问题:min -a1*x1-a2*x2-a3*x3-a4*x4-a5*x5-a6*x6-a7*x7-a8*x8-a9*x9-a10*x10+a11*x11+a12*x12+a13*x13+a14*x14+a15*x15+a16*x16+a17*x17+a18*x18+a19*x19+a20*x20
s.t. x1+x3-x11-x19<=4
x2+x4-x12-x19<=6
x1+x5-x13-x20<=7
x2+x6-x14-x20<=5
x1+x7-x15-x19<=12
x2+x8-x16-x19<=9
x1+x9-x17-x20<=11
x2+x10-x18-x20<=4
x1,x2属于R,x3-x20大于等于0
这个问题我用linprog试算了好多次都是无界,无奈之下就随机生成目标函数的系数向量,经过N次还是不行。请高手指点!多谢!
数据不用自己输了,粘在下面了
clear all
clc
f=[-rand(10,1);rand(10,1)];
A=[1 0 1 0 0 0 0 0 0 0 -1 0 0 0 0 0 0 0 -1 0
0 1 0 1 0 0 0 0 0 0 0 -1 0 0 0 0 0 0 -1 0
1 0 0 0 1 0 0 0 0 0 0 0 -1 0 0 0 0 0 0 -1
0 1 0 0 0 1 0 0 0 0 0 0 0 -1 0 0 0 0 0 -1
1 0 0 0 0 0 1 0 0 0 0 0 0 0 -1 0 0 0 -1 0
0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 -1 0 0 -1 0
1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 -1 0 0 -1
0 1 0 0 0 0 0 0 0 1 0 0 0 0 0 0 0 -1 0 -1];
lb=[-inf;-inf;zeros(18,1)];
b=[4;8;9;5;8;4;7;4];
[x,fval,exitflag]=linprog(f,A,b,[],[],lb)