Created
September 2, 2018 21:28
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Gurobi: delete variable in quadratic expression
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using Gurobi | |
model = Gurobi.Model(Gurobi.Env(), "model") | |
Gurobi.add_cvar!(model, 0.0, 0.0, 100.0) | |
Gurobi.add_cvar!(model, 0.0, 0.0, 100.0) | |
Gurobi.update_model!(model) | |
Gurobi.add_constr!(model, [1, 2], [1.0, 2.0], '=', 2.0) | |
Gurobi.update_model!(model) | |
# (x-y)^2 = x^2 - 2xy + y^2 | |
Gurobi.add_qpterms!(model, [1, 1, 2], [1, 2, 2], [1.0, -2.0, 1.0]) | |
Gurobi.update_model!(model) | |
Gurobi.optimize(model) | |
@assert Gurobi.get_dblattrarray(model, "x", 1, 2) ≈ [2/3, 2/3] atol=1e-4 | |
Gurobi.del_vars!(model, 1) | |
Gurobi.update_model!(model) | |
Gurobi.optimize(model) | |
# y = 1 | |
@assert Gurobi.get_dblattrarray(model, "x", 1, 1) ≈ [1.0] atol=1e-4 | |
# quadratic term is y^2 | |
@assert Gurobi.getq(model) == (Int32[0], Int32[0], [1.0]) | |
# objective value is 1, so the cross-term -2xy has been dropped | |
@assert Gurobi.get_objval(model) == 1.0 |
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