Gurobi

The Gurobi Optimizer is a commercial optimization solver for linear programming (LP), quadratic programming (QP), quadratically constrained programming (QCP), mixed integer linear programming (MILP), mixed-integer quadratic programming (MIQP), and mixed-integer quadratically constrained programming (MIQCP).

Gurobi
Developer(s)Gurobi Optimization
Stable release
9.0[1]
TypeOperations Research, Mathematical optimization
LicenseProprietary
Websitegurobi.com
As of2019-05-07

Gurobi was founded in 2008[2] and is named for its founders: Zonghao Gu, Edward Rothberg and Robert Bixby. Bixby was also the founder of CPLEX, while Rothberg and Gu led the CPLEX development team for nearly a decade.[3]

Features

The Gurobi Optimizer supports a variety of programming and modeling languages including:[4]

The Gurobi Optimizer also includes a number of features to support the building of optimization models including support for:[5]

  • Multiple objectives with flexibility in how they are prioritized
  • General constraints such as MIN/MAX, ABS, AND/OR, and indicator constraints help avoid having to turn commonly occurring constraints in linear constraints
  • Models with convex, piecewise-linear objective functions, to capture certain non-linear problems
  • Arbitrary piecewise-linear objective functions, to make it easier to express this common modeling feature
  • Distributed tuning, to speed the exploration of parameter settings to speed solve times

The Gurobi Optimizer also has options to deploy on the cloud[6] and for client-server computing.[7]

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See also

References
  1. Current Release Enhancements - Gurobi Optimization
  2. (Gurobi) "Management Team"
  3. "Gurobi Management Team Overview"
  4. "Gurobi Optimizer Product Overview"
  5. "Gurobi Optimizer Features Overview"
  6. "Gurobi Cloud"
  7. "Gurobi Compute Server"


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