MODEL:
SETS:
set/1..16/:sy,ss,sx,x; !收益,损失,手续,投资额度;
ENDSETS
DATA:
lmda = ? ;
sy = 9.6,18.5,49.4,23.9,8.1,14,40.7,31.2,33.6,36.8,11.8,9,35,9.4,15,0.05;
ss = 42,54,60,42,1.2,39,68,33.4,53.3,40,31,5.5,46,5.3,23,0;
sx = 2.1,3.2,6,1.5,7.6,3.4,5.6,3.1,2.7,2.9,5.1,5.7,2.7,4.5,7.6,0;
ENDDATA
d = lmda-1;
[OBJ]MIN=lmda*Q+d*(sy(16)*x(16)+@SUM(set(i):(sy-sx)*x));
[ONE]x(16)+@SUM(set(i):((1+sx)*x))=1;
[TWO]@FOR(set(i):ss(i)*x(i)<=Q);
END
[TWO]这行语句为什么有语法问题?