Try our new documentation site (beta).

Filter Content By
Version

### qcp_cs.cs

/* 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)
*/

using System;
using Gurobi;

class qcp_cs
{
static void Main()
{
try {
GRBEnv    env   = new GRBEnv("qcp.log");
GRBModel  model = new GRBModel(env);

// Create variables

GRBVar x = model.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "x");
GRBVar y = model.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "y");
GRBVar z = model.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "z");

// Integrate new variables

model.Update();

// Set objective

GRBLinExpr obj = x;
model.SetObjective(obj, GRB.MAXIMIZE);

// Add linear constraint: x + y + z = 1

model.AddConstr(x + y + z == 1.0, "c0");

// Add second-order cone: x^2 + y^2 <= z^2

model.AddQConstr(x*x + y*y <= z*z, "qc0");

// Add rotated cone: x^2 <= yz

// Optimize model

model.Optimize();

Console.WriteLine(x.Get(GRB.StringAttr.VarName)
+ " " + x.Get(GRB.DoubleAttr.X));
Console.WriteLine(y.Get(GRB.StringAttr.VarName)
+ " " + y.Get(GRB.DoubleAttr.X));
Console.WriteLine(z.Get(GRB.StringAttr.VarName)
+ " " + z.Get(GRB.DoubleAttr.X));

Console.WriteLine("Obj: " + model.Get(GRB.DoubleAttr.ObjVal) + " " +
obj.Value);

// Dispose of model and env

model.Dispose();
env.Dispose();

} catch (GRBException e) {
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message);
}
}
}


Choose the evaluation license that fits you best, and start working with our Expert Team for technical guidance and support.

Get a free, full-featured license of the Gurobi Optimizer to experience the performance, support, benchmarking and tuning services we provide as part of our product offering.
Gurobi supports the teaching and use of optimization within academic institutions. We offer free, full-featured copies of Gurobi for use in class, and for research.
##### Cloud Trial

Request free trial hours, so you can see how quickly and easily a model can be solved on the cloud.