/usr/share/pyshared/openopt/examples/miqcqp_1.py is in python-openopt 0.34+svn1146-1build1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 | """
Concider the MIQCQP problem
0.5 * (x1^2 + 2x2^2 + 3x3^2) + 15x1 + 8x2 + 80x3 -> min (1)
subjected to
x1 + 2x2 + 3x3 <= 150 (2)
8x1 + 15x2 + 80x3 <= 800 (3)
x2 - x3 = 25.5 (4)
x1 <= 15 (5)
x1^2 + 2.5 x2^2 + 3 x3^2 + 0.1 x1 + 0.2 x2 + 0.3 x3 - 1000 <= 0 (6)
2 x1^2 + x2^2 + 3 x3^2 + 0.1 x1 + 0.5 x2 + 0.3 x3 <= 1000 (7)
x1, x3 are integers
"""
from numpy import diag, matrix, inf
from openopt import QP
H = diag([1.0, 2.0,3.0])
f = [15,8,80]
A = matrix('1 2 3; 8 15 80')
b = [150, 800]
# Qc should be list or tuple of triples (P, q, s): 0.5 x^T P x + q x + s <= 0
QC = ((diag([1.0, 2.5, 3.0]), [0.1, 0.2, 0.3], -1000), (diag([2.0, 1.0, 3.0]), [0.1, 0.5, 0.3], -1000))
p = QP(H, f, A = A, b = b, Aeq = [0, 1, -1], beq = 25.5, ub = [15,inf,inf], QC = QC, intVars = [0, 2])
# or p = QP(H=diag([1,2,3]), f=[15,8,80], ...)
r = p.solve('cplex', iprint = 0, plot=1)
f_opt, x_opt = r.ff, r.xf
# x_opt = array([ -2.99999999, 9.5 , -16. ])
# f_opt = -770.24999989134858
|