Questions tagged [gurobi]

Questions related to the commercial solver Gurobi Optimizer.

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Quadratic optimization in Gurobi with constraint

I have a question of understanding in Gurobi: I have an objective function in which my optimization variable x is squared. I have solved this bsiher by a quadratic objective function with $x$, $x$. ...
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0answers
33 views

How to find out which constraint causes problems in Pyomo

I have a Pyomo model with many constraints and variables. When solving it with Gurobi, I get the message "Model is infeasible or unbounded". Now I would like to find out which constraints ...
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0answers
31 views

Gurobi c++: Getting constraint matrix

I'm trying to get the constraint matrix from a Gurobi model in C++. In Python, one can get this by simply calling a method that will populate a scipy object (see this post). However, in a C++ fashion, ...
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2answers
79 views

Trouble with optional nodes in a VRP model using Gurobi for python

I am currently working on a VRP problem where the vehicles are electric. This means that I have range restrictions, and charging stations as nodes which are optional to visit. In my model I have the ...
3
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1answer
152 views

Linearizing a quadratic function with more variables or not in Gurobi?

Suppose I want to set the price $0 \le p_t \le p_{max} $ and based on the price, demand is determined $D_t(p_t)=a-bp_t$. Inventory level at each time is denoted by $I_t$ and it is determined by $I_t= ...
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65 views

Strange Result from GurobiPy

I am trying to understand why GurobiPy gives me a strange result for a simple linear programming model coded as below? Why is the optimality gap is 0%? Please let me know if you spot any errors in the ...
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74 views

Mixed Integer Programming - Model Formulation for A Resource Allocation Problem

There are a number of orders, which needs to be shipped. For each order, there may be 1 to 3 route options. The problem here is to find out the best allocation (combination) of orders among these ...
3
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1answer
82 views

How to add a SOS1 equality constraint?

Most MIP solver's API have special methods to add SOS1-constraints of the form $$ \sum_{i \in I} c_i x_i \leq 1, \tag{1}$$ i.e. at most one of the binary variables $x_i, i \in I$ is allowed to take a ...
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1answer
69 views

Job Shop Scheduling Problem: jobs are scheduled on the same machine at the same time

I want to solve a job shop scheduling problem. I got $n$ Jobs that have to be scheduled on $k$ Machines. A Job $i$ has 2 or 3 Tasks $j$, and there is a known sequence of the Tasks of a Job. One ...
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1answer
77 views

How to write this constraint in Gurobi python?

I'm wondering how I can translate this math constraint to gurobi python. $$\forall a \in A, b \in B, x_{ab} \in \{0, 1\}$$ So far I have written: ...
3
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1answer
87 views

Gurobi uses 1 core on supercomputer node with 64 cores

I have installed Gurobi 9.1.1 on a supercomputer node with 64 Xeon processors. For the installation I used conda. I access this node via ssh. When running "htop" I see that the process uses ...
4
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1answer
145 views

how to implement an optimization function with polynomial in Gurobi (Java)

I have the following problem: I have an objective function with the optimization variable $x$, which looks simplified like this: $ZF = (a+b)*(x+1)$ Here $a$ is simply a constant value. However, behind ...
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40 views

Linear equation from pairs of values with conditions in Gurobi (Java)

How can I create a linear equation in Gurobi (Java) from values (x-y value pairs) that also has the following properties: $\forall x \leq 0 \Longrightarrow y = 0$ The linear line/equation should have ...
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1answer
121 views

if-else query depending on optimization variable in Gurobi (Java)

I am looking for the most elegant solution to the following problem: I have an if-else query that depends on my optimization variable $x_i$. If $a \leq b_i + x_i$, the parameter $c$ should take the ...
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3answers
74 views

Link a binary variable to continuous variable in Java Gurobi

I have the following problem: Depending on my continuous optimization variable $S_m$, I would like to introduce a binary variable $x_m$, which, depending on the value of $S_m$ (greater or less than 0) ...
10
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2answers
622 views

Do LP solvers convert LPs to standard form?

To solve a linear program (LP) using the simplex method one first needs to bring the LP to standard form. This requires replacing every equality constraint with two inequalities and replacing every ...
5
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1answer
167 views

What underlies intlinprog in MATLAB?

When a paper says they used the intlinprog in MATLAB to solve an integer program, what system actually does the solving? I have seen documentation about Gurobi and MATLAB: does Gurobi always provide ...
2
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1answer
86 views

Pyomo can't find Gurobi solver

I have a pyomo model that I can solve using the GLPK solver by just using the code: ...
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1answer
39 views

Python Gurobipy Maximum Flow: How to model “source” and “sink” in constraints

I am attempting to capture the nature of a "source" node as well as a "sink" node where the net flow for each node aside from the source and sink is zero. Here is my code so far: <...
2
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1answer
65 views

Fixing the amount of variable in Gurobi - Python as a parameter for another model

I have solved a very simple mathematical model ( 2 variables) using Gurobi in Python and now I want to fix the amount of the variable in another model and solve it, for example, consider the variable $...
2
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1answer
79 views

Formulating “more complicated” objectives in Python Gurobi

I am currently learning how to use Gurobi for Python using their official tutorial found here. In this example, they appear to formulate the objective by simply specifying a cost dictionary to the <...
3
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1answer
77 views

How to validate a Gurobi academic license remotely via ssh SOCKS proxy?

How do I validate my Gurobi academic license remotely, that is, from a computer that is not on my university network? Official instructions for Gurobi 9.1 are here: https://www.gurobi.com/...
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48 views

Find multiple solutions in Pyomo with Gurobi

I am fairly new to Pyomo and Gurobi. I'd like to find 20 sets of different solutions that meet the following constraints. ...
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0answers
52 views

CPU time on Linux with Gurobi

I am solving a MILP model in C++ using Gurobi 10.1. I retrieve the CPU time of my C++ program under Linux via the following commands: ...
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1answer
67 views

Problem with setting up gurobi with OR-tools

I am trying to setup Gurobi with Google OR-Tools with the function pywraplp.Solver.CreateSolver("GUROBI"). The function returns None, which could occur if ...
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2answers
126 views

Directly calling gurobipy API causes substantially longer runtime than calling cvxpy

Background I am trying to implement the reranking algorithm proposed in the paper (Eqn 3). The algorithm is cast into an integer linear program which is trying to find permutation matrix $\mathbf{X} \...
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2answers
43 views

AMPL Gurobi Define Variables Bounds

I am trying to define both upper and lower bounds for a vector of variables in AMPL (solver Gurobi). However, after solving to optimal solution, the variables violate the bounds. The only way these ...
5
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3answers
386 views

Gurobi and CPLEX cannot exploit more than 32 cores of machine

I have some attempts to solve a scheduling problem using the Gurobi and doCPLEX API in python and .NET on Ubuntu-server installed on a hyper-computing cluster with 64 physical cores. Unfortunately, ...
8
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1answer
291 views

What does “Concurrent spin time” mean in the Gurobi log and what does choosing Method=3 do?

We are using Gurobi 9.0.2 to solve complex mixed integer linear programs for which we are attempting to maintain total unimodularity (TUM). In our log file we see things like this: ...
3
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1answer
121 views

Using log optimization function in Gurobi

I'm trying to use Gurobi to model an optimization max function whose objective function is $$f(x)=\frac{r^Tx}{x^TQx}.$$ Thus maximizing this function $f(x)$ is the same as maximizing $\log f(x)$ and I ...
9
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2answers
155 views

Objective Integrality Cuts

Consider a mixed integer linear program with an objective function that includes only integer variables. Objective integrality cuts are known as a class of valid inequalities that can be added to ...
3
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2answers
258 views

Calculated CPU time of C++ is different from actual time to solve MILP model via Gurobi

I am solving a MILP model in C++ using Gurobi 7.5.2. More specifically, I am determining the CPU time of my C++ program via the following commands: clock_t start_time; double elapsed_time; start_time=...
3
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2answers
158 views

How to get an extreme ray of an LP from Gurobi

I am working on a problem of form \begin{equation} \begin{array}{l @{\quad} l} \mathrm{max}_{x, u} & p^{\top} u \\ \text{st.} & A u + a x \leq 0 \\ & x \in \{0, 1\...
7
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1answer
173 views

No, Gurobi, I really do want this variable to be binary

When I mark a variable in a Gurobi MIP model as binary, sometimes Gurobi gives me a solution where that variable has a fractional value other than 0 or 1. How do I constraint a variable to be honest-...
17
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4answers
2k views

What are the advantages of commercial solvers like Gurobi or Xpress over open source solvers like COIN-OR or CVXPY?

I come from an ML background, and occasionally have to dive into the OR world. I am trying to figure out whether I need to purchase a commercial solver license for a certain problem set. In the ML ...
3
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1answer
133 views

Derive “true” shadow price for degenerated LPs using commercial solvers (e.g. Gurobi)

In linear programming for an optimal primal degenerate solution the values of the dual variables are in general not identical with the corresponding shadow prices. Several proposals on how to find the ...
3
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1answer
167 views

Issue in solving a large scale MIQP problem

I am solving a large scale MIQP optimisation problem at each step of a model predictive control problem. The problem description is as below. \begin{align} \min_{u} \quad (x_{k}&-x_\text{ref})^{T}...
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1answer
68 views

Issues modeling portfolio optimization with rebalancing in gurobipy

I want to solve the following portfolio optimization problem by means of the Python API of Gurobi: I have implemented the problem in the following code: ...
3
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1answer
153 views

Why is the Lagrange Multiplier not equal the Shadow Price (Excel solver, Matlab linprog, Gurobi)?

I have a LP with equality and inequality constraints. When solving the LP with the excel-solver (GRG Nonlinear) the sensitivity report returns the lagrange multiplier for all constraints. When solving ...
2
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2answers
331 views

How can I identify the reason that makes a MILP model hard for solvers such as CPLEX?

I'm solving a MILP model whose native lower bound (via linear relaxation) is very poor. We could provide a lower bound by providing a given value (derived based on the problem itself). I know that ...
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0answers
81 views

Expansion heuristic using gurobi reduced cost / shadow price (LP)

Gurobi 9.0.0 // C++ // LP Let us assume the following problem with three nodes: (1)-----(2)-----(3) node (1) is producing ...
3
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2answers
153 views

Decision variable transformation in Gurobi

I'm trying to find a way of setting the values of a binary MVar object (which is my decision variable) of size n to {-1,1}. Right now I have a vector that can either take values 0 or 1 (due to binary ...
2
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1answer
95 views

Problem with implementing squared terms in the objective function

I'm trying to implement either one of these objective functions, but I'm having a hard time with the squared terms. I'm attaching both so you can take a look at the structure and see if you can give ...
8
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1answer
269 views

Optimization software for ARM Architecture

Given that tomorrow Apple will likely announce the first ARM Macs (per bloomberg), I was wondering what the current status of ARM support in optimization software. For instance, does anyone know if ...
3
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2answers
139 views

Using R for coding Matheuristic for Research Publication

Given that R possesses superior data pre-processing and post-processing packages, I am thinking of coding a matheuristic using R for publishing in an academic research journal. However, I am unable ...
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0answers
68 views

Ways to improve lower bounds while solving MIPs

What are the ways to improve lower bounds while solving a minimization problem (MILP)?
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0answers
131 views

Gurobi is unable to give an optimal solution even when it exists

I am trying to solve Logarithmic Fuzzy Preference Programming (LFPP) for criteria weight evaluation, based on fuzzy comparisons between criteria, and I am solving it with Gurobi in Python 2.7. It is a ...
2
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0answers
69 views

Efficient way to do user rescaling of variable in Gurobi

Is there a better way than the code below to the rescaling of variable in a model after the model has been build with Gurobi? Like some build in function or a direct manipulation of the column object? ...
10
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3answers
728 views

Settings for a faster solution of a MILP (GUROBI, python)

Using GUROBI with python. When solving a MILP, I notice that the incumbent is very early (25sec) at the optimal point but the best bound is so slow to fall (maximization problem) that it takes ages (...
4
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1answer
219 views

How to make a copy of a Gurobi model in Python?

Suppose I have made a Gurobi model in Python model = Model(), defined variables, constraints, objective function, and solved it. However, I want to make a deepcopy ...