ISmQuadraticProgramming.ExtraSettings

Syntax

ExtraSettings: IQPExtraSettings;

Description

The ExtraSettings property returns additional settings used on calculation by means of Gurobi external solver.

Comments

The property is relevant if Gurobi solver is selected in the SolverType property.

Example

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

Add a link to the Stat system assembly.

Sub UserProc;
Var
 QP: SmQuadraticProgramming;
 i, j, Res, N: Integer;
 Time: Double;
 CF, Lb, Ub, Init, LinC1, H: Array Of Double;
 Bound: ISlBoundaryRegion;
 LCon1: ISlLinearConstraint;
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;
 //Criterion function
 QP.CriterionFunction := CF;
 QP.QuadraticForm := H;
 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.Grb;     QP.ExtraSettings.DLLPath := "c:\gurobi752\win64\bin\gurobi75.dll";     QP.ExtraSettings.SaveLogToFilePath := "c:\Files\Gurobi.log";     QP.ExtraSettings.SaveModelToFilePath := "c:\Files\Model.mps";     // Execute calculation     Res := QP.Execute;     Time := QP.PerformanceTime / 1000;     Debug.WriteLine("Time[sec] = " + time.ToString);     Debug.WriteLine("RES = " + Res.ToString);     Debug.WriteLine(QP.Errors);     Debug.WriteLine("Gurobi error code = " + QP.ExtraSettings.nErrorCode.ToString);     Debug.WriteLine("Gurobi message = " + QP.ExtraSettings.MessageString);     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;

On executing the example, the quadratic programming task will be calculated using the Gurobi external solver. The development environment console displays the following:

Possible error code and message generated by the Gurobi solver.
Criterion function value
Found solutions.
Linear constraints.

Report about calculation and the model are saved to the specified files.