using JuMP using HiGHS y(x1,x2,x3)=400*x1+200*x2+250*x3 l(x1,x2,x3)=0.8*x1+0.2*x2+0.3*x3 w(x1,x2,x3)=3.0*x1+1.0*x2+1.5*x3 a(x1,x2,x3)=x1+x2+x3 model=Model(HiGHS.Optimizer) @variable(model,x1>=0) @variable(model,x2>=0) @variable(model,x3>=0) @objective(model,Max,y(x1,x2,x3)) @constraint(model,c1,l(x1,x2,x3)<=300) @constraint(model,c2,w(x1,x2,x3)<=1000) @constraint(model,c3,a(x1,x2,x3)<=625) print(model) optimize!(model) objective_value(model) myx1=value(x1) myx2=value(x2) myx3=value(x3) myX=[myx1,myx2,myx3] bookX=[187.5,437.5,0.0] X(theta)=theta*myX+(1-theta)*bookX X(1) y(X(1)...) X(0) y(X(0)...) X(0.5) y(X(0.5)...) X(0.25) y(X(0.25)...)