qcp_c.c
/* Copyright 2021, 狗万app足彩Gurobi Optimization, LLC */ /*这个例子阐述并解决了以下简单的QCP模型:x^2 + y^2 <= z^2(二阶圆锥)x^2 <= yz(旋转后的二阶圆锥)x, y, z非负*/ #include #include #include "gurobi_c.h" int main(int argc, char *argv[]) {GRBenv *env = NULL;GRBmodel *model = NULL;Int error = 0;双溶胶[3];int印第安纳州[3];双val [3];Double obj[] = {1,0,0};int qrow [3];int qcol [3]; double qval[3]; int optimstatus; double objval; /* Create environment */ error = GRBloadenv(&env, "qcp.log"); if (error) goto QUIT; /* Create an empty model */ error = GRBnewmodel(env, &model, "qcp", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables */ error = GRBaddvars(model, 3, 0, NULL, NULL, NULL, obj, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Change sense to maximization */ error = GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, GRB_MAXIMIZE); if (error) goto QUIT; /* Linear constraint: x + y + z = 1 */ ind[0] = 0; ind[1] = 1; ind[2] = 2; val[0] = 1; val[1] = 1; val[2] = 1; error = GRBaddconstr(model, 3, ind, val, GRB_EQUAL, 1.0, "c0"); if (error) goto QUIT; /* Cone: x^2 + y^2 <= z^2 */ qrow[0] = 0; qcol[0] = 0; qval[0] = 1.0; qrow[1] = 1; qcol[1] = 1; qval[1] = 1.0; qrow[2] = 2; qcol[2] = 2; qval[2] = -1.0; error = GRBaddqconstr(model, 0, NULL, NULL, 3, qrow, qcol, qval, GRB_LESS_EQUAL, 0.0, "qc0"); if (error) goto QUIT; /* Rotated cone: x^2 <= yz */ qrow[0] = 0; qcol[0] = 0; qval[0] = 1.0; qrow[1] = 1; qcol[1] = 2; qval[1] = -1.0; error = GRBaddqconstr(model, 0, NULL, NULL, 2, qrow, qcol, qval, GRB_LESS_EQUAL, 0.0, "qc1"); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'qcp.lp' */ error = GRBwrite(model, "qcp.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.2f, y=%.2f, z=%.2f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }
