sets:
gupiao/1..4/:x,r,q,p,u,v;
jidu/1..4/:n;
yinhang/1..3/:l,b,f;
yinhangbili(jidu,yinhang):a;
licai/1..2/:w,h,k;
licaibili(jidu,licai):c;
endsets
data:
r=28,21,23,25;
q=2.5,1.5,5.5,2.6;
p=1,2,4.5,6.5;
u=103,198,52,40;
n=1,2,3,4;
l=1,2,3;
w=1,2;
b=2.85,3.05,3.25;
h=5.25,5.95;
k=51.6,41.7;
enddata
[obj]max=f(1)-f(2)-f(3)+m*M-M;
M=100000;
x(1)>0;x(2)>0;x(3)>0;x(4)>0;
a(1,1)>0; a(1,2)>0; a(1,3)>0; a(2,1)>0; a(2,2)>0; a(2,3)=0; a(3,1)>0; a(3,2)>0; a(3,3)=0; a(4,1)>0; a(4,2)=0; a(4,3)=0;
c(1,1)>0; c(1,2)>0; c(2,1)>0; c(2,2)=0; c(3,1)>0; c(3,2)=0; c(4,1)=0; c(4,2)=0;
!@sum(gupiao(i):x(i))+@sum(yinhangbili(1,j):a(1,j))+@sum(licaibili(1,e):c(1,e))+@smax(gupiao(z):x(z)*p(z),u(z)/M))=1;
!@sum(gupiao(i):x(i),yinhangbili(1,j):a(1,j),licaibili(1,e):c(1,e),@smax(gupiao(z):x(z)*p(z),u(z)/M))=1;
@for(@smax(gupiao(i):x(i)*p(i),u(i)/M)=v(i));
x(1)+x(2)+x(3)+x(4)+a(1,1)+a(1,2)+a(1,3)+c(1,1)+c(1,2)+v(1)+v(2)+v(3)+v(4)=1;
f(1)=((1+r(1))*x(1)+(1+r(2))*x(2)+(1+r(3))*x(3)+(1+r(4))*x(4))*M;
f(2)=@sum(gupiao(i):v(i)*M);
f(3)=(@smax(x(2)*q(1),x(2)*q(2),x(3)*q(3),x(4)*q(4)))*M;
a(2,1)+a(2,2)=(1+b(1))*a(1,1);
c(2,1)=(1+h(1))*c(1,1);
a(3,1)+a(3,2)=(1+0.25+b(1))*a(2,1)+(1+b(2))*a(1,2);
c(3,1)=(1+h(1))*k(1)*c(2,1);
a(4,1)=(1+0.25+b(1))*a(3,1)+(1+0.25+b(2))*a(2,2)+(1+h(2))*c(1,2);
m=(1+0.5+b(1))*a(1,4)+(1+0.25+b(2))*a(3,2)+(1+b(3))*a(1,3);
@free(m);
@free(M);
end
V=max{§(∑(1+ri)xi)M-max(Mxipi,ui))-(1-§)max(xiqi)+aM}-M
y11+y12+y13+y14+z11+z12+∑xi+∑max(xipi,ui/M)=1(其中i为1到4)
y12+y22=(1+b1)y11
z21=(1+h1)z11
y31+y32=(1+0.25+b1)y21+(1+b2)y12
z31=(1+h1)k1z21
y41=(1+b1+0.25)y31+(1+b2+0.25)y22+(1+h2)z12
a=(1+b1+0.5)y41+(1+b2+0.25)y32+(1+b3)y13+(1+h1)k1z31
y23=y33=y42=y43=z22=z32=z41=z42=0
xi>=0(i=1…4)
yij>=0(i=1…4;j=1…3)
zij>=0(i=1…4;j=1,2)
去M=100000；
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