// --------------------------------------------------------------------------
// File: examples/src/QPex1.java
// Version 9.0
// --------------------------------------------------------------------------
// Copyright (C) 2001-2003 by ILOG.
// All Rights Reserved.
// Permission is expressly granted to use this example in the
// course of developing applications that use ILOG products.
// --------------------------------------------------------------------------
//
// QPex1.java - Entering and optimizing a QP problem
import ilog.concert.*;
import ilog.cplex.*;
public class QPex1 {
public static void main(String[] args) {
try {
IloCplex cplex = new IloCplex();
IloLPMatrix lp = populateByRow(cplex);
//#ifdef FULLTEST
cplex.setParam(IloCplex.IntParam.Threads,
cplex.getMax(IloCplex.IntParam.Threads));
//#endif
if ( cplex.solve() ) {
double[] x = cplex.getValues(lp);
double[] dj = cplex.getReducedCosts(lp);
double[] pi = cplex.getDuals(lp);
double[] slack = cplex.getSlacks(lp);
System.out.println("Solution status = " + cplex.getStatus());
System.out.println("Solution value = " + cplex.getObjValue());
int ncols = lp.getNcols();
for (int j = 0; j < ncols; ++j) {
System.out.println("Column: " + j +
" Value = " + x[j] +
" Reduced cost = " + dj[j]);
}
int nrows = lp.getNrows();
for (int i = 0; i < nrows; ++i) {
System.out.println("Row : " + i +
" Slack = " + slack[i] +
" Pi = " + pi[i]);
}
cplex.exportModel("qpex1.lp");
}
cplex.end();
}
catch (IloException e) {
System.err.println("Concert exception '" + e + "' caught");
}
}
static IloLPMatrix populateByRow(IloMPModeler model) throws IloException {
IloLPMatrix lp = model.addLPMatrix();
double[] lb = {0.0, 0.0, 0.0};
double[] ub = {40.0, Double.MAX_VALUE, Double.MAX_VALUE};
IloNumVar[] x = model.numVarArray(model.columnArray(lp, 3), lb, ub);
double[] lhs = {-Double.MAX_VALUE, -Double.MAX_VALUE};
double[] rhs = {20.0, 30.0};
double[][] val = { {-1.0, 1.0, 1.0},
{ 1.0, -3.0, 1.0} };
int[][] ind = { {0, 1, 2},
{0, 1, 2} };
lp.addRows(lhs, rhs, ind, val);
// Q = 0.5 ( 33*x0*x0 + 22*x1*x1 + 11*x2*x2 - 12*x0*x1 - 23*x1*x2 )
IloNumExpr x00 = model.prod( 33, x[0], x[0]);
IloNumExpr x11 = model.prod( 22, x[1], x[1]);
IloNumExpr x22 = model.prod( 11, x[2], x[2]);
IloNumExpr x01 = model.prod(-12, x[0], x[1]);
IloNumExpr x12 = model.prod(-23, x[1], x[2]);
IloNumExpr Q = model.prod(0.5, model.sum(x00, x11, x22, x01, x12));
double[] objvals = {1.0, 2.0, 3.0};
model.add(model.maximize(model.diff(model.scalProd(x, objvals), Q)));
return (lp);
}
}
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