[b]我写的程序如下：[/b]
function f=myfun(x);
f=(1/x(1)+5/12/x(2)+1/2/x(3)+7/24/x(4)+1/3/x(5))*conj(x(1))+(5/2/x(1)+1/x(2)+2/x(3)+5/12/x(4)+1/x(5))*conj(x(2))+(2/x(1)+1/2/x(2)+1/x(3)+1/2/x(4)+5/12/x(5))*conj(x(3))+(7/2/x(1)+5/2/x(2)+2/x(3)+1/x(4)+2/x(5))*conj(x(4))+(3/x(1)+1/x(2)+5/2/x(3)+1/2/x(4)+1/x(5))*conj(x(5));
end

[b]上述程序保存为m文件；
然后运行下述程序：[/b]

x0=[.2,.2,.2,.2,.2];
lb=[0,0,0,0,0];
ub=[1,1,1,1,1];
[x,fval,exitflag,output,lambda]=fmincon('fmin',x0,[],[],[1,1,1,1,1],1,lb,ub)

[b]运行后，结论为[/b]

x =

    1.0000         0    0.0000   -0.0000         0


fval =

   NaN


exitflag =

     0


output = 

       iterations: 83
        funcCount: 505
         stepsize: 2
        algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'
    firstorderopt: Inf
     cgiterations: []


lambda = 

         lower: [5x1 double]
         upper: [5x1 double]
         eqlin: NaN
      eqnonlin: [0x1 double]
       ineqlin: [0x1 double]
    ineqnonlin: [0x1 double]

[b]这个结论明显不对，不知道哪里出问题了，用lingo做的结论如下：[/b]

Local optimal solution found at iteration:             41
  Objective value:                                 21.44022


   Model Title: mix bottle

                       Variable           Value        Reduced Cost
                             x2       0.1529363            0.000000
                             x1       0.3844413            0.000000
                             x3       0.2411757          -0.1613561E-06
                             x4       0.8655592E-01       0.1089302E-06
                             x5       0.1348908            0.000000

                            Row    Slack or Surplus      Dual Price
                              1        21.44022           -1.000000
                              2        0.000000          -0.2149157E-04
                              3       0.3844413            0.000000
                              4       0.1529363            0.000000
                              5       0.2411757            0.000000
                              6       0.8655592E-01        0.000000
                              7       0.1348908            0.000000
[b]为正确答案，请高手指出问题所在，及修改后的程序，谢谢！！[/b]