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
Current Release Enhancements - Gurobi Optimization
(Gurobi) "Management Team"
"Gurobi Management Team Overview"
"Gurobi Optimizer Product Overview"
"Gurobi Optimizer Features Overview"
"Gurobi Cloud"
"Gurobi Compute Server"
External links
Official website
Licensing options
Undergraduate Texts in Mathematics
Graduate Studies in Mathematics
Hellenica World - Scientific Library
Retrieved from "http://en.wikipedia.org/"
All text is available under the terms of the GNU Free Documentation License
