实例介绍
【实例简介】LINGO的API
【实例截图】
【核心代码】
Contents Contents................................................................................................................................................ iii Preface ................................................................................................................................................. vii New Features ........................................................................................................................................ xi for LINGO 18.0 ...................................................................................................................................... xi 1 Getting Started with LINGO............................................................................................................ 1 Getting Started on Windows............................................................................................................. 1 Getting Started on a Mac ................................................................................................................. 9 Getting Started on Linux................................................................................................................. 20 Creating and Solving a Model in LINGO ........................................................................................ 32 Examining the Solution Report....................................................................................................... 46 Intro to LINGO’s Modeling Language............................................................................................. 48 Additional Modeling Language Features........................................................................................ 60 Indicating Convexity and Concavity ............................................................................................... 64 Maximum Problem Dimensions...................................................................................................... 65 How to Contact LINDO Systems .................................................................................................... 66 2 Using Sets...................................................................................................................................... 67 Why Use Sets?............................................................................................................................... 67 What Are Sets? .............................................................................................................................. 67 The Sets Section of a Model .......................................................................................................... 68 The DATA Section.......................................................................................................................... 74 Set Looping Functions.................................................................................................................... 75 Set-Based Modeling Examples ...................................................................................................... 82 Summary.......................................................................................................................................101 3 Using Variable Domain Functions ..............................................................................................103 Integer Variables ...........................................................................................................................103 Free Variables...............................................................................................................................124 Bounded Variables ........................................................................................................................129 SOS Variables...............................................................................................................................130 Cardinality .....................................................................................................................................134 Semicontinuous Variables.............................................................................................................134 Positive Semi-Definite Matrices.....................................................................................................136 4 Data, Init and Calc Sections ........................................................................................................141 The DATA Section of a Model.......................................................................................................141 The INIT Section of a Model..........................................................................................................146 The CALC Section of a Model.......................................................................................................147 Summary.......................................................................................................................................153 iv CONTENTS 5 Menu Commands..........................................................................................................................155 Accessing Menu Commands.........................................................................................................155 Menu Commands In Brief..............................................................................................................158 Menu Commands In Depth ...........................................................................................................162 1. File Menu...................................................................................................................................162 2. Edit Menu ..................................................................................................................................180 3. Solver Menu ..............................................................................................................................193 4. Window Menu............................................................................................................................316 5. Help Menu.................................................................................................................................320 6 Command-Line Commands.........................................................................................................326 The Commands In Brief ................................................................................................................326 The Commands In Depth ..............................................................................................................328 7 LINGO’s Operators and Functions..............................................................................................429 Standard Operators.......................................................................................................................429 Mathematical Functions ................................................................................................................433 Financial Functions .......................................................................................................................436 Probability Functions .....................................................................................................................436 Variable Domain Functions ...........................................................................................................439 Set Handling Functions .................................................................................................................440 Set Looping Functions...................................................................................................................445 Interface Functions........................................................................................................................447 Distributions...................................................................................................................................448 Report Functions ...........................................................................................................................454 Date, Time and Calendar Functions..............................................................................................465 Matrix Functions............................................................................................................................469 Miscellaneous Functions ...............................................................................................................483 8 Interfacing with External Files.....................................................................................................487 Cut and Paste Transfers ...............................................................................................................487 Text File Interface Functions .........................................................................................................489 LINGO Command Scripts..............................................................................................................497 Specifying Files in the Command-line ...........................................................................................500 RunLingo.......................................................................................................................................502 Redirecting Input and Output ........................................................................................................505 Managing LINGO Files..................................................................................................................505 9 Interfacing With Spreadsheets....................................................................................................507 Importing Data from Spreadsheets................................................................................................507 Exporting Solutions to Spreadsheets ............................................................................................512 OLE Automation Links from Excel.................................................................................................520 Embedding LINGO Models in Excel..............................................................................................524 Embedding Excel Sheets in LINGO ..............................................................................................530 Summary.......................................................................................................................................534 CONTENTS v 10 Interfacing with Databases ..........................................................................................................535 ODBC Data Sources .....................................................................................................................536 Importing Data from Databases with @ODBC..............................................................................543 Importing Data with ODBC in a PERT Model................................................................................545 Exporting Data with @ODBC ........................................................................................................547 Exporting Data with ODBC in a PERT Model................................................................................550 11 Interfacing with Other Applications............................................................................................555 The LINGO Dynamic Link Library..................................................................................................555 User Defined Functions.................................................................................................................599 12 Developing More Advanced Models ...........................................................................................603 Production Management Models...................................................................................................604 Logistics Models............................................................................................................................620 Financial Models ...........................................................................................................................627 Queuing Models ............................................................................................................................644 Marketing Models ..........................................................................................................................652 13 Programming LINGO....................................................................................................................661 Programming Features..................................................................................................................661 Programming Example: Binary Search .........................................................................................708 Programming Example: Markowitz Efficient Frontier.....................................................................712 Programming Example: Cutting Stock...........................................................................................719 Programming Example: Accessing Excel......................................................................................725 Summary.......................................................................................................................................732 14 Stochastic Programming...........................................................................................................733 Multistage Decision Making Under Uncertainty.............................................................................733 Recourse Models ..........................................................................................................................735 Scenario Tree................................................................................................................................737 Monte Carlo Sampling...................................................................................................................739 Setting up SP Models....................................................................................................................740 Language Features for SP Models................................................................................................741 Declaring Distributions ..................................................................................................................743 Gas Buying Example.....................................................................................................................750 Stock Option Example...................................................................................................................761 Investing Under Uncertainty Example ...........................................................................................770 Chance-Constrained Programs (CCPs) ........................................................................................777 15 On Mathematical Modeling..........................................................................................................791 Solvers Used Internally by LINGO.................................................................................................791 Type of Constraints .......................................................................................................................792 Local Optima vs. Global Optima....................................................................................................794 Smooth vs. Nonsmooth Functions.................................................................................................800 Guidelines for Nonlinear Modeling ................................................................................................801 vi CONTENTS Appendix A: Additional Examples of LINGO Modeling..................................................................803 Appendix B: Error Messages .........................................................................................................893 Appendix C: Bibliography and Suggested Reading.....................................................................949 Acknowledgements............................................................................................................................951 Index....................................................................................................................................................953
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