一的解决方法可以运用到许多线性规划问题的求解。问题二的简化思想可以将多目标规划简化成单一目标规划，便与计算与检验。
4
f九、参考文献
1管云松，风险投资项目的择优模型研究，2005；2赵艳，风险投资项目评估体系与决策研究，2008；3郁志勤，投资组合优化模型分析与算法实现，2010。
5
f附录I
月份项目A1A2A3A4A5A6A7
A1A2A3A4A5A6A7
附录
表2月净收益率的均值与方差
1
0015003900020012005500110017
7
00180051001800102001900140042
2
001200400110048001400120099
8
00070002000900116002300020003
3
0017003200770026000100630034
9
0014004700110002000900080052
4
0005008100030039000100280044
10
0019003600070083001500110044
5
0006000400010015002300810022
11
000200220010022002200260039
6
0002006200030076000200210021
12
0017002100030049001500310051
均值
方差
0009333001758300129170005350010250023500355
818788E05000162644700004322650001847194000040002300006740918663132199
附录II问题1Li
go代码：modelsetsrow17xcvcol112mo
the
dsetsdatac000933017583012917000535001025002350035500e
ddatamaxsumrowjxjcjx11x31x51x2x716x62sumrowjxj6
附录IIIli
go运行结果：Globaloptimalsolutio
fou
d
6
fObjectivevalueI
feasibilitiesTotalsolveriteratio
s
047148000000000
1
附录Ⅳ
VariableX1X2X3X4X5X6X7C1C2C3C4C5C6C7V1V2V3V4V5V6V7
MONTH1MONTH2MONTH3MONTH4MONTH5MONTH6MONTH7MONTH8MONTH9MONTH10MONTH11MONTH12
Row1234567
Value0400000016000001000000000000010000002000000000000009330000E02017583000129170005350000E0201025000E0102350000E0103550000E010000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000000
SlackorSurplus047148000600000000000000000000000000000000000000000
ReducedCost00000000000000000000001468000E01000000000000000140330000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000
DualPrice100000000000000119840009200000E030166500001417000E0109330000E02
7
f问题2li
go代码：
model
sets
row17xcv
col112mo
th
e
dsets
data
c0019008100770049005500810099
e
ddata
maxsumrowjxjcj
x11
x31
x51
x2x716
x62
sumror