R Gurobi - how to add quadratic constraint with linear terms into the model?
AnsweredHi,
I am trying to solve an MIP model with quadratic constraints involving linear term (R interface):
x^2+y^2+xy+y < 3 (for example)
From the tutorial example, it shows how to add a quadratic constraint, but it does not have a linear term:
#################
qc1 <- list()
#this matrix represents the second order term, not the first order term
qc1$Qc <- spMatrix(3, 3, c(1, 2, 3), c(1, 2, 3), c(1.0, 1.0, -1.0))
qc1$rhs <- 0.0
model$quadcon <- list(qc1)
#################
So I am wondering how to add a quadratic constraint with linear term? (I know customizing the constraints should work, but is there a more convenient way?)
Thank you!
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Official comment
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Gurobi Staff
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You can add linear terms to quadratic constraints by specifying the \( \texttt{q} \) component (see the R documentation). E.g., if you have two variables \( x \) and \( y \), you can add the constraint \( x^2 + y^2 + xy + y \leq 3 \) with:
qc1 <- list()
qc1$Qc <- matrix(c(1,1,0,1), nrow=2)
qc1$rhs <- 3
qc1$q <- c(0,1)
model$quadcon <- list(qc1)0 -
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Got it, thank you Eli!
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