Matlab随笔之分段线性函数化为线性规划

eg:

        10x,            0<=x<=500

c(x)=1000+8x,    500<=x<=1000

        3000+6x,    1000<=x<=1500

 

解法一:

可引入0-1变量,令z1=1,z2=1,z3=1分别表示0<=x<=500,500<=x<=1000,1000<=x<=1500,则

500z2<=x1<=500z1,

500z3<=x2<=500z2,

x3<=500z3,

c(x)=10x1+8x2+6x3

解法二:(更具一般性)

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posted @ 2015-01-27 00:38  墨初  阅读(5255)  评论(1编辑  收藏  举报