shili083.m

约束最优化

c=ones(1,7);
a=ones(7);a1=triu(a,1);a3=triu(a,3);a5=tril(a,-5);
A=-(a-a1+a3-a5)
b=-[50 50 50 50 80 90 80]';
v1=zeros(1,7);
' ----------- case 1 ----------'
[x,z]=linprog(c,A,b,[],[],v1)
y=-A*x
' ----------- case 2 ----------'
b1=b;
b1(7)=-90;
[x1,z1]=linprog(c,A,b1,[],[],v1)
y1=-A*x1
%
' ----------- case 3 ----------'
c3=[200*ones(1,7) 12*ones(1,7)];
a=ones(7);a1=triu(a,1);a3=triu(a,3);a5=tril(a,-5);
A1=-(a-a1+a3-a5);
A3=[A1 -0.5*eye(7);zeros(1,7) 0.5*ones(1,7)];
b3=-[50 50 50 50 80 90 80 -450/4]';
v3=zeros(1,14);
[x3,z3]=linprog(c3,A3,b3,[],[],v3)