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qp_c.c

/* Copyright 2020, 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;
}

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Next: sensitivity_c.c Up: C Examples Previous: qcp_c.c