1. lingo混合投资问题语句编写
1
max = 1.1*a5+1.25*b4+1.4*c+1.55*d+1.1*a4+1.25*b3+1.1*a3+1.25*b2+1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d)-(a3+b3+c)-(a4+b4);
a1+b1<=200;
a2+b2+d<=1.1*a1+(200-a1-b1);
a3+b3+c<=1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d);
a4+b4<=1.1*a3+1.25*b2+1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d)-(a3+b3+c);
a5<=1.1*a4+1.25*b3+1.1*a3+1.25*b2+1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d)-(a3+b3+c)-(a4+b4);
b1<=30;b2<=30;b3<=30;b4<=30;
c<=80;d<=100;
2
min=(a1+a2+a3+a4+a5)+3*(b1+b2+b3+b4)+4*c+5.5*d;
1.1*a5+1.25*b4+1.4*c+1.55*d+1.1*a4+1.25*b3+1.1*a3+1.25*b2+1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d)-(a3+b3+c)-(a4+b4)>=330;
a1+b1<=200;
a2+b2+d<=1.1*a1+(200-a1-b1);
a3+b3+c<=1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d);
a4+b4<=1.1*a3+1.25*b2+1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d)-(a3+b3+c);
a5<=1.1*a4+1.25*b3+1.1*a3+1.25*b2+1.1*a2+1.25*b1+1.1*a1+(200-a1-b1)-(a2+b2+d)-(a3+b3+c)-(a4+b4);
b1<=30;b2<=30;b3<=30;b4<=30;
c<=80;d<=100;
2. 理财投资分配——lingo怎样编程
代码:
model:
ys1=10-a1-d1;!第1年年初的资金;
yt1=ys1+1.06*d1;!第1年年末的资金;
ys2=yt1-a2-c2-d2;!第2年年初的资金;
yt2=ys2+1.15*a1+1.06*d2;!第2年年末的资金;
ys3=yt2-a3-b3-c3-d3;!第3年年初的资金;
yt3=ys3+1.15*a2+1.06*d3;!第3年年末的资金;
ys4=yt3-a4-b4-c4-d4;!第4年年初的资金;
yt4=ys4+1.15*a3+1.06*d4;!第4年年末的资金;
ys5=yt4-b5-c5-d5;!第5年年初的资金;
yt5=ys5+1.15*a4+1.25*(b3+b4+b5)+1.40*(c2+c3+c4+c5)+1.06*d5;!第5年年末的资金;
c2+c3+c4+c5<3;
max=yt5;
end
运行结果:
Global optimal solution found at iteration: 10
Objective value: 16.98125
Variable Value Reduced Cost
YS1 0.000000 0.9357311E-01
A1 10.00000 0.000000
D1 0.000000 0.000000
YT1 0.000000 0.000000
YS2 0.000000 0.1220519
A2 0.000000 0.000000
C2 0.000000 0.3095519
D2 0.000000 0.3580189E-01
YT2 11.50000 0.000000
YS3 0.000000 0.8136792E-01
A3 11.50000 0.000000
B3 0.000000 0.1875000
C3 0.000000 0.1875000
D3 0.000000 0.000000
YT3 0.000000 0.000000
YS4 0.000000 0.1061321
A4 0.000000 0.2061321
B4 0.000000 0.1061321
C4 0.000000 0.1061321
D4 0.000000 0.3113208E-01
YT4 13.22500 0.000000
YS5 0.000000 0.2500000
B5 10.22500 0.000000
C5 3.000000 0.000000
D5 0.000000 0.1900000
YT5 16.98125 0.000000
Row Slack or Surplus Dual Price
1 0.000000 1.653125
2 0.000000 1.559552
3 0.000000 1.559552
4 0.000000 1.437500
5 0.000000 1.437500
6 0.000000 1.356132
7 0.000000 1.356132
8 0.000000 1.250000
9 0.000000 1.250000
10 0.000000 1.000000
11 0.000000 0.1500000
12 16.98125 1.000000
这里的a1-a4代表A项目每年的投资,其他符号意义类似。
希望对你有所帮助!
3. 如何用lingo编程
简单的指派问题
model:
sets:
project/A,B,C,D,E/:I,R,X;
endsets
max=@sum(project(m):X(m)*R(m));
@sum(project(m):X(m)*I(m))<500;
@for(project(m):@bin(X(m)));
X(1)+X(4)=1;
X(5)<X(2)*99999;
data:
I=210,180,120,240,160;
R=150,135,95,195,135;
enddata
end
4. 某银行经理计划用一笔资金进行有价证券的投资怎么编程序lingo
可以这样编辑
设投资ABCDE分别x1x2x3x4x5
根据题列出各个方程(目标函数和约束函数)
----程序----
max=0.043*x1+0.027*x2+0.025*x3+0.022*x4+0.045*x5;
x2+x3+x4>=4;
x1+x2+x3+x4+x5
反毁灭a17_幎 2014-11-07
5. 投资的收益和风险问题,要用lingo软件进行编程
代码:
model:
ys1=10-a1-d1;!第1年年初的资金;
yt1=ys1+1.06*d1;!第1年年末的资金;
ys2=yt1-a2-c2-d2;!第2年年初的资金;
yt2=ys2+1.15*a1+1.06*d2;!第2年年末的资金;
ys3=yt2-a3-b3-c3-d3;!第3年年初的资金;
yt3=ys3+1.15*a2+1.06*d3;!第3年年末的资金;
ys4=yt3-a4-b4-c4-d4;!第4年年初的资金;
yt4=ys4+1.15*a3+1.06*d4;!第4年年末的资金;
ys5=yt4-b5-c5-d5;!第5年年初的资金;
yt5=ys5+1.15*a4+1.25*(b3+b4+b5)+1.40*(c2+c3+c4+c5)+1.06*d5;!第5年年末的资金;
c2+c3+c4+c5<3;
max=yt5;
end
运行结果:
Global optimal solution found at iteration: 10
Objective value: 16.98125
Variable Value Reduced Cost
YS1 0.000000 0.9357311E-01
A1 10.00000 0.000000
D1 0.000000 0.000000
YT1 0.000000 0.000000
YS2 0.000000 0.1220519
A2 0.000000 0.000000
C2 0.000000 0.3095519
D2 0.000000 0.3580189E-01
YT2 11.50000 0.000000
YS3 0.000000 0.8136792E-01
A3 11.50000 0.000000
B3 0.000000 0.1875000
C3 0.000000 0.1875000
D3 0.000000 0.000000
YT3 0.000000 0.000000
YS4 0.000000 0.1061321
A4 0.000000 0.2061321
B4 0.000000 0.1061321
C4 0.000000 0.1061321
D4 0.000000 0.3113208E-01
YT4 13.22500 0.000000
YS5 0.000000 0.2500000
B5 10.22500 0.000000
C5 3.000000 0.000000
D5 0.000000 0.1900000
YT5 16.98125 0.000000
Row Slack or Surplus Dual Price
1 0.000000 1.653125
2 0.000000 1.559552
3 0.000000 1.559552
4 0.000000 1.437500
5 0.000000 1.437500
6 0.000000 1.356132
7 0.000000 1.356132
8 0.000000 1.250000
9 0.000000 1.250000
10 0.000000 1.000000
11 0.000000 0.1500000
12 16.98125 1.000000
这里的a1-a4代表A项目每年的投资,其他符号意义类似。
希望对你有所帮助!
6. 这个问题lingo编程怎么解决???追加~
看下对不对
MAX=130*Y11+18*Y12+50*Y23+0.25*X54+90*Y35+1.2*X56+1.15*X57;
X11-220*Y11=0;
X21-220*Y21=0;
Y11-Y21=0;
X12-70*Y12=0;
X23-180*Y23=0;
X14<=80;
X24-X14<=15;
X34-X24<=15;
X44-X34<=15;
X54-X44<=15;
X35-320*Y35=0;
X16>=60;
X26>=60;
X36>=60;
X46>=60;
X56>=60;
220*Y11+70*Y12+X14+X16+X17=350;
0.25*X14+1.2*X16+1.15*X17+300-X21-X23-X24-X26-X27=0;
60*Y11+18*Y12+0.25*X24+1.2*X26+1.15*X27+150-X34-320*Y35-X36-X37=0;
130*Y11+18*Y12+50*Y23+0.25*X34+1.2*X36+1.15*X37-X44-X46-X47=0;
130*Y11+18*Y12+50*Y23+0.25*X44+90*Y35+1.2*X46+1.15*X47-X54-X56-X57=0;
@gin(Y11);
@gin(Y12);
@gin(Y23);
@gin(Y35);
7. lingo求最优投资组合?
没有可行解,
MODEL:
SETS:
SEC/1..5/:RETURN,WEIGHT;
LINK(SEC,SEC):COV;
ENDSETS
DATA:
RETURN=0.0275,0.0510,0.0526,0.0455,0.2467;
COV=
0.187 0.236 0.110 -0.020 -7.243
0.236 1.036 0.789 0.624 -43.903
0.110 0.789 1.333 1.085 -46.298
-0.020 0.624 1.085 2.101 -30.715
-7.243 -43.903 -46.298 -30.715 3837.690;
ENDDATA
@SUM(LINK(I,J):WEIGHT(I)*WEIGHT(J)*COV(I,J))<0.01;
@SUM(SEC(I)|I#EQ#1:WEIGHT(I))>0.1;
@SUM(SEC(I)|I#LE#2:WEIGHT(I))>0.5;
@SUM(SEC(I)|(I#GE#3) #AND# (I#LE#4):WEIGHT(I))<0.1;
@SUM(SEC(I)|I#EQ#5:WEIGHT(I))<0.2;
MAX=@SUM(SEC(I):WEIGHT(I)*RETURN(I));
END
8. lingo投资问题;最后得出结果无论加权系数p取何值均不变,而且只有决策变量x(a7)有值。
你写在init里面当然没用 写在data段里面才行