Programming

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Yangyi Li

2023年11月14日 21:46

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So I have a minimization problem, my Zi are (-1,0,1), originally I'm trying to minimize ZTWZ, it works fine, and now I want to add an additional constraint, the sum of Zi^2 is less than a number m. m is predetermined. I tried this: I added a sparse matrix Q and calculate ZTQZ which is the sum of Zi^2, but it doesn't work for me, this is my code(R): 
Qc <- sparseMatrix(i = 1:n, j = 1:n, x = 1) 

model$quadcon <- list(Q = Qc, sense = "<", rhs = m)

but it doesn't work, it says 

Error: is.list(model$quadcon[[i]]) == FALSE

I tried then model$quadcon <- list(list(Q = Qc, sense = "<", rhs = m))
then it says 

Error: length(model$quadcon[[i]]$Qc) == 0

Could you please tell me how to fix it?

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• R

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  Eli Towle

  • Gurobi Staff

  2023年11月14日 23:47 編集済み

  The \(\texttt{quadcon}\) named component should be a list of lists. For each element/list, the \(\texttt{Qc}\) named component defines the matrix for the corresponding quadratic constraint. The following should work:

  model$quadcon <- list(list(Qc = Qc, sense = "<", rhs = m))

  See the The model argument section of the R documentation for more details.

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