linggo：非线性规划

非线性规划

!模型求解;
!ABCD四类企业分开;
!302家企业;
model:
!准备求解变量;
!r是贷款利率，m是贷款金额，d是是否贷款，gra是信誉评级,y是守约率;
sets:
qiyeA/1..44/:rA,mA,dA,yA;qiyeB/1..82/:rB,mB,dB,yB;
qiyeC/1..133/:rC,mC,dC,yC;qiyeD/1..43/:rD,mD,dD,yD;
endsets
!准备数据;
data:
[email protected](lingo_data.xlsx,I2:I45);[email protected](lingo_data.xlsx,I46:I127);
[email protected](lingo_data.xlsx,I128:I260);[email protected](lingo_data.xlsx,I261:I303);
enddata
@free(Ac);@free(Ad);@free(Bc);@free(Bd);@free(Cc);@free(Cd);
Aa=0.7701;Ab=1.453;Ac=-2.306;Ad=-26.48;Ba=0.6866;Bb=1.976;Bc=-2.066;Bd=-25.93;Ca=0.7018;Cb=1.935;Cc=-1.936;Cd=-23.71;
Pmax=1845;Dmax=2701;Lmax=1702;Pmin=0;Dmin=0;Lmin=0;
alpha1=7; alpha2=1.2; alpha3=1.3;A=10000;
!目标函数;
[email protected](P);[email protected](D);[email protected](L);
[email protected](qiyeA(i):dA(i)*mA(i)*rA(i))[email protected](qiyeB(i):dB(i)*mB(i)*rB(i))[email protected](qiyeC(i):dC(i)*mC(i)*rC(i))[email protected](qiyeD(i):dD(i)*mD(i)*rD(i));
[email protected](qiyeA(i):dA(i)*mA(i)*(1-yA(i)))[email protected](qiyeB(i):dB(i)*mB(i)*(1-yB(i)))[email protected](qiyeC(i):dC(i)*mC(i)*(1-yC(i)))[email protected](qiyeD(i):dD(i)*mD(i)*(1-yD(i)));
[email protected](qiyeA(i):dA(i)*mA(i)*rA(i)*(Aa*@exp(Ab*rA(i))+Ac*@exp(Ad*rA(i))))[email protected](qiyeB(i):dB(i)*mB(i)*rB(i)*(Ba*@exp(Bb*rB(i))+Bc*@exp(Bd*rB(i))))[email protected](qiyeC(i):dC(i)*mC(i)*rC(i)*(Ca*@exp(Cb*rC(i))+Cc*@exp(Cd*rC(i))))[email protected](qiyeD(i):dD(i)*mD(i)*rD(i)*(Da*@exp(Db*rD(i))+Dc*@exp(Dd*rD(i))));
max = alpha1*(P/Pmax)-alpha2*(D/Dmax)-alpha3*(L/Lmax);
!贷款金额约束;
@for(qiyeA(i):mA(i)>=10);@for(qiyeA(i):mA(i)<=100);    !信誉评级为A的企业;
@for(qiyeB(i):mB(i)>=10);@for(qiyeB(i):mB(i)<=80);     !信誉评级为B的企业;
@for(qiyeC(i):mC(i)>=10);@for(qiyeC(i):mC(i)<=60);     !信誉评级为C的企业;
@for(qiyeD(i):mD(i)>= 0);@for(qiyeD(i):mD(i)<=0);       !信誉评级为D的企业；
!贷款利率约束;
@for(qiyeA(i):rA(i)<=0.15);@for(qiyeA(i):rA(i)>=0.04);  !信誉评价为A的企业;
@for(qiyeB(i):rB(i)<=0.15);@for(qiyeB(i):rB(i)>=0.07);  !信誉评级为B的企业;
@for(qiyeC(i):rC(i)<=0.15);@for(qiyeC(i):rC(i)>=0.1);   !信誉评级为C的企业;
@for(qiyeD(i):rD(i)<=0);@for(qiyeD(i):rD(i)>=0);        !信誉评级为D的企业;
!是否贷款(0-1约束);
@for(qiyeA(i):@BIN(dA(i)));@for(qiyeB(i):@BIN(dB(i)));@for(qiyeC(i):@BIN(dC(i)));
@for(qiyeD(i):@BIN(dD(i)));@for(qiyeD(i):dD(i)<=0);
!贷款总额约束;
[email protected](qiyeA(i):mA(i)*dA(i))<=2700;[email protected](qiyeB(i):mB(i)*dB(i))<=3800;[email protected](qiyeC(i):mC(i)*dC(i))<=3400;[email protected](qiyeD(i):mD(i)*dD(i))<=2400;
@sum(qiyeA(i):mA(i)*dA(i))[email protected](qiyeB(i):mB(i)*dB(i))[email protected](qiyeC(i):mC(i)*dC(i))[email protected](qiyeD(i):mD(i)*dD(i))<=10000;
@sum(qiyeA(i):mA(i)*dA(i))>=270;@sum(qiyeB(i):mB(i)*dB(i))>=380;@sum(qiyeC(i):mC(i)*dC(i))>=340;@sum(qiyeD(i):mD(i)*dD(i))>=0;
!非负约束;
!P-D-L>=0;
!将结果输出到excel文件;
data:
@ole('lingo_data.xlsx',K2:K45)=dA;@ole('lingo_data.xlsx',K46:K127)=dB;
@ole('lingo_data.xlsx',K128:K260)=dC;@ole('lingo_data.xlsx',K261:K303)=dD;
@ole('lingo_data.xlsx',L2:L45)=mA;@ole('lingo_data.xlsx',L46:L127)=mB;
@ole('lingo_data.xlsx',L128:L260)=mC;@ole('lingo_data.xlsx',L261:L303)=mD;
@ole('lingo_data.xlsx',M2:M45)=rA;@ole('lingo_data.xlsx',M46:M127)=rB;
@ole('lingo_data.xlsx',M128:M260)=rC;@ole('lingo_data.xlsx',M261:M303)=rD;
@ole('lingo_data.xlsx',N2)=P;@ole('lingo_data.xlsx',O2)=D;@ole('lingo_data.xlsx',P2)=L;[email protected]('lingo_data.xlsx',F2)=P-D-L;
enddata
end