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qcp.m
% Copyright 2016, Gurobi Optimization, Inc.
% This example formulates and solves the following simple QCP model:
% maximize
% x
% subject to
% x + y + z = 1
% x^2 + y^2 <= z^2 (second-order cone)
% x^2 <= yz (rotated second-order cone)
clear model
names = {'x', 'y', 'z'};
model.varnames = names;
% Set objective: x
model.obj = [ 1 0 0 ];
model.modelsense = 'max';
% Add constraint: x + y + z = 1
model.A = sparse([1 1 1]);
model.rhs = 1;
model.sense = '=';
% Add second-order cone: x^2 + y^2 <= z^2
model.quadcon(1).Qc = sparse([ 1 0 0;
0 1 0;
0 0 -1]);
model.quadcon(1).q = zeros(3,1);
model.quadcon(1).rhs = 0.0;
% Add rotated cone: x^2 <= yz
model.quadcon(2).Qc = sparse([ 1 0 0;
0 0 -1;
0 0 0]);
model.quadcon(2).q = zeros(3,1);
model.quadcon(2).rhs = 0;
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);
