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刚学Lingo,用它求解CVaR的问题。模型中有分段费用函数,转换为含0-1变量的线性规划。程序贴出来,实在奈何不了它,请高手们帮忙看看哪里错误,谢谢了哈! station我取250个,但贴出来时为了简便,只用了5个,相应y(i,j)就只有8行5列了。还是出现“Error code: 1017”,LINGO Solver Status显示Variables:1,Model:。。,State:Unknown。。。 根本认不出我的模型。改好几次都不行,非常之郁闷! MODEL: CVaR优化; SETS: capital/1..8/: q,x0,e,x,u,v,c; station/1..5/: z; points/1,2,3/; linkI(capital,station): y; linkII(points,capital): s,r; ENDSETS DATA: n=0.95; w=0.00294836; q=25.73 9.38 17.82 38.27 17.4 11.35 22.95 13; x0=1500 1500 1500 1500 1500 1500 1500 1500; e=0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.2; y=-0.00930851 -0.00939597 0.07452575 -0.05422446 0.04266667 -0.00172414 -0.04145078 0.01261261 -0.03558719 0.04059041 0.002849 -0.03551136 -0.00589102 -0.04888889 0.04205607 -0.01478953 0.02713626 0.03428893 -0.04728261 0.02909298 0.00712251 -0.00141443 0.03541076 -0.03419973 0.03966006 -0.00879765 0.10059172 0.05645161 -0.08142494 0.08033241 -0.01073826 -0.03663501 -0.01126761 -0.07692308 0.03703704 0.09985735 0.0998703 0.00943396 -0.06308411 0.04738155; ENDDATA CALC: T=@sum(capital(i):q(i)*x0(i)); ENDCALC MIN=@sum(station(j):z(j))/((1-n)*@size(station))+m; @for(linkII(k,i)|k#eq#3:r(k,i)=0); @for(linkII(k,i)|k#ne#3 bin(r(k,i))); @for(capital(i): s(1,i)<=r(1,i); s(2,i)<=1; s(3,i)<=r(2,i); @sum(points(k):s(k,i)=1); @sum(points(k):r(k,i)=1); x(i)-x0(i)=u(i)-v(i); u(i)+v(i)=2500*s(2,i)/q(i)+T*s(3,i)/q(i); c(i)=5*s(1,i)+15*s(2,i)+6*T*s(3,i)/1000; q(i)*x(i)<=e(i)*T; ); T=@sum(capital:c)+@sum(capital:q*x); @sum(capital(i) sum(station(j):y(i,j))/@size(station)*q(i)*x(i))-@sum(capital(i):c(i))>=w*T; @for(station(j): z(j)+m>=-@sum(capital(i):x(i)*y(i,j))); END |