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标题: 使用交叉熵最小化方法求解矩阵,求哪位lingo高手或matlab高手帮忙 [打印本页]

作者: svanscan    时间: 2013-11-8 16:54
标题: 使用交叉熵最小化方法求解矩阵,求哪位lingo高手或matlab高手帮忙
各位大神,我想要计算一个16*16的矩阵,本来想用lingo计算,在网上找了一个类似的程序但是运行出来,结过出错,希望给位走过路过的朋友,给予指点,用lingo 或者是matlab都可以,谢谢了,有些急。有关模型描述包括目标函数和约束条件都在附件里面。lingo的运算程序如下:$ h! e$ [7 Z0 d, c, M$ q0 U4 N0 k- s; L
model:!16家银行;sets:
& M' w" `- y1 {: F! l0 U: XA/1..16/:ai;7 E7 k( o3 |4 Z# G7 @
B/1..16/:bj;9 W$ x" j1 x% S: D' g
links(A,B):X,X0;1 A% o8 g5 B7 o3 \# D* m' ]2 i
!X1=X_*;7 g& {; R% p) B  l2 p7 F
endsets
# q: U: ]" |1 k/ Kdata:) J5 P9 w7 i( Y0 L+ v
ai=0.049105298,0.19706518,0.079929381,0.040404067,0.00307861,0.029535259,0.030970463,0.081245849,0.053001907,0.122173474,0.000229636,0.067807575,0.359324615,0.051351782,0.004097295,0.008038271;* ~) e2 J% H% J8 P5 W
bj=0.06029401,0.017726814,0.034382538,0.041643595,0.006514545,0.075761924,0.011835925,0.017374484,0.11483671,0.17727039,0.029125245,0.127436517,0.242528843,0.025613802,0.002559618,0.015095039;3 ^, o. b' x/ Z/ H4 j
enddata, G7 Z9 d9 X3 n! M7 S: k
!目标函数:$ b( K4 E7 P/ v7 l
[obj]min=@sum(links(i,j)/i#ne#j:X(i,j)*(@log(X(i,j))-@log(X0(i,j))));
% A, m/ {$ a3 L4 t& Naa=@sum(A(i):ai(i));8 L0 P* h- I! d- y# F, J& c+ ^1 {
bb=@sum(b(j):bj(j));% s% n, {- b# m) C1 @
!约束条件;+ P  R* B- |, }$ ^) `4 F
@for(A(i):@sum(B(j):X(i,j))=X(i,i)+ai(i););/ u  k- n, h$ X
@for(B(j):@sum(A(i):X(i,j))=X(j,j)+bj(j););- r0 I4 n+ z6 B
@for(links(i,j):X0(i,j)=@if(i#EQ#j,0,ai(i)*bj(j)));2 A% y0 u/ |6 `2 z, i3 v
end
" ]6 X; H8 s$ B+ p; g
* c" `& S/ l! X% @) Z2 R0 u) U# O3 P& |! K  K
/ u# n) J, u; u) `

矩阵模型.doc

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所用的模型


作者: svanscan    时间: 2013-11-8 16:58
lingo运行程序中的约束条件应该为:( k7 N* F( U8 I9 ]- k! H6 g8 E
!约束条件;2 B& N4 z6 I4 V$ a
@for(A(i):@sum(B(j):X(i,j))=X(i,i)+ai(i););7 l7 E( v( l* M* i) R! a, x! m
@for(B(j):@sum(A(i):X(i,j))=X(j,j)+bj(j););! z& z6 T" ^( b
@for(links(i,j):X0(i,j)=@if(i#EQ#j,0,ai(i)*bj(j)));9 J$ H) Z" `; ~+ D6 i5 h
end5 E( k" J: j$ {
  T  _2 c& q1 o! W
那个愤怒的表情是: @
作者: yankeke    时间: 2013-11-9 17:37

% \/ r0 z; `5 j( y) ^! t什么事 啊不懂。。。。。。。。。。。。。。。
作者: hellowen    时间: 2013-11-9 18:59
~\(≧▽≦)/~
作者: dingxuemeiwang    时间: 2013-11-15 20:27
看看。。。
作者: PL6160082    时间: 2013-12-9 15:48
谢谢楼主  不明觉厉
作者: lxfdjt158    时间: 2015-1-25 15:24
希望给个联系方式,本人论文有涉及到,可是不懂,都快抓狂了。希望前辈指导一下,联系方式2385676071.电话18382425941希望尽快能联系到前辈
& b$ H2 m; I$ U) T
作者: lxfdjt158    时间: 2015-1-25 15:37
求指导。本人也想学习' y# s0 @( I" n, J

作者: lxfdjt158    时间: 2015-1-25 15:40
我现在也在做这个研究,能否指导一下
. W# s% G& B9 q+ o; X( H我还是没能用lingo- \- x1 m9 g  H+ ~# z% A1 \





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