gc_funcnonlinear_vb.vb
' 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.
'
Imports System
Imports Gurobi
Class gc_funcnonlinear_vb
Shared Sub printsol(m As GRBModel, x As GRBVar)
Console.WriteLine("x = " & x.X)
Console.WriteLine("Obj = " & m.ObjVal)
End Sub
Shared Sub Main()
Try
' Create environment
Dim env As New GRBEnv()
' Create a new m
Dim m As New GRBModel(env)
Dim x As GRBVar = m.AddVar(-1.0, 4.0, 0.0, GRB.CONTINUOUS, "x")
Dim twox As GRBVar = m.AddVar(-2.0, 8.0, 0.0, GRB.CONTINUOUS, "twox")
Dim sinx As GRBVar = m.AddVar(-1.0, 1.0, 0.0, GRB.CONTINUOUS, "sinx")
Dim cos2x As GRBVar = m.AddVar(-1.0, 1.0, 0.0, GRB.CONTINUOUS, "cos2x")
Dim expx As GRBVar = m.AddVar(0.0, GRB.INFINITY, 0.0, GRB.CONTINUOUS, "expx")
' Set objective
m.SetObjective(sinx + cos2x + 1, GRB.MINIMIZE)
' Add linear constraints
m.AddConstr(0.25*expx - x <= 0, "l1")
m.AddConstr(2*x - twox = 0, "l2")
' Add general function constraints
' sinx = sin(x)
Dim gcf1 As GRBGenConstr = m.AddGenConstrSin(x, sinx, "gcf1", "")
' cos2x = cos(twox)
Dim gcf2 As GRBGenConstr = m.AddGenConstrCos(twox, cos2x, "gcf2", "")
' expx = exp(x)
Dim gcf3 As GRBGenConstr = m.AddGenConstrExp(x, expx, "gcf3", "")
' Approach 1) Set FuncNonlinear parameter
m.Parameters.FuncNonlinear = 1
' Optimize the model and print solution
m.Optimize()
printsol(m, x)
' Restore unsolved state and set parameter FuncNonlinear to
' its default value
m.Reset()
m.Parameters.FuncNonlinear = 0
' Approach 2) Set FuncNonlinear attribute for every
' general function constraint
gcf1.Set(GRB.IntAttr.FuncNonlinear, 1)
gcf2.Set(GRB.IntAttr.FuncNonlinear, 1)
gcf3.Set(GRB.IntAttr.FuncNonlinear, 1)
' Optimize the model and print solution
m.Optimize()
printsol(m, x)
' Dispose of model and environment
m.Dispose()
env.Dispose()
Catch e As GRBException
Console.WriteLine("Error code: " + e.ErrorCode + ". " + e.Message)
End Try
End Sub
End Class
