The Gurobi MATLAB® interface allows you to build an optimization model, pass the model to Gurobi, and obtain the optimization result, all from within the MATLAB environment. For those of you who are not familiar with MATLAB, it is an environment for doing numerical computing. Please visit the MATLAB web site for more information.
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 MATLAB API