feat: Quadratic constraints

.pre-commit-config.yaml

@@ -25,6 +25,7 @@ repos:
     hooks:
     -   id: blackdoc
         additional_dependencies: ['black==24.8.0']
+        exclude: dev-scripts/quadratic_constraints_plan\.md
 -   repo: https://github.com/codespell-project/codespell
     rev: v2.4.1
     hooks:

dev-scripts/quadratic_constraint_example.py

@@ -0,0 +1,29 @@
+"""
+Quadratic Constraints Example
+"""
+
+import linopy
+
+m = linopy.Model()
+
+# Variables
+x = m.add_variables(lower=0, upper=10, name="x")
+y = m.add_variables(lower=0, upper=10, name="y")
+
+# Linear constraint
+m.add_constraints(x + y <= 8, name="linear_budget")
+
+# Quadratic constraints
+m.add_quadratic_constraints(x * x + y * y, "<=", 25, name="circle")
+m.add_quadratic_constraints(x * y, "<=", 10, name="mixed_term")
+
+# Objective: maximize x + 2y
+m.add_objective(x + 2 * y, sense="max")
+
+# Solve
+m.solve(solver_name="gurobi")
+
+# Results
+print(f"x = {x.solution.values.item():.4f}")
+print(f"y = {y.solution.values.item():.4f}")
+print(f"Objective = {m.objective.value:.4f}")