qcp.py
#！这个例子给出并解决了以下简单的QCP模型:狗万app足彩#话题#最大化x x + y + z = 1 # x ^ 2 + y ^ 2 z ^ < = 2(二阶锥)# x ^ 2 < = yz(旋转二阶锥)# x, y, z的非负gurobipy进口* #创建一个新的模型m =模型(“qcp”)#创建变量x = m.addVar (name = " x ") y = m.addVar (name = " y ") z = m.addVar (name = " z ") #设定目标:obj = 1.0 * x m.setObjective (obj GRB.MAXIMIZE) #添加约束:x + y + z = 1 m.addConstr (x + y + z = = 1, c0) #添加二阶锥:x ^ 2 + y ^ 2 < = z ^ 2 m.addConstr (x * x + y * y < = * z, qc0) #添加旋转锥:x ^ 2 < = yz m.addConstr (x * x < = y * z, qc1) m.optimize () v的m.getVars():打印(“% s % g”% (v.varName v.x))打印(obj:% g’% obj.getValue ())
