s.t
先将目标函数转化成最小值问题:min(-f)=- 2x
1
-5x
2
程序:
$%
%%%
&%%'%
(!!)*+
(!,
结果: x = 2
3
fval = -19.0000
maxf = 19
例 :minf=5x
1
-x
2
+2x
3
+3x
4
-8x
5
s.t -2x
1
+x
2
-x
3
+x
4
-3x
5
≤6
2x
1
+x
2
-x
3
+4x
4
+x
5
≤7
0≤x
j
≤15 j=1,2,3,4,5
程序:
$'%
%&%
-%.%
!%
"$$$$$%
(!!)*+!"
结果:x =
0.0000
0.0000
8.0000
0.0000
15.0000
minf = -104
例 :求解线性规划问题:
minf=5x
1
+x
2
+2x
3
+3x
4
+x
5
s.t -2x
1
+x
2
-x
3
+x
4
-3x
5
≤1
2x
1
+3x
2
-x
3
+2x
4
+x
5
≤-2
0≤x
j
≤1 j=1,2,3,4,5
程序:
######$%
######%%
######%%
######!%
######"%
######(!/0+"/)"/!1!)*+!"##########################运行
结果:
Exiting: One or more of the residuals, duality gap, or total relative error