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qp_c.c
/* Copyright 2023, 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;
}
