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qp_vb.vb


' Copyright 2019, Gurobi Optimization, LLC

' 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 + 3 z >= 4
'                 x +   y       >= 1
'                 x, y, z non-negative
'
'   It solves it once as a continuous model, and once as an integer model.
'

Imports Gurobi

Class qp_vb
    Shared Sub Main()
        Try
            Dim env As New GRBEnv("qp.log")
            Dim model As New GRBModel(env)

            ' Create variables

            Dim x As GRBVar = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "x")
            Dim y As GRBVar = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "y")
            Dim z As GRBVar = model.AddVar(0.0, 1.0, 0.0, GRB.CONTINUOUS, "z")

            ' Set objective

            Dim obj As New GRBQuadExpr()
            obj = x*x + x*y + y*y + y*z + z*z + 2*x
            model.SetObjective(obj)

            ' Add constraint: x + 2 y + 3 z >= 4

            model.AddConstr(x + 2 * y + 3 * z >= 4.0, "c0")

            ' Add constraint: x + y >= 1

            model.AddConstr(x + y >= 1.0, "c1")

            ' Optimize model

            model.Optimize()

            Console.WriteLine(x.VarName & " " & x.X)
            Console.WriteLine(y.VarName & " " & y.X)
            Console.WriteLine(z.VarName & " " & z.X)

            Console.WriteLine("Obj: " & model.ObjVal & " " & obj.Value)


            ' Change variable types to integer

            x.VType = GRB.INTEGER
            y.VType = GRB.INTEGER
            z.VType = GRB.INTEGER

            ' Optimize model

            model.Optimize()

            Console.WriteLine(x.VarName & " " & x.X)
            Console.WriteLine(y.VarName & " " & y.X)
            Console.WriteLine(z.VarName & " " & z.X)

            Console.WriteLine("Obj: " & model.ObjVal & " " & obj.Value)

            ' Dispose of model and env

            model.Dispose()
            env.Dispose()

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

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