piecewise_c.c
/*版权所有2019,Gurobi优化狗万app足彩，LLC */ /*这个例子考虑以下可分离的凸问题:减少f (x) - y + g (z)受到x + 2 y + 3 z < = 4 x + y > = 1 x, y, z < = 1 f (u) = exp (- u)和g (u) = 2 ^ 2 - 4 u,所有真正的u。制定和解决简单的LP模型和分段线性函数近似f和g。然后通过对对应于非凸分段线性函数的f的近似求负，将模型转换为MIP，并再次求解。*/ #include #include #include #include "gurobi_c.h" double f(double u) {return exp(-u);} double g(double u) {return 2 * u * u - 4 * u;} int main(int argc, char *argv[]) {GRBenv *env = NULL;GRBmodel *model = NULL;Int error = 0;两磅,乌兰巴托;int不扩散核武器条约》,我; double *ptu = NULL; double *ptf = NULL; double *ptg = NULL; int ind[3]; double val[3]; int ismip; double objval; double sol[3]; /* Create environment */ error = GRBloadenv(&env, NULL); if (error) goto QUIT; /* Create a new model */ error = GRBnewmodel(env, &model, NULL, 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables */ lb = 0.0; ub = 1.0; error = GRBaddvar(model, 0, NULL, NULL, 0.0, lb, ub, GRB_CONTINUOUS, "x"); if (error) goto QUIT; error = GRBaddvar(model, 0, NULL, NULL, 0.0, lb, ub, GRB_CONTINUOUS, "y"); if (error) goto QUIT; error = GRBaddvar(model, 0, NULL, NULL, 0.0, lb, ub, GRB_CONTINUOUS, "z"); if (error) goto QUIT; /* Set objective for y */ error = GRBsetdblattrelement(model, GRB_DBL_ATTR_OBJ, 1, -1.0); if (error) goto QUIT; /* Add piecewise-linear objective functions for x and z */ npts = 101; ptu = (double *) malloc(npts * sizeof(double)); ptf = (double *) malloc(npts * sizeof(double)); ptg = (double *) malloc(npts * sizeof(double)); for (i = 0; i < npts; i++) { ptu[i] = lb + (ub - lb) * i / (npts - 1); ptf[i] = f(ptu[i]); ptg[i] = g(ptu[i]); } error = GRBsetpwlobj(model, 0, npts, ptu, ptf); if (error) goto QUIT; error = GRBsetpwlobj(model, 2, npts, ptu, ptg); if (error) goto QUIT; /* Add constraint: x + 2 y + 3 z <= 4 */ ind[0] = 0; ind[1] = 1; ind[2] = 2; val[0] = 1; val[1] = 2; val[2] = 3; error = GRBaddconstr(model, 3, ind, val, GRB_LESS_EQUAL, 4.0, "c0"); if (error) goto QUIT; /* Add constraint: x + y >= 1 */ ind[0] = 0; ind[1] = 1; val[0] = 1; val[1] = 1; error = GRBaddconstr(model, 2, ind, val, GRB_GREATER_EQUAL, 1.0, "c1"); if (error) goto QUIT; /* Optimize model as an LP */ error = GRBoptimize(model); if (error) goto QUIT; error = GRBgetintattr(model, "IsMIP", &ismip); if (error) goto QUIT; error = GRBgetdblattr(model, "ObjVal", &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, "X", 0, 3, sol); if (error) goto QUIT; printf("IsMIP: %d\n", ismip); printf("x %g\ny %g\nz %g\n", sol[0], sol[1], sol[2]); printf("Obj: %g\n", objval); printf("\n"); /* Negate piecewise-linear objective function for x */ for (i = 0; i < npts; i++) { ptf[i] = -ptf[i]; } error = GRBsetpwlobj(model, 0, npts, ptu, ptf); if (error) goto QUIT; /* Optimize model as a MIP */ error = GRBoptimize(model); if (error) goto QUIT; error = GRBgetintattr(model, "IsMIP", &ismip); if (error) goto QUIT; error = GRBgetdblattr(model, "ObjVal", &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, "X", 0, 3, sol); if (error) goto QUIT; printf("IsMIP: %d\n", ismip); printf("x %g\ny %g\nz %g\n", sol[0], sol[1], sol[2]); printf("Obj: %g\n", objval); QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free data */ free(ptu); free(ptf); free(ptg); /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
