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qp_vb.vb
' Copyright 2016, 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. ' Imports Gurobi Class qp_vb Shared Sub Main() Try Dim env As New GRBEnv("qp.log") Dim model As New GRBModel(env) ' Create variables Dim x As GRBVar = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "x") Dim y As GRBVar = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "y") Dim z As GRBVar = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "z") ' Integrate new variables model.Update() ' Set objective Dim obj As New 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 >= 4.0, "c0") ' Add constraint: x + y >= 1 model.AddConstr(x + y >= 1.0, "c1") ' 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) ' 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() 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 e As GRBException Console.WriteLine("Error code: " & e.ErrorCode & ". " & e.Message) End Try End Sub End Class