bilinear_c + + . cpp
/* Copyright 2021, 狗万app足彩Gurobi Optimization, LLC */ /*本示例阐述并解决了以下简单的双线性模型:x, y, z非负(x积分在第二个版本)*/ #include #include "gurobi_c++.h" using namespace std;int main(int argc, char *argv[]) {try {GRBEnv env = GRBEnv();GRBModel = 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_CONTINUOUS， "y");GRBVar z = model.addVar(0.0, GRB_INFINITY, 0.0, GRB_CONTINUOUS， "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 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; }
