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运筹学实验报告

运筹学实验报告专业:班级:ﻩ姓名:ﻩﻩ学号:指导教师:数学与应用数学专业2015—12—18实验目录一、实验目得ﻩ3二、实验要求ﻩ3三、实验内容..................................................................................................................... 31、线性规划ﻩ32、整数规划ﻩ63、非线性规划 (13)4、动态规划........................................................................................................... 145、排队论ﻩ19四、需用仪器设备........................................................................................................... 26五、MATLAB优化工具箱使用方法简介 (26)六、LINGO优化软件简介.......................................................................................... 26七、实验总结ﻩ27一、实验目得1、会利用适当得方法建立相关实际问题得数学模型;2、会用数学规划思想及方法解决实际问题;3、会用排队论思想及方法解决实际问题;4、会用决策论思想及方法解决实际问题;5、掌握MATLAB、LINGO等数学软件得应用;二、实验要求1、七人一组每人至少完成一项实验内容;2、每组上交一份实验报告;3、每人进行1~2分钟实验演示;4、实验成绩比例:出勤:40%课堂提问:20%实验报告:30%实验演示:10%.三、实验内容1、线性规划例运筹学74页14题Minz=—2x—x2s、t、2x1+5x2≤60x1+x2≤183x1+x2≤44X2≤10X1,x2≥0用matlab运行后得到以下结果:theprogramis with the linear programmingPlease inputtheconstraintsnumber of the linear programmingm=6m=6Please input the variantnumber of the linear programming n=2n =2Please input cost array oftheobjective functionc(n)_T=[-2,—1]’c=-2-1Pleaseinputthe coefficient matrix of the constraints A(m,n)=[2,5;1,1;3,1;0,1;—1,0;0,-1]A =2 51 13 10 1-1 00 —1Please input the resource arrayof the program b(m)_T=[60,18,44,10,0,0]’b=601844100Optimization terminated、Theoptimization solution of the programmingis:x =13、00005、0000The optimizationvalue of the programming is:opt_value=-31、0000LINDO程序在命令窗口键入以下内容:max —2x—ysubject to2x+5y〈=60x+y〈=183x+y<=44y<=10end按solve键在reports window出现:Globaloptimal solution found、Objective value: 0、000000Total solver iterations:0Variable ValueReduced CostX 0、000000 2、000000Y 0、000000 1、000000RowSlackorSurplus Dual Price1 0、0000001、0000002 60、000000、0000003 18、00000 0、0000004 44、000000、0000005 10、000000、0000002、整数规划课本第二章79页1题Max z=100x1+180x2+70x3s、t、40x1+50x2+60x3≤100003 x1+6x2+ 2x3≤600x1≤130X2≤80x3≤200x1x2x3≥0程序运行及结果:biprogramthe program is with the binary linear programmingﻫPlease input theconstraintsnumber of the programming m=5ﻫm =ﻫ5ﻫﻫPlease input the variant number of the programming n=5ﻫﻫn =ﻫ5ﻫﻫPlease input cost array of the objective functionc(n)_T=[100,180,70]'ﻫﻫPlease input the coeffic70c =ﻫﻫ100ﻫ180ﻫient matrix of the constraints A(m,n)=[40,50,60;3,6,2;1,0,0;0,1,0;0,0,1]A =ﻫﻫ40 50 60ﻫ 3 62ﻫ 1 0 0010 10ﻫPleaseinputthe resource arrayoftheprogram b (m)_T=[10000;600;130;80;200]b =ﻫﻫ10000ﻫ60013020080ﻫOptimization terminated、ﻫTheoptimization solution of theprogramming is:ﻫx=ﻫ00ﻫ0Theoptimization value of the programmingis:opt_value=0程序名:intprogram b程序说明:% the programm is withthe integerlinear programmingusebranchand boundmethod!ﻫ%这个程序就是用分支定界法解决整数规划问题ﻫ%please input theparametersin the main function in themandwinowsﻫ%请在命令窗口输入这个主要定义函数得参数ﻫfunction[x,f]=ILp(c,A,b,vlb,vub,x0,neqcstr,pre)ﻫ% min f=c'*x,s、t、A*x〈=b,vlb〈=x〈=vubﻫ%f得最小值等于c得转置乘以x,A乘以x小于等于b,x大于等于vlb小于等于vubﻫ%the vecto rs of xis required as integers as whole%x就是整个得整数需要% x0 is the initialization,'[]’is also okﻫ% x0就是初始值,”[]"也可以就是。

% neqcstr is thenumber of equational constraints,when 0 can be deleteﻫ%neqcstr就是平均约束条件得数目,当0能删除时% pre is the concise rate% pre就是简明率ﻫ% x is the integer optimization and fis the optimal value% x就是整数规划,f 就是最优值ﻫ%%%%%%%%%%%%%%%%ﻫif nargin<8,pre=0;%nargin is the factually in put variants number (这个参数就是实际输入得变量个数)if nargin<7,neqcstr=0;ﻫif nargin<6,x0=[];ifnargin<5,vub=[];if nargin<4,vlb=[];ﻫendﻫendﻫendendﻫendﻫﻫ%%%%%%%%%%%%%%%%%%ﻫ% set tocolumn vectorsﻫ%建立列向量ﻫx0=x0(:);ﻫc=c(:);ﻫb=b(:); vlb=vlb(:);vub=vub(:);mm=1;j=1;ﻫnvars=length(c'); %number of variants(变量得个数)ﻫfvub=inf;xall=[];fall=[];x_f_b=[];ﻫ[xtemp,ztemp,how]=lp(c,A,b,vlb,vub,x0,neqcstr,-1);ﻫftemp=c’*xtemp;ﻫ%%%%%%%%%%%%%%%%%%%%%%%ﻫifstrcmp(how,'ok') %pare betweenhowand ok(how与ok之间得比较)ﻫtemp0=round(xtemp);%临时变量四舍五入temp1=floor(xtemp);%取比其小得整数temp2=find(abs(xtemp-temp0)〉pre);ﻫmtemp=length(temp2);if ~isempty(temp2)ﻫx_f_b=[xtemp;ftemp;vlb;vub];ﻫwhile j〈=mmﻫi=1;while i<=mtemp%%%%%%%%%%%%%%%%%%%%%ﻫifx_f_b(nvars+1,j)〈=fvubvlbl=x_f_b(nvars+2:2*nvars+1,j);ﻫvubl=x_f_b(2*nvars+2:3*nvars+1,j);vubl(temp2(i))=temp1(temp2(i));ﻫ[xtemp,z,how]=lp(c,[A;c’],[b;fvub],vlbl,vubl,x0,neqcstr,-1);ﻫftemp=c’*xtemp; ﻫif strcmp(how,'ok’)ﻫtempl0=round(xtemp);ﻫtempl1=floor(xtemp);templ2=find(abs(xtemp-templ0)〉pre);if isempty(templ2)xall=[xall,xtemp];ﻫfall=[fall,ftemp];fvub=min([fvub,fall]);ﻫelseifftemp<=fvubx_f_b=[x_f_b,[xtemp;ftemp;vlbl;vubl]];ﻫendﻫendend%%%%%%%%%%%%%%%%%%ﻫif x_f_b(nvars+1,j)<=fvubﻫvlbr=x_f_b(nvars+2:2*nvars+1,j);ﻫvlbr(temp2(i))=temp1(temp2(i))+1;ﻫvubr=x_f_b(2*nvars+2:3*nvars+1,j);ﻫ[xtemp,z,how]=lp(c,[A;c'],[b;fvub],v lbr,vubr,x0,neqcstr,—1);ftemp=c’*xtemﻫif stp;ﻫrcmp(how,’ok')ﻫtempr0=round (xtemp);ﻫtempr1=floor(xtemp);tempr2=find(abs(xtemp-tempr0)〉pre);if isempty(tempr2)ﻫxall=[xall,xtemp];fall=[fall,ftemp];fvub=min([fvub,fall]);ﻫelseifftemp〈=fvubﻫx_f_b=[x_f_b,[xtemp;ftem p;vlbr;vubr]];endﻫendﻫendﻫ%%%%%%%%%%%%%%%%%%%%%ﻫi=i+1;ﻫend %the second whilexint=x_f_b(1:nvars,:);ﻫ[m,mm]=size(xint);j=j+1; ﻫﻫifj〉mmbreakﻫend %theend because thebreak (因为中断而结束)ﻫtemp0=round(xint(:,j));ﻫtemp1=floor(xint(:,j));temp2=find(abs(xint(:,j)-temp0)〉pre);mtemp=length(temp2);end % the end of while(结束当前)else%correspond thesecondif(符合第一个如果)ﻫx=xt emp;f=ftemp;ﻫend % theend of second if(第二个如果得结束)%%%%%%%%%%%%%%%%%%5if~isempty(fall)ﻫfmin=min(fall);nmin=find(fall==fmin);ﻫx=xall(:,nmin);f=fmin;ﻫendﻫelse %correspond the first if(符合第一个如果)ﻫendx=nan*ones(1,nvars);ﻫLINDO程序例99页第6题第二问在命令窗口键入以下内容:max —11x1—4x2st—x1+2x2<=45x1+2x2〈=162x1-x2〈=4endgin x1gin x2按solve键在reportswindow出现:Globaloptimal solution found、Objective value: 0、000000Extendedsolver steps:Total solveriterations:0Variable Value Reduced CostX1 0、000000 11、00000X2 0、000000 4、000000Row Slack or Surplus DualPrice10、0000001、0000002 4、000000 0、0000003 16、00000 0、0000004 4、000000 0、0000003、非线性规划程序名:unpfun1函数unpfun1函数执行实例:(课本第四章152页16题)min4x1+6x2-2x1x2-2x^2,取初始点x0=(1;1)在命令窗口键入以下内容:f = 4*x(1)-2*x(1)*x(2)—x(2)^2-6*x(2);[x,fval]=fminunc(unpfun1,x0)(调用无约束线性规划函数)按运行按钮在solutionreport 窗口得到以下结果:Warning: Gradient must be provided for trust—region method;using line-search method instead、〉In fminunc at 265Optimization terminated:relative infinity—norm of gradient less than options、TolFun、x =1、0e-006 *0、2541 -0、2029fval =1、3173e—0134、动态规划程序名: dynamic;dynfun1_1,dynfun1_2,dynfun1_3;例180页第一题程序说明:dynamic程序:%the programm is withthe dynamic programminguse the recurisive method for the last to first%this is the main function of the methodfunction[p_opt,fval,u]=dynprog(x,DecisFun,ObjFun,TransFun)% thefunctionis to solve the dynamic example in the textbook%x isthe situationvariant and its column number represent the stage situation% subfunction DecisFun(k,x)is to solve the decisionvariant of k stage variant x%subfunction ObjFun(k,x,u)is to stage index function%subfunction TransFun(k,x,u) is thestage transformation function,u isthecorresponding decision variant%p_opt hasfour output,the first is thenumber of thestage,the second is the optimal roadof decision% the third isthe optimal stategies of the decision ,the forth is the index functiongroup、% fvalis a column vector,is to represent the optimal value correspend tothe initialstage is x%k=length(x(1,:));f_opt=nan*ones(size(x));d_opt=f_opt;t_vubm=inf*ones(size(x));x_isnan=~isnan(x);t_vub=inf;%%%%%%%%%%%%%%%%%% to caculate the teminate valuestmp1=find(x_isnan(:,k));tmp2=length(tmp1);fori=1:tmp2u=feval(DecisFun,k,x(i,k));tmp3=length(u);for j=1:tmp3tmp=feval(ObjFun,k,x(tmp1(i),k),u(j));iftmp<=t_vubf_opt(i,k)=tmp;d_opt(i,k)=u(j);t_vub=tmp;endendend%%%%%%%%%%%%%%%%% recurisivefor ii=k—1:-1:1tmp10=find(x_isnan(:,ii));tmp20=length(tmp10);for i=1:tmp20u=feval(DecisFun,ii,x(i,ii));tmp30=length(u);forj=1:tmp30tmp00=feval(ObjFun,ii,x(tmp10(i),ii),u(j));tmp40=feval(TransFun,ii,x(tmp10(i),ii),u(j));tmp50=x(:,ii+1)-tmp40;tmp60=find(tmp50==0);if~isempty(tmp60),if nargin〈5tmp00=tmp00+f_opt(tmp60(1),ii+1);iftmp00〈=t_vubm(i,ii)f_opt(i,ii)=tmp00;d_opt(i,ii)=u(j);t_vubm(i,ii)=tmp00;endendendendendendfval=f_opt(tmp1,1);%%%%%%%%%%%%%%%%%%% to write the index and parameter or resultp_opt=[];tmpx=[];tmpd=[];tmpf=[];tmp0=find(x_isnan(:,1));tmp01=length(tmp0);for i=1:tmp01tmpd(i)=d_opt(tmp0(i),1);tmpx(i)=x(tmp0(i),1);tmpf(i)=feval(ObjFun,1,tmpx(i),tmpd(i));p_opt(k*(i-1)+1,[1,2,3,4])=[1,tmpx(i),tmpd(i),tmpf(i)];for ii=2:ktmpx(i)=feval(TransFun,ii—1,tmpx(i),tmpd(i));tmp1=x(:,ii)—tmpx(i);tmp2=find(tmp1==0);if ~isempty(tmp2)tmpd(i)=d_opt(tmp2(1),ii);endtmpf(i)=feval(ObjFun,ii,tmpx(i),tmpd(i));p_opt(k*(i—1)+ii,[1,2,3,4])=[ii,tmpx(i),tmpd(i),tmpf(i)];endenddynfun2_1程序:function u=dynfun2_1(k,x)ifx==1u=[2,3,4];elseif x==2u=[5;6];elseif x==3u=[5;6];elseif x==4u=[5;6];elseifx==5u=[7;8;9];elseifx==6u=[7;8;9];elseif(x==7)|(x==8)|(x==9)u=10;elseif x==10u=10;enddynfun2_2程序:function v=dynfun2_2(k,x,u)tt=[3;2;1;4;3;1;3;3;5;2;5;1;1;4;2;3;1;5];tmp=[x==1&u==2,x==1&u==3,x==1&u==4,x==2&u==5,x==2&u==6,、、、x==3&u==5,x==3&u==6,x==4&u==5,x==4&u==6,、、、x==5&u==7,x==5&u==8,x==5&u==9,x==6&u==7,x==6&u==8,x ==6&u==9,x==&u==10,x==8&u==10,x==9&u==10];v=tmp*tt;dynfun2_3程序:functiony=dynfun2_3(k,x,u)y=u;在命令窗口得程序执行过程与结果如下:>〉x=nan*ones(3,5);〉〉x>(1,1)=1;〉>x(1:3,2)=(2:4)';>>x(1:2,3)=[5,6]';〉>x(1:3,4)=(7:9)';>〉x(1,5)=10;〉>[p,f]=dynamic(x,'dynfun2_1',’dynfun2_2','dynfun2_3')得到以下结果:p =1 1 322 3 5 1357 24 7 10 3510 100f =8该结果表明最短路线为1 3 5 7 10最短路程为85排队论程序:queueM/M/1/k系统课本270页例8、2、5程序及结果如下:queuethe program is with queueing theoryPlease input the system pattern:M/M/1/inf=1,M/M/1/k=2,M/M /c/inf=3,M/M/c/m/m=4!Pattern=2Pt=2(该数字表示选择M/M/1/k系统)Please input the averagearrival number in unit time lapta=10lapta =10Please input the average service number in unit timemu=30mu =30Please input the parameter k=2k =2输出结果如下:The service intensity(Untruth)ofthe system is:ru =0、3333The averagequeue length is:L=0、3846(平均队长)The average waiting length is:Lq =0、0769(平均等待队长)The lost possibility is:p_k =0、0769Theaverage lost customer number in unit time is:lapta_L =0、7692The truth average arrival customer number inunit time is:lapta_e=9、2308The average delay time is:W=0、0417(平均逗留时间)The averagewaiting time is:Wq =0、0083(平均等待时间)The average service intensity(efficent and truth)of the system is:ru_e=0、3077若按照甲方案,则如下结果:theprogramiswith queueing theoryPlease input the system pattern:M/M/1/inf=1,M/M/1/k=2,M/M/c/inf=3,M/M/c/m/m=4!Pattern=2Pt =2Please inputthe average arrival number in unit time l apta=10lapta =10Please input the average service number in unit time mu=30mu =30Pleaseinput the parameter k=3k =3输出结果如下:The service intensity(Untruth) of thesystem is:ru=0、25The average queue length is:L =0、3176The average waiting length is:Lq =0、0706The lost possibility is:p_k=0、0118Theaverage lost customer number in unit timeis: lapta_L =0、1176The truth average arrival customer number in unit time is:lapta_e =9、8824The average delaytime is:W =0、0321The average waiting timeis:Wq =0、0071The average serviceintensity(efficent and truth) of the system is:ru_e =0、2471the program is with queueing theoryPlease inputthe system pattern:M/M/1/inf=1,M/M/1/k=2,M/M/c/inf=3,M/M/c/m/m=4! Pattern=2Pt =2Please input the average arrival numberinunit time lapta=10lapta=10Pleaseinput the average service number inunit time mu =40mu=40Please input theparameter k=2k =2输出结果如下:Theservice intensity(Untruth) of the systemis:ru =0、25The average queue length is:L =0、2857The averagewaiting lengthis:Lq =0、0476The lost possibility is:p_k =0、0476The average lostcustomer number in unit time is:lapta_L =0、4762The truth average arrivalcustomer number inunit time is:lapta_e=9、5238The average delay time is:W=0、03The average waiting time is:Wq =0、005The average serviceintensity(efficent and truth) of the system is:ru_e =0、2381theprogram is with queueing theoryPlease input the system pattern:M/M/1/inf=1,M/M/1/k=2,M/M/c/inf=3,M/M/c/m/m=4! Pattern=2Pt =2Please input the average arrival number in unit time lapta=30lapta =30Please input the average service number in unit time mu=30mu =30Pleaseinput the parameter k=2k =2输出结果如下:The service intensity(Untruth) of the system is:ru =1The average queue length is:L =1The average waiting length is:Lq =0、3333The lost possibility is:p_k =0、3333The average lost customernumber in unit timeis: lapta_L =10The truthaverage arrival customer number in unit time is:lapta_e =20The average delay timeis:W =0、05Theaverage waiting time is:Wq=0、0167The average service intensity(efficent and truth) of t hesystem is:ru_e =0、6667四、需用仪器设备PC i5、windows XP、MATLABR2007a、LINGO11五、MATLAB优化工具箱使用方法简介MATLAB优化工具箱具有强大得科学计算能力,在工程设计领域得到了广泛得应用、简要介绍了MATLAB优化工具箱,通过对MATtAB优化工具箱中fmincon函数得语法进行分析,提出了结构优化设计得通用求解方法、首先,合理设置优化目标函数与约束条件、然后,使用MATLAB优化工具箱进行编程计算、结果显示,与其她方法相比,使用MATLAB优化工具箱进行优化,不仅可以提高计算精度,而且可以减少计算时间、因此,在结构工程设计领域有较强得实际应用价值、六、LINGO优化软件简介lingo就是用来求解线性与非线性优化问题得简易工具。

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