GUROBI

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Welcome to the TOMLAB /GUROBI User's Guide. TOMLAB /GUROBI includes an embedded version of the GUROBI solver and Matlab interfaces.

The GUROBI optimization solver includes highly advanced primal and dual simplex linear programming (LP) algorithms and parallel capabilities for mixed-integer programming (MIP) problems. The solver will automatically set the best options for a specific problem type and also use all cores/cpu available for the algorithm (at no extra cost).

The interface between GUROBI, Matlab and TOMLAB consists of two layers. The first layer gives direct access from Matlab to GUROBI, via calling one Matlab function that calls a pre-compiled MEX file (DLL under Windows, shared library in UNIX) that defines and solves the problem in GUROBI . The second layer is a Matlab function that takes the input in the TOMLAB format, and calls the first layer function. On return the function creates the output in the TOMLAB format.

Contents

Contents of this Manual

Installing TOMLAB /GUROBI

Using the Matlab Interface

Features

Appendix A - The Matlab Interface Routines - Main Routines

Appendix B - The Matlab Interface Routines - Test Routines

Appendix C - GUROBI Parameters

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