Qp.java
/* Copyright 2021, Gurobi Optimization, LLC */ /* This example formulates and solves the following simple QP model: minimize x^2 + x*y + y^2 + y*z + z^2 + 2 x subject to x + 2 y + 3 z >= 4 x + y >= 1 x, y, z non-negative It solves it once as a continuous model, and once as an integer model. */ import gurobi.*; public class Qp { public static void main(String[] args) { try { GRBEnv env = new GRBEnv("qp.log"); GRBModel model = new GRBModel(env); // Create variables GRBVar x = model.addVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "x"); GRBVar y = model.addVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "y"); GRBVar z = model.addVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "z"); // Set objective GRBQuadExpr obj = new GRBQuadExpr(); obj.addTerm(1.0, x, x); obj.addTerm(1.0, x, y); obj.addTerm(1.0, y, y); obj.addTerm(1.0, y, z); obj.addTerm(1.0, z, z); obj.addTerm(2.0, x); model.setObjective(obj); // Add constraint: x + 2 y + 3 z >= 4 GRBLinExpr expr = new GRBLinExpr(); expr.addTerm(1.0, x); expr.addTerm(2.0, y); expr.addTerm(3.0, z); model.addConstr(expr, GRB.GREATER_EQUAL, 4.0, "c0"); // Add constraint: x + y >= 1 expr = new GRBLinExpr(); expr.addTerm(1.0, x); expr.addTerm(1.0, y); model.addConstr(expr, GRB.GREATER_EQUAL, 1.0, "c1"); // Optimize model model.optimize(); System.out.println(x.get(GRB.StringAttr.VarName) + " " +x.get(GRB.DoubleAttr.X)); System.out.println(y.get(GRB.StringAttr.VarName) + " " +y.get(GRB.DoubleAttr.X)); System.out.println(z.get(GRB.StringAttr.VarName) + " " +z.get(GRB.DoubleAttr.X)); System.out.println("Obj: " + model.get(GRB.DoubleAttr.ObjVal) + " " + obj.getValue()); System.out.println(); // Change variable types to integer x.set(GRB.CharAttr.VType, GRB.INTEGER); y.set(GRB.CharAttr.VType, GRB.INTEGER); z.set(GRB.CharAttr.VType, GRB.INTEGER); // Optimize again model.optimize(); System.out.println(x.get(GRB.StringAttr.VarName) + " " +x.get(GRB.DoubleAttr.X)); System.out.println(y.get(GRB.StringAttr.VarName) + " " +y.get(GRB.DoubleAttr.X)); System.out.println(z.get(GRB.StringAttr.VarName) + " " +z.get(GRB.DoubleAttr.X)); System.out.println("Obj: " + model.get(GRB.DoubleAttr.ObjVal) + " " + obj.getValue()); // Dispose of model and environment model.dispose(); env.dispose(); } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode() + ". " + e.getMessage()); } } }
