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周周记:数学建模学习(7)

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周周记:数学建模学习(7)

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【周周记:数学建模学习(7)】

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"Weekly Diary: Learning Mathematical Modeling (7)"

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周周记:数学建模学习(7)

非线性规划基本原理与编程实践

Nonlinear Programming Fundamentals and Programming Practice

一.概念.

I. Concept

定义:目标函数或约束条件中包含非线性函数的规划问题

Definition: A planning problem where the objective function or constraint conditions contain nonlinear functions.

二.实例

II. Example

投资决策问题:

Investment Decision Problem:

最佳投资目的:投资额最小而总收益最大。

Objective: To minimize the investment amount while maximizing the total return.

周周记:数学建模学习(7)

bi为第i笔的收益;ai为第i笔的投资额;A为总资金。

bi represents the return of the i-th investment; ai represents the investment amount of the i-th investment; A represents the total capital.

目标函数:极大化总收益和总投资之比。

Objective function: Maximize the ratio of total return to total investment.

约束条件:

Constraint conditions:

  1. 每笔投资金额之和小于总资金。

A. The sum of investment amounts for each investment is less than the total capital.

  1. 限制条件用于限制Xi只能取0与1 。

B. A restrictive condition limits Xi to only take values of 0 and 1.

缺点:未考虑风险

Drawback: Risk is not considered.

三.非线性规划的数学模型

III. Mathematical Model of Nonlinear Programming

周周记:数学建模学习(7)
周周记:数学建模学习(7)

A*x≤b和Aeq*x=beq是线性规划的约束条件。

Ax ≤ b and Aeqx = beq are the constraint conditions of linear programming.

c(x)≤0是非线性规划的约束条件。

c(x) ≤ 0 is the constraint condition for nonlinear programming.

ceq(x)=0是整数规划的约束条件。

ceq(x) = 0 is the constraint condition for integer programming.

lb≤x≤ub是对x的限制条件。

lb ≤ x ≤ ub are the limitations on x.

周周记:数学建模学习(7)

其中需要注意的是:

Note:

fun在MATLAB中需要进行非线性函数的定义。

fun needs to be defined as a nonlinear function in MATLAB.

nonlcon是定义的非线性向量函数,同c(x)≤0,需要进行函数定义,借助function。

nonlcon is the defined nonlinear vector function, similar to c(x) ≤ 0, which requires function definition using the function keyword.

options一般不用写。

options are generally not necessary to write.

四.编程实例

IV. Programming Example

题目:

Problem Statement:

周周记:数学建模学习(7)

解题步骤:

Solution Steps:

周周记:数学建模学习(7)

fun1(x)是目标函数f(x)

fun1(x) represents the objective function f(x)

sum(x.^2)=x1*x1+x2*x2+x3*x3

x1*x1-x2+x3*x3≥0与x1+x2*x2+x3*x3≤20均需要换成c(x)≤0的形式,为非线性约束条件。

sum(x.^2) = x1x1 + x2x2 + x3x3

x1x1 - x2 + x3x3 ≥ 0 and x1 + x2x2 + x3*x3 ≤ 20 need to be converted into the form of c(x) ≤ 0, which are the nonlinear constraint conditions.

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