QCP.M.
功能QCP（）％Copyright 2022，Gurobi优化，L狗万app足彩LC %%此示例制定并解决以下简单的QCP模型：％最大化％x％对准％x + y + z = 1％x ^ 2 + y ^ 2 <=Z ^ 2（二阶锥）％x ^ 2 <= yz（旋转二阶锥）％x，y，z非负面名称= {'x'，'y'，'z'};model.varnames =名字;％设置目标：x model.obj = [1 0 0];model.modelsense ='max';％添加约束：x + y + z = 1 model.a =稀疏（[1 1 1]）;model.rhs = 1;model.sense ='=';％添加二阶锥：x ^ 2 + y ^ 2 <= ^ 2使用稀疏矩阵model.quadcon（1）.qc =稀疏（[1 0 0; 0 1 0; 0 0 -1]）;model.quadcon（1）.q = zeros（3,1）; model.quadcon(1).rhs = 0.0; model.quadcon(1).name = 'std_cone'; % Add rotated cone: x^2 <= yz using sparse triplet representation % Equivalent sparse matrix data: %model.quadcon(2).Qc = sparse([ % 1 0 0; % 0 0 -1; % 0 0 0]); model.quadcon(2).Qrow = [1, 2] model.quadcon(2).Qcol = [1, 3] model.quadcon(2).Qval = [1, -1] % All-zero sparse 3-by-1 vector model.quadcon(2).q = sparse(3,1); model.quadcon(2).rhs = 0.0; model.quadcon(2).name = 'rot_cone'; gurobi_write(model, 'qcp.lp'); result = gurobi(model); for j=1:3 fprintf('%s %e\n', names{j}, result.x(j)) end fprintf('Obj: %e\n', result.objval); end
