R Gurobi - how to add quadratic constraint with linear terms into the model?

回答済み

Yuqi Su

2020年11月17日 16:45

• 
• 
• 

Hi,

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!

0

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:04 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Eli Towle

  • Gurobi Staff

  2020年11月17日 21:56

  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
• 

  Yuqi Su

  2020年11月18日 00:28

  • 
  • 
  • 

  Got it, thank you Eli!

  0

投稿コメントは受け付けていません。