/* Copyright 2025, Gurobi Optimization, LLC */
/* This example formulates and solves the following simple QP model:
minimize x + y + x^2 + x*y + y^2 + y*z + z^2
subject to x + 2 y + 3 z >= 4
x + y >= 1
x, y, z non-negative
The example illustrates the use of dense matrices to store A and Q
(and dense vectors for the other relevant data). We don't recommend
that you use dense matrices, but this example may be helpful if you
already have your data in this format.
*/
import com.gurobi.gurobi.*;
public class Dense {
protected static boolean
dense_optimize(GRBEnv env,
int rows,
int cols,
double[] c, // linear portion of objective function
double[][] Q, // quadratic portion of objective function
double[][] A, // constraint matrix
char[] sense, // constraint senses
double[] rhs, // RHS vector
double[] lb, // variable lower bounds
double[] ub, // variable upper bounds
char[] vtype, // variable types (continuous, binary, etc.)
double[] solution) {
boolean success = false;
try {
GRBModel model = new GRBModel(env);
// Add variables to the model
GRBVar[] vars = model.addVars(lb, ub, null, vtype, null);
// Populate A matrix
for (int i = 0; i < rows; i++) {
GRBLinExpr expr = new GRBLinExpr();
for (int j = 0; j < cols; j++)
if (A[i][j] != 0)
expr.addTerm(A[i][j], vars[j]);
model.addConstr(expr, sense[i], rhs[i], "");
}
// Populate objective
GRBQuadExpr obj = new GRBQuadExpr();
if (Q != null) {
for (int i = 0; i < cols; i++)
for (int j = 0; j < cols; j++)
if (Q[i][j] != 0)
obj.addTerm(Q[i][j], vars[i], vars[j]);
for (int j = 0; j < cols; j++)
if (c[j] != 0)
obj.addTerm(c[j], vars[j]);
model.setObjective(obj);
}
// Solve model
model.optimize();
// Extract solution
if (model.get(GRB.IntAttr.Status) == GRB.Status.OPTIMAL) {
success = true;
for (int j = 0; j < cols; j++)
solution[j] = vars[j].get(GRB.DoubleAttr.X);
}
model.dispose();
} catch (GRBException e) {
System.out.println("Error code: " + e.getErrorCode() + ". " +
e.getMessage());
e.printStackTrace();
}
return success;
}
public static void main(String[] args) {
try {
GRBEnv env = new GRBEnv();
double c[] = new double[] {1, 1, 0};
double Q[][] = new double[][] {{1, 1, 0}, {0, 1, 1}, {0, 0, 1}};
double A[][] = new double[][] {{1, 2, 3}, {1, 1, 0}};
char sense[] = new char[] {'>', '>'};
double rhs[] = new double[] {4, 1};
double lb[] = new double[] {0, 0, 0};
boolean success;
double sol[] = new double[3];
success = dense_optimize(env, 2, 3, c, Q, A, sense, rhs,
lb, null, null, sol);
if (success) {
System.out.println("x: " + sol[0] + ", y: " + sol[1] + ", z: " + sol[2]);
}
// Dispose of environment
env.dispose();
} catch (GRBException e) {
System.out.println("Error code: " + e.getErrorCode() + ". " +
e.getMessage());
e.printStackTrace();
}
}
}