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1、 I K 8 JJII JI 11 ?34 ? w 4 ? AAAkkk? fffEEE ? III I K 8 JJII JI 12 ?34 ? w 4 888 1?OOO1 1.1?8? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .1 1.2?SN . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 2AAAkkk?nnn3 3?MMM111?4 4AAAkkk
2、AAA: )555555yyy6 4.11. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9 4.22. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11 5AAAkkkAAA?15 5.1(1)(5?.? . . . . . . . . . . . . . . . . . . . . . . . . . . . . .15 5.2(2)Ak?
3、. . . . . . . . . . . . . . . . . . . . . . . . . . . . .16 6AAAkkkAAA?20 6.1(1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .21 6.2(2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .26 7AAAkkkAAA?NNNNNN31 8SSS34 I K 8 JJII JI 11 ?3
4、4 ? w 4 I K 8 JJII JI 11 ?34 ? w 4 I K 8 JJII JI 11 ?34 ? w 4 1?OOO 1.1?888? ?)AAAkkk?nnn?AAALLL“ I K 8 JJII JI 12 ?34 ? w 4 1.2?SSSNNN AAAkkk?nnn AAA1)555555yyy AAA2?OOO? AAA3? ? I K 8 JJII JI 13 ?34 ? w 4 2AAAkkk?nnn AAAkkkMonteCarlo?random simulation ?ggg?)!nnn!EEE? KKK 1. kkkVVV?.LLL? uuuKKK?) 2
5、. ,?LLL?.LLL?*?555OOO ?OOOAAA?)?CCCqqq“ I K 8 JJII JI 14 ?34 ? w 4 3?MMM111? ?qqqMMM111yyy?ggg X?X = 0 X = 1 VVV0.50.5 ?X?f(r), pppr0,1SSS?. f(r) = ( 0, 0 MAXPSSS“ 333Matlab?III?OOOnnn-: I K 8 JJII JI 18 ?34 ? w 4 1. SSS; 2. 888IIISSS; 3. ?SSS. I K 8 JJII JI 19 ?34 ? w 4 4.11 1 )eee?zzz? min f(x1,x2
6、) = 3(x1 1)2+ 4(x2 2)2 s.t. ( x1 3 x2 5 AAAkkk)TTT555555yyy?.?Matlab“ XXXeee functionopt sim ex1 n = 1e5; %: curobj = inf; fori = 1:n, x(1) = 3*rand; I K 8 JJII JI 110 ?34 ? w 4 x(2) = 5*rand; temp = fun(x); iftemp 2?/ ?“ n=10000; xy=-1+2*rand(2,n); x=xy(1,:); y=xy(2,:); mypi =4*sum(x.2+y.2/ABCD?22=
7、 4 I K 8 JJII JI 116 ?34 ? w 4 5.2(2)AAAkkk? 1 ?2?/ ?“ n=10000; xy=-1+2*rand(2,n); x=xy(1,:); y=xy(2,:); mypi =4*sum(x.2+y.2/ABCD?22= 4 ?s = 12= I K 8 JJII JI 116 ?34 ? w 4 5.2(2)AAAkkk? 1 ?2?/ ?“ n=10000; xy=-1+2*rand(2,n); x=xy(1,:); y=xy(2,:); mypi =4*sum(x.2+y.2/ABCD?22= 4 ?s = 12= yyy333?)333?/
8、ABCD!?:n XXXJJJn:kkkm:333TTT?SSSKKK? /ABCD?CCCqqqm/n I K 8 JJII JI 116 ?34 ? w 4 5.2(2)AAAkkk? 1 ?2?/ ?“ n=10000; xy=-1+2*rand(2,n); x=xy(1,:); y=xy(2,:); mypi =4*sum(x.2+y.2/ABCD?22= 4 ?s = 12= yyy333?)333?/ABCD!?:n XXXJJJn:kkkm:333TTT?SSSKKK? /ABCD?CCCqqqm/n = 4 m n 4m n I K 8 JJII JI 116 ?34 ? w
9、4 5.2(2)AAAkkk? 1 ?2?/ ?“ n=10000; xy=-1+2*rand(2,n); x=xy(1,:); y=xy(2,:); mypi =4*sum(x.2+y.2/ABCD?22= 4 ?s = 12= yyy333?)333?/ABCD!?:n XXXJJJn:kkkm:333TTT?SSSKKK? /ABCD?CCCqqqm/n = 4 m n 4m n I K 8 JJII JI 117 ?34 ? w 4 LLL?SSSXXXeee I K 8 JJII JI 117 ?34 ? w 4 LLL?SSSXXXeee n=yesinput(?):?,500); I K
