Question

关于matlab编程，最优化问题求解，即求最大值，哪位大师可以帮忙写下代码？谢谢了！满意追加财富值！

Max=x1+x2+x3+x4+x5

X1+x2+x4<=95

X3+x4+x5<=80

X1+x4<=82

X2+x4+x5<=90

X3+x5<=71

Answer 1

lingo解答：
Max=x1+x2+x3+x4+x5;
x1+x2+x4<=95;
x3+x4+x5<=80;
x1+x4<=82;
x2+x4+x5<=90;
x3+x5<=71;

Global optimal solution found.
Objective value: 166.0000
Infeasibilities: 0.000000
Total solver iterations: 6

Variable Value Reduced Cost
X1 5.000000 0.000000
X2 81.00000 0.000000
X3 71.00000 0.000000
X4 9.000000 0.000000
X5 0.000000 0.000000

Row Slack or Surplus Dual Price
1 166.0000 1.000000
2 0.000000 1.000000
clear all;close all;clc;
f=[-1;-1;-1;-1;-1]; %这个是你的目标函数是系数
A=[1,1,0,1,0;
0,0,1,1,1;
1,0,0,1,0;
0,1,0,1,1;
0,0,1,0,1]; %这里是约束的左边系数，注意这里是A*x<=b，所以你的条件中要化为小于等于，所以这里只选了第1和第2个条件
b=[95;80;82;90;71]; %约束的右边系数
xmin=[0;0]; %变量的最小值，就是上面的条件(4)
xmax=[inf;inf] %变量的最大值，此例中无，设为无穷大
x0=xmin; %计算的初值
[x,fmin]=linprog(f,A,-b,[],[],xmin,xmax,x0);
x,fmin

x =

31.0632
44.2715
-17.3126
-170.3348
-53.6874

fmin =

166.0000

Answer 2

MATLAB
f=[-1;-1;-1;-1];
a=[1,1,0,1,0;0,0,1,1,1;1,0,0,1,0;0,1,0,1,1;0,0,1,0,1];
b=[95;80;82;90;71];
[x,y]=linprog(f,a,b,[],[],zeros(4,1));
x,y=-y;

Answer 3

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