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qp.m
function qp()
% 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.
names = {'x', 'y', 'z'};
model.varnames = names;
model.Q = sparse([1 0.5 0; 0.5 1 0.5; 0 0.5 1]);
model.A = sparse([1 2 3; 1 1 0]);
model.obj = [2 0 0];
model.rhs = [4 1];
model.sense = '>';
gurobi_write(model, 'qp.lp');
results = gurobi(model);
for v=1:length(names)
fprintf('%s %e\n', names{v}, results.x(v));
end
fprintf('Obj: %e\n', results.objval);
model.vtype = 'B';
results = gurobi(model);
for v=1:length(names)
fprintf('%s %e\n', names{v}, results.x(v));
end
fprintf('Obj: %e\n', results.objval);
end
