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qp_c.c
/* Copyright 2024, 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. */ #include <stdlib.h> #include <stdio.h> #include "gurobi_c.h" int main(int argc, char *argv[]) { GRBenv *env = NULL; GRBmodel *model = NULL; int error = 0; double sol[3]; int ind[3]; double val[3]; int qrow[5]; int qcol[5]; double qval[5]; char vtype[3]; int optimstatus; double objval; /* Create environment */ error = GRBloadenv(&env, "qp.log"); if (error) goto QUIT; /* Create an empty model */ error = GRBnewmodel(env, &model, "qp", 0, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Add variables */ error = GRBaddvars(model, 3, 0, NULL, NULL, NULL, NULL, NULL, NULL, NULL, NULL); if (error) goto QUIT; /* Quadratic objective terms */ qrow[0] = 0; qrow[1] = 0; qrow[2] = 1; qrow[3] = 1; qrow[4] = 2; qcol[0] = 0; qcol[1] = 1; qcol[2] = 1; qcol[3] = 2; qcol[4] = 2; qval[0] = 1; qval[1] = 1; qval[2] = 1; qval[3] = 1; qval[4] = 1; error = GRBaddqpterms(model, 5, qrow, qcol, qval); if (error) goto QUIT; /* Linear objective term */ error = GRBsetdblattrelement(model, GRB_DBL_ATTR_OBJ, 0, 2.0); if (error) goto QUIT; /* First constraint: x + 2 y + 3 z <= 4 */ ind[0] = 0; ind[1] = 1; ind[2] = 2; val[0] = 1; val[1] = 2; val[2] = 3; error = GRBaddconstr(model, 3, ind, val, GRB_GREATER_EQUAL, 4.0, "c0"); if (error) goto QUIT; /* Second constraint: x + y >= 1 */ ind[0] = 0; ind[1] = 1; val[0] = 1; val[1] = 1; error = GRBaddconstr(model, 2, ind, val, GRB_GREATER_EQUAL, 1.0, "c1"); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'qp.lp' */ error = GRBwrite(model, "qp.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.4f, y=%.4f, z=%.4f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } /* Modify variable types */ vtype[0] = GRB_INTEGER; vtype[1] = GRB_INTEGER; vtype[2] = GRB_INTEGER; error = GRBsetcharattrarray(model, GRB_CHAR_ATTR_VTYPE, 0, 3, vtype); if (error) goto QUIT; /* Optimize model */ error = GRBoptimize(model); if (error) goto QUIT; /* Write model to 'qp2.lp' */ error = GRBwrite(model, "qp2.lp"); if (error) goto QUIT; /* Capture solution information */ error = GRBgetintattr(model, GRB_INT_ATTR_STATUS, &optimstatus); if (error) goto QUIT; error = GRBgetdblattr(model, GRB_DBL_ATTR_OBJVAL, &objval); if (error) goto QUIT; error = GRBgetdblattrarray(model, GRB_DBL_ATTR_X, 0, 3, sol); if (error) goto QUIT; printf("\nOptimization complete\n"); if (optimstatus == GRB_OPTIMAL) { printf("Optimal objective: %.4e\n", objval); printf(" x=%.4f, y=%.4f, z=%.4f\n", sol[0], sol[1], sol[2]); } else if (optimstatus == GRB_INF_OR_UNBD) { printf("Model is infeasible or unbounded\n"); } else { printf("Optimization was stopped early\n"); } QUIT: /* Error reporting */ if (error) { printf("ERROR: %s\n", GRBgeterrormsg(env)); exit(1); } /* Free model */ GRBfreemodel(model); /* Free environment */ GRBfreeenv(env); return 0; }