灵敏度分析使用MATLAB编写.pdfVIP

实验二、线性规划的灵敏度分析

(一)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,barethematricinA*x=b

%cisthematrixinmaxz=c*x

%A1isthematricinsimplextable

%misthenumbersofrowinAandnistheconnumberinA

%n1isthenubersofartificialvariables,andartificialvariablesaredefaultasthelast%n1variables

inx.

%cbistheworthcoefficientmatrixforbasicvariables

%xxistheindexmatrixforbasicvariables

%B1istheinversmatrixforthebasicmatrixinsimplextable.Theinitial

%matrixisdefaultasthelastmconinthematrixA.

x=zeros(n,1);

z=0;

B1=A1(:,n-m+1:n);sgma1=c-(cb*B1)*A;

[masg,kk]=max(sgma1);

k=kk(1);

flg=0;

ll=0;

while(masg0)(ll20)

ll=ll+1;

thita=1000+zeros(m,1);

fori=1:m

ifA1(i,k)0thita(i)=A1(i,k)(i);

end

end[r8,c8]=find(thita999);

ifsum(c8)m

[mith,rr]=min(thita);

r=rr(1);

aa=A1(r,k);

fori=1:m

ifi==r

b(r)=b(r)/aa;

forj=1:n

A1(r,j)=A1(r,j)/aa;end

end

end

fori=1:m

ifi~=r

cc=A1(i,k)b(i)=b(i)-b(r)*cc;

forj=1:n

A1(i,j)=A1(i,j)-A1(r,j)*cc;endend

end

cb(r)=c(k);

xx(r)=k;

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

sgma1=c-(cb*B1)*A;

[masg,kk]=max(sgma1);

k=kk(1);

thita=100+zeros(m,1);

else

flg=3;

masg=-1;

x=unboundsolution;

z=inf;

end

endifflg~=3

ifn1==0

sgma1=c-(cb*B1)*A[rc,ccc]=find(sgma1-0.0000000001);

ifsum(rc)==n-m

flg=1;

else

flg=2;

end

x=zeros(n,1);