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這是一個試圖回答以下問題:https://matheducators.stackexchange.com/questions/11757/small-data-sets-with-integral-sample-standard-deviations二次約束MIQP與朱莉婭和gurobi
所以下面的代碼的意圖是要找到小數據集與整數標準偏差的例子。這可以表示爲一個二次約束的混合整數二次程序,所以我嘗試使用Julia的Gurobin。以下是我的代碼:
ERROR: Gurobi.GurobiError(10021, "Quadratic equality constraints")
Stacktrace:
[1] optimize(::Gurobi.Model) at /home/kjetil/.julia/v0.6/Gurobi/src/grb_solve.jl:7
[2] optimize!(::Gurobi.GurobiMathProgModel) at /home/kjetil/.julia/v0.6/Gurobi/src/GurobiSolverInterface.jl:294
[3] #solve#101(::Bool, ::Bool, ::Bool, ::Array{Any,1}, ::Function, ::JuMP.Model) at /home/kjetil/.julia/v0.6/JuMP/src/solvers.jl:173
[4] solve(::JuMP.Model) at /home/kjetil/.julia/v0.6/JuMP/src/solvers.jl:148
任何想法:
using JuMP
using Gurobi
m = Model(solver = GurobiSolver())
@variable(m, 0<= x[1:20] <= 100, Int)
@variable(m, Gj, Int)
@constraint(m, Gj == sum(x[1:20])/20)
@variable(m, Var, Int)
@constraint(m, Var == sum((x[1:20]-Gj).^2/19))
@variable(m, sd, Int)
@constraint(m, sd * sd == Var)
### We need some restrictions to avoid all equal, < or zero, solutions:
@constraint(m, sd >= 5)
@objective(m, Min, sd)
print(m)
status = solve(m)
println("Objective value: ", getobjectivevalue(m))
x = getvalue(x)
在運行這個結果嗎?