qcp.java.

/ *版权所有2021，Gurobi优狗万app足彩化，LLC * / / *此示例制定并解决以下简单的QCP模型：最大化X受X + Y + Z = 1 x ^ 2 + y ^ 2 <= z ^ 2的x（第二 -订单锥形）x ^ 2 <= yz（旋转二阶锥）x，y，z非负* /导入gurobi。*;公共类QCP {公共静态void main（String [] args）{try {grbenv env = new grbenv（“qcp.log”）;grbmodel模型=新grbmodel（env）;//创建变量grbvar x = model.addvar（0.0，grb.infinity，0.0，grb.1。连续，“x”）;grbvar y = model.addvar（0.0，grb.invinity，0.0，grb.contuous，“Y”）;Grbvar z = model.addvar（0.0，grb.invinity，0.0，grb。连续，“z”）;//设置目标grblinexpr obj = new grblinexpr（）;obj.addterm（1.0，x）;model.setobjective（obj，grb.maximize）;//添加线性约束：x + y + z = 1 glblinexpr expr = new grblinexpr（）; expr.addTerm(1.0, x); expr.addTerm(1.0, y); expr.addTerm(1.0, z); model.addConstr(expr, GRB.EQUAL, 1.0, "c0"); // Add second-order cone: x^2 + y^2 <= z^2 GRBQuadExpr qexpr = new GRBQuadExpr(); qexpr.addTerm(1.0, x, x); qexpr.addTerm(1.0, y, y); qexpr.addTerm(-1.0, z, z); model.addQConstr(qexpr, GRB.LESS_EQUAL, 0.0, "qc0"); // Add rotated cone: x^2 <= yz qexpr = new GRBQuadExpr(); qexpr.addTerm(1.0, x, x); qexpr.addTerm(-1.0, y, z); model.addQConstr(qexpr, GRB.LESS_EQUAL, 0.0, "qc1"); // Optimize model model.optimize(); System.out.println(x.get(GRB.StringAttr.VarName) + " " +x.get(GRB.DoubleAttr.X)); System.out.println(y.get(GRB.StringAttr.VarName) + " " +y.get(GRB.DoubleAttr.X)); System.out.println(z.get(GRB.StringAttr.VarName) + " " +z.get(GRB.DoubleAttr.X)); System.out.println("Obj: " + model.get(GRB.DoubleAttr.ObjVal) + " " + obj.getValue()); System.out.println(); // Dispose of model and environment model.dispose(); env.dispose(); } catch (GRBException e) { System.out.println("Error code: " + e.getErrorCode() + ". " + e.getMessage()); } } }