ISmQuadraticProgramming.IntVec

Syntax

IntVec: Array;

Description

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

Comments

The length of the IntVec array must be equal to the number of variables.

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.

If the IntVec array is not defined, all variables are considered real ones.

NOTE. IntVec is used only if the Gurobi solver is used for calculation.

Example

Executing the example requires the Gurobi 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: 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;

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

The development environment console displays the following:

Criterion function value
Found solutions.
Linear constraints.