Bilinear_c ++。CPP
/ *版权所有2021，Gurobi优狗万app足彩化，LLC * // *此示例制定并解决以下简单的双线性模型：最大化X受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积分在第二版中）* / #include #include“gurobi_c ++。h”使用命名空间std;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_xcontinuous，“y”）;grbvar z = model.addvar（0.0，grb_infinity，0.0，grb_continuous，“z”）;//设置目标grblinexpr obj = x;Model.SetObjective（OBJ，GRB_MAXIMIZE）;//添加线性约束：x + y + z <= 10 model.addconstr（x + y + z <= 10，“c0”）; // Add bilinear inequality constraint: x * y <= 2 model.addQConstr(x*y <= 2, "bilinear0"); // Add bilinear equality constraint: y * z == 1 model.addQConstr(x*z + y*z == 1, "bilinear1"); // First optimize() call will fail - need to set NonConvex to 2 try { model.optimize(); assert(0); } catch (GRBException e) { cout << "Failed (as expected)" << endl; } model.set(GRB_IntParam_NonConvex, 2); 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; // Constrain x to be integral and solve again x.set(GRB_CharAttr_VType, GRB_INTEGER); 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; }
