GUROBI Solver for Linear and Mixed Integer Programming

Gurobi is a state-of-the-art solver for Linear Programming (LP), Mixed Integer Programming (MIP) and Quadratic Programming (QP/QCP/MIQP/MIQCP) problems.

Gurobi Linear Programming

Gurobi Linear Programming For continuous models, Gurobi includes advanced implementations of the latest algorithms including: primal and dual simplex algorithms, a parallel barrier algorithm with crossover, concurrent optimization, and a sifting algorithm. Gurobi includes a parallel barrier optimizer for linear problems; Gurobi’s barrier algorithms fully exploit the features of the latest computer architectures.

To help simplify a given model, identify any obvious errors or problems, and identify likely useful approaches for getting the best answer in the least amount of time, Gurobi takes advantage of the broadest range of advanced presolve capabilities available.

Gurobi Mixed Integer Programming

For Mixed Integer Programming (MIP) models, Gurobi includes advanced implementations of the latest MIP algorithms including: deterministic, parallel branch-and-cut, non-traditional tree-of-trees search, multiple default heuristics, solution improvement, cutting planes, and symmetry detection. Gurobi allows for shared memory parallelism, and thus is capable of simultaneously exploiting any number of processors and cores per processor. Its implementation is deterministic and thus two separate runs on the same model will produce identical solution paths.

Gurobi Quadratic Programming

Gurobi can be used to solve Quadratic Programming (QP) problems which are problems with linear constraints and a quadratic objective function. Gurobi can also handle the variant with integer variables: Mixed Integer Quadratic Programming (MIQP) problems. Gurobi can also handle problems that have quadratic constraints: Quadratically Constrained Programming (QCP) problems and Mixed Integer Quadratically Constrained Programming (MIQCP) problems.

The QCP and MIQCP solvers support second-order cone constraints, rotated second-order cone constraints, and more general convex quadratic constraints.

Download a free license to use Gurobi as the Mathematical Programming solver in AIMMS

About Gurobi

Gurobi is developed and supported by Gurobi Optimization, Inc. a company founded in 2008 by Robert Bixby, Zonghao Gu and Edward Rothberg.
Website: http://www.gurobi.com 

Gurobi Requirements

Gurobi requires that the computer's CPU supports SSE2. Most modern computers support SSE2 (SSE2 was introduced by Intel in 2001 and by AMD in 2003).

Gurobi Supported Versions

AIMMS supports Gurobi 1.0 - 5.0.

Download a free license to use Gurobi as the Mathematical Programming solver in AIMMS