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Solving a quadratically constrained problem Description Solve a quadratically constrained problem Further explanation of this example: 'Xpress Python Reference Manual'
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
example_qcqp.py
# Test for the main features of the Xpress Python interface
#
# Adds a vector of N=5 variables and sets constraints and objective. The
# problem is a convex QCQP
#
# (C) Fair Isaac Corp., 1983-2024
from __future__ import print_function
import xpress as xp
N = 5
S = range(N)
m = xp.problem("problem 1")
v = [m.addVariable(name="y{0}".format(i)) for i in S]
print("variable:", v)
m.addConstraint(v[i] + v[j] >= 1 for i in range(N - 4) for j in range(i, i+4))
m.addConstraint(xp.Sum([v[i]**2 for i in range(N - 1)]) <= N**2 * v[N - 1]**2)
# Objective overwritten at each setObjective()
m.setObjective(xp.Sum([i*v[i] for i in S]) * (xp.Sum([i*v[i] for i in S])))
m.optimize()
print("solution: ", m.getSolution())
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| © Copyright 2024 Fair Isaac Corporation. |
