bilinear_cs.cs

/ * 2021年版权,Gurobi优狗万app足彩化,LLC * / / *本例制定和解决以下简单的双线性模型: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)* /使用系统;使用Gurobi;class bilinear_cs {static void Main() {try {GRBEnv env = new GRBEnv("bilinear.log");= new GRBModel(env);//创建变量GRBVar x = model.AddVar(0.0, GRB.)无穷,0.0,伽马线暴。连续的," x ");y = model.AddVar(0.0, GRB。无穷,0.0,伽马线暴。连续的," y ");z = model.AddVar(0.0, GRB。无穷,0.0,伽马线暴。连续的,“z”);//设置目标GRBLinExpr obj = x;模型。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); } } }