Gurobi Optimizer

The fastest and most powerful mathematical programming solver available for your LP, QP and MIP (MILP, MIQP, and MIQCP) problems. See why so many companies are choosing Gurobi for better performance, faster development and better support.

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More than 2,500 companies in over 40 industries turn data into smarter decisions with Gurobi. The Gurobi Optimizer enables users to state their toughest business problems as mathematical models and then finds the best solution out of trillions of possibilities. Gurobi Optimizer can also become a decision-making assistant, guiding the choices of a skilled expert or even run in fully autonomous mode without human intervention.

Solves All Major Problem Types

Linear programming (LP)

Mixed-integer linear programming (MILP)

Quadratic programming (QP)

Convex and Non-Convex

Mixed-integer quadratic programming (MIQP)

Convex and Non-Convex

Quadratically-constrained programming (QCP)

Convex and Non-Convex

Mixed-integer quadratically-constrained programming (MIQCP)

Convex and Non-Convex

Gurobi 9.1: The Best-of-Breed Mathematical Optimization Solver Just Got Better

Gurobi Optimizer

Faster Than Ever

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, 9% faster on models that take at least 100 seconds.
  • Convex mixed-integer quadratic programming (MIQP): 5% 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): 4x faster overall, 9x 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.
  • Better MIP feasible solutions: Heuristics are significantly better at finding high-quality solutions earlier.

We are happy to help you benchmark your models with Gurobi Version 9.1. Please submit a Gurobi Support ticket to get started.

 

Commercial Users: Free Evaluation Version Academic Users: Free Academic Version

 

New Features

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.
  • Releasing the GIL in Python API: When the optimize() method is called, gurobipy now releases the Global Interpreter Lock (GIL), which allows user programs to execute Python code in another Python thread while optimize() is running.
  • Tuning Tool Enhancements: We added a number of additional controls to our tuning tool.
  • Record/Replay for Compute Server and Cloud: We now support the record/replay feature for Gurobi Compute Server and Gurobi Instant Cloud.
  • Pre-specified User Cuts: By setting the Lazy linear constraint attribute to the new value -1, the user can declare a linear constraint to be a user cut. The constraint must be redundant with respect to the rest of the model. The solver can optionally add user cuts to the relaxation in order to cut off LP solutions that are encountered during the MIP solving process and potentially improve performance.

The Best Performing Solvers Available

Don’t take our word for it — the data speaks for itself

  • Benchmarks consistently show that Gurobi finds both feasible and proven optimal solutions faster than competing solvers (including CPLEX and XPress). The performance gap grows as model size and difficulty increase.
  • Over the last 10 years we’ve increased MIP solver performance by a factor of 53X and LP solver performance by a factor of 6X.
  • You aren’t just buying based on today’s performance, but also on the confidence you will continue to get leading performance over time.

 

Learn more about Benchmarks

 


The Most Advanced Algorithms

LP algorithms

Simplex, parallel barrier with crossover, concurrent and sifting

QP algorithms

Simplex and parallel barrier QCP algorithms – parallel barrier (SOCP)

MIP algorithms

Deterministic parallel, non-traditional search, heuristics, solution improvement, cutting planes, and symmetry breaking

Supported Modeling and Programming Languages

Maximize your productivity by tapping into our wide range of programming and modeling languages.
Object-oriented interfaces for C++, Java, .NET, and Python
Matrix-oriented interfaces for C, MATLAB® and R
Links to standard modeling languages: AIMMS, AMPL, and MPL
Links to Excel through Premium Solver Platform and Risk Solver Platform

Whether you are building a new model or migrating existing setup, Gurobi delivers superior performance. All object and matrix-oriented interfaces are implemented as lightweight APIs.Beyond core performance, we’ve added a broad range of additional features to help users easily build and solve better models in less time. You can learn more on our Technical Features and Detail page.

Why Gurobi?

Flexible Deployment

Deploy your model where and how you want. One user can solve a single model on one machine. Many users can solve multiple models using many machines. Models can also be solved locally or on an internal or public cloud.

Responsive Support

Customers have direct access to PhD-level optimization experts with years of experience working with commercial models. With Gurobi, you get answers when you need them, not in days or weeks.

Quickly Develop Models and Turn them into Full-Featured Applications

Gurobi’s Python API includes higher-level modeling constructs that make it easier to build optimization models. Python users can choose to use the Anaconda Python distribution with pre-built libraries to support application development, Spyder for graphical development, and Jupyter for notebook-style development. Together, Gurobi’s Python API and distributions, like Anaconda, give you the ease of a modeling language with the power of a programming language. Additionally, we provide an interactive interface that uses Python for quick testing.

Flexible Licensing

Our licenses may be used for both development and deployment. Gurobi offers a wide range of licensing options to fit your needs.

Contact us for pricing View our licensing options

 


 

Hear from our happy customers
"It was not a difficult decision to switch to Gurobi after seeing impressive numbers."
Matthias Wyss
"Switching to, and working with, the team from Gurobi has been a great experience."
Michael North

 

Switch to Gurobi for Better Performance and Support

  • Access to step-by-step migration instructions (as well as our support) for common scenarios.
  • Intuitive interfaces and support for MPS and LP file formats help you get up and running as quickly as possible.

 

Switching from another solver

 

How We Stack Up

Gurobi
Speed Up to 50% faster than the closest competition
Robustness Tested on a wide range of difficult problems from many industries
Support Responsive PhD-Level Support with 4.7 out of 5 rating
Licensing Flexible plans available
Upgrade Schedule Frequent Upgrades
Free Tuning Available

Request a Price Quote

Please fill out this form if you’re interested in receiving a price quote. Can’t see the form? Please email sales@gurobi.com to request pricing.

Note to Academic Users: Academic users at recognized degree-granting institutions can get a free academic license. You can learn about our academic program here. 

 

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