"Gurobi" (Optimization Method)
- is a commercial optimization solver for linear, quadratic, quadratically constrained quadratic and second-order cone problems with real and mixed-integer variables.
- Visit the following page for information on how to get a license for Gurobi.
- Method"Gurobi" can be used in any convex optimization function as well as with NMinimize and related functions for appropriate problems.
- Possible options for method "Gurobi" and their corresponding default values are:
MaxIterations Automatic maximum number of iterations to use Tolerance Automatic the tolerance to use for internal comparison
Examplesopen allclose all
Basic Examples (2)
Applicable Functions (6)
Use NMaximize with method "Gurobi" to maximize subject to linear constraints:
Use ConvexOptimization with method "Gurobi" to minimize subject to :
Use ConicOptimization with method "Gurobi" to minimize subject to :
Use SecondOrderConeOptimization to minimize subject to :
Use QuadraticOptimization to minimize subject to and :
Use LinearOptimization to minimize subject to :
Scalable Problems (6)
Minimize Total[x] subject to the constraint using vector variable with non-negative values:
Minimize Total[x] subject to the constraint with a non-negative integer-valued vector:
Minimize Total[x] subject to the constraint using a vector variable :