oj E : 投资项目的方案

Description

有n种基础的投资项目，每一种的单位收益率为profitn，存在m种投资组合，限制每一种的投资总额不能超过invest_summ
每种投资组合中项目所需的单位投入是不同的，为costmn

求：使得收益率之和最高的每种项目投资的单位数

Input

• 两个整数：n(项目种类数，范围：1≤n<20)，m(投资组合数，1≤m<20)
• 一行长度为n的2位小数：profitn(单位收益率，0<profitn<1)
• 一行长度为m的整数：invest_summ(某组合的限制投资总额，invest_summ>0)
• m行长度为n的整数：costmn(某组合中某项目的单位投入，costmn>0)

Output

• 输出n个以空格间隔的8位小数，表示每一个项目投资的单位量。
• 如果有多个最优解，输出任意一个。

Sample

#0

Input

Copy

4 3  
0.13 0.75 0.25 0.44  
20 7 50  
5 3 2 1  
2 1 1 1  
7 12 9 2  

Output

Copy

0.00000000 3.60000000 0.00000000 3.40000000

Hint

max Σprofit x
s.t. cost x<= invest_sum, x>=0

线性规划公式秒了

#include<iostream>
#include<cmath>
#include"stdio.h"
using namespace std;
#define M 10000
double kernel[110][310];
int m = 0, n = 0, t = 0;
void input()
{
    cin>>n;
    cin>>m;
    // m = 3;


    int i, j;
    //初始化核心向量
    for (i = 0; i <= m + 1; i++)
        for (j = 0; j <= n + m + m; j++)
            kernel[i][j] = 0;
    for (i=1;i<=n;i++)
        cin>>kernel [0][i];
    for(i=1;i<=m;i++){
        cin>>kernel[i][n+2];
    }
    for (i=1;i<=m;i++)
    {
        // cout<<"    不等式"<<i<<"  ";
        for (j=1;j<=n+2;j++)
        {
            if(j==n+1){
                kernel[i][j]=1;
            }
            else if(j==n+2){

            }
            else{
                cin>>kernel [i][j];
            }

        }

    }


    for (i = 1; i <= m; i++)
    {
        kernel[i][0] = kernel[i][n + 2];
        kernel[i][n + 2] = 0;
    }
//-1最大值
//1最小值
    t = -1;
    if (t == -1)
        for (i = 1; i <= n; i++)
            kernel[0][i] = (-1)*kernel[0][i];
    for (i = 1; i <= m; i++)
    {
        kernel[i][n + i] = kernel[i][n + 1];
        if (i != 1)
            kernel[i][n + 1] = 0;
    }
}

//算法函数
void comput()
{
    int i, j, flag, temp1, temp2, h, k = 0, temp3[100];
    double a, b[110], temp, temp4[110], temp5[110], f = 0, aa, d, c;
    for (i = 1; i <= m; i++)
        temp3[i] = 0.0000;
    for (i = 0; i < 11; i++)
    {
        temp4[i] = 0.000;
        temp5[i] = 0.0000;
    }
    for (i = 1; i <= m; i++)
    {
        if (kernel[i][n + i] == -1)
        {
            kernel[i][n + m + i] = 1;
            kernel[0][n + m + i] = M;
            temp3[i] = n + m + i;
        }
        else
            temp3[i] = n + i;
    }
    for (i = 1; i <= m; i++)
        temp4[i] = kernel[0][temp3[i]];

    do {
        for (i = 1; i <= n + m + m; i++)
        {
            a = 0;
            for (j = 1; j <= m; j++)
                a += kernel[j][i] * temp4[j];
            kernel[m + 1][i] = kernel[0][i] - a;
        }
        for (i = 1; i <= n + m + m; i++)
        {
            if (kernel[m + 1][i] >= 0) flag = 1;
            else
            {
                flag = -1;
                break;
            }
        }
        if (flag == 1)
        {
            for (i = 1; i <= m; i++)
            {
                if (temp3[i] <= n + m) temp1 = 1;
                else
                {
                    temp1 = -1;
                    break;
                }
            }
            if (temp1 == 1)
            {
                // cout << " 此线性规划的最优解存在!" << endl << endl << "  最优解为：" << endl << endl << "     ";
                for (i = 1; i <= m; i++)
                    temp5[temp3[i]] = kernel[i][0];
                for (i = 1; i <= n; i++)
                    f += t * kernel[0][i] * temp5[i];

                for (i = 1; i <= n; i++)
                {
                    if(i==1){
                        printf("%.8f",temp5[i]);
                    }
                    else{
                        printf(" %.8f",temp5[i]);
                    }

//                     cout << "x" << i << " = " << temp5[i];
//                    printf("")
//                     if (i != n)
//                     cout << "， ";
                }
                cout<<endl;
                // cout << " ;" << endl << endl << "     最优目标函数值f= " << f << endl << endl;
//                printf("%.6f\n",f);
                return;
            }
            else
            {
                // cout << " 此线性规划无解" << endl << endl;
                return;
            }
        }
        if (flag == -1)
        {
            temp = 100000;
            for (i = 1; i <= n + m + m; i++)
                if (kernel[m + 1][i] < temp)
                {
                    temp = kernel[m + 1][i];
                    h = i;
                }

            for (i = 1; i <= m; i++)
            {
                if (kernel[i][h] <= 0) temp2 = 1;
                else {
                    temp2 = -1;
                    break;
                }
            }
        }
        if (temp2 == 1)
        {
            // cout << "此线性规划无约束";
            return;
        }
        if (temp2 == -1)
        {
            c = 100000;
            for (i = 1; i <= m; i++)
            {
                if (kernel[i][h] != 0)  b[i] = kernel[i][0] / kernel[i][h];
                if (kernel[i][h] == 0)  b[i] = 100000;
                if (b[i] < 0)     b[i] = 100000;
                if (b[i] < c)
                {
                    c = b[i];
                    k = i;
                }
            }
            temp3[k] = h;
            temp4[k] = kernel[0][h];
            d = kernel[k][h];
            for (i = 0; i <= n + m + m; i++)
                kernel[k][i] = kernel[k][i] / d;
            for (i = 1; i <= m; i++)
            {
                if (i == k)
                    continue;
                aa = kernel[i][h];
                for (j = 0; j <= n + m + m; j++)
                    kernel[i][j] = kernel[i][j] - aa * kernel[k][j];
            }
        }

    } while (1);
    return;
}

int main()
{
    input();
    for(int i=1;i<n;i++){
        for(int j=1;j<m+2;j++){
            // cout<<kernel[i][j]<<" ";
        }
        // cout<<endl;
    }
    comput();
    // int a = 0;
    // scanf("%d", &a);
    // cout<<f<<endl;
    return 0;
}