qq_378846953 发表于 2010-4-20 17:17

十万火急 求助,我的lingo程序,总是报错

MODEL:
Title 投资组合模型;
SETS:
STOCKS/1..4/:Mean,X;
STST(Stocks,stocks):COV;在此处的括号老是报错
ENDSETS
DATA:
TARGET=1.05;
Mean=0.003581 0.002352 0.00102 -0.00109;
COV=0.001661327 0.000908824 0.000673300 0.000632535
    0.000908824 0.001216098 0.000770169 0.000621693
    0.000673300 0.000770169 0.000957531 0.000590224
    0.000632535 0.000621693 0.000590224 0.000958089;
ENDDATA
MIN=@sum(STST(i,j):COV(i,j)*x(i)*x(j));
@sum(Stocke:X)=1;
@sum(stocks:Mean*x)>=TARGET;
end
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