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gurobi.md

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Gurobi

Initial setup

from pyoptinterface import gurobi

model = gurobi.Model()

You need to follow the instructions in Getting Started to set up the optimizer correctly.

If you want to manage the license of Gurobi manually, you can create a gurobi.Env object and pass it to the constructor of the gurobi.Model object, otherwise we will initialize an implicit global gurobi.Env object automatically and use it.

env = gurobi.Env()

model = gurobi.Model(env)

For example, you can set the parameter of the gurobi.Env object to choose the licensing behavior.

env = gurobi.Env(empty=True)
env.set_raw_parameter("ComputeServer", "myserver1:32123")
env.set_raw_parameter("ServerPassword", "pass")
env.start()

model = gurobi.Model(env)

For users who want to release the license immediately after the optimization, you can call the close method of all models created and the gurobi.Env object. It applies to other commercial solvers supported as well.

env = gurobi.Env()
model = gurobi.Model(env)

# do something with the model

model.close()
env.close()

The capability of gurobi.Model

Supported constraints

:::{list-table} :header-rows: 1

    • Constraint
    • Supported
    • project:#model.add_linear_constraint
    • ✅
    • project:#model.add_quadratic_constraint
    • ✅
    • project:#model.add_second_order_cone_constraint
    • ✅
    • project:#model.add_sos_constraint
    • ✅

:::

Solver-specific operations

Parameter

For solver-specific parameters, we provide get_raw_parameter and set_raw_parameter methods to get and set the parameters.

model = gurobi.Model()

# get the value of the parameter
value = model.get_raw_parameter("TimeLimit")

# set the value of the parameter
model.set_raw_parameter("TimeLimit", 10.0)

Attribute

Gurobi supports a lot of attributes for the model, variable, and constraint. We provide methods to get or set the value of the attribute.

  • Model attribute: model.get_model_raw_attribute(name: str) and model.set_model_raw_attribute(name: str, value: Any)
  • Variable attribute: model.get_variable_raw_attribute(variable, name: str) and model.set_variable_raw_attribute(variable, name: str, value: Any)
  • Constraint attribute: model.get_constraint_raw_attribute(constraint, name: str) and model.set_constraint_raw_attribute(constraint, name: str, value: Any)

We also provide gurobi.GRB to contain all the constants in gurobipy.GRB.

For model status:

status = model.get_model_raw_attribute(gurobi.GRB.Attr.Status)

if status == gurobi.GRB.OPTIMAL:
    ...
elif status == gurobi.GRB.INFEASIBLE:
    ...

For reduced cost of a variable:

rc = model.get_variable_raw_attribute(variable, gurobi.GRB.Attr.RC)

For right-hand side value of a constraint:

rhs = model.get_constraint_raw_attribute(constraint, gurobi.GRB.Attr.RHS)