华东交通大学：《数学模型》课程教学资源（讲义）案例——投资的收益和风险报告

(1)p=0.7 min0.7x-0.015x0-0.087X1-0.057x2-0.0555X3-0.0555x4 0.05x0+0.27x1+0.19x2+0.185x3+0.185X4-y=0 0.025xl-x<0 0.015x2-x<0 0.055X3-x<0 0.026x4x<0 LP OPTIMUM FOUND AT STEP OBJECTIVE FUNCTION VALUE 1)-0.6881188E-01 VARIABLE VALUE REDUCED COST 0.024752 0.000000 XO 0.000000 0.053812 0.99009 0.000000 0.013188 0.000000 0.016408 0.000000 0.017785 0.267327 0.000000 ROW SLACK OR SURPLUS DUAL PRICES 0.000000 0.000000 0.000000 0.068812 0.000000 0.700000 0.024752 0.000000 0.024752 0.000000 0.024752 0.000000 NO ITERATIONS=

（1）  = 0.7 min 0.7x-0.015x0-0.087x1-0.057x2-0.0555x3-0.0555x4 st 0.05x0+0.27x1+0.19x2+0.185x3+0.185x4-y=0 x0+1.01x1+1.02x2+1.045x3+1.065x4=1 0.025x1-x<0 0.015x2-x<0 0.055x3-x<0 0.026x4-x<0 end LP OPTIMUM FOUND AT STEP 3 OBJECTIVE FUNCTION VALUE 1) -0.6881188E-01 VARIABLE VALUE REDUCED COST X 0.024752 0.000000 X0 0.000000 0.053812 X1 0.990099 0.000000 X2 0.000000 0.013188 X3 0.000000 0.016408 X4 0.000000 0.017785 Y 0.267327 0.000000 ROW SLACK OR SURPLUS DUAL PRICES 2) 0.000000 0.000000 3) 0.000000 0.068812 4) 0.000000 0.700000 5) 0.024752 0.000000 6) 0.024752 0.000000 7) 0.024752 0.000000 NO. ITERATIONS= 3