bilinear_c.c.
/*版权所有2019,Gurobi O狗万app足彩ptimization, LLC */ /*最大化受到x + y + z < = 10 x * y < = 2(双线性不等式)x * z + y * z = = 1(双线性平等)x, y, z非负(x积分在第二版)* / # include < stdlib.h > # include < stdio . h > #主要包括“gurobi_c.h int (int命令行参数个数,char * argv []) {GRBenv * env =零;GRBmodel *model = NULL;Int error = 0;双溶胶[3];int印第安纳州[3];双val [3];Double obj[] = {1,0,0};int qrow [2];int qcol [2]; double qval[2]; int optimstatus; double objval; /* Create environment */ error = GRBloadenv(&env, "bilinear.log"); if (error) goto QUIT; /* Create an empty model */ error = GRBnewmodel(env, &model, "bilinear", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables */ error = GRBaddvars(model, 3, 0, NULL, NULL, NULL, obj, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Change sense to maximization */ error = GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, GRB_MAXIMIZE); if (error) goto QUIT; /* Linear constraint: x + y + z <= 10 */ ind[0] = 0; ind[1] = 1; ind[2] = 2; val[0] = 1; val[1] = 1; val[2] = 1; error = GRBaddconstr(model, 3, ind, val, GRB_LESS_EQUAL, 10.0, "c0"); if (error) goto QUIT; /* Bilinear inequality: x * y <= 2 */ qrow[0] = 0; qcol[0] = 1; qval[0] = 1.0; error = GRBaddqconstr(model, 0, NULL, NULL, 1, qrow, qcol, qval, GRB_LESS_EQUAL, 2.0, "bilinear0"); if (error) goto QUIT; /* Bilinear equality: x * z + y * z == 1 */ qrow[0] = 0; qcol[0] = 2; qval[0] = 1.0; qrow[1] = 1; qcol[1] = 2; qval[1] = 1.0; error = GRBaddqconstr(model, 0, NULL, NULL, 2, qrow, qcol, qval, GRB_EQUAL, 1, "bilinear1"); if (error) goto QUIT; /* Optimize model - this will fail since we need to set NonConvex to 2 */ error = GRBoptimize(model); if (!error) { printf("Should have failed!\n"); goto QUIT; } /* Set parameter and solve again */ error = GRBsetintparam(GRBgetenv(model), GRB_INT_PAR_NONCONVEX, 2); if (error) goto QUIT; error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'bilinear.lp' */ error = GRBwrite(model, "bilinear.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.2f, y=%.2f, z=%.2f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } /* Now constrain 'x' to be integral and solve again */ error = GRBsetcharattrelement(model, GRB_CHAR_ATTR_VTYPE, 0, GRB_INTEGER); if (error) goto QUIT; error = GRBoptimize(model); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.2f, y=%.2f, z=%.2f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
