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0 Python-Gurobi Interface

Uploaded by

berkyildizdas
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© © All Rights Reserved
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IE 311 – Operations Research I

Python-Gurobi Interface

Summer 2024
Solvers
• A solver is a piece of mathematical software, possibly in the form of a
stand-alone computer program or as a software library, that 'solves' a
mathematical problem.
• A solver takes problem descriptions in some sort of generic form and
calculates their solution.
• Popular solvers:
• CPLEX (LP, MILP, QP)
• GUROBI (LP, MILP, QP)
• MOSEK (LP, MILP, QP)
• BARON (LP, NLP, MINLP)
• CONOPT (Large scale NLP)
• …
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Gurobi-Python Interface
• Gurobi Optimizer is a prescriptive analytics platform and a decision-
making technology developed by Gurobi Optimization, LLC.
• The Gurobi Optimizer (often referred to as simply, “Gurobi”) is a
solver, since it uses mathematical optimization to calculate the
answer to a problem.
• Gurobi comes with a Python extension module called “gurobipy” that
offers convenient object-oriented modeling constructs and an API to
all Gurobi features.

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A small example

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Import functions and classes

• First of all we need to import Gurobi functions and classes:

,Model,quicksum

• This line makes everything in classes GRB, Model and quicksum


available.

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Creating a model

• The first step is to create a model. A Gurobi model holds a single


optimization problem.
• It consists of a set of variables, a set of constraints, and the associated
attributes (variable bounds, objective coefficients, variable integrality
types, constraint senses, constraint right-hand side values, etc.).
• We start this example with an empty model object:

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Adding variables to the model

• The next step in our example is to add variables to the model.

• Variables are added through the addVar() method on a model object


(or addVars() if you wish to add more than one at a time).

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Setting the objective
• The next step in the example is to set the optimization objective:

• The second argument indicates that the sense is maximization.


• Note that while this simple example builds the objective in a single statement
using an explicit list of terms, more complex programs will typically build it
incrementally. For example:

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Adding constraints to the model
• The next step in the example is to add the linear constraints.

• As with variables, constraints are always associated with a specific


model. They are created using the addConstr() method on the model
object.
• The second argument to addConstr gives the (optional) constraint
name.

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Optimize the model

• Now that the model has been built, the next step is to optimize it.

• This routine performs the optimization and populates several internal


model attributes (including the status of the optimization, the
solution, etc.).

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Function Model.addVar()

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Function Model.addConstr()

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Function Model.setObjective()

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Function quicksum()

෍ 𝑎𝑗 𝑥𝑗 ≤ 𝑏
𝑗=1

m.addConstr( (quicksum(a[j]*x[j] for j in range(n))) <= b)

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