线性规划的灵敏度分析实验报告.doc

《运筹学/线性规划》实验报告实验室：实验日期：实验项目线性规划的灵敏度分析系别数学系姓名学号班级指导教师成绩一实验目的掌握用Lingo/Lindo对线性规划问题进行灵敏度分析的方法，理解解报告的内容。初步掌握对实际的线性规划问题建立数学模型，并运用计算机求解分析的一般方法。二实验环境Lingo软件三实验内容（涉及数学模型、上机程序、实验结果、结果分析与问题解答等）例题2-10MODEL:[_1]MAX=2*X_1+3*X_2;[_2]X_1+2*X_2+X_3=8;[_3]4*X_1+X_4=16;[_4]4*X_2+X_5=12;END编程sets:is/1..3/:b;js/1..5/:c,x;links(is,js):a;endsetsmax=@sum(js(J):c(J)*x(J));@for(is(I):@sum(js(J):a(I,J)*x(J))=b(I));data:c=23000;b=81612;a=121004001004001;enddataend灵敏度分析Rangesinwhichthebasisisunchanged:ObjectiveCoefficientRangesCurrentAllowableAllowableVariableCoefficientIncreaseDecreaseX(1)2.000000INFINITY0.5000000X(2)3.0000001.0000003.000000X(3)0.01.500000INFINITYX(4)0.00.1250000INFINITYX(5)0.00.75000000.2500000RighthandSideRangesRowCurrentAllowableAllowableRHSIncreaseDecrease28.0000002.0000004.000000316.0000016.000008.000000412.00000INFINITY4.000000当b2在[8,32]之间变化时最优基不变最优解Globaloptimalsolutionfoundatiteration:0Objectivevalue:14.00000VariableValueReducedCostB(1)8.0000000.000000B(2)16.000000.000000B(3)12.000000.000000C(1)2.0000000.000000C(2)3.0000000.000000C(3)0.0000000.000000C(4)0.0000000.000000C(5)0.0000000.000000X(1)4.0000000.000000X(2)2.0000000.000000X(3)0.0000001.500000X(4)0.0000000.1250000X(5)4.0000000.000000A(1,1)1.0000000.000000A(1,2)2.0000000.000000A(1,3)1.0000000.000000A(1,4)0.0000000.000000A(1,5)0.0000000.000000A(2,1)4.0000000.000000A(2,2)0.0000000.000000A(2,3)0.0000000.000000A(2,4)1.0000000.000000A(2,5)0.0000000.000000A(3,1)0.0000000.000000A(3,2)4.0000000.000000A(3,3)0.0000000.000000A(3,4)0.0000000.000000A(3,5)1.0000000.000000RowSlackorSurplusDualPrice114.000001.00000020.0000001.50000030.0000000.125000040.0000000.000000例题2-11模型MAX2X(1)+3X(2)SUBJECTTO2]X(1)+2X(2)+X(3)=123]4X(1)+X(4)=164]4X(2)+X(5)=12END编程sets:is/1..3/:b;js/1..5/:c,x;links(is,js):a;endsetsmax=@sum(js(J):c(J)*x(J));@for(is(I):@sum(js(J):a(I,J)*x(J))=b(I));data:c=23000;b=121612;a=121004001004001;enddataend最优解Globaloptimalsolutionfoundatiteration:2Objectivevalue:17.00000VariableValueReducedCostB(1)12.000000.000000B(2)16.