Questions tagged [gurobi]
Questions related to the commercial solver Gurobi Optimizer.
60
questions
10
votes
2answers
771 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 ...
8
votes
1answer
131 views
Extract info from Gurobi binary variables during run-time
Actually the question below is not specific to Gurobi, but that's the tool I am using.
Consider a scheduling problem where a 2D array of binary variables $Z(i,v)$ is defined, where $i$ is index of ...
16
votes
1answer
568 views
Are there any benefits to using Gurobi's built-in “blended” multi-objective functionality?
The newer versions of Gurobi include a couple of built-in functionalities for multi-objective optimization: blended objectives and hierarchical (lexicographically ordered) objectives.
Suppose we ...
16
votes
3answers
4k views
What is the purpose of libraries like Pyomo and Google OR tools?
I'm new to the OR world, and trying to learn the various tools available. I originally thought that Pyomo and Google OR tools were open source alternatives to commercial solvers like Gurobi or CPLEX.
...
9
votes
0answers
125 views
Ill-conditioned LP in Bender's decomposition
I have implemented a Bender's decomposition for a constrained network flow but the LP solver (Gurobi) warns me of the ill-conditioning of the slave dual LP. As you can see below, the coefficients seem ...
14
votes
4answers
444 views
Model conversion as fast as gurobipy and solved by open source solvers
Gurobipy is a fast solver and can convert a mathematical programming model to its underneath language very fast compared to some open source wrappers (e.g., PuLP, OR-tools, etc.). However, a ...
13
votes
2answers
285 views
Querying attributes of LP relaxation at MIP-optimality in Gurobi
Is there a way to configure Gurobi to allow the LP relaxation associated with the optimal solution leaf of a MIP branch-and-bound tree to be queried for shadow prices & other general LP properties-...
17
votes
5answers
429 views
Presolve is cutting down a lot of binary variables. Should I rethink my formulation?
I built my model on Python and am passing it to Gurobi to solve the problem. The presolve phase of Gurobi cuts down ~80% of the integer/binary variables and I am wondering if I should rethink my ...
13
votes
3answers
829 views
When should I use dual Simplex over primal Simplex?
In Gurobi the user can change the method parameter in order to force Gurobi to use a particular method for solving MIPs. The user can, amongst others, choose ...
8
votes
2answers
218 views
Does the API affect the time Gurobi requires to find an optimum?
When working with Gurobi, CPLEX and the like the user can choose between many different APIs, for example Python, C++, R, Java, Matlab or C. Some of these API are more efficient than others. For ...
