QCP_C ++。CPP
/ *版权所有2019，Gurobi优狗万app足彩化，LLC * / / *此示例制定并解决以下简单的QCP模型：最大化X对X + Y + Z = 1 x ^ 2 + y ^ 2 <= z ^ 2（第二 -顺序锥形）x ^ 2 <= yz（旋转二阶锥）x，y，z非负* / #include使用命名空间std的“gurobi_c ++。h”;int main（int argc，char * argv []）{try {grbenv env = grbenv（）;grbmodel model = grbmodel（env）;//创建变量grbvar x = model.addvar（0.0，grb_infinity，0.0，grb_continuous，“x”）;grbvar y = model.addvar（0.0，grb_infinity，0.0，grb_continuous，“y”）;grbvar z = model.addvar（0.0，grb_infinity，0.0，grb_conured，“z”）;//设置目标GrblineXPR obj = x;model.setobjective（obj，grb_maximize）;//添加线性约束：x + y + z = 1 model.addconstr（x + y + z == 1，“c0”）;//添加二阶锥：x ^ 2 + y ^ 2 <= z ^ 2 model.addqconstr（x * x + y * y <= z * z，“qc0”）; // Add rotated cone: x^2 <= yz model.addQConstr(x*x <= y*z, "qc1"); // Optimize model model.optimize(); cout << x.get(GRB_StringAttr_VarName) << " " << x.get(GRB_DoubleAttr_X) << endl; cout << y.get(GRB_StringAttr_VarName) << " " << y.get(GRB_DoubleAttr_X) << endl; cout << z.get(GRB_StringAttr_VarName) << " " << z.get(GRB_DoubleAttr_X) << endl; cout << "Obj: " << model.get(GRB_DoubleAttr_ObjVal) << endl; } catch(GRBException e) { cout << "Error code = " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch(...) { cout << "Exception during optimization" << endl; } return 0; }
