qcp_vb.vb
这个例子阐述并解决了以下简单的QCP狗万app足彩模型:x + y + z = 1 ' x^2 + y^2 <= z^2(二阶锥)' x^2 <= yz(旋转的二阶圆锥)import Gurobi Class qcp_vb Shared Sub Main() Try Dim env As New GRBEnv("qcp.log") Dim model As New GRBModel(env) '创建变量Dim x As GRBVar = model.AddVar(0.0, GRB。无穷,0.0,伽马线暴。当GRBVar = model.AddVar(0.0, GRB。无穷,0.0,伽马线暴。As GRBVar = model.AddVar(0.0, GRB. 0);无穷,0.0,伽马线暴。连续的,“z”)”设置物镜Dim obj为GRBLinExpr = x模型。SetObjective (obj GRB.MAXIMIZE) '添加线性约束:x + y + z = 1模型。AddConstr(x + y + z = 1.0， "c0") '增加二阶锥:x^2 + y^2 <= z^2模型。AddQConstr(x * x + y * y <= z * z， "qc0") ')添加旋转锥:x^2 <= yz模型。AddQConstr(x * x <= y * z， "qc1") ') Optimize model model.Optimize() Console.WriteLine(x.VarName & " " & x.X) Console.WriteLine(y.VarName & " " & y.X) Console.WriteLine(z.VarName & " " & z.X) Console.WriteLine("Obj: " & model.ObjVal & " " & obj.Value) ' Dispose of model and env model.Dispose() env.Dispose() Catch e As GRBException Console.WriteLine("Error code: " & e.ErrorCode & ". " & e.Message) End Try End Sub End Class
