example of gurobi API

/*
    This example formulates and solves the following simple QCP model:
    using the Gurobi API

     maximize    2x + 3y
     subject to  x + y/2 + 3z = 5
                 x^2 - y^2 <= z^2 (second-order cone)
                 2(x^2) <= yz        (rotated second-order cone)
*/

#define GU_NO_ERROR 0
#define GU_ERR_GRP_EXCEPTION 2
#define GU_ERR_EXCEPTION 3

#include "gurobi_c++.h"
using namespace std;

int
main(int   argc,
     char *argv[])
{
  try {

    GRBEnv* env = 0;
    GRPVar* x = 0;
    GRPVar* y = 0;
    GRPVar* z = 0;
    int sequenceState = 0;
    int retCode = GU_NO_ERROR;

    env = new GRBEnv();                                                 // Create Environment

    GRBModel model = GRBModel(*env);                                    // Make Model
    sequenceState = 1;
    model.set(GRB_StringAttr_ModelName, "QCP");

    x = model.addVar(0.0, GRB_INFINITY, 0.0, GRB_CONTINUOUS, "x");      // Create variables as per the model
    sequenceState = 2;
    y = model.addVar(0.0, GRB_INFINITY, 0.0, GRB_CONTINUOUS, "y");
    sequenceState = 3;
    z = model.addVar(0.0, GRB_INFINITY, 0.0, GRB_CONTINUOUS, "z");
    sequenceState = 4;


    GRBLinExpr obj = (2*x) + y;                                           // Set objective equation and maximize method
    model.setObjective(obj, GRB_MAXIMIZE);

    //  x + y/2 + 3z = 5
    model.addConstr(x + (y/2.0) + (3.0*z) == 5.0, "c0");                 // Add each constraint

    //  x^2 - y^2 <= z^2
    model.addQConstr(x*x - y*y <= z*z, "qc0");

    //  2x^2 <= yz
    model.addQConstr((2.0*(x*x)) <= y*z, "qc1");

    // Optimize model
    model.optimize();

    cout << x.get(GRB_StringAttr_VarName) << " "
         << x.get(GRB_DoubleAttr_X) << endl;
    cout << y.get(GRB_StringAttr_VarName) << " "
         << y.get(GRB_DoubleAttr_X) << endl;
    cout << z.get(GRB_StringAttr_VarName) << " "
         << z.get(GRB_DoubleAttr_X) << endl;

    cout << "Obj: " << model.get(GRB_DoubleAttr_ObjVal) << endl;

  } catch(GRBException e) {
    cout << "Error code = " << e.getErrorCode() << endl;
    cout << e.getMessage() << endl;
    retCode = GU_ERR_GRP_EXCEPTION;
  } catch(...) {
    cout << "Exception during optimization" << endl;
    retCode = GU_ERR_EXCEPTION;
  }

  if (sequenceState >= 4)  delete[] z;
  if (sequenceState >= 3)  delete[] y;
  if (sequenceState >= 2)  delete[] x;
  if (sequenceState >= 1)  delete env;
  return retCode;
}