bilinear_cs.cs.
/ *版权所有2019，Gurobi优狗万app足彩化，LLC * // *此示例制定和解决以下简单的双线性模型：最大化X对x + y + z <= 10 x * y <= 2（双线性不平等）x * z +y * z == 1（双线性等式）x，y，z非负（x积分在第二版中）* /使用系统;使用gurobi;bilinear_cs {static void main（）{try {grbenv env = new grbenv（“bilinear.log”）;grbmodel模型=新grbmodel（env）;//创建变量grbvar x = model.addvar（0.0，grb.infinity，0.0，grb.1。连续，“x”）;grbvar y = model.addvar（0.0，grb.invinity，0.0，grb.contuous，“Y”）;Grbvar z = model.addvar（0.0，grb.invinity，0.0，grb。连续，“z”）;//设置目标grblinexpr obj = x;model.setobjective（obj，grb.maximize）; // Add linear constraint: x + y + z <= 10 model.AddConstr(x + y + z <= 10, "c0"); // Add bilinear inequality: x * y <= 2 model.AddQConstr(x*y <= 2, "bilinear0"); // Add bilinear equality: x * z + y * z == 1 model.AddQConstr(x*z + y*z == 1, "bilinear1"); // Optimize model try { model.Optimize(); } catch (GRBException e) { Console.WriteLine("Failed (as expected) " + e.ErrorCode + ". " + e.Message); } model.Set(GRB.IntParam.NonConvex, 2); model.Optimize(); Console.WriteLine(x.VarName + " " + x.X); Console.WriteLine(y.VarName + " " + y.X); Console.WriteLine(z.VarName + " " + z.X); Console.WriteLine("Obj: " + model.ObjVal + " " + obj.Value); x.Set(GRB.CharAttr.VType, GRB.INTEGER); model.Optimize(); Console.WriteLine(x.VarName + " " + x.X); Console.WriteLine(y.VarName + " " + y.X); Console.WriteLine(z.VarName + " " + z.X); Console.WriteLine("Obj: " + model.ObjVal + " " + obj.Value); // Dispose of model and env model.Dispose(); env.Dispose(); } catch (GRBException e) { Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message); } } }
