Qcp.java


/* 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)
*/

import gurobi.*;

public class Qcp {
  public static void main(String[] args) {
    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 = new GRBLinExpr();
      obj.addTerm(1.0, x);
      model.setObjective(obj, GRB.MAXIMIZE);

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

      GRBLinExpr expr = new GRBLinExpr();
      expr.addTerm(1.0, x); expr.addTerm(1.0, y); expr.addTerm(1.0, z);
      model.addConstr(expr, GRB.EQUAL, 1.0, "c0");

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

      GRBQuadExpr qexpr = new GRBQuadExpr();
      qexpr.addTerm(1.0, x, x);
      qexpr.addTerm(1.0, y, y);
      qexpr.addTerm(-1.0, z, z);
      model.addQConstr(qexpr, GRB.LESS_EQUAL, 0.0, "qc0");

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

      qexpr = new GRBQuadExpr();
      qexpr.addTerm(1.0, x, x);
      qexpr.addTerm(-1.0, y, z);
      model.addQConstr(qexpr, GRB.LESS_EQUAL, 0.0, "qc1");

      // Optimize model

      model.optimize();

      System.out.println(x.get(GRB.StringAttr.VarName)
                         + " " +x.get(GRB.DoubleAttr.X));
      System.out.println(y.get(GRB.StringAttr.VarName)
                         + " " +y.get(GRB.DoubleAttr.X));
      System.out.println(z.get(GRB.StringAttr.VarName)
                         + " " +z.get(GRB.DoubleAttr.X));

      System.out.println("Obj: " + model.get(GRB.DoubleAttr.ObjVal) + " " +
                         obj.getValue());
      System.out.println();

      // Dispose of model and environment

      model.dispose();
      env.dispose();

    } catch (GRBException e) {
      System.out.println("Error code: " + e.getErrorCode() + ". " +
          e.getMessage());
    }
  }
}

Try Gurobi for Free

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

Evaluation License
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.
Academic License
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.

Search