QP.M.


QP.M.


功能QP()%Copyright 2021,Gurobi优化,L狗万app足彩LC %%此示例制定并解决以下简单QP模型:%最小化%x ^ 2 + x * y + y ^ 2 + y * z + z ^ 2 + 2 x%受%x + 2 y + 3 z> = 4%x + y> = 1%x,y,z非负%%它曾作为连续模型解决,并且作为整数型号。名称= {'x','y','z'};model.varnames =名称;Model.q =稀疏([1 0.5 0; 0.5 1 0.5; 0 0.5 1]);模型.A =稀疏([1 2 3; 1 1 0]);model.obj = [2 0 0];model.rhs = [4 1];model.sense ='>';gurobi_write(模型,'qp.lp'); results = gurobi(model); for v=1:length(names) fprintf('%s %e\n', names{v}, results.x(v)); end fprintf('Obj: %e\n', results.objval); model.vtype = 'B'; results = gurobi(model); for v=1:length(names) fprintf('%s %e\n', names{v}, results.x(v)); end fprintf('Obj: %e\n', results.objval); end