不太会Lingo代码，所以直接暴力Lingo了。代码如下，但是没有可行解，而且跑出来的结果X1+X2...+X8不等于1。求大神指点！！
MIN=((0.00002944*x1^2+0.00001709*x2^2+0.00001727*x3^2+0.00091727*x4^2+0.00152681*x5^2+0.11964229*x6^2+0.00297448*x7^2+0.04633857*x8^2
+0.00002924*x1*x2+0.00003143*x1*x3+0.00002772*x1*x4-00000336*x1*x5-0.00024299*x1*x6-0.00010803*x1*x7+0.00020777*x1*x8
+0.00003376*x2*x3+0.00005492*x2*x4+0.00007485*x2*x5+0.00041560*x2*x6-0.00008926*x2*x7+0.00034904*x2*x8
+0.00003363*x3*x4+0.00004627*x3*x5+0.00071368*x3*x6-0.00006323*x3*x7+0.00054730*x3*x8+0.00212517*x4*x5-0.00609536*x4*x6-0.00258199*x4*x7-0.00712728*x4*x8
-0.00289*x5*x6-0.00298446*x5*x7-0.00898656*x5*x8+0.00708342*x6*x7+0.11185738*x6*x8+0.00226484*x7*x8)^(1/2));
x1+x2+x3+x4+x5+x6+x7+x8=1;
0.0197*x1+0.0341*x2+0.0383*x3+0.0475*x4+0.0380*x5+0.0965*x6+0.0550*x7+0.0325*x8>0.04;
x1=0.10;
X6<=0.3;
X7<=0.3;
X8<0.15;
0.00003*x1^2+0.012996*x2^2+0.082944*x3^2+0.01144*x4^2+0.010165*x5^2+0.1089*x6^2+0.026812*x7^2+0.14719*x8^2+0.00052*x1*x4+0.00032*x1*x5+0.065664*x2*x3+0.01824*x2*x4+0.02166*x2*x5
-0.01053*x2*x6+0.016188*x2*x7-0.01343*x2*x8+0.04608*x3*x4+0.05472*x3*x5-0.02661*x3*x6+0.040896*x3*x7-0.03393*x3*x8+0.02456*x4*x5-0.00739*x4*x6+0.01136*x4*x7-0.00942*x4*x8
-0.00878*x5*x6+0.01349*x5*x7-0.01119*x5*x8+0.012725*x6*x7+0.13002*x6*x8+0.008586*x7*x8
+0.7*((0.00003*x1^2+0.00504*x4^2+0.00114*x5^2+0.00052*x1*x4+0.00032*x1*x5+0.00936*x4*x5)^(1/2))
*((0.012996*x2^2+0.082944*x3^2+0.0064*x4^2+0.009025*x5^2+0.1089*x6^2+0.026812*x7^2+0.14719*x8^2+0.065664*x2*x3+0.01824*x2*x4+0.02166*x2*x5-0.01053*x2*x6+0.016188*x2*x7-0.01343*x2*x8
+0.04608*x3*x4+0.05472*x3*x5-0.02661*x3*x6+0.040896*x3*x7-0.03393*x3*x8+0.0152*x4*x5-0.00739*x4*x6+0.01136*x4*x7-0.00942*x4*x8
-0.00878*x5*x6+0.01349*x5*x7-0.01119*x5*x8+0.012725*x6*x7+0.13002*x6*x8+0.008586*x7*x8)^(1/2))<=0.0054;
@abs(10*x2+20*x3+4.69*x4+6.09*x5+6.47*x7)>=5;
end