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dense_vb.vb
' Copyright 2019, 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 ' x, y, z non-negative ' ' 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 ' already have your data in this format. 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 expr.AddTerm(A(i, j), vars(j)) End If Next model.AddConstr(expr, sense(i), rhs(i), "") Next ' Populate objective Dim obj As New GRBQuadExpr() 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 obj.AddTerm(Q(i, j), vars(i), vars(j)) End If Next Next For j As Integer = 0 To cols - 1 If c(j) <> 0 Then obj.AddTerm(c(j), vars(j)) 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