cplex整数规划_Gurobi/CPLEX+JuMP+Julia vs Excel Solver求解简单整数规划

问题来自Example 3.6 from Principles of sequencing and scheduling

模型长这样：

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Gurobi+JuMP+Julia求解

直接上代码叭。语法会因为版本不同而不同。安装了Cplex的小伙伴可以直接将Gurobi换为Cplex就好了，其他地方都不变。

using JuMP, Gurobi

m = Model(solver=GurobiSolver())

n = 5
ix = 1:n
p = [40 78 73 11 22]
d = [54 66 143 145 149]

@variable(m, x[ix, ix], Bin)
@variable(m, t[ix] >= 0)

@objective(m, Min, sum(t[k] for k in ix))

constraint1 = Dict()
@constraint(m, constraint1[k in ix], sum(x[i, k] for i in ix) == 1)

constraint11 = Dict()
@constraint(m, constraint11[i in ix], sum(x[i, k] for k in ix) == 1)

constraint2 = Dict()
@constraint(m, constraint2[k in ix], sum(sum(p[i] * x[i, u] for i in ix) for u in 1:k) - sum(d[i] * x[i, k] for i in ix) <= t[k])

status = solve(m)

for i in ix
    for j in ix
        println("x[$i][$j] = ", getvalue(x[i, j]))
    end
end
println("objective value = ", getobjectivevalue(m))

print(m)

Linux下跑出来长这样：

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