import ilog.concert.*;
import ilog.cplex.*;
public class QCPex1 {
public static void main(String[] args) {
try {
IloCplex cplex = new IloCplex();
IloRange[] row = new IloRange[3];
IloNumVar[] var = populateByRow(cplex, row);
if ( cplex.solve() ) {
double[] x = cplex.getValues(var);
double[] slack = cplex.getSlacks(row);
System.out.println("Solution status = " + cplex.getStatus());
System.out.println("Solution value = " + cplex.getObjValue());
int nvars = x.length;
for (int j = 0; j < nvars; ++j)
System.out.println("Variable " + j + ": Value = " + x[j]);
int ncons = slack.length;
for (int i = 0; i < ncons; ++i)
System.out.println("Constraint " + i + ": Slack = " + slack[i]);
cplex.exportModel("qcpex1.lp");
}
cplex.end();
}
catch (IloException e) {
System.err.println("Concert exception '" + e + "' caught");
}
}
static IloNumVar[] populateByRow(IloCplex model,
IloRange row[]) throws IloException {
double[] lb = {0.0, 0.0, 0.0};
double[] ub = {40.0, Double.MAX_VALUE, Double.MAX_VALUE};
IloNumVar[] x = model.numVarArray(3, lb, ub);
// - x0 + x1 + x2 <= 20
// x0 - 3*x1 + x2 <= 30
double[][] val = { {-1.0, 1.0, 1.0},
{ 1.0, -3.0, 1.0} };
row[0] = model.addLe(model.scalProd(val[0], x), 20.0);
row[1] = model.addLe(model.scalProd(val[1], x), 30.0);
// x0*x0 + x1*x1 + x2*x2 <= 1.0
row[2] = model.addLe(model.sum(model.prod(x[0], x[0]),
model.prod(x[1], x[1]),
model.prod(x[2], x[2])), 1.0);
// Q = 0.5 ( 33*x0*x0 + 22*x1*x1 + 11*x2*x2 - 12*x0*x1 - 23*x1*x2 )
IloNumExpr x00 = model.prod( 33.0, x[0], x[0]);
IloNumExpr x11 = model.prod( 22.0, x[1], x[1]);
IloNumExpr x22 = model.prod( 11.0, x[2], x[2]);
IloNumExpr x01 = model.prod(-12.0, x[0], x[1]);
IloNumExpr x12 = model.prod(-23.0, x[1], x[2]);
IloNumExpr Q = model.prod(0.5, model.sum(x00, x11, x22, x01, x12));
// maximize x0 + 2*x1 + 3*x2 + Q
double[] objvals = {1.0, 2.0, 3.0};
model.add(model.maximize(model.diff(model.scalProd(x, objvals), Q)));
return x;
}
}
模型
Maximize
obj: x1 + 2 x2 + 3 x3 + [ - 33 x1 ^2 + 12 x1 * x2 - 22 x2 ^2 + 23 x2 * x3
- 11 x3 ^2 ] / 2
Subject To
c1: - x1 + x2 + x3 <= 20
c2: x1 - 3 x2 + x3 <= 30
q1: [ x1 ^2 + x2 ^2 + x3 ^2 ] <= 1
Bounds
0 <= x1 <= 40
End
代码来源于IBM官网,本以为Cplex可以求解任何二次模型,结果碰壁了,cplex并非能求解所有类型的二次模型,不过还是可以试试吧。