华东交通大学：《数学模型》课程教学资源（讲义）投资的收益和风险报告.doc_大学文库

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华东交通大学：《数学模型》课程教学资源（讲义）投资的收益和风险报告

第二问 min 0. 7x-03y 0.05x0+0.076x1+0.153x2+0434x3+0.224x4+0.06x5+0.106x6+0.351x7+0.281x8+0.309x9+0.339 x10+0.067xl1+0.033x12+0.323x13+0.049x14+0.074x15y=0 x0+1.021x1+1.032x2+106x3+1.015x4+1.076x5+1034x6+1.056x7+1.03lx8+1.027x9+1.029x10 +1.051x11+1.057X12+1.027x13+1.045x14+1.076x15=1 0.42x1-X<0 0.54x2-X<0 0.60x3-x<0 0.42x4x<0 0.012x5-X<0 0.39x6-X<0 0.68x7-X<0 0.334x8-X<0 0. 0.40x10-x<0 0.3lx1lx<0 0.055x12-x<0 0.46x13-X<0 0.053x14-x<0 0.23x15-X<0 LP OPTIMUM FOUNDAT STEP OBJECTIVE FUNCTION VALUE 1)-0.4648471E-01 VARIABLE VALUE REDUCED COST 0.064288 0.000000 0.304954 0.000000 0.000000 0.031485 0.000000 0.024661 0.000000 0.002072 0.107146 0.1530 0.000000 0.032018 0.000000 0.016265 0.094541 0.000000 X8 0.192479 0.000000 0.120615 0.000000

第二问 min 0.7x-0.3y st 0.05x0+0.076x1+0.153x2+0.434x3+0.224x4+0.06x5+0.106x6+0.351x7+0.281x8+0.309x9+0.339 x10+0.067x11+0.033x12+0.323x13+0.049x14+0.074x15-y=0 x0+1.021x1+1.032x2+1.06x3+1.015x4+1.076x5+1.034x6+1.056x7+1.031x8+1.027x9+1.029x10 +1.051x11+1.057x12+1.027x13+1.045x14+1.076x15=1 0.42x1-x<0 0.54x2-x<0 0.60x3-x<0 0.42x4-x<0 0.012x5-x<0 0.39x6-x<0 0.68x7-x<0 0.334x8-x<0 0.533x9-x<0 0.40x10-x<0 0.31x11-x<0 0.055x12-x<0 0.46x13-x<0 0.053x14-x<0 0.23x15-x<0 End LP OPTIMUM FOUND AT STEP 9 OBJECTIVE FUNCTION VALUE 1) -0.4648471E-01 VARIABLE VALUE REDUCED COST X 0.064288 0.000000 Y 0.304954 0.000000 X0 0.000000 0.031485 X1 0.000000 0.024661 X2 0.000000 0.002072 X3 0.107146 0.000000 X4 0.153066 0.000000 X5 0.000000 0.032018 X6 0.000000 0.016265 X7 0.094541 0.000000 X8 0.192479 0.000000 X9 0.120615 0.000000

X10 0.160720 0.000000 X11 000000 0.028755 X12 0.039234 X13 0.139756 0.033877 X15 0.000000 0.027818 =0.8 LP OPTIMUM FOUNDAT STEP OBJECTIVE FUNCTION VALUE 1)-0.1323256E-01 VARIABLE VALUE REDUCED COST 0.03672 0.000000 0.213078 0.000000 0.003233 0.087449 0.068016 0.061215 0.000000 0.087449 0.000000 0.000000 0.002238 0.094176 0.000000 0.054013 0.000000 0.109966 0.068909 X10 0.091822 0.000000 0.000000 0.000507 0.000000 0.007387 X13 0.079845 0.000000 X14 000000 0.004028 X15 0.159690 0.000 p=0.834 LP OPTIMUM FOUND AT STEP

X10 0.160720 0.000000 X11 0.000000 0.028755 X12 0.000000 0.039234 X13 0.139756 0.000000 X14 0.000000 0.033877 X15 0.000000 0.027818  = 0.8 LP OPTIMUM FOUND AT STEP 4 OBJECTIVE FUNCTION VALUE 1) -0.1323256E-01 VARIABLE VALUE REDUCED COST X 0.036729 0.000000 Y 0.213078 0.000000 X0 0.000000 0.003233 X1 0.087449 0.000000 X2 0.068016 0.000000 X3 0.061215 0.000000 X4 0.087449 0.000000 X5 0.000000 0.002238 X6 0.094176 0.000000 X7 0.054013 0.000000 X8 0.109966 0.000000 X9 0.068909 0.000000 X10 0.091822 0.000000 X11 0.000000 0.000507 X12 0.000000 0.007387 X13 0.079845 0.000000 X14 0.000000 0.004028 X15 0.159690 0.000000  = 0.834 LP OPTIMUM FOUND AT STEP 1

OBJECTIVE FUNCTION VALUE 1)-0.83000006-02 VARIABLE VALUE REDUCED COST 0.000000 0.050000 0.000000 1.000000 0.000000 0.000000 0.000000 0.000000 0.000000 000000 000000 0.000000 0000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 X10 0.000000 0.000000 0.000000 0.000000 X12 0.000000 0.003295 000000 X14 0.000000 0.000539 X15 0.000000 0.000000 0.5 LP OPTIMUM FOUND AT STEP OBJECTIVE FUNCTION VALUE 1)-0.1221703 VARIABLE VALUE REDUCED COST 0.076113 0.000000 0.320454 0.000000 0.00 0.097170 0.000000 0.086736 0.049580 0.126855 0.000000 0.000000 0.012003 0.000000 0.101455 X6 0.000000 0.073324 0.111931 0.000000

OBJECTIVE FUNCTION VALUE 1) -0.8300000E-02 VARIABLE VALUE REDUCED COST X 0.000000 0.000000 Y 0.050000 0.000000 X0 1.000000 0.000000 X1 0.000000 0.000000 X2 0.000000 0.000000 X3 0.000000 0.000000 X4 0.000000 0.000000 X5 0.000000 0.000041 X6 0.000000 0.000000 X7 0.000000 0.000000 X8 0.000000 0.000000 X9 0.000000 0.000000 X10 0.000000 0.000000 X11 0.000000 0.000000 X12 0.000000 0.003295 X13 0.000000 0.000000 X14 0.000000 0.000539 X15 0.000000 0.000000  = 0.5 LP OPTIMUM FOUND AT STEP 1 OBJECTIVE FUNCTION VALUE 1) -0.1221703 VARIABLE VALUE REDUCED COST X 0.076113 0.000000 Y 0.320454 0.000000 X0 0.000000 0.097170 X1 0.000000 0.086736 X2 0.000000 0.049580 X3 0.126855 0.000000 X4 0.000000 0.012003 X5 0.000000 0.101455 X6 0.000000 0.073324 X7 0.111931 0.000000

0.227883 0.000000 0.142801 X10 0.094901 0.000000 0.112634 X13 0.165463 X14 0.000000 0.103168 X15 0.000000 0.094455

X8 0.227883 0.000000 X9 0.142801 0.000000 X10 0.190282 0.000000 X11 0.000000 0.094901 X12 0.000000 0.112634 X13 0.165463 0.000000 X14 0.000000 0.103168 X15 0.000000 0.094455

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