求解一个简单的LP问题,问题描述如下
使用C++语言编写,代码如下:
#include<ilcplex/ilocplex.h> ILOSTLBEGIN int main(int argc, char** argv) //argc 表示传入main函数的参数个数; argv 表示传入main函数的参数序列或者指针 { IloEnv env; try { IloModel model(env); IloNumVarArray vars(env); vars.add(IloNumVar(env, 0.0, 40.0)); vars.add(IloNumVar(env)); vars.add(IloNumVar(env)); model.add(IloMaximize(env, vars[0] + 2 * vars[1] + 3 * vars[2])); model.add(-vars[0] + vars[1] + vars[2] <= 20); model.add( vars[0] - 3 * vars[1] + vars[2] <= 30); IloCplex cplex(model); if (!cplex.solve()) { env.error() << "failed to optimize LP." << endl; throw(-1); } IloNumArray vals(env); env.out() << "Solution status=" << cplex.getStatus() << endl; env.out() << "Solution value=" << cplex.getObjValue() << endl; cplex.getValues(vals,vars); env.out() << "Values=" << vals << endl; } catch (IloException& e) { cerr << "Concert exception caught:" << e << endl; } catch (...) { cerr << "Unknown exception caught" << endl; } env.end(); return 0; }
运行结果图
求得 (x1,x2,x3)=(40,17.5,42.5)