chenfengfan 发表于 2008-4-26 21:42

[求助]求助高手~急!

model:<br/>sets:<br/>stockcode/600000,600050,600246,600839,601857/;<br/>date:income;<br/>link(stockcode,date):low,high,buy;<br/>endsets<br/>data:<br/>date,low,high=@ole('d:\数学建模\1\data1.xls');<br/>enddata<br/>!目标函数;<br/><a href="mailto:max=@sum(stockcode(i):@sum(date(j)|j">max=@sum(stockcode(i):@sum(date(j)|j</a> #lt# @size(date) #and# low(i,j) #ne# 0:((high(i,j+1)-low(i,j))/low(i,j))*buy(i,j)));<br/>!设置0-1变量;<br/>@for(link:@bin(buy));<br/>!最后一天不买股票;<br/>@for(stockcode(i):buy(i,@size(date))=0);<br/>!所有的钱用来买一支股票;<br/>@for(date(j)|j #lt# @size(date):@sum(stockcode(i):buy(i,j))&lt;=1);<br/>!停牌的时候不能买卖股票;<br/>@for(date(j)|j #lt# @size(date):@for(stockcode(i)|low(i,j) #eq# high(i,j):buy(i,j)=0));<br/>!不持有将要停牌的股票;<br/>@for(date(j)|j #lt# @size(date):@for(stockcode(i)|low(i,j+1) #eq# high(i,j+1):buy(i,j)=0));<br/>@for(link(i,j)|j #lt# @size(date) #and# buy(i,j) #eq# 1 :income(j+1)=((high(i,j+1)-low(i,j))/low(i,j)+1));<br/>@for(link(i,j)|j #lt# @size(date) #and# @sum(stockcode(k):buy(k,j)) #eq# 0 :income(j+1)=1);<br/>income(1)=1;<br/>end      <p>为什么系统老是说 model is ill defined?</p>

liwenhui 发表于 2008-4-30 17:36

!!

hubulwm 发表于 2008-5-2 11:18

数据弄出来啊.否则我们怎么检查啊?
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