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1、模型一：model:max=0.05*x0+0.27*x1+0.19*x2+0.185*x3+0.185*x4;0.025*x1<=0.005;0.015*x2<=0.005;0.055*x3<=0.005;0.026*x4<=0.005;x0+1.01*x1+1.02*x2+1.045*x3+1.065*x4=1;end模型二：model:min=x5;0.025*x1<=x5;0.015*x2<=x5;0.055*x3<=x5;0.026*x4<=x5;0.05*x0+0.27*x1+0.19*x2+0.185*x3+0.185*x4>=0.
2、2;x0+1.01*x1+1.02*x2+1.045*x3+1.065*x4=1;end模型三：model:min=0.84*x5-0.16*(0.05*x0+0.27*x1+0.19*x2+0.185*x3+0.185*x4);0.025*x1<=x5;0.015*x2<=x5;0.055*x3<=x5;0.026*x4<=x5;0.05*x0+0.27*x1+0.19*x2+0.185*x3+0.185*x4>=0.2;x0+1.01*x1+1.02*x2+1.045*x3+1.065*x4=1;end模型一：>>k=0;whilek<0.0
3、25;f=[-0.05-0.27-0.19-0.185-0.185];A=[00.025000;000.01500;0000.0550;00000.026];B=[k;k;k;k];Aeq=[11.011.021.0451.065];Beq=[1];lb=[0;0;0;0;0];ub=[];[x,faval]=linprog(f,A,B,Aeq,Beq,lb,ub);kR=-favalx=x'plot(k,R,'*')xlabel('风险度k')ylabel('最优收益R')title('最优收益随风险度的变化趋势图')holdonk=k+0.0
4、01;gridonend模型二:h=0.1;whileh<0.25;f=[000001];A=[00.025000-1;000.01500-1;0000.0550-1;00000.026-1;-0.05-0.27-0.19-0.185-0.1850];B=[0;0;0;0;-h];Aeq=[11.011.021.0451.0650];Beq=[1];lb=[0;0;0;0;0;0];ub=[];[x,fval]=linprog(f,A,B,Aeq,Beq,lb,ub);hk=fvalx=x'plot(k,h,'*')xlabel('风险度k')y
5、label('最优收益h')title('最优收益随风险度的变化趋势图')holdonh=h+0.01;gridonend模型三:>>p=0.75;whilep<1;C=[-0.05*(1-p)-0.27*(1-p)-0.19*(1-p)-0.185*(1-p)-0.185*(1-p)p];A=[00.025000-1;000.01500-1;0000.0550-1;00000.026-1];B=[0;0;0;0];Aeq=[11.011.021.0451.0650];Beq=[1];lb=[0;0;0;0;0];ub=[];[x,faval]=
6、linprog(C,A,B,Aeq,Beq,lb,ub);pk=x(6)x=x';plot(p,k,'*')xlabel('权重p')ylabel('风险度k')title('权重随风险度的变化趋势图')holdonp=p+0.001;gridonend
