model:

sets:

month/1..12/;!月份;

fifteen/1..15/;

profit/1..15/:c;!第j项在第k个分账户上的年化收益率;

account/1..3/:d;!三个分账户;

link(fifteen,month):x;

current(account,month):e,f;!第i个月第k个分账户的负债现金流;

endsets

@free(e(i,j));

data:

e=2200820247,1395271314,1420367476,1000478283,3737284989,1552488533,1762885393,3523985741,4084069992,1096055572,1316958090,2583341661,

13518799,9755955,9344939,9237704,11486616,6968978,7649707,7972048,10961462,6870417,4890417,5504098,

-1594368956,-707957439,-134427248,-706042633,816551060,58833531,-136612494,-1477326720,-2585659070,-1955362991,-2653373101,-1059933673;

c=0.0472,0.0527,0.7156,0,0.04,0.018,0.0616,0,0,0.04,0.0402,0.0768,0.6229,0,0.04;

enddata

max=@sum(link(i,j):x(i,j)*c(i)/12);

@if(j#gt#1,link(i,j-1):x(i,j-1)-link(i,j):x(i,j)+link(4,j):x(4,j)+link(9,j):x(9,j)+link(14,j):x(14,j),link(k,j):x(k,j))-current(k,j):e(k,j)>=0;

@for(link(3,j):x(3,j)+link(8,j):x(8,j)+link(13,j):x(13,j)>=0.1458*(@sum(link(i,j-1):x(i,j-1))+@sum(link(i,j):x(i,j)*c(i)/12)));end

@for(link(3,j):x(3,j)+link(8,j):x(8,j)+link(13,j):x(13,j)<=0.2475*(@sum(link(i,j-1):x(i,j-1))+@sum(link(i,j):x(i,j)*c(i)/12)));end

@for(link(4,j):x(4,j)+link(9,j):x(9,j)+link(14,j):x(14,j)>=0.0254*(@sum(link(i,j-1):x(i,j-1))+@sum(link(i,j):x(i,j)*c(i)/12));end

@for(link(4,j):x(4,j)+link(9,j):x(9,j)+link(14,j):x(14,j)<=0.0424*(@sum(link(i,j-1):x(i,j-1))+@sum(link(i,j):x(i,j)*c(i)/12));end

@for(link(5,j):x(5,j)+link(10,j):x(10,j)+link(15,j):x(15,j)>=0.0385*(@sum(link(i,j-1):x(i,j-1))+@sum(link(i,j):x(i,j)*c(i)/12));end

@for(link(5,j):x(5,j)+link(10,j):x(10,j)+link(15,j):x(15,j)>=0.0641*(@sum(link(i,j-1):x(i,j-1))+@sum(link(i,j):x(i,j)*c(i)/12));end

@sum(link(1,12):x(i,12))=@sum(link(1,11):x(i,11)*c(i)/12)+3255495729.85;

end