Qcp.java
/ /*这个例子制定并解决了以下简单的狗万app足彩QCP模型:最大化x服从x + y + z = 1 x^2 + y^2 <= z^2(二阶锥)x^2 <= yz(旋转的二阶锥)x, y, z非负*/导入Gurobi .*;public class Qcp {public static void main(String[] args) {try {GRBEnv env = new GRBEnv(" Qcp .log");GRBModel model =新GRBModel(env);//创建变量GRBVar x = model.addVar(0.0, GRB. add)无穷,0.0,伽马线暴。连续的," x ");GRBVar y = model.addVar(0.0, GRB。无穷,0.0,伽马线暴。连续的," y ");GRBVar z = model.addVar(0.0, GRB。无穷,0.0,伽马线暴。连续的,“z”);//设置目标GRBLinExpr obj = new GRBLinExpr();obj.addTerm (1.0 x);模型。setObjective (obj GRB.MAXIMIZE); // Add linear constraint: x + y + z = 1 GRBLinExpr expr = new GRBLinExpr(); expr.addTerm(1.0, x); expr.addTerm(1.0, y); expr.addTerm(1.0, z); model.addConstr(expr, GRB.EQUAL, 1.0, "c0"); // Add second-order cone: x^2 + y^2 <= z^2 GRBQuadExpr qexpr = new GRBQuadExpr(); qexpr.addTerm(1.0, x, x); qexpr.addTerm(1.0, y, y); qexpr.addTerm(-1.0, z, z); model.addQConstr(qexpr, GRB.LESS_EQUAL, 0.0, "qc0"); // Add rotated cone: x^2 <= yz qexpr = new GRBQuadExpr(); qexpr.addTerm(1.0, x, x); qexpr.addTerm(-1.0, y, z); model.addQConstr(qexpr, GRB.LESS_EQUAL, 0.0, "qc1"); // Optimize model model.optimize(); 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) + " " + obj.getValue()); System.out.println(); // Dispose of model and environment model.dispose(); env.dispose(); } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode() + ". " + e.getMessage()); } } }
