\( \newcommand{\E}{\mathrm{E}} \) \( \newcommand{\A}{\mathrm{A}} \) \( \newcommand{\R}{\mathrm{R}} \) \( \newcommand{\N}{\mathrm{N}} \) \( \newcommand{\Q}{\mathrm{Q}} \) \( \newcommand{\Z}{\mathrm{Z}} \) \( \def\ccSum #1#2#3{ \sum_{#1}^{#2}{#3} } \def\ccProd #1#2#3{ \sum_{#1}^{#2}{#3} }\)

CGAL 4.8 - Linear and Quadratic Programming Solver

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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/basic.h>
#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;
}