APMonitor Solution Engine - 1Demo107.21.186.38

APMonitor Modeling Language
Click the arrow

to solve (solution appears below)
Load a new benchmark problem.

How do you use APMonitor?
Visit the APMonitorCom Channel

! Example quadratic programming problem
!
!  minimize    c * x + 1/2 * x^T * Q * x
!  subject to  A * x < b
!              x > 0
!
! In this case:
!  c = [0.5 -1.5]
!
!  Q = [1.0  0.0]
!      [0.0  2.5]
!
!  A = [2.0  1.0]
!      [0.0  0.1]
!
!  b = [0.0]
!      [0.1]
!
Model
  Parameters
    ! minimize (c^T * x) + 1/2 * (x^T * Q * x)
    ! linear terms
    c[1] =  0.5
    c[2] = -1.5

! quadratic terms
    ! sparse diagonal Q matrix
    Q[1][1] = 1.0
    Q[2][2] = 2.5

! inequality constraint
    !  A * x <= 0
    A[1][1] = 2.0
    A[1][2] = 1.0
    A[2][1] = 0.0
    A[2][2] = 0.1

b[1] = 0
    b[2] = 0.1
  End Parameters

Variables
    x[1] > 0
    x[2] > 0
  End Variables

Equations
    ! minimize (c^T * x) + 1/2 * (x^T * Q * x)
    minimize 0.5 * (x[1] * Q[1][1] * x[1])
    minimize 0.5 * (x[2] * Q[2][2] * x[2])
    minimize c[1]*x[1] + c[2]*x[2]

! subject to A * x <= b
    A[1][1]*x[1] + A[1][2]*x[2] <= b[1]
    A[2][1]*x[1] + A[2][2]*x[2] <= b[2]
  End Equations
End Model

Terms and Conditions