Gurobi Optimization Gurobi v3.0.1

Description

The Gurobi Optimizer is a state-of-the-art simplex based linear programming (LP) and mixed-integer programming (MIP) solver, built from the ground up to exploit modern multi-core processors. Parallelism is included with every Gurobi license. The Gurobi Parallel MIP Optimizer is deterministic: two separate runs on the same model will produce identical solution paths. The Gurobi Optimizer is written in C and is accessible from several languages. In addition to a powerful, interactive Python interface and a matrix-oriented C interface, we provide object-oriented interfaces from C++, Java, and Python. These interfaces have all been designed to be lightweight and easy to use, with the goal of greatly enhancing the accessibility of our products. And since the interfaces are lightweight, they are faster and use less memory than other standard interfaces. Our online documentation (Quick Start Guide, Example Tour and Reference Manual) describes the use of these interfaces. We also have a .NET interface through Microsoft Solver Foundation (MSF). The Gurobi Optimizer is the default MIP solver in MSF. Gurobi is also available through several powerful third-party modeling systems including AIMMS, AMPL, FRONTLINE SOLVERS, GAMS, MPL, OptimJ, and TOMLAB. Version 2.0 of the Gurobi Optimizer includes a number of enhancements: * Significant improvements in MIP performance: For difficult models, Gurobi 2.0 is roughly four times as fast as Gurobi 1.1. * Significant improvements in simplex performance: The new dual simplex optimizer is roughly twice as fast as Gurobi 1.1. * Improvements in parallel MIP performance: Gurobi 2.0 extracts more benefit from each additional core in your multi-core system. * MIP IIS (Irreducible Infeasible Subsystem): Gurobi 2.0 can identify the causes of infeasibility in MIP as well as LP models. * MIP node files: Allow you to store MIP nodes on disk and thus solve much larger MIP models. * Cloud computing: Gurobi is now available on-demand via the Amazon Elastic Computing Cloud. * New examples: An extensive new set of examples illustrates key features and uses for Gurobi in all supported languages. * Support for Mac OS X. Version 3.0 of the Gurobi Optimizer contains a number of new features. Users of previous versions may need to make a few minor changes to their existing programs. * Barrier optimizer: The Gurobi Optimizer now includes a parallel barrier optimizer, and a crossover algorithm to transform the barrier solution to an optimal basic solution. Use the LPMethod parameter to select barrier for a continuous model, or the RootMethod parameter to select barrier for the root relaxation of a MIP model. * .NET interface: You can now use the Gurobi Optimizer from Microsoft .NET languages (C#, Visual Basic.NET, etc.). Our .NET interface is object-oriented, and supports the same object model as our C++, Java, and Python interfaces. We've included a complete reference manual, as well as on-line InteliSense help for use within Visual Studio. We've also included a full set of examples in both C# and Visual Basic.NET. * MIP performance: The MIP solver is significantly faster in release 3.0. New features include symmetry handling, improved and additional cutting planes, and additional MIP heuristics. * MIP memory management: The MIP solver manages memory more efficiently. Memory usage is reduced for most models, and node files make more effective use of available memory. * Alternate MIP solutions: You can now retrieve any of the feasible solutions found during the branch-and-cut search. * Presolve: Additional presolve reductions have been added, which help LP and MIP performance. * MPS and LP reader performance improvements: MPS and LP files read as much as 3X faster. * New Mac installer: We've built a new installer for the Mac port. You can now simply double-click on our distributed Gurobi package. * New attributes and parameters: To support the new features in Gurobi 3.0, we have added several new attributes and parameters. You can learn more about these in the Attributes and Parameters sections of the {Gurobi Reference Manual}.

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