【数学建模】【matlab & lingo】整数规划与0-1规划中投资问题&聘用方案

问题一

模型假设

略

符号定义

源代码_1

model:
title NJUCM第二次作业;

sets:
Per_day_person/1..7/:number;
endsets

min = @sum(Per_day_person(i) : number(i));

@for(Per_day_person(i)|i#le#4 :	
	@sum(Per_day_person(j)|j#le#i : number(j)) + @sum(Per_day_person(k)|k#ge#i+3#and#k#le#7 : number(k)) > 50);

@sum(Per_day_person(i)|i#le#5 : number(i)) > 80;

@for(Per_day_person(i)|i#ge#6 #and# i#le#7 :
	@sum(Per_day_person(j)|j#ge#i-4#and#j#le#i : number(j)) > 90);

@for(Per_day_person(i) :
	@gin(number(i)));

end

源代码_2

model:

min = x1 + x2 + x3 + x4 + x5 + x6 + x7;

x1+x4+x5+x6+x7>50;
x1+x2+x5+x6+x7>50;
x1+x2+x3+x6+x7>50;
x1+x2+x3+x4+x7>50;
x1+x2+x3+x4+x5>80;
x2+x3+x4+x5+x6>90;
x3+x4+x5+x6+x7>90;

@gin(x1);
@gin(x2);
@gin(x3);
@gin(x4);
@gin(x5);
@gin(x6);
@gin(x7);

end

源代码_3

model:

sets:
f/1..7/:x;
endsets

min = @sum(f(i) : x(i));

x(1) + x(4) + x(5) + x(6) + x(7) > 50;
x(1) + x(2) + x(5) + x(6) + x(7) > 50;
x(1) + x(2) + x(3) + x(6) + x(7) > 50;
x(1) + x(2) + x(3) + x(4) + x(7) > 50;
x(1) + x(2) + x(3) + x(4) + x(5) > 80;
x(2) + x(3) + x(4) + x(5) + x(6) > 90;
x(3) + x(4) + x(5) + x(6) + x(7) > 90;

@for(f(i) :
 @gin(x(i)));

end

问题二

建模前的准备

首先使用matlab软件，绘制出每次投资法对应的结投时间图。

https://blog.csdn.net/m0_53347750/article/details/123295425

这是我另外一个回答中，提到甘特图的画法

function NJUCM_2()
clear;
%% 基础设置
axis([0, 20, 0, 5.5]);
set(gca, 'xtick', 0 : 1 : 20);
set(gca, 'ytick', 0 : 1 : 10.5);
xlabel('购买年与结投年'), ylabel('证券种类');
title('证券投资年份');
Number_securities = 15;
Number_task = 15;

%% 对应坐标 
X_start_time = [1 11 10 1 5 16 1 16 5 1 17 4 1 18 3];
X_duration_time = [10 2 10 4 2 4 15 2 15 16 2 16 17 2 17];
Y_start_time = [1 1 2 3 3 4 5 5 6 7 7 8 9 9 10];
N_job_id = [1 1 1 2 2 2 3 3 3 4 4 4 5 5 5];
rec = [0 0 0 0 ];
color=['r','g','b','c','m'];

%% 绘图
for i = 1 : Number_securities
   rec(1) = X_start_time(i);
   rec(2) = Y_start_time(i) + 0.7;
   rec(3) = X_duration_time(i);
   rec(4) = 0.6;
   txt=sprintf('(%d,%d)', N_job_id(i)+1, X_duration_time(i));
   rectangle('Position',rec,'LineWidth',0.5,'LineStyle','-','FaceColor',color(N_job_id(i)+1));
   text(X_start_time(i)+0.2,(Y_start_time(i)+1),txt,'FontWeight','Bold','FontSize',18);
end
end

符号定义

目标函数和约束条件

因为使得收益最大，那就要在第20年前最近的那一次，投资得到的收益要最大。

约束条件：

1、政府及代办机构的证券总共至少要购进400万。
2、信用等级不超过1.49。
3、平均到期期限不超过5年。
4、每次投资额都是上次投资得到的金额加上收益额。
5、部分年份不能投资

源代码

model:
title 投资问题;

sets:
Security_information/1..5/:Credit_dating, Maturity, Total_revenue, Rate;
Year/1..20/:Investing_congress;
Link(Year, Security_information):Investment_approach;
endsets

data:
Credit_dating = 2 2 1 1 5;
Maturity = 9 15 4 3 2;
Total_revenue = 0.5249 1 0.1699 0.1184 0.0712;
Rate = 0 0.5 0.5 0.5 0;
enddata

max = @sum(Link(i, j)|i#ge#20-Maturity(j)#and#i#le#21-Maturity(j) :
		Investment_approach(i, j) + Investment_approach(i, j) * Total_revenue(j) * (1 - Rate(j)));

@sum(Link(i, j)|i#le#2 :
		Investment_approach(i, j)) = 1000;

@sum(Link(i, j) :
		Investment_approach(i, j) * Credit_dating(j)) /
@sum(Link(i, j) :
		Investment_approach(i, j)) < 1.49;

@sum(Link(i, j) :
		Investment_approach(i, j) * Maturity(j)) /
@sum(Link(i, j) :
		Investment_approach(i, j)) < 5;

@for(Link(i, j)|i+Maturity(j)#ge#21:
	Investment_approach(i, j) = 0);

@sum(Link(i, j)|j#ge#2#and#j#le#4 :
	Investment_approach(i, j)) > 400;

@for(Year(i)|i#ge#2 :
	@sum(Security_information(j) : Investment_approach(i, j))
	=
	@sum(Security_information(j)|i#gt#Maturity(j) : 
		Investment_approach(i - Maturity(j), j) + Investment_approach(i - Maturity(j), j) * Total_revenue(j) * (1 - Rate(j))));

end

运行不出来，学长说是软件的问题，等后面有时间我尝试用matlab做一下。