美赛数学建模算法-使用Matlab实现线性规划LinearProgramming-国赛-题解.zip

%%投资模型 % 根据不同的风险度对数据进行训练 clc, clear a = 0; % a为风险度 hold on while a < 0.05 c = [-0.05, -0.27, -0.19, -0.185, -0.185]; A = [ zeros(4, 1), diag([0.025, 0.015, 0.055, 0.026]) ]; b = a * ones(4, 1); Aeq = [1, 1.01, 1.02, 1.045, 1.065]; beq = 1; LB = zeros(5, 1); [x, Q] = linprog(c, A, b, Aeq, beq, LB); Q = -Q; plot(a, Q, '*r'); a = a + 0.001; end xlabel('a'), ylabel('Q')