献丑了,不知是否合楼主的要求。
程序代码:
MODEL:
SETS:
TIME/1..14/:Y,Y_ESTIMATE;
COL/1..3/:SIGMA;
LINK(COL,TIME):X;
ENDSETS
DATA:
Y=555,134,282,497,292,200,64,125,252,417,406,330,350,447;
X=748,133,265,502,259,190,83,132,246,402,419,257,310,452,
555,91,326,498,298,163,131,132,155,505,426,256,359,404,
555,134,282,496,292,201,64,125,252,417,406,331,350,447;
ENDDATA
MIN=@SUM(TIME(J):(Y(J)-@SUM(COL(I):SIGMA(I)*X(I,J)))^2);
@SUM(COL(I):SIGMA(I))=1;
@FOR(TIME(J):Y_ESTIMATE(J)=@SUM(COL(I):SIGMA(I)*X(I,J)));
END
运行结果:
Global optimal solution found.
Objective value: 2.503892
Objective bound: 2.503892
Infeasibilities: 0.000000
Extended solver steps: 1
Total solver iterations: 252
Variable Value Reduced Cost
SIGMA( 1) 0.1598691E-02 0.000000
SIGMA( 2) 0.3048930E-02 0.000000
SIGMA( 3) 0.9953524 0.000000
Y_ESTIMATE( 1) 555.3085 0.000000
Y_ESTIMATE( 2) 133.8673 0.000000
Y_ESTIMATE( 3) 282.1070 0.000000
Y_ESTIMATE( 4) 496.0157 0.000000
Y_ESTIMATE( 5) 291.9655 0.000000
Y_ESTIMATE( 6) 200.8666 0.000000
Y_ESTIMATE( 7) 64.23465 0.000000
Y_ESTIMATE( 8) 125.0325 0.000000
Y_ESTIMATE( 9) 251.6947 0.000000
Y_ESTIMATE( 10) 417.2443 0.000000
Y_ESTIMATE( 11) 406.0818 0.000000
Y_ESTIMATE( 12) 330.6530 0.000000
Y_ESTIMATE( 13) 349.9635 0.000000
Y_ESTIMATE( 14) 446.8769 0.000000