Models Mixed-Integer Quadratic Programming Problems with Quadratic Constraints: miqq prob: Difference between revisions
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'''File: '''tomlab/quickguide/miqqQG.m | '''File: '''tomlab/quickguide/miqqQG.m | ||
< | <source lang="matlab"> | ||
% miqqQG is a small example problem for defining and solving | % miqqQG is a small example problem for defining and solving | ||
% mixed-integer quadratic programming problems with quadratic constraints | % mixed-integer quadratic programming problems with quadratic constraints | ||
Line 63: | Line 63: | ||
Result = tomRun('cplex', Prob, 1); | Result = tomRun('cplex', Prob, 1); | ||
% Result = tomRun('minlpBB', Prob, 1); | % Result = tomRun('minlpBB', Prob, 1); | ||
</ | </source> |
Latest revision as of 18:52, 17 January 2012
This page is part of TOMLAB Models. See TOMLAB Models. |
In miqq_prob there are 14 mixed-integer quadratic programming test problems with quadratic constraints with sizes to 10 variables and 8 constraints. In order to define the problem n and solve it execute the following in Matlab:
Prob = probInit('miqq_prob',n); Result = tomRun('',Prob);
The basic structure of a general mixed-integer quadratic programming problem with quadratic constraints is:
where , , and . is a scalar. The variables , the index subset of , are restricted to be integers.
An example of a problem of this class, (that is also found in the TOMLAB quickguide) is miqqQG:
File: tomlab/quickguide/miqqQG.m
% miqqQG is a small example problem for defining and solving
% mixed-integer quadratic programming problems with quadratic constraints
% using the TOMLAB format.
Name = 'MIQQ Test Problem 1';
f_Low = -1E5;
x_opt = [];
f_opt = [];
IntVars = [0 0 1];
F = [2 0 0;0 2 0;0 0 2];
A = [1 2 -1;1 -1 1];
b_L = [4 -2]';
b_U = b_L;
c = zeros(3,1);
x_0 = [0 0 0]';
x_L = [-10 -10 -10]';
x_U = [10 10 10]';
x_min = [0 0 -1]';
x_max = [2 2 1]';
% Adding quadratic constraints
qc(1).Q = speye(3,3);
qc(1).a = zeros(3,1);
qc(1).r_U = 3;
qc(2).Q = speye(3,3);
qc(2).a = zeros(3,1);
qc(2).r_U = 5;
Prob = miqqAssign(F, c, A, b_L, b_U, x_L, x_U, x_0, qc,...
IntVars, [], [], [],...
Name, [], [],...
x_min, x_max, f_opt, x_opt);
Result = tomRun('cplex', Prob, 1);
% Result = tomRun('minlpBB', Prob, 1);