bilinear_c + + . cpp
/ * 2023年版权,Gurobi优狗万app足彩化,LLC * / / *本例制定和解决以下简单的双线性模型:最大化受到x + y + z < = 10 x * y < = 2(双线性不等式)x * z + y * z = = 1(双线性平等)x, y, z非负(x积分在第二版)* / # include < cassert > # include“gurobi_c + +。使用名称空间std h”;int主要(int命令行参数个数,char * argv[]){尝试{GRBEnv env = GRBEnv ();GRBModel模型= GRBModel (env);/ /创建变量GRBVar x = model.addVar (GRB_CONTINUOUS, 0.0, GRB_INFINITY, 0.0 " x ");GRB_INFINITY GRBVar y = model.addVar (0.0, 0.0, GRB_CONTINUOUS,“y”);GRB_INFINITY GRBVar z = model.addVar (0.0, 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 < = 10模型。addConstr (x + y + z < = 10,“c0”); // Add bilinear inequality constraint: x * y <= 2 model.addQConstr(x*y <= 2, "bilinear0"); // Add bilinear equality constraint: y * z == 1 model.addQConstr(x*z + y*z == 1, "bilinear1"); // First optimize() call will fail - need to set NonConvex to 2 try { model.optimize(); assert(0); } catch (GRBException e) { cout << "Failed (as expected)" << endl; } model.set(GRB_IntParam_NonConvex, 2); 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; // Constrain x to be integral and solve again x.set(GRB_CharAttr_VType, GRB_INTEGER); 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; }
