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Qcp.java
/* Copyright 2018, Gurobi Optimization, LLC */ /* 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"); // 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()); } } }