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### dense_vb.vb

' Copyright 2018, Gurobi Optimization, LLC
'
' This example formulates and solves the following simple QP model:
'
'   minimize    x + y + x^2 + x*y + y^2 + y*z + z^2
'   subject to  x + 2 y + 3 z >= 4
'               x +   y       >= 1
'
' The example illustrates the use of dense matrices to store A and Q
' (and dense vectors for the other relevant data).  We don't recommend
' that you use dense matrices, but this example may be helpful if you

Imports Gurobi

Class dense_vb

Protected Shared Function _
dense_optimize(env As GRBEnv, _
rows As Integer, _
cols As Integer, _
c As Double(), _
Q As Double(,), _
A As Double(,), _
sense As Char(), _
rhs As Double(), _
lb As Double(), _
ub As Double(), _
vtype As Char(), _
solution As Double()) As Boolean

Dim success As Boolean = False

Try
Dim model As New GRBModel(env)

' Add variables to the model

Dim vars As GRBVar() = model.AddVars(lb, ub, Nothing, vtype, Nothing)

' Populate A matrix

For i As Integer = 0 To rows - 1
Dim expr As New GRBLinExpr()
For j As Integer = 0 To cols - 1
If A(i, j) <> 0 Then
End If
Next
Next

' Populate objective

If Q IsNot Nothing Then
For i As Integer = 0 To cols - 1
For j As Integer = 0 To cols - 1
If Q(i, j) <> 0 Then
End If
Next
Next
For j As Integer = 0 To cols - 1
If c(j) <> 0 Then
End If
Next
model.SetObjective(obj)
End If

' Solve model

model.Optimize()

' Extract solution

If model.Status = GRB.Status.OPTIMAL Then
success = True

For j As Integer = 0 To cols - 1
solution(j) = vars(j).X
Next
End If

model.Dispose()

Catch e As GRBException
Console.WriteLine("Error code: " & e.ErrorCode & ". " & e.Message)
End Try

Return success
End Function

Public Shared Sub Main(args As String())
Try
Dim env As New GRBEnv()

Dim c As Double() = New Double() {1, 1, 0}
Dim Q As Double(,) = New Double(,) {{1, 1, 0}, {0, 1, 1}, {0, 0, 1}}
Dim A As Double(,) = New Double(,) {{1, 2, 3}, {1, 1, 0}}
Dim sense As Char() = New Char() {">"C, ">"C}
Dim rhs As Double() = New Double() {4, 1}
Dim lb As Double() = New Double() {0, 0, 0}
Dim success As Boolean
Dim sol As Double() = New Double(2) {}

success = dense_optimize(env, 2, 3, c, Q, A, sense, rhs, lb, Nothing, _
Nothing, sol)

If success Then
Console.WriteLine("x: " & sol(0) & ", y: " & sol(1) & ", z: " & sol(2))
End If

' Dispose of environment

env.Dispose()

Catch e As GRBException
Console.WriteLine("Error code: " & e.ErrorCode & ". " & e.Message)
End Try

End Sub
End Class


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