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Acknowledging CGAL
CGAL 5.2.2 - Linear and Quadratic Programming Solver
QP_solver/first_qp_from_mps.cpp
// example: read quadratic program in MPS format from file
// the QP below is the first quadratic program example in the user manual
#include <iostream>
#include <fstream>
#include <CGAL/QP_models.h>
#include <CGAL/QP_functions.h>
// choose exact integral type
#ifdef CGAL_USE_GMP
#include <
CGAL/Gmpz.h
>
typedef
CGAL::Gmpz
ET;
#else
#include <
CGAL/MP_Float.h
>
typedef
CGAL::MP_Float
ET;
#endif
// program and solution types
typedef
CGAL::Quadratic_program_from_mps<int>
Program;
typedef
CGAL::Quadratic_program_solution<ET>
Solution;
int
main() {
std::ifstream in (
"first_qp.mps"
);
Program qp(in);
// read program from file
assert (qp.is_valid());
// we should have a valid mps file
// solve the program, using ET as the exact type
Solution s =
CGAL::solve_quadratic_program
(qp, ET());
// output solution
std::cout << s;
return
0;
}