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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)