qcp_cs.cs

/*这个例子公式和解决以下简单的QCP狗万app足彩模型:最大化x服从于x + y + z = 1 x^2 + y^2 <= z^2(二阶锥)x^2 <= yz(旋转的二阶锥)x, y, z非负*/使用系统;使用Gurobi;class qcp_cs {static void Main() {try {GRBEnv env = new GRBEnv("qcp.log");= new GRBModel(env);//创建变量GRBVar x = model.AddVar(0.0, GRB.)无穷,0.0,伽马线暴。连续的," x ");y = model.AddVar(0.0, GRB。无穷,0.0,伽马线暴。连续的," y ");z = model.AddVar(0.0, GRB。无穷,0.0,伽马线暴。连续的,“z”);//设置目标GRBLinExpr obj = x;模型。SetObjective (obj GRB.MAXIMIZE); // Add linear constraint: x + y + z = 1 model.AddConstr(x + y + z == 1.0, "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(); Console.WriteLine(x.VarName + " " + x.X); Console.WriteLine(y.VarName + " " + y.X); Console.WriteLine(z.VarName + " " + z.X); Console.WriteLine("Obj: " + model.ObjVal + " " + obj.Value); // Dispose of model and env model.Dispose(); env.Dispose(); } catch (GRBException e) { Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message); } } }