qcp_c + + . cpp
/ * 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QCP模型:最大化x服从x + y + z = 1 x ^ 2 + y ^ 2 z ^ < = 2(二阶锥)x ^ 2 < = yz(旋转二阶锥)x, y, z非负* / # include使用名称空间性病“gurobi_c + + . h”;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);//添加线性约束:x + y + z = 1模型。addConstr(x + y + z == 1， "c0"); // Add second-order cone: x^2 + y^2 <= z^2 model.addQConstr(x*x + y*y <= z*z, "qc0"); // Add rotated cone: x^2 <= yz model.addQConstr(x*x <= y*z, "qc1"); // Optimize model 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; }
