# R API Overview

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## R API Overview

The Gurobi R interface allows you to build an optimization model, pass the model to Gurobi, and obtain the optimization result, all from within the R environment. For those of you who are not familiar with R, it is a free language for statistical computing. Please visit the R Project web site for more information.

The Gurobi R interface can be used to solve optimization problems of the following form:

 minimize subject to (linear constraints) (bound constraints) some integral (integrality constraints) some lie within second order cones (cone constraints)

Many of the model components listed here are optional. For example, integrality constraints or second order cone constraints may be omitted. We'll discuss the details of how models are represented shortly.

A quick note for new users: the convention in math programming is that variables are non-negative unless specified otherwise. You'll need to explicitly set lower bounds if you want variables to be able to take negative values.

The Gurobi R API

The Gurobi R interface is quite concise. It consists of a single R function that takes a pair of arguments:

 gurobi ( model, params=NULL )

The two arguments are R list variables, each consisting of multiple named components. The first argument contains the optimization model to be solved. The second contains an optional list of Gurobi parameters to be modified during the solution process. The return value of this function is a list, also consisting of multiple named components. It contains the result of performing the optimization on the specified model. We'll now discuss the details of each of these lists.

The optimization model

As we've mentioned, the model argument to the gurobi() function is a list variable, containing multiple named components that represent the various parts of the optimization model. Several of these components are optional. Note that you refer to a named component of an R list variable by appending a dollar sign followed by the component name to the list variable name. For example, model$A refers to component A of list variable model. The following is an enumeration of all of the named components of the model argument that Gurobi will take into account when optimizing the model: A The linear constraint matrix. This can be dense or sparse. Sparse matrices should be built using either sparseMatrix from the Matrix package, or simple_triplet_matrix from the slam package. obj The linear objective vector (the c vector in the problem statement above). You must specify one value for each column of A. sense The senses of the linear constraints. Allowed values are '=', '<=', or '>='. You must specify one value for each row of A. rhs The right-hand side vector for the linear constraints (the vector in the problem statement above). You must specify one value for each row of A. lb (optional) The lower bound vector. When present, you must specify one value for each column of A. When absent, each variable has a lower bound of 0. ub (optional) The upper bound vector. When present, you must specify one value for each column of A. When absent, the variables have infinite upper bounds. vtype (optional) The variable type vector. This vector is used to capture variable integrality constraints. Allowed values are 'C' (continuous), 'B' (binary), 'I' (integer), 'S' (semi-continuous), or 'N' (semi-integer). Binary variables must be either 0 or 1. Integer variables can take any integer value between the specified lower and upper bounds. Semi-continuous variables can take any value between the specified lower and upper bounds, or a value of zero. Semi-integer variables can take any integer value between the specified lower and upper bounds, or a value of zero. When present, you must specify one value for each column of A. When absent, each variable is treated as being continuous. modelsense (optional) The optimization sense. Allowed values are 'min' (minimize) or 'max' (maximize). When absent, the default optimization sense is minimization. modelname (optional) The name of the model. The name appears in the Gurobi log, and when writing a model to a file. objcon (optional) The constant offset in the objective function ( in the problem statement above). start (optional) The MIP start vector. The MIP solver will attempt to build an initial solution from this vector. When present, you must specify a start value for each variable. Note that you can set the start value for a variable to NA, which instructs the MIP solver to try to fill in a value for that variable. vbasis (optional) The variable basis status vector. Used to provide an advanced starting point for the simplex algorithm. You would generally never concern yourself with the contents of this array, but would instead simply pass it from the result of a previous optimization run to the input of a subsequent run. When present, you must specify one value for each column of A. cbasis (optional) The constraint basis status vector. Used to provide an advanced starting point for the simplex algorithm. Consult the vbasis description for details. When present, you must specify one value for each row of A. Q (optional) The quadratic objective matrix. When present, Q must be a square matrix whose row and column counts are equal to the number of columns in A. cones (optional) Second-order cone constraints. A list of lists. Each member list defines a single cone constraint: . The first integer in the list gives the column index for variable , and the remainder give the column indices for the variables. If any of the mandatory components listed above are missing, the gurobi() function will return an error. Below is an example that demonstrates the construction of a simple optimization model: model <- list() model$A          <- matrix(c(1,1,0,0,1,1), nrow=2, byrow=T)
model$obj <- c(1,1,2) model$modelsense <- "max"
model$rhs <- c(1,1) model$sense      <- c('<=', '<=')


You can also build A as a sparse matrix, using either sparseMatrix or simple_triplet_matrix:

model$A <- spMatrix(2, 3, c(1, 1, 2, 2), c(1, 2, 2, 3), c(1, 1, 1, 1)) model$A <- simple_triplet_matrix(c(1, 1, 2, 2), c(1, 2, 2, 3), c(1, 1, 1, 1))


Note that the Gurobi interface allows you to specify a scalar value for any of the array-valued components. The specified value will be expanded to an array of the appropriate size, with each component of the array equal to the scalar (e.g., model$rhs <- 1 would be equivalent to model$rhs <- c(1,1) in the example).

The parameter list

The optional params argument to the gurobi() function is also a list of named components. For each component, the name should be the name of a Gurobi parameter, and the associated value should be the desired value of that parameter. Gurobi parameters allow users to modify the default behavior of the Gurobi optimization algorithms. You can find a complete list of the available Gurobi parameters here.

To create a list that would set the Gurobi Method parameter to 2 and the ResultFile parameter parameter to model.mps, you would do the following:

params <- list(Method=2, ResultFile='model.mps')


We should say a bit more about the ResultFile parameter. If this parameter is set, the optimization model that is eventually passed to Gurobi will also be output to the specified file. The filename suffix should be one of .mps, .lp, .rew, or .rlp, to indicate the desired file format (see the file formats section for details on Gurobi file formats).

The optimization result

The gurobi() function returns a list, with the various results of the optimization stored in its named components. The specific results that are available depend on the type of model that was solved, and the status of the optimization. The following is a list of components that might be available in the result list. We'll discuss the circumstances under which each will be available after presenting the list.

status
The status of the optimization, returned as a string. The desired result is "OPTIMAL", which indicates that an optimal solution to the model was found. Other status are possible, for example if the model has no feasible solution or if you set a Gurobi parameter that leads to early solver termination. See the Status Code section for further information on the Gurobi status codes.

objval
The objective value of the computed solution.

x
The computed solution. This array contains one entry for each column of A.

slack
Constraint slacks for the computed solution. This array contains one entry for each row of A.

pi
Dual values for the computed solution (also known as shadow prices). This array contains one entry for each row of A.

rc
Variable reduced costs for the computed solution. This array contains one entry for each column of A.

vbasis
Variable basis status values for the computed optimal basis. You generally should not concern yourself with the contents of this array. If you wish to use an advanced start later, you would simply copy the vbasis and cbasis arrays into the corresponding components for the next model. This array contains one entry for each column of A.

cbasis
Constraint basis status values for the computed optimal basis. This array contains one entry for each row of A.

The status component will be present in all cases. It indicates whether Gurobi was able to find a proven optimal solution to the model. In cases where a solution to the model was found, optimal or otherwise, the objval, x, and slack components will be present. For linear and quadratic programs, if a solution is available, then the pi and rc components will also be present. Finally, if the final solution is a basic solution (computed by simplex), then vbasis and cbasis will be present.

The following is an example of how the results of the gurobi() call might be extracted and output:

result <- gurobi(model, params)
print(result$objval) print(result$x)


Installing the R package

To use our R interface, you'll need to install the Gurobi package in R. The R command for doing this is:

install.packages('<R-package-file>', repos=NULL)

The Gurobi R package file can be found in the <installdir>/R directory of your Gurobi installation (the default <installdir> for Gurobi 6.0.0 is /opt/gurobi600/linux64 for Linux, c:\gurobi600 for Windows, and /Library/gurobi600 for Mac). You should browse the <installdir>/R directory to find the exact name of the file for your platform (the Linux package is in file gurobi_6.0-0_R_x86_64-pc-linux-gnu.tar.gz, the Windows package is in file gurobi_6.0-0.zip, and the Mac package is in file gurobi_6.0-0.tgz).

You will need to be careful to make sure that the R binary and the Gurobi package you install both use the same instruction set. For example, if you are using the 64-bit version of R, you'll need to install the 64-bit version of Gurobi, and the 64-bit Gurobi R package. This is particularly important on Windows systems, where the error messages that result from instruction set mismatches can be quite cryptic.

To run one of the R examples provided with the Gurobi distribution, you can use the source command in R. For example, if you are running R from the Gurobi R examples directory, you can say:

> source('mip.R')


If the Gurobi package was successfully installed, you should see the following output:

[1] "Solution:"
[1] 3
[1] 1 0 1