这类问题1stOpt更简单、更强一些。

六楼的Lingo代码漏掉了一个约束：X2=27.060-0.258X1+0.748X7+1.394X8。

1：即使不考虑这个约束，上述Lingo结果也是不对的，1stOpt的答案是：

Max＝221894.7791423

x1: 157.333650500463
x2: 0.000000
x3: 188.160000000001
x4: 161.51219634253
x5: 88.6602372499202
x6: 27.6900894411515
x7: 631.043826465871
x8: 0.000000
x9: 0.000000

2：如果考虑漏掉的约束：

Max＝136967.211039892

x1: 183.11549008588
x2: 270.585558685774
x3: 188.160000000013
x4: 103.815333140057
x5: 85.0339654884266
x6: 34.9605682042217
x7: 388.729084395614
x8: 0
x9: 0

附1stOpt代码：

ConstStr y=-3106.545+17.063*X1+352.300*X7-26.058*X8-74.626*X9;
Parameter x(1:2)[0,],x3[188.16,196.8],x(4:5)[0,],x6[0,188.16],x(7:9)[0,];
MaxFunction y;
X2=27.060-0.258*X1+0.748*X7+1.394*X8;
Ln(X3)=0.551+0.742*Ln(X1)+0.328*Ln(X7)-0.096*Ln(abs(y));
X4=22.031-0.048*X1+0.233*X7+0.094*X8;
Ln(X5)=-1.278+0.526*Ln(X1)+0.252*Ln(abs(y));
X6=-16.678+0.282*X1+0.525*X8-0.131*X9;
X1+X2+X3+X4+X5+X6+X7+X8+X9=1254.4;

8楼有两处错误，

1、缺了条件：X8>100.352;
2、Parameter x(1:2)[0,],x3[188.16,196.8],x(4:5)[0,],x6[0,188.16],x(7:9)[0,];与原条件不符，因为原条件边界不能取等号；

如果按照你的错误做法，lingo 运行结果如下，与你的结果完全相同。

Global optimal solution found at iteration: 130986
Objective value: 136967.2

Variable Value Reduced Cost
X1 183.1155 0.000000
X7 388.7291 0.000000
X8 0.000000 592.3176
X9 0.000000 233.4801
X4 103.8153 0.000000
X6 34.96057 0.000000
X2 270.5856 0.000000
X3 188.1600 469.3340
X5 85.03397 0.000000
Y 136967.2 0.000000

Row Slack or Surplus Dual Price
1 136967.2 1.000000
2 0.000000 188.5141
3 0.000000 -188.5141
4 0.000000 188.5141
5 153.1994 0.000000
6 0.000000 -0.6652787E-01
7 0.000000 52839.08
8 0.000000 -16030.11
9 0.000000 -188.5141

[此贴子已经被作者于2007-5-3 22:53:39编辑过]

正确做法应该是：

程序：

max=-3106.545+17.063*X1+352.300*X7-26.058*X8-74.626*X9;
22.031-0.048*X1+0.233*X7+0.094*X8-x4=0;
X6=-16.678+0.282*X1+0.525*X8-0.131*X9;
X1+X2+X3+X4+X5+X6+X7+X8+X9=1254.4;
X2=27.060-0.258*X1+0.748*X7+1.394*X8;
X3<196.8;
x3>188.16;
X8>100.352;
X6<188.16;
x1>0;x2>0;x4>0;x5>0;x6>0;x7>0;x9>0;
@log(X3)=0.551+0.742*@log(X1)+0.328*@log(X7)-0.096*@log(-3106.545+17.063*X1+352.300*X7-26.058*X8-74.626*X9);

@Log(X5)=-1.278+0.526*@Log(X1)+0.252*@log(-3106.545+17.063*X1+352.300*X7-26.058*X8-74.626*X9);

运行结果为：

Global optimal solution found at iteration: 126
Objective value: 76033.60

Variable Value Reduced Cost
X1 217.5779 0.000000
X7 221.5231 0.000000
X8 100.3520 0.000000
X9 0.000000 240.2764
X4 72.63523 0.000000
X6 97.36376 0.000000
X2 276.5149 0.000000
X3 188.1600 0.000000
X5 80.27317 0.000000

Row Slack or Surplus Dual Price
1 76033.60 1.000000
2 0.000000 202.3007
3 0.000000 -202.3007
4 0.000000 202.3007
5 0.000000 -202.3007
6 8.640000 0.000000
7 0.000000 -548.2099
8 0.000000 -632.0460
9 90.79624 0.000000
10 217.5779 0.000000
11 276.5149 0.000000
12 72.63523 0.000000
13 80.27317 0.000000
14 97.36376 0.000000
15 221.5231 0.000000
16 0.000000 0.000000
17 0.000000 65086.30
18 0.000000 -16239.32

[此贴子已经被作者于2007-5-3 22:51:16编辑过]

惭愧，把x8的约束漏了，加上后，1stOpt的答案：

标函数值(最大): 76033.5982217558
x1: 217.577885334579
x2: 276.514863997697
x3: 188.16
x4: 72.6352291917291
x5: 80.2731690228488
x6: 97.3637636643518
x7: 221.523088788793
x8: 100.352000000001
x9: 8.31351045927242E-14

[此贴子已经被作者于2007-5-4 1:57:38编辑过]

楼上兄弟，能否传个1.5破解版给我？感谢