gurobi/R/qp.R

In tom-n-pdx/lpSolveS4: Title: Technology Forecasting using DEA (Data Envelopment Analysis)

# Copyright 2016, Gurobi Optimization, Inc.
#
# This example formulates and solves the following simple QP model:
#  minimize
#        x^2 + x*y + y^2 + y*z + z^2 + 2 x
#  subject to
#        x + 2 y + 3z >= 4
#        x +   y      >= 1

library("gurobi")

model <- list()

model$A     <- matrix(c(1,2,3,1,1,0), nrow=2, byrow=T)
model$Q     <- matrix(c(2,1,0,1,2,1,0,1,2), nrow=3, byrow=T)
model$obj   <- c(2,0,0)
model$rhs   <- c(4,1)
model$sense <- c('>=', '>=')

result <- gurobi(model)

print(result$objval)
print(result$x)