【运筹优化】Java 调用 Gurobi 求解 LP 问题代码示例

---

问题

代码

import gurobi.*;
/**
 * @Author：WSKH
 * @ClassName：TestGurobi
 * @ClassType：
 * @Description：
 * @Date：2022/6/5/11:38
 * @Email：1187560563@qq.com
 * @Blog：https://blog.csdn.net/weixin_51545953?type=blog
 */
public class TestGurobi{
    public static void main(String[] args) {
        try {
            // 创建环境
            GRBEnv grbEnv = new GRBEnv("grbEnv");
            // 创建模型
            GRBModel grbModel = new GRBModel(grbEnv);
            // 声明CONTINUOUS连续变量
            GRBVar x1 = grbModel.addVar(-10, 50, -10, GRB.CONTINUOUS, "x1");
            GRBVar x2 = grbModel.addVar(0, Double.MAX_VALUE, 0, GRB.CONTINUOUS, "x2");
            GRBVar x3 = grbModel.addVar(5, 5, 5, GRB.CONTINUOUS, "x3");
            // 声明变量数组
            GRBVar[] grbVars = {x1, x2, x3};
            // 声明约束
            // 约束1：x1+2*x2+x3<=100
            GRBLinExpr expr1 = new GRBLinExpr();
            expr1.addTerms(new double[]{1,2,1},grbVars);
            grbModel.addConstr(expr1,GRB.LESS_EQUAL,100,"expr1");
            // 约束2：x1+x2-2x3>=10
            GRBLinExpr expr2 = new GRBLinExpr();
            expr2.addTerms(new double[]{1,1,-2},grbVars);
            grbModel.addConstr(expr2,GRB.GREATER_EQUAL,10,"expr2");
            // 目标函数：x1+2*x2+3*x3
            GRBLinExpr target = new GRBLinExpr();
            target.addTerms(new double[]{1,2,3},grbVars);
            grbModel.setObjective(target,GRB.MAXIMIZE);
            // 开始求解
            grbModel.optimize();
            // 输出求解结果
            System.out.println("最优解为："+grbModel.get(GRB.DoubleAttr.ObjVal));
            System.out.println("x1 = "+x1.get(GRB.DoubleAttr.X));
            System.out.println("x2 = "+x2.get(GRB.DoubleAttr.X));
            System.out.println("x3 = "+x3.get(GRB.DoubleAttr.X));
            // 处理模型和环境
            grbModel.dispose();
            grbEnv.dispose();
        }catch (Exception e){
            e.printStackTrace();
        }
    }
}

求解结果

Set parameter Username
Academic license - for non-commercial use only - expires 2022-08-03
Gurobi Optimizer version 9.5.1 build v9.5.1rc2 (win64)
Thread count: 6 physical cores, 12 logical processors, using up to 12 threads
Optimize a model with 2 rows, 3 columns and 6 nonzeros
Model fingerprint: 0x5c13f6c7
Coefficient statistics:
  Matrix range     [1e+00, 2e+00]
  Objective range  [1e+00, 3e+00]
  Bounds range     [5e+00, 5e+01]
  RHS range        [1e+01, 1e+02]
Presolve removed 2 rows and 3 columns
Presolve time: 0.00s
Presolve: All rows and columns removed
Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    1.1000000e+02   0.000000e+00   0.000000e+00      0s

Solved in 0 iterations and 0.00 seconds (0.00 work units)
Optimal objective  1.100000000e+02
最优解为：110.0
x1 = 50.0
x2 = 22.5
x3 = 5.0