milp的matlab的案例代码_cplexmilpex.m

function cplexmilpex

% Use the function cplexmilp to solve a mixed-integer linear programming problem

%

% The MILP problem solved in this example is

% Maximize x1 + 2 x2 + 3 x3 + x4

% Subject to

% - x1 + x2 + x3 + 10 x4 <= 20

% x1 - 3 x2 + x3 <= 30

% x2 - 3.5x4 = 0

% Bounds

% 0 <= x1 <= 40

% 0 <= x2

% 0 <= x3

% 2 <= x4 <= 3

% Integers

% x4

% ---------------------------------------------------------------------------

% File: cplexmilpex.m

% Version 12.1.0

% ---------------------------------------------------------------------------

% Licensed Materials - Property of IBM

% 5724-Y48

% (c) Copyright IBM Corporation 2008, 2009. All Rights Reserved.

%

% US Government Users Restricted Rights - Use, duplication or

% disclosure restricted by GSA ADP Schedule Contract with IBM Corp.

% ---------------------------------------------------------------------------

try

% Since cplexmilp solves minimization problems and the problem

% is a maximization problem, negate the objective

f = [-1 -2 -3 -1]';

Aineq = [-1 1 1 10;

1 -3 1 0];

bineq = [20 30]';

Aeq = [0 1 0 -3.5];

beq

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