Documentation


GRBModel.addQConstr()

Add a quadratic constraint to a model. Multiple signatures are available.

Important note: the algorithms that Gurobi uses to solve quadratically constrained problems can only handle certain types of quadratic constraints. Constraints of the following forms are always accepted:

  • <span>$</span>x^TQx + q^Tx \le b<span>$</span>, where <span>$</span>Q<span>$</span> is Positive Semi-Definite (PSD)
  • <span>$</span>x^Tx \le y^{2}<span>$</span>, where <span>$</span>x<span>$</span> is a vector of variables, and <span>$</span>y<span>$</span> is a non-negative variable (a Second-Order Cone)
  • <span>$</span>x^Tx \le y z<span>$</span>, where <span>$</span>x<span>$</span> is a vector of variables, and <span>$</span>y<span>$</span> and <span>$</span>z<span>$</span> are non-negative variables (a rotated Second-Order Cone)
If you add a constraint that isn't in one of these forms (and Gurobi presolve is unable to transform the constraint into one of these forms), you'll get an error when you try to solve the model. Constraints where the quadratic terms only involve binary variables will always be transformed into one of these forms.

GRBQConstr addQConstr ( GRBQuadExpr lhsExpr,
    char sense,
    GRBQuadExpr rhsExpr,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhsExpr: Left-hand side quadratic expression for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhsExpr: Right-hand side quadratic expression for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.

GRBQConstr addQConstr ( GRBQuadExpr lhsExpr,
    char sense,
    GRBVar rhsVar,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhsExpr: Left-hand side quadratic expression for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhsVar: Right-hand side variable for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.

GRBQConstr addQConstr ( GRBQuadExpr lhsExpr,
    char sense,
    GRBLinExpr rhsExpr,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhsExpr: Left-hand side quadratic expression for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhsExpr: Right-hand side linear expression for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.

GRBQConstr addQConstr ( GRBQuadExpr lhsExpr,
    char sense,
    double rhs,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhsExpr: Left-hand side quadratic expression for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhs: Right-hand side value for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.

GRBQConstr addQConstr ( GRBLinExpr lhsExpr,
    char sense,
    GRBQuadExpr rhsExpr,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhsExpr: Left-hand side linear expression for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhsExpr: Right-hand side quadratic expression for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.

GRBQConstr addQConstr ( GRBVar lhsVar,
    char sense,
    GRBQuadExpr rhsExpr,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhsVar: Left-hand side variable for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhsExpr: Right-hand side quadratic expression for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.

GRBQConstr addQConstr ( double lhs,
    char sense,
    GRBQuadExpr rhsExpr,
    String name )
    Add a quadratic constraint to a model.

    Arguments:

    lhs: Left-hand side value for new quadratic constraint.

    sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL).

    rhsExpr: Right-hand side quadratic expression for new quadratic constraint.

    name: Name for new constraint.

    Return value:

    New quadratic constraint object.