gc_funcnonlinear_c.c
/* Copyright 2024, Gurobi Optimization, LLC
This example considers the following nonconvex nonlinear problem
minimize sin(x) + cos(2*x) + 1
subject to 0.25*exp(x) - x <= 0
-1 <= x <= 4
We show you two approaches to solve it as a nonlinear model:
1) Set the paramter FuncNonlinear = 1 to handle all general function
constraints as true nonlinear functions.
2) Set the attribute FuncNonlinear = 1 for each general function
constraint to handle these as true nonlinear functions.
*/
#include <stdlib.h>
#include <stdio.h>
#include "gurobi_c.h"
static int
printsol(GRBmodel *m)
{
double x[1];
double vio;
int error = 0;
error = GRBgetdblattrarray(m, "X", 0, 1, x);
if (error) goto QUIT;
printf("x = %g", x[0]);
QUIT:
return error;
}
int
main(int argc,
char *argv[])
{
GRBenv *env = NULL;
GRBmodel *model = NULL;
int error = 0;
int attrs[] = {1, 1, 1};
int ind[2];
double val[2];
/* Create environment */
error = GRBloadenv(&env, NULL);
if (error) goto QUIT;
/* Create a new model */
error = GRBnewmodel(env, &model, NULL, 0, NULL, NULL, NULL, NULL, NULL);
if (error) goto QUIT;
/* Add variables */
error = GRBaddvar(model, 0, NULL, NULL, 0.0, -1.0, 4.0, GRB_CONTINUOUS, "x");
if (error) goto QUIT;
error = GRBaddvar(model, 0, NULL, NULL, 0.0, -2.0, 8.0, GRB_CONTINUOUS, "twox");
if (error) goto QUIT;
error = GRBaddvar(model, 0, NULL, NULL, 0.0, -1.0, 1.0, GRB_CONTINUOUS, "sinx");
if (error) goto QUIT;
error = GRBaddvar(model, 0, NULL, NULL, 0.0, -1.0, 1.0, GRB_CONTINUOUS, "cos2x");
if (error) goto QUIT;
error = GRBaddvar(model, 0, NULL, NULL, 0.0, 0.0, GRB_INFINITY, GRB_CONTINUOUS, "expx");
if (error) goto QUIT;
/* Add constant term to objective */
error = GRBsetdblattr(model, "ObjCon", 1.0);
/* Add linear constraint: 0.25*expx - x <= 0 */
ind[0] = 4; ind[1] = 0;
val[0] = 0.25; val[1] = -1.0;
error = GRBaddconstr(model, 2, ind, val, GRB_LESS_EQUAL, 0.0, "c1");
if (error) goto QUIT;
/* Add linear constraint: 2*x - twox = 0 */
ind[0] = 0; ind[1] = 1;
val[0] = 2; val[1] = -1.0;
error = GRBaddconstr(model, 2, ind, val, GRB_EQUAL, 0.0, "c2");
if (error) goto QUIT;
/* Add general function constraint: sinx = sin(x) */
error = GRBaddgenconstrSin(model, "gcf1", 0, 2, NULL);
if (error) goto QUIT;
/* Add general function constraint: cos2x = cos(twox) */
error = GRBaddgenconstrCos(model, "gcf2", 1, 3, NULL);
if (error) goto QUIT;
/* Add general function constraint: expx = exp(x) */
error = GRBaddgenconstrExp(model, "gcf3", 0, 4, NULL);
if (error) goto QUIT;
/* Approach 1) Set FuncNonlinear parameter */
error = GRBsetintparam(GRBgetenv(model), "FuncNonlinear", 1);
if (error) goto QUIT;
/* Optimize the model and print solution */
error = GRBoptimize(model);
if (error) goto QUIT;
error = printsol(model);
if (error) goto QUIT;
/* Restore unsolved state */
error = GRBresetmodel(model);
if (error) goto QUIT;
/* Set FuncNonlinear parater back to its default value */
error = GRBsetintparam(GRBgetenv(model), "FuncNonlinear", 0);
if (error) goto QUIT;
/* Approach 2) Set FuncNonlinear attribute for every
general function constraint */
error = GRBsetintattrarray(model, "FuncNonlinear", 0, 3, attrs);
if (error) goto QUIT;
/* Optimize the model and print solution */
error = GRBoptimize(model);
if (error) goto QUIT;
error = printsol(model);
if (error) goto QUIT;
QUIT:
if (error) {
printf("ERROR: %s\n", GRBgeterrormsg(env));
exit(1);
}
/* Free model */
GRBfreemodel(model);
/* Free environment */
GRBfreeenv(env);
return 0;
}
