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[学术与投稿] 求帮忙解答spreadsheet modeling and decision analysis中一题目(线性规划) [推广有奖]

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babysome 发表于 2013-4-16 02:19:27 |AI写论文

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1.jpg 求高人解答此题的线性规划解题方法,求此题的目标函数公式以及线性规划约束条件,急。
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关键词:Spreadsheet Modeling Analysis Decision Analysi

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pingguagain 发表于 2013-4-16 02:53:45
Since there is a fee associated with each transaction, you don't want to exchange currenies back and force. The objective would be to minimize the total transaction fee.
Now define Xij as the amount of currency exchange from i (row) to j (column). There are no Xii for i=1, ..., 5. For example, X12 would be amount of USD to EUR, which will cost your 1.01864*1.9724X12 for transaction fee. It is tedious to write down the objective function, but not hard at all.
Once you figure out your objective function, the constraints are kind of very straightforward.
Good luck

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pingguagain 发表于 2013-4-16 03:03:02
pingguagain 发表于 2013-4-16 02:53
Since there is a fee associated with each transaction, you don't want to exchange currenies back and ...
Oops, I forgot that you have to make the measurement consistent in your objective function. In other words, you have to change each transaction fee to USD.

板凳
babysome 发表于 2013-4-16 03:14:41
pingguagain 发表于 2013-4-16 02:53
Since there is a fee associated with each transaction, you don't want to exchange currenies back and ...
im so appreciated for ur help!!!
i think theres no mention for time so i dont need to times 12 for transaction fee?
btw is it possible for u to write down the objective function here bcuz im soooooo confused right now...

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babysome 发表于 2013-4-16 03:50:09
babysome 发表于 2013-4-16 03:14
im so appreciated for ur help!!!
i think theres no mention for time so i dont need to times 12 fo ...
errrr so what should i do first?
im basically have no idea how to solve this question...........
plz help me......

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