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[Mathematical Modeling] Linear Programming
2022-08-06 08:52:56【Happy star people】
司守奎 《数学建模算法与应用》 第二版
The constraints of the problem are denoted as s.t.(即subject to).
Since the above objective function and constraints are both linear functions,It is called a linear programming problem.
matlabSpecifies the standard form of linear programming
[x,fval]linprog(f,A,b) [x,fval]linprog(f,A,b,Aeq,beq) [x,fval]linprog(f,A,b,Aeq,beq,lb,ub)
clc,clear; f = [2; 3; -5]; a = [-2 5 -1; 1 3 1]; b = [-10; 12]; aeq = [1 1 1]; beq = 7; lb = zeros(3, 1); %//f取-fmeans negated minimum value [x, fval] = linprog(-f, a, b, aeq, beq, lb); fprintf('x1=%.4f, x2=%.4f, x3=%.4f\nz=%.4f\n', x, -fval);
1）Determine a maximum risk rate,So you can put the risk rate into the constraints,rather than as an objective function
2）Determine a minimal gain,So you can put the benefits into the constraints,rather than as an objective function
3)Attach weights to different goals
author[Happy star people],Please bring the original link to reprint, thank you.
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