|
程序如下:
MODEL:
sets:
num_i/1..12/:y;
num_j/1..2/:a,c;
link_ij(num_i,num_j):x;
endsets
data:
y=7,8,8,12,9,10,7,10,11,12,12,13;
x=1,1,1,2,1,3,1,4,1,5,1,6,1,7,1,8,1,9,1,10,1,11,1,12;
enddata
[OBJ]min=@sum(num_i(i):(@sum(num_j(j):a(j)*x(i,j)+c(j)*@abs(x(i,j))-y(i)))^2+(@sum(num_j(j):a(j)*x(i,j)-c(j)*@abs(x(i,j))-y(i)))^2);
@for(num_i(i):@sum(num_j(j):a(j)*x(i,j)+c(j)*@abs(x(i,j)))>=y(i));
@for(num_i(i):@sum(num_j(j):a(j)*x(i,j)-c(j)*@abs(x(i,j)))<=y(i));
@for(num_i(i):@sum(num_j(j):c(j)*@abs(x(i,j)))>=0);
END
结果:
Global optimal solution found.
Objective value: 2242.620
Objective bound: 2242.620
Infeasibilities: 0.7815970E-13
Extended solver steps: 2
Total solver iterations: 2305
Variable Value Reduced Cost
Y( 1) 7.000000 0.000000
Y( 2) 8.000000 0.000000
Y( 3) 8.000000 0.000000
Y( 4) 12.00000 0.000000
Y( 5) 9.000000 0.000000
Y( 6) 10.00000 0.000000
Y( 7) 7.000000 0.000000
Y( 8) 10.00000 0.000000
Y( 9) 11.00000 0.000000
Y( 10) 12.00000 0.000000
Y( 11) 12.00000 0.000000
Y( 12) 13.00000 0.000000
A( 1) 9.425073 0.000000
A( 2) 0.6014465 0.000000
C( 1) 4.726443 0.000000
C( 2) 0.2726794 0.1055105E-07
X( 1, 1) 1.000000 0.000000
X( 1, 2) 1.000000 0.000000
X( 2, 1) 1.000000 0.000000
X( 2, 2) 2.000000 0.000000
X( 3, 1) 1.000000 0.000000
X( 3, 2) 3.000000 0.000000
X( 4, 1) 1.000000 0.000000
X( 4, 2) 4.000000 0.000000
X( 5, 1) 1.000000 0.000000
X( 5, 2) 5.000000 0.000000
X( 6, 1) 1.000000 0.000000
X( 6, 2) 6.000000 0.000000
X( 7, 1) 1.000000 0.000000
X( 7, 2) 7.000000 0.000000
X( 8, 1) 1.000000 0.000000
X( 8, 2) 8.000000 0.000000
X( 9, 1) 1.000000 0.000000
X( 9, 2) 9.000000 0.000000
X( 10, 1) 1.000000 0.000000
X( 10, 2) 10.00000 0.000000
X( 11, 1) 1.000000 0.000000
X( 11, 2) 11.00000 0.000000
X( 12, 1) 1.000000 0.000000
X( 12, 2) 12.00000 0.000000
|