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我有一個線性程序,我可以在n中輸入數字,它給了我對這個特定n的LP的輸出。我現在想爲各種n = 10 ... 1000做到這一點。有沒有一種技術,我不必手動做每個n,而是自動做到這一點,並輸出文件中每個n的LP的解決方案?我喜歡稍後繪製圖表。爲各種n運行SCIMP
這是我的線性規劃:
#Specify the number of n for the linear program.
param n := 5000;
#This is the set of probabilities of
set N := {1 .. n};
#We specify the variables for the probabilities p_1,...p_n.
var p[<i> in N] real >= 0;
#These are the values of the vector c. It specifies a constant for each p_i.
param c[<i> in N] := i/n ;
#We define the entries a_{ij} of the Matrix A.
defnumb a(i,j) :=
if i < j then 0
else if i == j then i
else 1 end end;
#The objective function.
maximize prob: sum <i> in N : c[i] * p[i];
#The condition which needs to be fulfilled.
subto condition:
forall <i> in N:
sum <j> in N: a(i,j) * p[j] <= 1;