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19 lines
593 B
19 lines
593 B
from matplotlib import pyplot as plt
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from numpy import ones , diag , c_ , zeros
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from scipy.optimize import linprog
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import time
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start = time.time()
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c=list( [-0.05,-0.27,-0.19,-0.185,-0.185])
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A=c_[zeros(4),diag([0.025,0.015,0.055,0.026])]
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Aeq = [[1,1.01,1.02,1.045,1.065]];beq=[[1]]
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a=0;aa=[];ss = []
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while a<=0.05:
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b=list(ones(4)*a)
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res= linprog(c,A,b,Aeq,beq)
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aa.append(a);ss.append(-res.fun)
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a=a+0.001
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end = time.time()
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print("花费时间：",end-start)
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plt.plot(aa,ss,"r*")
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plt.xlabel("$a$");plt.ylabel("$Q$",rotation=90)
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plt.savefig("figure5_1_1.png",dpi=500) ;plt.show() |