TABLE OF CONTENTS v
Loading the Time Structure: ......................................................................................... 397
Loading the Stochastic Structure:................................................................................. 399
Monte Carlo Sampling...................................................................................................... 406
Sample SP Problems ....................................................................................................... 411
An Investment Model to Fund College Education: ....................................................... 411
An American Put-Options Model: ................................................................................. 413
Appendix 8a: Correlation Specification......................................................................... 415
Appendix 8b: Random Number Generation ................................................................ 415
Appendix 8c: Variance Reduction ............................................................................... 416
Appendix 8d: The Costs of Uncertainty, EVMU and EVPI .......................................... 416
Chapter 9:.............................................................................................................................. 421
Using Callback Functions...................................................................................................... 421
Specifying a Callback Function........................................................................................ 421
A Callback Example Using C ........................................................................................... 424
A Callback Example Using Visual Basic .......................................................................... 429
Integer Solution Callbacks................................................................................................ 430
Chapter 10: Analyzing Models and Solutions ....................................................................... 433
Sensitivity and Range Analysis of an LP.......................................................................... 433
Diagnosis of Infeasible or Unbounded Models................................................................. 435
Infeasible Models.......................................................................................................... 435
Unbounded Linear Programs ....................................................................................... 437
Infeasible Integer Programs ......................................................................................... 438
Infeasible Nonlinear Programs ..................................................................................... 438
An Example for Debugging an Infeasible Linear Program............................................... 438
Block Structured Models .................................................................................................. 444
Determining Total Decomposition Structures............................................................... 446
Determining Angular Structures ................................................................................... 447
Chapter 11: mxLINDO........................................................................................................... 449
A MATLAB Interface.............................................................................................................. 449
Introduction....................................................................................................................... 449
Setting up MATLAB to Interface with LINDO ................................................................... 449
Using the mxLINDO Interface .......................................................................................... 450
Calling Conventions ......................................................................................................... 452
mxLINDO Routines .......................................................................................................... 452
Structure Creation and Deletion Routines.................................................................... 452
License Information Routines....................................................................................... 455
Input-Output Routines .................................................................................................. 456
Error Handling Routines ............................................................................................... 464
Parameter Setting and Retrieving Routines................................................................. 466
Model Loading Routines............................................................................................... 473
Solver Initialization Routines ........................................................................................ 486
Optimization Routines .................................................................................................. 490
Solution Query Routines............................................................................................... 491
Model Query Routines.................................................................................................. 498
Model Modification Routines ........................................................................................ 517
Model and Solution Analysis Routines......................................................................... 534
Advanced Routines....................................................................................................... 541
Callback Management Routines................................................................................... 546
Auxiliary Routines......................................................................................................... 552
Sample MATLAB Functions ............................................................................................. 554
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一个人的场域2012-08-24还不错，windows版的~
ilikenba2013-08-03还不错，有一些例子！
