From 3d0453cf0bbb32063b3d6e8bfa773309a7dfb9bb Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?=E7=9B=98=E8=8D=A3=E5=8D=9A?= <2858829498@qq.com> Date: Sun, 14 Jul 2024 15:15:33 +0800 Subject: [PATCH 1/3] =?UTF-8?q?=E6=95=B0=E6=8D=AE=E5=8F=AF=E8=A7=86?= =?UTF-8?q?=E5=8C=96?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- 盘荣博/数据可视化/week1.py | 0 1 file changed, 0 insertions(+), 0 deletions(-) create mode 100644 盘荣博/数据可视化/week1.py diff --git a/盘荣博/数据可视化/week1.py b/盘荣博/数据可视化/week1.py new file mode 100644 index 0000000..e69de29 From ab8bd7dfaea2630e4e7ef3865b55987b3a494d91 Mon Sep 17 00:00:00 2001 From: JCHPJP <2858829498@qq.com> Date: Mon, 15 Jul 2024 16:49:21 +0800 Subject: [PATCH 2/3] =?UTF-8?q?=E9=A3=8E=E9=99=A9=E6=8A=95=E8=B5=84?= =?UTF-8?q?=E6=A8=A1=E5=9E=8B=E7=9A=84=E4=BE=8B=E5=AD=90?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../5.4投资的收益和风险模型1.py | 19 +++++++++++++ .../5.4投资的收益和风险模型2.py | 26 ++++++++++++++++++ .../optimiaze模块/figure5_1_1.png | Bin 0 -> 95623 bytes .../optimiaze模块/figures5_1_2.png | Bin 0 -> 118028 bytes 4 files changed, 45 insertions(+) create mode 100644 盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型1.py create mode 100644 盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型2.py create mode 100644 盘荣博/线性规划/optimiaze模块/figure5_1_1.png create mode 100644 盘荣博/线性规划/optimiaze模块/figures5_1_2.png diff --git a/盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型1.py b/盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型1.py new file mode 100644 index 0000000..e3e0337 --- /dev/null +++ b/盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型1.py @@ -0,0 +1,19 @@ +from matplotlib import pyplot as plt +from numpy import ones , diag , c_ , zeros +from scipy.optimize import linprog +import time +start = time.time() +c=list( [-0.05,-0.27,-0.19,-0.185,-0.185]) +A=c_[zeros(4),diag([0.025,0.015,0.055,0.026])] +Aeq = [[1,1.01,1.02,1.045,1.065]];beq=[[1]] +a=0;aa=[];ss = [] +while a<=0.05: + b=list(ones(4)*a) + res= linprog(c,A,b,Aeq,beq) + aa.append(a);ss.append(-res.fun) + a=a+0.001 +end = time.time() +print("花费时间:",end-start) +plt.plot(aa,ss,"r*") +plt.xlabel("$a$");plt.ylabel("$Q$",rotation=90) +plt.savefig("figure5_1_1.png",dpi=500) ;plt.show() \ No newline at end of file diff --git a/盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型2.py b/盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型2.py new file mode 100644 index 0000000..3d721e2 --- /dev/null +++ b/盘荣博/线性规划/optimiaze模块/5.4投资的收益和风险模型2.py @@ -0,0 +1,26 @@ +import numpy as np +from numpy import ones , zeros , c_,diag +from scipy.optimize import linprog +import matplotlib.pyplot as plt +c = np.append(zeros(5).tolist(),[1]).tolist() +print(c) +A=np.append(zeros(4).reshape(4,1),diag([0.025,0.015,0.055,0.026]),axis=1) +A=np.append(A,ones(4).reshape(4,1)*-1,axis=1).tolist() +Aeq =[[1,1.01,1.02,1.045,1.065,0]] ;beq=[1] +A.append([-0.05,-0.27,-0.19,0.185,-0.185,0]) +print(A) +k=0.05;step = 0.005 +b=([0]*4);b.append(-k) +print(b) +kk=[];ss=[] +while k<0.28: + res= linprog(c,A,b,Aeq,beq) + 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zKEykfOO`+day2ETWEpRzMlK$SH-*bzFooD%GPM6T+=IxnBQ``+dvj35C;(&=K`?zh z;t|@vJI>|C#>RD=t}MRUv!Xzd6WAoLW7ZG0@)Q*YQ~J5L=2^6RBwSrYEBkbASvRR| zykx{nGoOWK;0k#qBfC4zu|1GgJ*%6}bCW+@#|wj~lJcH2@B;yMsc?KMP+3rYyYcTJ&>_q6p2uEIpQnIo(Hhq{(`qqWK2g4 zD&%r`~@?}E`-I^w8! wzyFij^TvT;{=qcEBk>QK8!?IhNjP>;y}nFcNMw0(5Iz06RXQt^HFqBUU+dn5asU7T literal 0 HcmV?d00001 From 7b70265a0d6b3a5ad3090e08a016339f5c9b5c71 Mon Sep 17 00:00:00 2001 From: JCHPJP <2858829498@qq.com> Date: Mon, 15 Jul 2024 16:51:27 +0800 Subject: [PATCH 3/3] =?UTF-8?q?=E5=B0=9D=E8=AF=95=E7=BA=BF=E6=80=A7?= =?UTF-8?q?=E6=A8=A1=E5=9E=8B=E7=9A=84acipy=E6=A8=A1=E5=9D=97?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .../optimiaze模块/scipy函数.py | 56 +++++++++++++++++++ .../线性规划/optimiaze模块/例 5.3.py | 23 ++++++++ .../线性规划/插值和拟合/gray.py | 0 3 files changed, 79 insertions(+) create mode 100644 盘荣博/线性规划/optimiaze模块/scipy函数.py create mode 100644 盘荣博/线性规划/optimiaze模块/例 5.3.py create mode 100644 盘荣博/线性规划/插值和拟合/gray.py diff --git a/盘荣博/线性规划/optimiaze模块/scipy函数.py b/盘荣博/线性规划/optimiaze模块/scipy函数.py new file mode 100644 index 0000000..56aa404 --- /dev/null +++ b/盘荣博/线性规划/optimiaze模块/scipy函数.py @@ -0,0 +1,56 @@ +from scipy.optimize import linprog +import time +import numpy as np +''' +目标函数: +min z= -x1 + 4 x2 + +约束条件: +-3x1 + x2 < = 6 +x1 + 2x2 <= 4 +x2 >= -3 + +''' +begin = time.time() +c=[-1,4] +A=[[-3,1],[1,2]] +b=[[6],[4]] +bounds=((None , None),(-3,None)) +res= linprog(c,A,b,None,None,bounds) +end= time.time() +print("结果为:",res.fun) +print("x的值位",res.x," ",type(res.x)) +print(end-begin,"\n",'----------------------------------------') +''' +线性规划问题 + max z = x1 - 2x2 - 3x3 + 约束条件 + -2x1 + x2 + x3 <= 9 + -3x1 + x2 + 2x3 >= 4 + 4x1 -2x2 -x3 = -6 + x1 >= -10 ,x2 >=0 +''' +''' +scipy标准形式: +min w= -x1 + 2x2 + 3x3 + +约束: +-2x1 + x2 + x3 <= 9 +3x1 - x2 - 2x3 <= -4 +''' +c= (-np.array([1,-2,-3])).tolist() +A=[[-2,1,1],[-3,1,2]] +A[1]= (-np.array(A)[1]).tolist() +b= [[9],[4]] +b[1]=(-np.array(b[1])).tolist() +Aeq=[[4,-2,-1]] +beq =[[-6]] +LB =[-10,0,None] +UB = [None]*len(c) +bounds= tuple(zip(LB,UB)) +res= linprog(c,A,b,Aeq,beq,bounds) +end= time.time() +print("结果为:",res.fun) +print("x的值位",res.x," ",type(res.x)) +print(end-begin,"\n",'----------------------------------------') +print(res) \ No newline at end of file diff --git a/盘荣博/线性规划/optimiaze模块/例 5.3.py b/盘荣博/线性规划/optimiaze模块/例 5.3.py new file mode 100644 index 0000000..0e7092d --- /dev/null +++ b/盘荣博/线性规划/optimiaze模块/例 5.3.py @@ -0,0 +1,23 @@ +import time + +import numpy as np +from scipy.optimize import linprog +start = time.time() +c = [-110,-120,-130,-110,-115,150] +c = (-np.array(c)).tolist() +A=[[1,1,0,0,0,0], + [0,0,1,1,1,0], + [8.8,6.1,2.0,4.2,5.0,-6], + [8.8,6.1,2.0,4.2,5.0,-3] + ] +A[3]=(-np.array(A[3])).tolist() +b=[[200],[250],[0],[0]] +Aeq =[[1,1,1,1,1,-1]] +beq = [[0]] +LB= [0]*len(c) +UB= [None]*len(c) +bounds= tuple(zip(LB,UB)) +res = linprog(c,A,b,Aeq,beq,bounds) +end = time.time() +print("最优解:\n",res.x) +print("目标函数最小值:\n",-res.fun) \ No newline at end of file diff --git a/盘荣博/线性规划/插值和拟合/gray.py b/盘荣博/线性规划/插值和拟合/gray.py new file mode 100644 index 0000000..e69de29