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qp_c++.cpp


qp_c++.cpp


/* Copyright 2017, Gurobi Optimization, Inc. */

/* 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 + 3 z >= 4
                 x +   y       >= 1

   It solves it once as a continuous model, and once as an integer model.
*/

#include "gurobi_c++.h"
using namespace std;

int
main(int   argc,
     char *argv[])
{
  try {
    GRBEnv env = GRBEnv();

    GRBModel model = GRBModel(env);

    // Create variables

    GRBVar x = model.addVar(0.0, 1.0, 0.0, GRB_CONTINUOUS, "x");
    GRBVar y = model.addVar(0.0, 1.0, 0.0, GRB_CONTINUOUS, "y");
    GRBVar z = model.addVar(0.0, 1.0, 0.0, GRB_CONTINUOUS, "z");

    // Set objective

    GRBQuadExpr obj = x*x + x*y + y*y + y*z + z*z + 2*x;
    model.setObjective(obj);

    // Add constraint: x + 2 y + 3 z >= 4

    model.addConstr(x + 2 * y + 3 * z >= 4, "c0");

    // Add constraint: x + y >= 1

    model.addConstr(x + y >= 1, "c1");

    // Optimize model

    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;

    // Change variable types to integer

    x.set(GRB_CharAttr_VType, GRB_INTEGER);
    y.set(GRB_CharAttr_VType, GRB_INTEGER);
    z.set(GRB_CharAttr_VType, GRB_INTEGER);

    // Optimize model

    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;
}