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 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]

• Object-oriented interfaces for C++, Java, .NET, and Python
• Matrix-oriented interfaces for C, Python, MATLAB, and R
• Links to standard modeling languages: AIMMS, AMPL, GAMS, and MPL
• Links to Excel through their Analytic Solver and Solver SDK products

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]

See also

• CPLEX
• GLPK
• SCIP (optimization software)
• FICO Xpress

References

External links

• Licensing options

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