qcp.py
# !/usr/bin/env python3.7 # 2023年版权,Gurobi优化狗万app足彩,LLC #这个例子中制定和解决以下简单的QCP模型:#最大化x #受x + y + z = 1 # x ^ 2 + y ^ 2 z ^ < = 2(二阶锥)# x ^ 2 < = yz(旋转二阶锥)# x, y, z非负进口gurobipy从gurobipy gp进口伽马线暴#创建一个新的模型m = gp.Model (QCP) #创建变量x = m.addVar (name = " x ") y = m.addVar (name = " y ") z = m.addVar (name = " z ") #设置目的:obj = 1.0 * x m。setObjective (obj GRB.MAXIMIZE) #添加约束:x + y + z = 1米。addConstr (x + y + z = = 1, c0) #添加二阶锥:x ^ 2 + y ^ 2 < = z ^ 2 m。addConstr (x y * * * * 2 + 2 < = z * * 2, qc0) #添加旋转锥:x ^ 2 < = yz m。addConstr (x * * 2 < = y * z, qc1) m.optimize在m.getVars v的()():打印(“% s % g”% (v。VarName, v.X)打印(“Obj: % g”% obj.getValue ())
