Gurobi

Gurobi
Name	Gurobi Optimizer
Developer	Gurobi Optimization, LLC
Released	0 2008
Genre	Optimization software
License	Commercial
Website	https://www.gurobi.com/

Gurobi. The Gurobi Optimizer is a state-of-the-art mathematical optimization solver developed by Gurobi Optimization, LLC, a company founded by optimization experts from Rice University and other leading institutions. It is widely recognized for its exceptional speed, robustness, and user-friendly design, making it a premier tool for solving complex linear programming, integer programming, and quadratic programming problems across numerous industries. The solver is utilized by thousands of organizations globally, including major corporations in finance, logistics, manufacturing, and energy, as well as academic and government research bodies.

Overview

The Gurobi Optimizer was launched in 2008 by founders who had previously contributed to the development of other major solvers like CPLEX. The company, headquartered in Beaverton, Oregon, with additional offices in Houston, London, and Beijing, was established with a focus on creating a new generation of optimization technology. Its core algorithms are the result of extensive research in operations research and computer science, incorporating advanced techniques in presolve, cutting-plane methods, and parallel computation. Gurobi has consistently ranked at the top in independent performance benchmarks such as those conducted by Hans Mittelmann at Arizona State University, solidifying its reputation for computational excellence.

Features

A key feature of the Gurobi Optimizer is its unified solver architecture, which seamlessly handles a wide array of problem classes within a single framework. It employs sophisticated algorithms including a highly efficient branch and bound method, advanced heuristics for finding initial solutions, and robust barrier methods for solving continuous relaxations. The software includes powerful tools for sensitivity analysis and solution pooling, allowing users to explore alternative optimal solutions. Furthermore, it supports distributed and cloud computing through its Gurobi Compute Server and Gurobi Instant Cloud, enabling the solving of massive models on clusters or via Amazon Web Services.

Supported problem types

The solver provides comprehensive support for a broad spectrum of mathematical programming paradigms. Its primary capabilities include solving large-scale linear programming models, mixed-integer linear programming problems with both binary and general integer variables, and convex quadratic programming objectives and constraints. It also handles mixed-integer quadratic programming, second-order cone programming, and non-convex quadratic programming through global optimization techniques. Specialized extensions allow for modeling piecewise-linear functions and multi-objective optimization scenarios, catering to complex real-world applications in areas like portfolio optimization and supply chain design.

Interfaces and APIs

Gurobi offers a versatile set of programming interfaces designed for integration into diverse software environments and development workflows. Its low-level C API provides maximum performance and control, while higher-level language bindings are available for Python, Java, .NET, and MATLAB. The solver also features direct interfaces to popular modeling languages such as AMPL, GAMS, and AIMMS, facilitating model development for users of those platforms. For interactive use and prototyping, it includes a command-line tool and a Python-based interactive shell, and it can be embedded within applications from vendors like SAS and FICO.

Performance and benchmarks

The performance of the Gurobi Optimizer is rigorously validated through continuous algorithmic research and public benchmarking. It consistently demonstrates leading solve times on standard test sets like MIPLIB, a comprehensive library of mixed-integer programming instances maintained by the research community. Performance gains are achieved through innovations in parallel processing, utilizing multi-core CPU architectures and modern GPU accelerators where applicable. Independent analyses, such as those published by INFORMS, frequently highlight its advantages in solving difficult industrial problems from sectors including telecommunications, airline crew scheduling, and power grid optimization.

Licensing and availability

Gurobi employs a flexible commercial licensing model, including free academic licenses for teaching and research at recognized institutions. Commercial licenses are offered in several tiers, from single-machine deployments to enterprise-wide floating licenses managed by a license server. The software is available for major operating systems including Microsoft Windows, Linux, and macOS. A free, full-featured trial version is offered to commercial users, and the company maintains extensive documentation, tutorials, and an active user community forum to support adoption and problem-solving.

Category:Optimization software Category:Operations research Category:Proprietary software