qp.R
# 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 + 3z >= 4
# x + y >= 1
library("gurobi")
model <- list()
model$A <- matrix(c(1,2,3,1,1,0), nrow=2, byrow=T)
model$Q <- matrix(c(2,1,0,1,2,1,0,1,2), nrow=3, byrow=T)
model$obj <- c(2,0,0)
model$rhs <- c(4,1)
model$sense <- c('>=', '>=')
result <- gurobi(model)
print(result$objval)
print(result$x)
