Questions tagged [gurobi]

Questions related to the commercial solver Gurobi Optimizer.

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2
votes
1answer
60 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: ...
1
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1answer
24 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
votes
1answer
57 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
votes
1answer
74 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
votes
1answer
73 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/...
1
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0answers
35 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. ...
2
votes
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: ...
1
vote
1answer
61 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 ...
4
votes
2answers
113 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} \...
2
votes
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
votes
3answers
337 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
votes
1answer
283 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
votes
1answer
111 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
votes
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
votes
2answers
247 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
votes
2answers
139 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
votes
1answer
162 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-...
16
votes
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
votes
1answer
120 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
votes
1answer
158 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}...
1
vote
1answer
63 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
votes
1answer
130 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
votes
2answers
328 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 ...
1
vote
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
votes
2answers
141 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
votes
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
votes
1answer
250 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
votes
2answers
137 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 ...
1
vote
0answers
67 views

Ways to improve lower bounds while solving MIPs

What are the ways to improve lower bounds while solving a minimization problem (MILP)?
2
votes
0answers
130 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
votes
0answers
65 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
votes
3answers
674 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
votes
1answer
198 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 ...
5
votes
1answer
111 views

Guidelines for adding user cuts to models

Given that you have identified a new class of valid inequalities. What are some guidelines on when and how many and which of the violated user cuts you add to the model? I know that this involves a ...
6
votes
1answer
210 views

Advanced Heuristics for MIP vehicle routing problem in PuLP

I am currently trying to speed up an MIP. An approach I was considering was to implement a cut callback heuristic with PuLP (one which rounds relaxed integer variables greater than .9 to 1). ...
7
votes
1answer
157 views

Updating a relaxed model in Gurobi

If I obtain a relaxed version of my model using r = model.relax() then add variables and constraints to the original model, will the relaxed version automatically ...
4
votes
1answer
71 views

Inputting logical constraints into a binary programming model in Gurobi

I am very new to Gurobi and OR in general (I'm in my first class for it now), so apologies if this is a very obvious answer. For a project in that class, I am generating a flight schedule for a ...
8
votes
1answer
188 views

Can Gurobi or CPLEX handle nonlinearly constrained problems?

Though my title is quite general (please feel free to edit), indeed, I wonder if the following models can be solved in Gurobi or CPLEX. Model 2 is just an alternative one to Model 1. Although we ...
7
votes
1answer
84 views

Gurobi: can you retrieve the dual solution from each node of the B&B tree using callbacks

When solving a MIP with Gurobi, one can use the cbGetNodeRel() function to extract the primal solution to the LP relaxation at each node in the branch and bound ...
9
votes
2answers
646 views

Modeling and solvers

I have just started to dive into OR world on my work. Currently we are using GAMS with Gurobi but some of us have strong programming background and would like to have more programmatic approach to OR. ...
9
votes
2answers
836 views

Is there a way to view added constraints in Gurobi (Python)?

I should note that I am very new to Gurobi so apologies if this is obvious. I am working on a project for a class to maximize profit on a theoretical flight network by deciding which routes to fly at ...
10
votes
1answer
163 views

Lagrangian Relaxation bound greater than optimal solution

I am working on a Lagrangian relaxation for a minimization MIP. Everything seemed to be working fine before I started to run a batch of instances. Checking the log results for one of the instances ...
3
votes
1answer
136 views

Gurobi C++: adding variables with vector

I am solving an LP by using GUROBI - C++ combo. Assume I have a variable $p \in \mathbb{R}^n$. I am adding this as a vector: ...
6
votes
1answer
128 views

Gurobi stuck at start - 16GB RAM exhausted

I'm solving a large instance using Gurobi 7.0, 64-bit version on machine with 16GB of RAM. Gurobi is stuck at the start and all the memory is exhausted. Here is the output: ...
6
votes
1answer
182 views

GUROBI Re-optimize a model

(For Linear Programming) I am aware of CPLEX's reoptimize methods. If I am not wrong, if you solve a problem and after that you add a new constraint, then you can call the reoptimize method for not to ...
10
votes
1answer
107 views

Wild oscillation of dual infeasibility in Gurobi mixed-integer solver

As the question says, I am wondering what happens "behind the scene" when the Dual Infeasibility column of the Gurobi runtime log oscillates wildly, before Gurobi eventually quits with infeasibility. ...
7
votes
0answers
396 views

Having trouble with objective function in Python: “GurobiError: Variable not in model”. What else could I try?

I am trying to figure out how I can write this objective function into python using Gurobi. I have to minimize the sum of the product of three dictionary's values. The reason I am confused is that ...
8
votes
2answers
2k views

How can I add this conditional constraint to my model in Python?

I am creating an optimization model with 2 sets of binary decision variables. The first, site, is regarding which of 380 cities to place manufacturing sites in, and ...
10
votes
1answer
180 views

Specify the sense of a constraint in CPLEX

I am writing a small wrapper around Gurobi and Cplex so that the models I write are solver independent. I'm very familiar with Gurobi but I'm very new to Cplex and I'm having trouble replicating ...
10
votes
2answers
801 views

Decision Variable Value from a Set (Gurobi)

Is there a way to set a decision variable to take values from a set? Example: decision variable $x \in \{0,50,100\}$ So this variable can only take one of these three values and not more. I have ...