分段.java.
/ *版权所有2019，Gurobi优狗万app足彩化，LLC * / / *此示例考虑以下可分离凸面问题：将F（x） - y + g（z）最小化为x + 2 y + 3 z <= 4 x + y> = 1 x，y，z <= 1其中f（u）= exp（-u）和g（u）= 2 u ^ 2 - 4 u，对于所有真实的u。通过近似F和G具有分段 - 线性函数来制定和解决简单的LP模型。然后，它通过否定F的近似来将模型转换为MIP，这对应于非凸分段线性函数，并再次解决。* /进口gurobi。*;公共类分段{私有静态双F（双U）{return math.exp（-u）;私人静态双g（双U）{返回2 * U * U - 4 * U;公共静态void main（String [] args）{try {// create环境grbenv ent = new grbenv（）;//创建一个新的GrbModel Model = New GrbModel（Env）;//创建变量双LB = 0.0，UB = 1.0; GRBVar x = model.addVar(lb, ub, 0.0, GRB.CONTINUOUS, "x"); GRBVar y = model.addVar(lb, ub, 0.0, GRB.CONTINUOUS, "y"); GRBVar z = model.addVar(lb, ub, 0.0, GRB.CONTINUOUS, "z"); // Set objective for y GRBLinExpr obj = new GRBLinExpr(); obj.addTerm(-1.0, y); model.setObjective(obj); // Add piecewise-linear objective functions for x and z int npts = 101; double[] ptu = new double[npts]; double[] ptf = new double[npts]; double[] ptg = new double[npts]; for (int i = 0; i < npts; i++) { ptu[i] = lb + (ub - lb) * i / (npts - 1); ptf[i] = f(ptu[i]); ptg[i] = g(ptu[i]); } model.setPWLObj(x, ptu, ptf); model.setPWLObj(z, ptu, ptg); // Add constraint: x + 2 y + 3 z <= 4 GRBLinExpr expr = new GRBLinExpr(); expr.addTerm(1.0, x); expr.addTerm(2.0, y); expr.addTerm(3.0, z); model.addConstr(expr, GRB.LESS_EQUAL, 4.0, "c0"); // Add constraint: x + y >= 1 expr = new GRBLinExpr(); expr.addTerm(1.0, x); expr.addTerm(1.0, y); model.addConstr(expr, GRB.GREATER_EQUAL, 1.0, "c1"); // Optimize model as an LP model.optimize(); System.out.println("IsMIP: " + model.get(GRB.IntAttr.IsMIP)); System.out.println(x.get(GRB.StringAttr.VarName) + " " +x.get(GRB.DoubleAttr.X)); System.out.println(y.get(GRB.StringAttr.VarName) + " " +y.get(GRB.DoubleAttr.X)); System.out.println(z.get(GRB.StringAttr.VarName) + " " +z.get(GRB.DoubleAttr.X)); System.out.println("Obj: " + model.get(GRB.DoubleAttr.ObjVal)); System.out.println(); // Negate piecewise-linear objective function for x for (int i = 0; i < npts; i++) { ptf[i] = -ptf[i]; } model.setPWLObj(x, ptu, ptf); // Optimize model as a MIP model.optimize(); System.out.println("IsMIP: " + model.get(GRB.IntAttr.IsMIP)); System.out.println(x.get(GRB.StringAttr.VarName) + " " +x.get(GRB.DoubleAttr.X)); System.out.println(y.get(GRB.StringAttr.VarName) + " " +y.get(GRB.DoubleAttr.X)); System.out.println(z.get(GRB.StringAttr.VarName) + " " +z.get(GRB.DoubleAttr.X)); System.out.println("Obj: " + model.get(GRB.DoubleAttr.ObjVal)); // Dispose of model and environment model.dispose(); env.dispose(); } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode() + ". " + e.getMessage()); } } }
