Gurobi 9.1: The Best-of-Breed Mathematical Optimization Solver Just Got Better
With the performance improvements and new features included in the latest version of the Gurobi Optimizer, customers will be able to tackle a wider range of business problems at a greater speed
Beaverton, Ore – Gurobi Optimization, LLC today announced the release of Gurobi 9.1, the new version of the company’s industry-leading mathematical optimization solver. This latest release of the Gurobi Optimizer – which delivers significant speed improvements and new features – gives customers across numerous industries (including financial services, oil & gas, and chemicals) the capability to use mathematical optimization to generate high-quality solutions to a broader array of business problems than ever before.
“With the launch of Gurobi 9.1, the best mathematical optimization solver on the market just got better. As we do with every new release, in Gurobi 9.1 we have raised the bar in terms of solver speed and robustness and redefined what is possible in terms of solver functionality,” said Dr. Tobias Achterberg, Vice President of Research and Development (R&D) at Gurobi Optimization.
“Our R&D team, which is made up of the world’s leading experts in the computational mathematical optimization field, is dedicated to driving constant improvement and innovation – so that we can provide our customers with state-of-the-art, future-proof technology that they can use to solve their most challenging problems,” Achterberg added.
With Gurobi 9.1, the Gurobi Optimizer – which was tested using Gurobi’s test library comprised of thousands of real-world models – registered notable performance improvements across multiple problem types including:
- Primal simplex: 17% faster overall, 37% faster on models that take at least 100 seconds.
- Dual simplex: 29% faster overall, 66% faster on models that take at least 100 seconds.
- Barrier: 15% faster overall, 34% faster on models that take at least 100 seconds.
- Mixed-integer linear programming (MILP): 5% faster overall, 10% faster on models that take at least 100 seconds.
- Convex mixed-integer quadratic programming (MIQP): 6% faster overall, 20% faster on models that take at least 100 seconds.
- Convex mixed-integer quadratically constrained programming (MIQCP): 13% faster overall, 57% faster on models that take at least 100 seconds.
- Non-convex mixed-integer quadratically constrained programming (non-convex MIQCP): 4.1x faster overall, 9.6x faster on models that take at least 100 seconds.
- Irreducible Infeasible Set (IIS) computation: 2.6x faster overall, 5.7x faster on models that take at least 100 seconds.
The new features in the release include:
- NoRel Heuristic: This new heuristic finds high-quality solutions in situations where the linear programming (LP) relaxation of the mixed-integer programming (MIP) problem is too expensive to solve.
- Integrality Focus: This new feature allows users to be much stricter on integrality constraints, thus avoiding many undesirable results (including trickle flows) that can come from small integrality violations.
- Python Matrix API Enhancements: Gurobi’s Python interface – gurobipy – has been extended and improved to better support matrix-oriented modeling.
- Pip Install Support: Users can now utilize pip, a Python tool, to install Gurobi in their Python environment.
For more information on Gurobi 9.1, click here.
About Gurobi Optimization
Gurobi produces the world’s fastest and most powerful mathematical optimization solver – the Gurobi Optimizer – which is used by leading global companies across more than 40 different industries to rapidly solve their complex, real-world problems and make automated decisions that optimize their efficiency and profitability.
As the market leader in mathematical optimization software, we aim to deliver not only the best solver, but also the best support – so that companies can fully leverage the power of mathematical optimization (on its own or in combination with other AI techniques such as machine learning) to drive optimal business decisions and outcomes.
Founded in 2008, Gurobi has operations across the USA, Europe, and Asia and has more than 2,500 customers globally including SAP, Air France, Uber, and the National Football League (NFL). For more information, please visit Gurobi.com or call +1 713 871 9341.
Gurobi Optimization, LLC