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qp_c++.cpp
/* 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 "gurobi_c++.h" using namespace std; int main(int argc, char *argv[]) { try { GRBEnv env = GRBEnv(); GRBModel model = GRBModel(env); // Create variables GRBVar x = model.addVar(0.0, 1.0, 0.0, GRB_CONTINUOUS, "x"); GRBVar y = model.addVar(0.0, 1.0, 0.0, GRB_CONTINUOUS, "y"); GRBVar z = model.addVar(0.0, 1.0, 0.0, GRB_CONTINUOUS, "z"); // Set objective 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, "c0"); // Add constraint: x + y >= 1 model.addConstr(x + y >= 1, "c1"); // Optimize model model.optimize(); cout << x.get(GRB_StringAttr_VarName) << " " << x.get(GRB_DoubleAttr_X) << endl; cout << y.get(GRB_StringAttr_VarName) << " " << y.get(GRB_DoubleAttr_X) << endl; cout << z.get(GRB_StringAttr_VarName) << " " << z.get(GRB_DoubleAttr_X) << endl; cout << "Obj: " << model.get(GRB_DoubleAttr_ObjVal) << endl; // Change variable types to integer x.set(GRB_CharAttr_VType, GRB_INTEGER); y.set(GRB_CharAttr_VType, GRB_INTEGER); z.set(GRB_CharAttr_VType, GRB_INTEGER); // Optimize model model.optimize(); cout << x.get(GRB_StringAttr_VarName) << " " << x.get(GRB_DoubleAttr_X) << endl; cout << y.get(GRB_StringAttr_VarName) << " " << y.get(GRB_DoubleAttr_X) << endl; cout << z.get(GRB_StringAttr_VarName) << " " << z.get(GRB_DoubleAttr_X) << endl; cout << "Obj: " << model.get(GRB_DoubleAttr_ObjVal) << endl; } catch(GRBException e) { cout << "Error code = " << e.getErrorCode() << endl; cout << e.getMessage() << endl; } catch(...) { cout << "Exception during optimization" << endl; } return 0; }