hashcode-2016/Olivier/gurobi.cpp

#include "gurobi_c++.h"
using namespace std;

int
main(int   argc,
     char *argv[])
{
  try {
    GRBEnv env = GRBEnv();

    GRBModel model = GRBModel(env);

    // Create variables

    GRBVar x = model.addVar(0.0, 1.0, 0.0, GRB_BINARY, "x");
    GRBVar y = model.addVar(0.0, 1.0, 0.0, GRB_BINARY, "y");
    GRBVar z = model.addVar(0.0, 1.0, 0.0, GRB_BINARY, "z");

    // Integrate new variables

    model.update();

    // Set objective: maximize x + y + 2 z

    model.setObjective(x + y + 2 * z, GRB_MAXIMIZE);

    // Add constraint: x + 2 y + 3 z <= 4

    model.addConstr(x + 2 * y + 3 * z <= 4, "c0");

    // Add constraint: x + y >= 1

    model.addConstr(x + y >= 1, "c1");

    // Optimize model

    model.optimize();

    cout << x.get(GRB_StringAttr_VarName) << " "
         << x.get(GRB_DoubleAttr_X) << endl;
    cout << y.get(GRB_StringAttr_VarName) << " "
         << y.get(GRB_DoubleAttr_X) << endl;
    cout << z.get(GRB_StringAttr_VarName) << " "
         << z.get(GRB_DoubleAttr_X) << endl;

    cout << "Obj: " << model.get(GRB_DoubleAttr_ObjVal) << endl;

  } catch(GRBException e) {
    cout << "Error code = " << e.getErrorCode() << endl;
    cout << e.getMessage() << endl;
  } catch(...) {
    cout << "Exception during optimization" << endl;
  }

  return 0;
}