ISmQuadraticProgramming.IntVec

The IntVec property determines the numeric array used to set, which variables are integer ones.

Comments

If value of the IntVec array element is equal to 0, the corresponding variable is considered a real one, if it is not equal to 0, it is considered an integer one.

Example

Executing the example requires the Gurobi solver installed on the user computer.

Fore Fore.NET

Sub UserProc;
Var
 QP: SmQuadraticProgramming;
 i, j, Res, N: Integer;
 Time: Double;
 CF, Lb, Ub, Init: Array Of Double;
 LinC1: Array Of Double;
 H: Array Of Double;
 Bound: ISlBoundaryRegion;
 LCon1: ISlLinearConstraint;
 intVec: Array[8] Of Integer;
Begin
 QP := New SmQuadraticProgramming.Create;
 N := 8;
 CF := New Double[N];
 Lb := New Double[N];
 Ub := New Double[N];
 LinC1 := New Double[N];
 Init := New Double[N];
 // Domain of definition
 Lb[0] := -1; Ub[0] := 1;
 Lb[1] := -2.1; Ub[1] := 2;
 Lb[2] := -3.2; Ub[2] := 3;
 Lb[3] := -4.3; Ub[3] := 4;
 Lb[4] := -5.4; Ub[4] := 5;
 Lb[5] := -6.5; Ub[5] := 6;
 Lb[6] := -7.6; Ub[6] := 7;
 Lb[7] := -8.7; Ub[7] := 8;
 // Initial approximations
 Init[0] := -1;
 Init[1] := -2;
 Init[2] := -3;
 Init[3] := -4;
 Init[4] := -5;
 Init[5] := -6;
 Init[6] := -7;
 Init[7] := -8;
 QP.InitialApproximation.AutoCreate := False;
 QP.InitialApproximation.InitValues := Init;
 // Criterion function
 CF[0] := 7;
 CF[1] := 6;
 CF[2] := 5;
 CF[3] := 4;
 CF[4] := 3;
 CF[5] := 2;
 CF[6] := 1;
 CF[7] := 0;
 H := New Double[N, N];
 H[0, 0] := 1.69; H[0, 1] := 1.00; H[0, 2] := 2.00; H[0, 3] := 3.00; H[0, 4] := 4.00; H[0, 5] := 5.00; H[0, 6] := 6.00; H[0, 7] := 7.00;
 H[1, 0] := 1.00; H[1, 1] := 1.69; H[1, 2] := 1.00; H[1, 3] := 2.00; H[1, 4] := 3.00; H[1, 5] := 4.00; H[1, 6] := 5.00; H[1, 7] := 6.00;
 H[2, 0] := 2.00; H[2, 1] := 1.00; H[2, 2] := 1.69; H[2, 3] := 1.00; H[2, 4] := 2.00; H[2, 5] := 3.00; H[2, 6] := 4.00; H[2, 7] := 5.00;
 H[3, 0] := 3.00; H[3, 1] := 2.00; H[3, 2] := 1.00; H[3, 3] := 1.69; H[3, 4] := 1.00; H[3, 5] := 2.00; H[3, 6] := 3.00; H[3, 7] := 4.00;
 H[4, 0] := 4.00; H[4, 1] := 3.00; H[4, 2] := 2.00; H[4, 3] := 1.00; H[4, 4] := 1.69; H[4, 5] := 1.00; H[4, 6] := 2.00; H[4, 7] := 3.00;
 H[5, 0] := 5.00; H[5, 1] := 4.00; H[5, 2] := 3.00; H[5, 3] := 2.00; H[5, 4] := 1.00; H[5, 5] := 1.69; H[5, 6] := 1.00; H[5, 7] := 2.00;
 H[6, 0] := 6.00; H[6, 1] := 5.00; H[6, 2] := 4.00; H[6, 3] := 3.00; H[6, 4] := 2.00; H[6, 5] := 1.00; H[6, 6] := 1.69; H[6, 7] := 1.00;
 H[7, 0] := 7.00; H[7, 1] := 6.00; H[7, 2] := 5.00; H[7, 3] := 4.00; H[7, 4] := 3.00; H[7, 5] := 2.00; H[7, 6] := 1.00; H[7, 7] := 1.69;     For i := 0 To N - 1 Do         For j := 0 To N - 1 Do             If i <> j Then                 H[i, j] := 0;                 H[j, i] := 0;             End If;         End For;     End For;     // Specify integer variables     IntVec[0] := 0;     IntVec[1] := 1;     IntVec[2] := 0;     IntVec[3] := 1;     IntVec[4] := 0;     IntVec[5] := 1;     IntVec[6] := 0;     IntVec[7] := 1;     //Criterion function     QP.CriterionFunction := CF;     QP.QuadraticForm := H;     QP.IntVec := IntVec;     Bound := QP.Boundary;     Bound.BoundaryLower := Lb; //Lower area limit          Bound.BoundaryUpper := Ub; //Upper area limit     LCon1 := QP.LinearConstraints.Add;     LinC1[0] := -1; LinC1[1] := 1;     LCon1.Value := LinC1; // Linear constraint coefficient     LCon1.BoundaryLower := -1.00; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[0] := 0; LinC1[1] := 0;
 LCon1 := QP.LinearConstraints.Add;
 LinC1[1] := -1; LinC1[2] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.05; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[1] := 0; LinC1[2] := 0;
 LCon1 := QP.LinearConstraints.Add;
 LinC1[2] := -1; LinC1[3] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.10; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[2] := 0; LinC1[3] := 0;
 LCon1 := QP.LinearConstraints.Add;
 LinC1[3] := -1; LinC1[4] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.15; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[3] := 0; LinC1[4] := 0;
 LCon1 := QP.LinearConstraints.Add;
 LinC1[4] := -1; LinC1[5] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.2; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[4] := 0; LinC1[5] := 0;
 LCon1 := QP.LinearConstraints.Add;
 LinC1[5] := -1; LinC1[6] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.25; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[5] := 0; LinC1[6] := 0;
 LCon1 := QP.LinearConstraints.Add;
 LinC1[6] := -1; LinC1[7] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.30; // Lower linear constraint     LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint     LinC1[6] := 0; LinC1[7] := 0;     //&nbspUse Gurobi     QP.SolverType := QPSolverType.Grb;     QP.ExtraSettings.DLLPath := "c:\gurobi752\win64\bin\gurobi75.dll";     // Execute calculation     Res := QP.Execute;     Time := QP.PerformanceTime / 1000;     Debug.WriteLine("Time[sec] = " + Time.ToString);     Debug.WriteLine("RES = " + Res.ToString);     Debug.WriteLine(QP.Errors);     If res = 0 Then         Debug.WriteLine("== Criterion function value ==");         Debug.WriteLine(QP.OptimalFunctionValue.ToString);         Debug.WriteLine("== Solution ==");         Debug.Indent;         For i := 0 To QP.Solution.Length - 1 Do             Debug.WriteLine(i.ToString + ": " + lb[i].ToString + " <= " + QP.Solution[i].ToString + " <= " + ub[i].ToString);         End For;         Debug.Unindent;         Debug.WriteLine("== Linear constraints ==");         Debug.Indent;         For i := 0 To QP.LinearConstraints.Count - 1 Do             LCon1 := QP.LinearConstraints.Item(i);             Debug.WriteLine(i.ToString + ": " + LCon1.BoundaryLower.ToString + " <= " + LCon1.Result.ToString + " <= " + LCon1.BoundaryUpper.ToString);         End For;         Debug.Unindent;     End If; End Sub UserProc;

Imports Prognoz.Platform.Interop.Stat;

Sub UserProc();
Var
 QP: SmQuadraticProgramming = New SmQuadraticProgramming();
 i, j, Res, N: Integer;
 Time: Double;
 CF, Lb, Ub, Init, LinC1: Array Of Double;
 H: Array[8, 8] Of Double;
 Sol: Array;
 Bound: ISlBoundaryRegion;
 LCon1: ISlLinearConstraint;
 intVec: Array[8] Of Integer;
Begin
 N := 8;
 CF := New Double[N];
 Lb := New Double[N];
 Ub := New Double[N];
 LinC1 := New Double[N];
 Init := New Double[N];
 // Domain of definition
 Lb[0] := -1; Ub[0] := 1;
 Lb[1] := -2.1; Ub[1] := 2;
 Lb[2] := -3.2; Ub[2] := 3;
 Lb[3] := -4.3; Ub[3] := 4;
 Lb[4] := -5.4; Ub[4] := 5;
 Lb[5] := -6.5; Ub[5] := 6;
 Lb[6] := -7.6; Ub[6] := 7;
 Lb[7] := -8.7; Ub[7] := 8;
 // Initial approximations
 Init[0] := -1;
 Init[1] := -2;
 Init[2] := -3;
 Init[3] := -4;
 Init[4] := -5;
 Init[5] := -6;
 Init[6] := -7;
 Init[7] := -8;
 QP.InitialApproximation.AutoCreate := False;
 QP.InitialApproximation.InitValues := Init;
 // Criterion function
 CF[0] := 7;
 CF[1] := 6;
 CF[2] := 5;
 CF[3] := 4;
 CF[4] := 3;
 CF[5] := 2;
 CF[6] := 1;
 CF[7] := 0;
 H := New Double[N, N];
 H[0, 0] := 1.69; H[0, 1] := 1.00; H[0, 2] := 2.00; H[0, 3] := 3.00; H[0, 4] := 4.00; H[0, 5] := 5.00; H[0, 6] := 6.00; H[0, 7] := 7.00;
 H[1, 0] := 1.00; H[1, 1] := 1.69; H[1, 2] := 1.00; H[1, 3] := 2.00; H[1, 4] := 3.00; H[1, 5] := 4.00; H[1, 6] := 5.00; H[1, 7] := 6.00;
 H[2, 0] := 2.00; H[2, 1] := 1.00; H[2, 2] := 1.69; H[2, 3] := 1.00; H[2, 4] := 2.00; H[2, 5] := 3.00; H[2, 6] := 4.00; H[2, 7] := 5.00;
 H[3, 0] := 3.00; H[3, 1] := 2.00; H[3, 2] := 1.00; H[3, 3] := 1.69; H[3, 4] := 1.00; H[3, 5] := 2.00; H[3, 6] := 3.00; H[3, 7] := 4.00;
 H[4, 0] := 4.00; H[4, 1] := 3.00; H[4, 2] := 2.00; H[4, 3] := 1.00; H[4, 4] := 1.69; H[4, 5] := 1.00; H[4, 6] := 2.00; H[4, 7] := 3.00;
 H[5, 0] := 5.00; H[5, 1] := 4.00; H[5, 2] := 3.00; H[5, 3] := 2.00; H[5, 4] := 1.00; H[5, 5] := 1.69; H[5, 6] := 1.00; H[5, 7] := 2.00;
 H[6, 0] := 6.00; H[6, 1] := 5.00; H[6, 2] := 4.00; H[6, 3] := 3.00; H[6, 4] := 2.00; H[6, 5] := 1.00; H[6, 6] := 1.69; H[6, 7] := 1.00;
 H[7, 0] := 7.00; H[7, 1] := 6.00; H[7, 2] := 5.00; H[7, 3] := 4.00; H[7, 4] := 3.00; H[7, 5] := 2.00; H[7, 6] := 1.00; H[7, 7] := 1.69;     For i := 0 To N - 1 Do         For j := 0 To N - 1 Do             If i <> j Then                 H[i, j] := 0;                 H[j, i] := 0;             End If;         End For;     End For;     // Specify integer variables     IntVec[0] := 0;     IntVec[1] := 1;     IntVec[2] := 0;     IntVec[3] := 1;     IntVec[4] := 0;     IntVec[5] := 1;     IntVec[6] := 0;     IntVec[7] := 1;     //Criterion function     QP.CriterionFunction := CF;     QP.QuadraticForm := H;     QP.IntVec := IntVec;     Bound := QP.Boundary;     Bound.BoundaryLower := Lb; //Lower area limit          Bound.BoundaryUpper := Ub; //Upper area limit     LCon1 := QP.LinearConstraints.Add();     LinC1[0] := -1; LinC1[1] := 1;     LCon1.Value := LinC1; // Linear constraint coefficient     LCon1.BoundaryLower := -1.00; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[0] := 0; LinC1[1] := 0;
 LCon1 := QP.LinearConstraints.Add();
 LinC1[1] := -1; LinC1[2] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.05; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; /Upper linear constraint
 LinC1[1] := 0; LinC1[2] := 0;
 LCon1 := QP.LinearConstraints.Add();
 LinC1[2] := -1; LinC1[3] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.10; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[2] := 0; LinC1[3] := 0;
 LCon1 := QP.LinearConstraints.Add();
 LinC1[3] := -1; LinC1[4] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.15; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[3] := 0; LinC1[4] := 0;
 LCon1 := QP.LinearConstraints.Add();
 LinC1[4] := -1; LinC1[5] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.2; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[4] := 0; LinC1[5] := 0;
 LCon1 := QP.LinearConstraints.Add();
 LinC1[5] := -1; LinC1[6] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.25; // Lower linear constraint
 LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint
 LinC1[5] := 0; LinC1[6] := 0;
 LCon1 := QP.LinearConstraints.Add();
 LinC1[6] := -1; LinC1[7] := 1;
 LCon1.Value := LinC1; // Linear constraint coefficient
 LCon1.BoundaryLower := -1.30; // Lower linear constraint     LCon1.BoundaryUpper := Double.PositiveInfInity; //Upper linear constraint     LinC1[6] := 0; LinC1[7] := 0;     // Use Gurobi     QP.SolverType := QPSolverType.qpstGrb;     QP.ExtraSettings.DLLPath := "c:\gurobi752\win64\bin\gurobi75.dll";     // Execute calculation     Res := QP.Execute();     Time := QP.PerformanceTime / 1000;     System.Diagnostics.Debug.WriteLine("Time[sec] = " + Time.ToString());     System.Diagnostics.Debug.WriteLine("RES = " + Res.ToString());     System.Diagnostics.Debug.WriteLine(QP.Errors);     If res = 0 Then         System.Diagnostics.Debug.WriteLine("== Criterion function value ==");         System.Diagnostics.Debug.WriteLine(QP.OptimalFunctionValue.ToString());         System.Diagnostics.Debug.WriteLine("== Solution ==");         System.Diagnostics.Debug.Indent();         Sol := QP.Solution;         For i := 0 To Sol.Length - 1 Do             System.Diagnostics.Debug.WriteLine(i.ToString() + ": " + lb[i].ToString() + " <= " + Sol[i].ToString() + " <= " + ub[i].ToString());         End For;         System.Diagnostics.Debug.Unindent();         System.Diagnostics.Debug.WriteLine("== Linear constraints ==");         System.Diagnostics.Debug.Indent();         For i := 0 To QP.LinearConstraints.Count - 1 Do             LCon1 := QP.LinearConstraints.Item[i];             System.Diagnostics.Debug.WriteLine(i.ToString() + ": " + LCon1.BoundaryLower.ToString() + " <= " + LCon1.Result.ToString() + " <= " + LCon1.BoundaryUpper.ToString());         End For;         System.Diagnostics.Debug.Unindent();     End If; End Sub;

On executing the example, the quadratic programming task is calculated using the Gurobi solver.

ISmQuadraticProgramming.IntVec

Syntax

Description

Comments

Example