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Научный форум dxdyМатематика, Физика, Computer Science, Machine Learning, LaTeX, Механика и Техника, Химия,Биология и Медицина, Экономика и Финансовая Математика, Гуманитарные науки |
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Научный форум dxdyМатематика, Физика, Computer Science, Machine Learning, LaTeX, Механика и Техника, Химия,Биология и Медицина, Экономика и Финансовая Математика, Гуманитарные науки |
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| Страница 1 из 1 |
[ Сообщений: 2 ] |
16.05.2010, 19:43 
![$
n := 5: X := <seq( x[i], i=1..n )>:
c := 10000;
G := 1000;
r := <0.154,0.319,-0.018,-0.111,-0.183>;
Q := <<0.015,0.001,0.005,0.000,0.007> |
<0.001,0.008,0.000,0.001,-0.004> |
<0.005,0.000,0.009,-0.001,0.001> |
<0.000,0.001,-0.001,0.007,-0.002> |
<0.007,-0.004,0.001,-0.002,0.087> >;
objective := expand( Transpose(X).Q.X );
budget := add( x[i], i=1..n ) <= c;
growth := add( x[i]*r[i], i=1..n ) >= G;
QPSolve( objective, {budget, growth}, assume=nonnegative );
$](https://dxdy-02.korotkov.co.uk/f/9/8/7/98753af80f1526f287b153f44d89902182.png "$
n := 5: X := <seq( x[i], i=1..n )>:
c := 10000;
G := 1000;
r := <0.154,0.319,-0.018,-0.111,-0.183>;
Q := <<0.015,0.001,0.005,0.000,0.007> |
<0.001,0.008,0.000,0.001,-0.004> |
<0.005,0.000,0.009,-0.001,0.001> |
<0.000,0.001,-0.001,0.007,-0.002> |
<0.007,-0.004,0.001,-0.002,0.087> >;
objective := expand( Transpose(X).Q.X );
budget := add( x[i], i=1..n ) <= c;
growth := add( x[i]*r[i], i=1..n ) >= G;
QPSolve( objective, {budget, growth}, assume=nonnegative );
$")
