05第5章 线性规划(Python 程序及数据).zip

#程序文件Pan5_1_2.py import pylab as plt import numpy as np import cvxpy as cp plt.rc('text',usetex=True); plt.rc('font',size=16) x=cp.Variable(6,pos=True) obj=cp.Minimize(x[5]) a1=np.array([0.025, 0.015, 0.055, 0.026]) a2=np.array([0.05, 0.27, 0.19, 0.185, 0.185]) a3=np.array([1, 1.01, 1.02, 1.045, 1.065]) k=0.05; kk=[]; ss=[] while k<0.27: con=[cp.multiply(a1,x[1:5])-x[5]<=0, a2@x[:-1]>=k, a3@x[:-1]==1] prob=cp.Problem(obj,con) prob.solve(solver='GLPK_MI') kk.append(k); ss.append(prob.value) k=k+0.005 plt.plot(kk,ss,'r*') plt.xlabel('$k$'); plt.ylabel('$R$',rotation=90) plt.savefig('figure5_1_2.png',dpi=500); plt.show()