描述
之前实现了geatpy模板sga_new_code_templet的简单应用,现在通过惩罚函数,实现添加约束,求解一个简单的线性规划问题,最后用Lingo验证一下。
Lingo模型:
model:
max=2*x1+3*x2;
x1+2*x2<=8;
4*x1<=16;
4*x2<=12;
end
Lingo结果:
Global optimal solution found.
Objective value: 14.00000
Total solver iterations: 2
Variable Value Reduced Cost
X1 4.000000 0.000000
X2 2.000000 0.000000
Row Slack or Surplus Dual Price
1 14.00000 1.000000
2 0.000000 1.500000
3 0.000000 0.1250000
4 4.000000