灵敏度分析

实验二、线性规划的灵敏度分析

    1. 线性规划求解的单纯形法的灵敏度分析的编程实现

2．掌握使用matlab、Lingo、Excel的规划求解功能求解，并利用“敏感性报告”进行分析。（二）实验内容课本例1 解的灵敏度分析

（1）：调用单纯形程序：

function [x,z,flg,sgma]=simplexfun(A,A1,b,c,m,n,n1,cb,xx)

% A,b are the matric in A*x=b

% c is the matrix in max z=c*x

% A1 is the matric in simplex table

% m is the numbers of row in A and n is the con number in A

% n1 is the nubers of artificial variables,and artificial variables are default as the last % n1 variables in x.

% cb is the worth coefficient matrix for basic variables

% xx is the index matrix for basic variables

% B1 is the invers matrix for the basic matrix in simplex table.The initial % matrix is default as the last m con in the matrix A. x=zeros(n,1); z=0;

B1=A1(:,n-m+1:n); sgma1=c-(cb*B1)*A; [masg,kk]=max(sgma1);

k=kk(1); flg=0; ll=0;

while (masg>0)&&(ll<20) ll=ll+1; thita=1000+zeros(m,1); for i=1:m if A1(i,k)>0 thita(i)=A1(i,k)\b(i); end

end

[r8,c8]=find(thita>999); if sum(c8)<m