线性规划
简单线性规划模型
min = -2*x(1)-5*x(2);
x(1)+2*x(2)<=8;
x(1)<=4;
x(2)<=3;
lingo实现
lingo求解线性规划问题,语法比较简单,基本上直接把模型写入lingo即可。
model:
sets:
var/1..2/:x;
endsets
min = -2*x(1)-5*x(2);
x(1)+2*x(2)<=8;
x(1)<=4;
x(2)<=3;
end
在模型窗口输入以上代码,点击菜单栏求解(SOLVE)按钮,即可计算出结果,如下图所示:
显示"Global optimal solution found",全局最优解已找到;
目标值:-19;
迭代次数:1;
变量:x(1)=2,x(2)=3;
===========
Global optimal solution found.
Objective value: -19.00000
Infeasibilities: 0.000000
Total solver iterations: 1
Variable Value Reduced Cost
X( 1) 2.000000 0.000000
X( 2) 3.000000 0.000000
Row Slack or Surplus Dual Price
1 -19.00000 -1.000000
2 0.000000 2.000000
3 2.000000 0.000000
4 0.000000 1.000000
lingo工作界面