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壹道運籌學題目:投資問題,200萬,4個方案。

用mathematica編程計算:

Clear@"`*";

vars = Flatten@{x[1, #] & /@ Range@5, x[2, #] & /@ Range@4, x[3, 3],

x[4, 2]};

con0 = # >= 0 & /@ vars;

con1 = {x[2, #] <= 30 & /@ Range@4, x[3, 3] <= 80, x[4, 2] <= 100};

con2 = {

x[1, 1] + x[2, 1] <= 200,

x[1, 2] + x[2, 2] + x[4, 2] <= 200 + 0.1 x[1, 1] + 0.25 x[2, 1],

x[1, 3] + x[2, 3] + x[3, 3] <=

200 + 0.1 (x[1, 1] + x[1, 2]) + 0.25 (x[2, 1] + x[2, 2]),

x[1, 4] + x[2, 4] <=

200 + 0.1 (x[1, 1] + x[1, 2] + x[1, 3]) +

0.25 (x[2, 1] + x[2, 2] + x[2, 3]),

x[1, 5] <=

200 + 0.1 (x[1, 1] + x[1, 2] + x[1, 3] + x[1, 4]) +

0.25 (x[2, 1] + x[2, 2] + x[2, 3] + x[2, 4])};

cons = Flatten@{con0, con1, con2};

obj = 200 + 0.1 Total[x[1, #] & /@ Range@5] +

0.25 Total[x[2, #] & /@ Range@4] + 0.4 x[3, 3] + 0.55 x[2, 4];

Maximize[obj, cons, vars]

結果為:

{383.89495, {x[1, 1] -> 170., x[1, 2] -> 194.5, x[1, 3] -> 141.45,

x[1, 4] -> 243.095, x[1, 5] -> 304.9045, x[2, 1] -> 30.,

x[2, 2] -> 30., x[2, 3] -> 30., x[2, 4] -> 30., x[3, 3] -> 80.,

x[4, 2] -> 0.}}

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