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Gurobi


The Gurobi Optimizer is a state-of-the-art solver for linear programming (LP), quadratic programming (QP) and mixed-integer programming (MILP and MIQP). It was designed from the ground up to exploit modern multi-core processors.

For solving LP and QP models, the Gurobi Optimizer includes high-performance implementations of the primal simplex method, the dual simplex method, and a parallel barrier solver. For MILP and MIQP models, the Gurobi Optimizer incorporates the latest methods including cutting planes and powerful solution heuristics. All models benefit from advanced presolve methods to simplify models and slash solve times.

Every Gurobi license allows parallel processing, and the Gurobi Parallel Optimizer is deterministic: two separate runs on the same model will produce identical solution paths.

The Gurobi Optimizer is written in C and is accessible from several languages. In addition to a powerful, interactive Python interface, a simple command-line executable and a matrix-oriented C interface, we provide object-oriented interfaces from C++, Java, Python, and the .NET languages. These interfaces have all been designed to be lightweight and easy to use, with the goal of greatly enhancing the accessibility of our products. And since the interfaces are lightweight, they are faster and use less memory than other standard interfaces.


Highlights of Gurobi Optimizer 4.5

The release of Gurobi Optimizer 4.5 builds on the success of Gurobi Optimizer 4.0, which was released in November, 2010. The new 4.5 release is focused on performance. It also offers new licensing options, as well as other new capabilities.

Highlights include:
  • Substantial performance improvements in our MIP and Barrier solvers:
    • A 31% improvement in overall MIP performance, with a 75 % improvement on models that take more than 100 seconds to solve.
    • A 14% improvement in overall barrier performance, with a 23 % improvement on models that take more than 100 seconds to solve.
  • Pay-By-The-Day licensing: A new, web-based licensing system allows you to purchase low cost, short-term Gurobi licenses. The minimum license period is just one calendar day.
  • A new default automatic setting for choosing the algorithms used to solve LP and QP models: The new default uses the concurrent optimizer for LP models and the Barrier solver for QP models. The new defaults provide substantially improved overall performance.
  • A new heuristic for finding feasible solutions to difficult MIP models: This heuristic can be quite useful in cases where other approaches are unable to find a feasible solution.
  • Additional information is now provided for infeasible and unbounded models: Advanced users can now obtain an unbounded ray for unbounded models and an infeasibility proof for infeasible models.

Deployment with AMPL and AMPL STUDIO
Gurobi solver can be invoked from OptiRisk's AMPL and AMPL STUDIO modelling system.

Platforms
Supporting platforms

  • Windows (32-bit and 64-bit; XP, Vista, Windows 7 and Server 2008)
  • Linux (32-bit and 64-bit; Ubuntu 8.04, 10.04, 10.10; Red Hat 5.3, 5.4, 5.5, 5.6; SUSE Enterprise Linux 11).
  • Mac OS (64-bit only; OS X 10.6 Snow Leopard)

Example of Use
To see the Gurobi Optimizer Example, please click here.