qp.R
# Copyright 2023, Gurobi Optimization, LLC # # This example formulates and solves the following simple QP model: # minimize # x^2 + x*y + y^2 + y*z + z^2 + 2 x # subject to # x + 2 y + 3z >= 4 # x + y >= 1 # x, y, z non-negative library(gurobi) model <- list() model$A <- matrix(c(1,2,3,1,1,0), nrow=2, byrow=T) model$Q <- matrix(c(1,0.5,0,0.5,1,0.5,0,0.5,1), nrow=3, byrow=T) model$obj <- c(2,0,0) model$rhs <- c(4,1) model$sense <- c('>', '>') result <- gurobi(model) print(result$objval) print(result$x) model$vtype <- c('I', 'I', 'I') result <- gurobi(model) print(result$objval) print(result$x) # Clear space rm(model, result)
