docplex中的cpleqp等效项 [英] cpleqp equivalent in docplex

问题描述

我们可以使用cplexqp命令在Matlab中使用Cplex来查找问题的最少内容.我正在寻找docplex中的替代方法.

We can use cplexqp command to find the minimum of a problem using Cplex in matlab. I am looking for an alternative in docplex.

Cplex与Docplex

推荐答案

让我编写标准的qpex1 示例:

let me write the standard qpex1 example in docplex:

from docplex.mp.model import Model  

mdl = Model(name='qpex1')

#decision variables
x = {b: mdl.continuous_var(0,40,name="x"+str(b)) for b in range(0,3)}


# Constraint
mdl.add_constraint( - x[0] +     x[1] + x[2] <= 20, 'ct1')
mdl.add_constraint(x[0] - 3 * x[1] + x[2] <= 30,'ct2');
# Objective
mdl.maximize(x[0] + 2 * x[1] + 3 * x[2]-\
             0.5 * ( 33*x[0]*x[0] + 22*x[1]*x[1] + 11*x[2]*x[2] -\
                     12*x[0]*x[1] - 23*x[1]*x[2] ))

msol=mdl.solve()

# Dislay solution
for v in mdl.iter_continuous_vars():
   print(v," = ",v.solution_value)

print("objective : ",msol.get_objective_value() ) 

给出

x0  =  0.13911493492690713
x1  =  0.5984654737750436
x2  =  0.8983957227089207
objective :  2.0156165232891574

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