Solving a quadratically constrained problem
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Type: | Programming |
Rating: | 2 (easy-medium) |
Description: | Define the well-known Rosenbrock function and minimize it. |
File(s): | rosenbrock.py |
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rosenbrock.py |
# Define the well-known Rosenbrock function and minimize it # # (C) Fair Isaac Corp., 1983-2020 from __future__ import print_function import xpress as xp x = xp.var(lb=-xp.infinity) y = xp.var(lb=-xp.infinity) p = xp.problem() p.addVariable(x, y) # parameters of the Rosenbrock function a = 1 b = 100 p.setObjective((a - x)**2 + b * (y - x**2)**2) p.solve() print('solution: ', p.getSolution(), '; value: ', p.getObjVal()) |