Global optimal solution found.
Objective value: 400.0000
Objective bound: 400.0000
Infeasibilities: 0.000000
Extended solver steps: 2
Total solver iterations: 134
Model Class: NLP
Variable Value Reduced Cost X1A 0.000000 0.000000 X2A 0.000000 4.000000 X3A 0.000000 0.000000 X1B 0.000000 2.000000
X3B 100.0000 0.000000
XA 0.000000 0.000000
XB 200.0000 0.000000
Row Slack or Surplus Dual Price
1 400.0000 1.000000
2 0.000000 -14.00000
3 0.000000 -22.00000
4 0.000000 2.000000
5 0.000000 6.000000
6 0.000000 0.2000000E-01
7 500.0000 0.000000
8 400.0000 0.000000
9 400.0000 0.000000
10 100.0000 0.000000
Global optimal solution found.
Objective value: 600.0000
Objective bound: 600.0000
Infeasibilities: 0.000000
Extended solver steps: 4
Total solver iterations: 214
Model Class: NLP
Variable Value Reduced Cost X1A 300.0000 0.000000
X2A 0.000000 2.000000
X3A 300.0000 0.000000
X1B 0.000000 6.000000
X2B 0.000000 0.000000
X3B 0.000000 0.000000
XA 600.0000 0.000000
XB 0.000000 0.000000
Row Slack or Surplus Dual Price
1 600.0000 1.000000
2 0.000000 -18.00000
3 0.000000 -30.00000
4 0.000000 4.000000
5 0.000000 10.00000
6 0.000000 0.1333333E-01
7 200.0000 0.000000
8 500.0000 0.000000
9 200.0000 0.000000
11 200.0000 0.000000
Global optimal solution found.
Objective value: 750.0000
Objective bound: 750.0000
Infeasibilities: 0.000000
Extended solver steps: 4
Total solver iterations: 244
Model Class: NLP
Variable Value Reduced Cost X1A 0.000000 1.000000
X2A 0.000000 0.000000
X3A 0.000000 0.000000
X1B 50.00000 0.000000
X2B 150.0000 0.000000
X3B 0.000000 0.5000000 XA 0.000000 0.000000
XB 200.0000 0.000000
Row Slack or Surplus Dual Price
1 750.0000 1.000000
2 0.000000 -14.00000
3 0.000000 -16.50000
4 0.000000 2.000000
5 0.000000 3.500000
6 0.000000 0.2000000E-01
10 600.0000 0.000000
11 0.000000 3.750000
9
10 大10
另外绘制出风险-收益关系曲线如下：
Global optimal solution found.
Objective value: 0.1905637E-01
Objective bound: 0.1905637E-01
Infeasibilities: 0.000000
Extended solver steps: 1
Total solver iterations: 94
Model Class: NLP
Variable Value Reduced Cost Z2 0.1905637E-01 0.000000 X1 0.8787443E-01 0.000000 X2 0.4288563 0.000000
X3 0.1427970 0.000000
X4 0.3404722 0.000000
Row Slack or Surplus Dual Price
1 0.1905637E-01 -1.000000
2 0.000000 -1.000000
4 0.000000 0.1905637E-01
Global optimal solution found.
Objective value: 0.2070858E-01
Objective bound: 0.2070858E-01
Infeasibilities: 0.000000
Extended solver steps: 1
Total solver iterations: 67
Model Class: NLP
Variable Value Reduced Cost Z2 0.2070858E-01 0.000000 X1 0.5266074 0.000000 X2 0.3500000 0.000000 X3 0.1228551 0.000000
Row Slack or Surplus Dual Price
2 0.000000 -1.000000
3 0.000000 -0.2904821
4 0.000000 0.1640379E-02
5 0.2660738E-01 0.000000
6 0.000000 -0.4371652E-02
7 0.2714491E-01 0.000000