能不能帮忙用Lingo做个题呀~我木有分了……听说很简单的谢谢!

题目

能不能帮忙用Lingo做个题呀~我木有分了……听说很简单的谢谢!
rp=w1*r1+w2*r2+w3*r3
q^2=(w1,w2,w3)*( 0.0533 0.3053 -0.0700 *(w1,w2,w3)'
0.3053 21.6396 -4.3033
-0.0700 -4.3033 0.8575)
max(rp-q^2)
0.2

答案

!注意 你的r应该有数据 否则是无界解;
model:
sets:
s/1..3/:w,r,a,b;
l(s,s):c;
endsets
data:
a=0.2 0.1 0.15;
b=0.6 0.5 0.55;
c=
0.0533 0.3053 -0.0700
0.3053 21.6396 -4.3033
-0.0700 -4.3033 0.8575;
enddata
max=rp-q;
rp=@sum(s:r*w);
q=@sum(l(i,j):c(i,j)*w(i)*w(j));
@for(s:@bnd(a,w,b));
@sum(s:w)=1;
end