When they are no longer referenced, they become candidates for garbage collection, and are returned to the pool of free space at the next invocation of the garbage collector. 174 GRBCallback() . Note also that range constraints are stored internally as equality constraints. Arguments: attr: The attribute being modified. len: The number of variables. We will highlight different optimization patterns that we have and see how tackle them not only depending on their combinatorial complexity but also, even mainly, regarding the whole process it belongs to. . Return value: All SOS constraints in the model. Another, more powerful service is Compute Server, which allows you to offload Gurobi computations from a set of client machines onto one or more servers. . . . start: The index of the first constraint of interest in the list. . . . See GRBTempConstr for more information. . . Can be a constant, a Var, or a LinExpr. . . . . . . There are a few Gurobi features that arent supported, though: Recording wont capture calls to the Gurobi tuning tool. . 254 GRBLinExpr.getConstant() . . . or like this Concurrent MIP optimizer: 2 concurrent instances (2 threads per instance) These log lines indicate how many independent solves will be launched. . The MPS, REW, LP, RLP, ILP, and OPB formats are used to hold optimization models. . Hint priorities are relative. . . . . . . . . Details on the error can be obtained by calling GRBgeterrormsg. . qconstrs: The quadratic constraints whose attribute values are being queried. Gurobi can write compressed files directly, so this command would also work (assuming that 7zip is installed on your machine): gurobi_cl TimeLimit=0 ResultFile=model.lp.7z model.mps The ResultFile parameter works differently from other parameters in the command-line in- terface. . . . . . . . . . . . The lengths of the constrs and coeffs arrays must be identical. 481 DualSResidual . . . . . . void set ( GRB.StringAttr attr, GRBQConstr[] qconstrs, String[] newvalues ) Set a String-valued quadratic constraint attribute for an array of quadratic constraints. . . . . . . The GRBLinExpr class is a sub-class of the abstract base class GRBExpr. . . In other words, error codes returned by this method are those that GRBoptimize itself would have returned, had the original method not been asynchronous. . 510 LazyConstraints . The Gurobi .NET interface utilizes the same garbage collection mechanism as other .NET programs, but there are a few specifics of our memory management that users should be aware of. . . . . 6.5 QConstr Gurobi quadratic constraint object. . . 91 GRBsetstrattrlist . . . . . wildcards. Use discardConcurrentEnvs to revert back to default concurrent optimizer behavior. . . . . . . 468 VBasis . Note that this routine can only be called when the where value on the callback routine is either GRB_CB_MIPNODE or GRB_CB_MIPSOL (see the Callback Codes section for more information). . . . . . . . . . . . . . . . You can force a model m be garbaged collected with the statement del m. If no references to the default environment remain, disposeDefaultEnv prints the message Freed default Gurobi environment to confirm it was able to dispose of the default environment. . . . . Return value: A non-zero return value indicates that a problem occurred while querying the attribute. . . . . . . . For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples. . . The first pair and last pair of points each define a ray, so values outside the specified x values are extrapolated from these points. . 315 GRBModel.SetObjective() . Cutting planes can be added at any node of the branch-and-cut tree. See the description of the beg argument for more information. . . Quadratic terms can be removed from a quadratic expression using remove. . The argument that counts non-zero values is of type size_t in this version to support models with more than 2 billion non-zero values. The constraint matrix is also modified when you remove a variable or constraint from the model (through the GRBModel.Remove method). . . . For examples of how to query or modify attributes, refer to our Attribute Examples. . . . . . . . Loosening it causes the barrier algorithm to terminate with a less accurate solution, which can be useful when barrier is making very slow progress in later iterations. . . . If the model was solved to optimality, then this attribute gives the optimal objective value. Models Most actions in the Gurobi Python interface are performed by calling methods on Gurobi objects. . . 336 12, 13 . For examples of how to query or modify attributes, refer to our Attribute Examples. . . For example, integrality constraints may be omitted. . Example usage: char **varnames[NUMVARS]; error = GRBsetstrattrarray(model, "VarName", 0, NUMVARS, varnames); GRBgetstrattrlist int GRBgetstrattrlist ( GRBmodel *model, const char *attrname, int len, int *ind, char **values ) Query the values of a string-valued array attribute. . . . . . . . . . . The result will contain two entries: the current value of the parameter and the default value. The default will invoke the barrier method, which can take a lot more memory than dual. . . . . . This manual begins with a quick overview of the functions in the interface, and continues with detailed descriptions of all of the available interface routines. 271 GRB.CharAttr . In some applications, it is useful to compute information on this continuous version of the MIP model (e.g., dual variables, sensitivity information, etc.). This method retrieves the linear expression associated with the quadratic expression. . . . . . . . . . . . . . . . double getCoeff ( GRBConstr constr, GRBVar var ) Arguments: constr: The requested constraint. . . . . . . . Omit this argument to use the ModelSense attribute value. . . . . . . . . . . . In addition to creating a new environment, this routine will also check the current working directory for a file named gurobi.env, and it will attempt to read parameter settings from this file if it exists. . . double[] get ( GRB.DoubleAttr attr, GRBVar[] vars ) Query a double-valued variable attribute for an array of variables. . . constrs: A two-dimensional array of constraints whose attribute values are being queried. For examples of how to query or modify attributes, refer to our Attribute Examples. . . . Example usage: GRBenv *env = GRBgetenv(model); GRBgetpwlobj int GRBgetpwlobj ( GRBmodel *model, int var, int *npointsP, double *x, double *y ) Retrieve the piecewise-linear objective function for a variable. . . Dual Inf. . Example usage: int qrow[] = {0, 0, 1}; int qcol[] = {0, 1, 1}; double qval[] = {2.0, 1.0, 3.0}; /* minimize 2 x^2 + x*y + 3 y^2 */ error = GRBaddqpterms(model, 3, qrow, qcol, qval); 42, 43 . 482 IntVio . Use 0 to disable these cuts, 1 for moderate cut generation, or 2 for aggressive cut generation. . . . . . . Must be in non- decreasing order. Before joining BlaBlaCar, Thomas was a Data Science consultant for The Boston Consulting Group, developing advanced ML and OR models for top-tier companies. . . . . . GRBCallback::getIntInfo() Request int-valued callback information. . . Arguments: attrname: The attribute being queried. Arguments: expr: Linear expression for new range constraint. . . In the example above, youd do this by issuing the command: > grbtune Method=2 TuneTimeLimit=100 misc07 For a MIP model, you will note that the tuning tool actually performs several baseline runs, and captures the mean runtime over all of these trials. . . . . . . . The most efficient way to build a large expression is to make a single call to addTerms. Optimization Status Codes Once an optimize call has returned, the Gurobi optimizer sets the Status attribute of the model to one of several possible values. . Example usage: GRBmodel *fixed = GRBfixedmodel(model); GRBresetmodel int GRBresetmodel ( GRBmodel *model ) Reset the model to an unsolved state, discarding any previously computed solution information. . . . The message can be obtained through GRBgeterrormessage in C, through GRBException::getMessage() in C++, through the inherited getMessage() method on the GRBException class in Java, through the inherited Message property on the GRBException class in .NET, or through the e.message attribute on the GurobiError object in Python. . . . . GRBModel.getConstrs() Retrieve an array of all linear constraints in the model. . . 458 NumQNZs . . . . . . . . . Thus, in our example, f (1) = 0 and f (6) = 5. . . . . In C, the attribute query routine will return a GRB_ERROR_DATA_NOT_AVAILABLE error code. . . Constraints are always associated with a particular model. . Note that you need to call optimize on the result to compute the actual relaxed solution. Video recording available soon. The most common symptom of a missing update is a NOT_IN_MODEL exception, which indicates that the object you are trying to reference isnt in the model yet. . double[] getNodeRel ( GRBVar[] xvars ) Arguments: xvars: The list of variables whose values are desired. . . In addition, this setting may cause Gurobi to make less aggressive use of warm-start information when you modify a model and resolve it using simplex. . . . . . . . . GRBLinExpr::operator+ Add one expression into another, producing a result expression. . Return value: Value of requested callback information. . 586 21.3 Distributed Algorithm Considerations . string[,] Get ( GRB.StringAttr attr, GRBConstr[,] constrs ) Query a string-valued constraint attribute for a two-dimensional array of constraints. . . . . To give 55, 56 . If you set PStart values for every variable in the model and DStart values for every constraint, then simplex will use those values to compute a warm start basis. . Reducing the Threads parameter can sometimes significantly reduce memory usage. . . . . . . . . . 510 IterationLimit . . . . . . . . . . . . . This is the machine where your application actually runs. . . . . . . . . . . . . The argument that counts non-zero values is of type size_t in this version to support models with more than 2 billion non-zero values. . xT x yz, where x is a vector of variables, and y and z are non-negative variables (a rotated Second-Order Cone) If you add a constraint that isnt in one of these forms (and Gurobi presolve is unable to transform the constraint into one of these forms), youll get an error when you try to solve the model. Arguments: attr: The attribute being modified. . . . . . . . . The constraint matrix is also modified when you remove a variable or constraint from the model (through the Model.remove method). . . . . . . GRBLinExpr getRow ( GRBConstr constr ) Arguments: constr: The constraint of interest. . . 372, 373 . Reducing the Threads parameter can sometimes significantly reduce memory usage. . . . . . . . . . sense: Sense for new quadratic constraint (GRB.LESS_EQUAL or GRB.GREATER_EQUAL). . . . . . . . . . . . . . . . . . . . . newvalues: The desired new values for the attribute for each input constraint. . . Lazy Type: int Modifiable: Yes Determines whether a linear constraint is treated as a lazy constraint. For examples of how to query or modify parameter values from our different APIs, refer to our Parameter Examples. . Upon completion, the invoking linear expression will be equal to the sum of itself and the argument expression. void getParamInfo ( GRB.IntParam param, int[] info ) Obtain detailed information about an integer parameter. . If the tool happens to find a parameter set that solves the model within the time limit, it will then try to find settings that minimize mean runtime. Details on the error can be obtained by calling GRBgeterrormsg. . . See the description of the beg argument for more information. . . This can be a list of variables or a single variable. double[] Get ( GRB.DoubleAttr attr, GRBVar[] vars ) Query a double-valued variable attribute for a three-dimensional array of variables. . . . . In cases where a solution to the model was found, optimal or otherwise, the objval and x fields will be present. . . . The type of SOS constraint i is specified via model$sos[[i]]$type. . . . . . . . . The default scaling value (1) is usually the most effective choice, but turning off scaling entirely (0) can some- times reduce constraint violations on the original model, and applying more aggressive scaling (2) can sometimes improve the numerical properties of the scaled model. . . int chage[] = {0, 1, 3}; char **varnames[] = {"Var0", "Var1", "Var3"}; error = GRBsetstrattrarray(model, "VarName", 3, change, varnames); 93, 94 . . . 532 C++ Parameter Examples . . 488, 489 . If you would like to discard previously computed solution information and restart the optimization from scratch without changing the model, you can call Model.reset. Note that the GRBEnv constructor will check the current working directory for a file named gurobi.env, and it will attempt to read parameter settings from this file if it exists. . . . . . . Refer to the Error Code table for a list of possible return values. . Arguments: lb: Lower bounds for new variables. . . . . . . . . . . . To query the constant and linear terms associated with a quadratic expression, use getLinExpr to obtain the linear portion of the quadratic expression, and then use the getVar, getCoeff, and getConstant methods on this LinExpr object. . . . . . . Your callback should be prepared to cut off solutions that violate any of your lazy constraints, including those that have already been added. . . . . For example, quadratic constraint right-hand sides can be queried by calling get(GRB_DoubleAttr_QCRHS). . . . . . . . . Parameter name Purpose TuneJobs Enables distributed tuning TuneOutput Tuning output level TuneResults Number of improved parameter sets returned TuneTimeLimit Time limit for tuning TuneTrials Perform multiple runs on each parameter set to limit the effect of random noise MIP Cuts: These parameters affect the generation of MIP cutting planes. . . GRBLinExpr::getCoeff() Retrieve the coefficient from a single term of the expression. . . GRBModel.write() This method is the general entry point for writing model data to a file. Integer variables can take any integer value between the specified lower and upper bounds. . . You can call Model.tune to invoke the tuning tool on a model. . 8 CInterface 42 9 C++Interface 49 10JavaInterface 55 11.NETInterface(C#)61 12Python 67 12.1 PythonInstallationOptions . . . . double* get ( GRB_DoubleAttr attr, const GRBVar* vars, int count ) Query a double-valued variable attribute for an array of variables. . . . . . . . Return value: A non-zero return value indicates that a problem occurred while retrieving parameter in- formation. . var2: Second variable for new quadratic term. . Gurobi callbacks can be used both to monitor the progress of the optimization and to modify the behavior of the Gurobi optimizer. If you forget to call update, your program wont crash. . . 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