Gurobi

Initial setup

from pyoptinterface import gurobi

model = gurobi.Model()

You need to follow the instructions in Getting Started to set up the optimizer correctly.

If you want to manage the license of Gurobi manually, you can create a gurobi.Env object and pass it to the constructor of the gurobi.Model object, otherwise we will initialize an implicit global gurobi.Env object automatically and use it.

env = gurobi.Env()

model = gurobi.Model(env)

For example, you can set the parameter of the gurobi.Env object to choose the licensing behavior.

env = gurobi.Env(empty=True)
env.set_raw_parameter("ComputeServer", "myserver1:32123")
env.set_raw_parameter("ServerPassword", "pass")
env.start()

model = gurobi.Model(env)

The capability of gurobi.Model

Supported constraints

Constraint

Supported

model.add_linear_constraint

✅

model.add_quadratic_constraint

✅

model.add_second_order_cone_constraint

✅

model.add_sos_constraint

✅

Supported model attribute

Attribute

Get

Set

Name

✅

✅

ObjectiveSense

✅

✅

DualStatus

✅

❌

PrimalStatus

✅

❌

RawStatusString

✅

❌

TerminationStatus

✅

❌

BarrierIterations

✅

❌

DualObjectiveValue

✅

❌

NodeCount

✅

❌

NumberOfThreads

✅

✅

ObjectiveBound

✅

❌

ObjectiveValue

✅

❌

RelativeGap

✅

✅

Silent

✅

✅

SimplexIterations

✅

❌

SolverName

✅

❌

SolverVersion

✅

❌

SolveTimeSec

✅

❌

TimeLimitSec

✅

✅

Supported variable attribute

Attribute

Get

Set

Value

✅

❌

LowerBound

✅

✅

UpperBound

✅

✅

Domain

✅

✅

PrimalStart

✅

✅

Name

✅

✅

Supported constraint attribute

Attribute

Get

Set

Name

✅

✅

Primal

✅

❌

Dual

✅

❌

Solver-specific operations

Parameter

For solver-specific parameters, we provide get_raw_parameter and set_raw_parameter methods to get and set the parameters.

model = gurobi.Model()

# get the value of the parameter
value = model.get_raw_parameter("TimeLimit")

# set the value of the parameter
model.set_raw_parameter("TimeLimit", 10.0)

Attribute

Gurobi supports a lot of attributes for the model, variable, and constraint. We provide methods to get or set the value of the attribute.

  • Model attribute: model.get_model_raw_attribute(name: str) and model.set_model_raw_attribute(name: str, value: Any)

  • Variable attribute: model.get_variable_raw_attribute(variable, name: str) and model.set_variable_raw_attribute(variable, name: str, value: Any)

  • Constraint attribute: model.get_constraint_raw_attribute(constraint, name: str) and model.set_constraint_raw_attribute(constraint, name: str, value: Any)

We also provide gurobi.GRB to contain all the constants in gurobipy.GRB.

For model status:

status = model.get_model_raw_attribute(gurobi.GRB.Attr.Status)

if status == gurobi.GRB.OPTIMAL:
    ...
elif status == gurobi.GRB.INFEASIBLE:
    ...

For reduced cost of a variable:

rc = model.get_variable_raw_attribute(variable, gurobi.GRB.Attr.RC)

For right-hand side value of a constraint:

rhs = model.get_constraint_raw_attribute(constraint, gurobi.GRB.Attr.RHS)