sobol灵敏度分析matlab_灵敏度分析_使用MATLAB编写.doc

实验二、线性规划的灵敏度分析

实验目的

1. 线性规划求解的单纯形法的灵敏度分析的编程实现

2．掌握使用matlab、Lingo、Excel的规划求解功能求解，并利用“敏感性报告”进行分析。

(二)实验内容

课本例1 解的灵敏度分析

(1)：调用单纯形程序：

function [x,z,flg,sgma]=simplexfun(A,A1,b,c,m,n,n1,cb,xx)

% A,b are the matric in A*x=b

% c is the matrix in max z=c*x

% A1 is the matric in simplex table

% m is the numbers of row in A and n is the con number in A

% n1 is the nubers of artificial variables,and artificial variables are default as the last % n1 variables in x.

% cb is the worth coefficient matrix for basic variables

% xx is the index matrix for basic variables

% B1 is the invers matrix for the basic matrix in simplex table.The initial

% matrix is default as the last m con in the matrix A.

x=zeros(n,1);

z=0;

B1=A1(:,n-m+1:n);

s