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qcp.R#

# Copyright 2025, Gurobi Optimization, LLC## This example formulates and solves the following simple QCP model:#  maximize#        x#  subject to#        x + y + z   =  1#        x^2 + y^2 <= z^2  (second-order cone)#        x^2 <= yz         (rotated second-order cone)#        x, y, z non-negativelibrary(gurobi)library(Matrix)model<-list()model$A<-matrix(c(1,1,1),nrow=1,byrow=T)model$modelsense<-'max'model$obj<-c(1,0,0)model$rhs<-c(1)model$sense<-c('=')# First quadratic constraint: x^2 + y^2 - z^2 <= 0qc1<-list()qc1$Qc<-spMatrix(3,3,c(1,2,3),c(1,2,3),c(1.0,1.0,-1.0))qc1$rhs<-0.0# Second quadratic constraint: x^2 - yz <= 0qc2<-list()qc2$Qc<-spMatrix(3,3,c(1,2),c(1,3),c(1.0,-1.0))qc2$rhs<-0.0model$quadcon<-list(qc1,qc2)result<-gurobi(model)print(result$objval)print(result$x)# Clear spacerm(model,result)

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