线性规划问题,按照你的提供的模型,略微修改即可得到可供LINGO求解的程序,见附件。运行后得到最优解如下:
Global optimal solution found.
Objective value: 0.1093484
Infeasibilities: 0.000000
Total solver iterations: 2
Model Class: LP
Total variables: 11
Nonlinear variables: 0
Integer variables: 0
Total constraints: 24
Nonlinear constraints: 0
Total nonzeros: 53
Nonlinear nonzeros: 0
Variable Value Reduced Cost
U 0.1093484 0.000000
X1 0.000000 0.1926346E-01
X2 1.000000 0.000000
X3 0.000000 0.5665722E-02
X4 0.000000 0.000000
X5 0.000000 0.1926346E-01
X6 0.000000 0.4532578E-01
X7 0.000000 0.5665722E-02
X8 0.000000 0.2039660E-01
X9 0.000000 0.1926346E-01
X10 0.000000 0.2832861E-01
Row Slack or Surplus Dual Price
1 0.1093484 1.000000
2 0.000000 -1.000000
3 0.1818662 0.000000
4 0.000000 0.1280453
5 0.000000 0.000000
6 1.000000 0.000000
7 1.000000 0.000000
8 0.000000 0.1133144E-02
9 0.000000 0.000000
10 1.000000 0.000000
11 0.000000 0.000000
12 1.000000 0.000000
13 0.000000 0.000000
14 1.000000 0.000000
15 0.000000 0.000000
16 1.000000 0.000000
17 0.000000 0.000000
18 1.000000 0.000000
19 0.000000 0.000000
20 1.000000 0.000000
21 0.000000 0.000000
22 1.000000 0.000000
23 0.000000 0.000000
24 1.000000 0.000000