3 0.000000 0.5000000
W4 0.000000 0.5000000
min =5.0*x1+5.1*x2+5.4*x3+5.5*x4+5.2*x5+5.3*x6+5.0*x7+0.2*(y1+y2+y3+y4+y5+y6);
x1-y1>=15;
x2+y1-y2>=25;
x3+y2-y3>=35;
x4+y3>=25;
x5-y5>=30;
x6+y5-y6>=35;
x7+y6>=15;
w1+w2+w3+w4=1;
x1+10*w1<=30;
x2+10*w2-5*w1<=40;
x3+10*w3-5*w2-5*w1<=45;
x4+10*w4-5*w3-5*w2-5*w1<=20;
x5<=40;
x6<=45;
x7<=30;
求解结果:
Global optimal solution found.
Objective value: 943.5000
Infeasibilities: 0.000000
Total solver iterations: 11
Variable Value Reduced Cost
X1 15.00000 0.000000
X2 45.00000 0.000000
X3 15.00000 0.000000
X4 25.00000 0.000000
X5 30.00000 0.000000
X6 35.00000 0.000000
X7 15.00000 0.000000
Y1 0.000000 0.000000
Y2 20.00000 0.000000
Y3 0.000000 0.1000000
Y4 0.000000 0.2000000
Y5 0.000000 0.1000000
Y6 0.000000 0.5000000
W1 1.000000 0.000000
W2 0.000000 1.500000
W3 0.000000 0.5000000
W4 0.000000 0.5000000
Row Slack or Surplus Dual Price
1 943.5000 -1.000000
2 0.000000 -5.000000
3 0.000000 -5.200000
4 0.000000 -5.400000
5 0.000000 -5.500000
6 0.000000 -5.200000
7 0.000000 -5.300000
8 0.000000 -5.000000
9 0.000000 0.5000000
10 5.000000 0.000000
11 0.000000 0.1000000
12 35.00000 0.000000
13 0.000000 0.000000
14 10.00000 0.000000
15 10.00000 0.000000
16 15.00000 0.000000