GRBaddqconstr

int	GRBaddqconstr(	GRBmodel	*model,
		int	numlnz,
		int	*lind,
		double	*lval,
		int	numqnz,
		int	*qrow,
		int	*qcol,
		double	*qval,
		char	sense,
		double	rhs,
		const char	*constrname )

Add a new quadratic constraint to a model. Note that, due to our lazy update approach, the new constraint won't actually be added until you update the model (usingGRBupdatemodel), optimize the model (usingGRBoptimize), or write the model to disk (usingGRBwrite).

A quadratic constraint consists of a set of quadratic terms, a set of linear terms, a sense, and a right-hand side value: $$x^TQx + q^Tx \le b$$ . The quadratic terms are input through thenumqnz,qrow,qcol, andqvalarguments, and the linear terms are input through thenumlnz,lind, andlvalarguments.

Important note: Gurobi can handle both convex and non-convex quadratic constraints. The differences between them can be both important and subtle. Refer tothis discussionfor additional information.

Return value:

A non-zero return value indicates that a problem occurred while adding the quadratic constraint. Refer to theError Codetable for a list of possible return values. Details on the error can be obtained by callingGRBgeterrormsg.

Arguments:

model: The model to which the new constraint should be added.

numlnz: The number of linear terms in the new quadratic constraint.

lind: Variable indices associated with linear terms.

lval: Numerical values associated with linear terms.

numqlnz: The number of quadratic terms in the new quadratic constraint.

qrow: Row indices associated with quadratic terms. A quadratic term is represented using three values: a pair of indices (stored inqrowandqcol), and a coefficient (stored inqval). The associated arguments arrays provide the corresponding values for each quadratic term. To give an example, if you wish to input quadratic terms $2 x_0^2 + x_0 x_1 + x_1^2$ , you would call this routine withnumqnz=3,qrow[] = {0, 0, 1},qcol[] = {0, 1, 1}, andqval[] = {2.0, 1.0, 1.0}.

qcol: Column indices associated with quadratic terms. See the description of theqrowargument for more information.

qval: Numerical values associated with quadratic terms. See the description of theqrowargument for more information.

sense: Sense for the new quadratic constraint. Options areGRB_LESS_EQUALorGRB_GREATER_EQUAL.

rhs: Right-hand side value for the new quadratic constraint.

constrname: Name for the new quadratic constraint. This argument can beNULL, in which case the constraint is given a default name.

Example usage:

int lind[] = {1, 2}; double lval[] = {2.0, 1.0}; int qrow[] = {0, 0, 1}; int qcol[] = {0, 1, 1}; double qval[] = {2.0, 1.0, 1.0}; /* 2 x0^2 + x0 x1 + x1^2 + 2 x1 + x2 <= 1 */ error = GRBaddqconstr(model, 2, lind, lval, 3, qrow, qcol, qval, GRB_LESS_EQUAL, 1.0, "New");