本模型意在寻求净收益R尽可能大而风险ε尽可能小的一种投资组合，先介绍了在期望风险为一定值时单纯形法求解净收益最大的投资组合的全过程。在此基础上，分析数据规律，确定可以取得最优组合解的ε的上界与下界值，利用计算机求得不同ε时的R解。绘制R－ε曲线图，讨论变化规律，分析交易费函数，检验模型并给出结论。 The model aims to find a portfolio with net income R as large as possible and risk ε as small as possible. First, we introduce the whole process of the simplex method to solve the portfolio with the largest net benefit when the expected risk is a certain value. On this basis, the law of the data is analyzed to determine the upper bound and the lower bound of ε that can obtain the optimal combination solution, and the computer to obtain the R solution of different ε. Draw R-ε graph, discuss the change rule, analyze the transaction fee function, test the model and give the conclusion.