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New Optimization Software Version: Gurobi

The INFORMS Practice Meeting has become a good place for optimization software firms to announce their new versions. Gurobi is first off the mark with an announcement of version 3.0. New aspects include better use of multiple cores in the barrier solver and what looks to be significant improvements to the mixed integer programming solver. Quadratic programming will wait for version 4.0, with an expected release in November, 2010.

Future plans include second order cone programming (SOCP), including a mixed integer version. I really think I should know more about SOCP, but it doesn’t seem to fit with me: I see mixed integer linear programs everywhere I look, but never say “Wow, now there is a SOCP”. Perhaps I’ll start seeing them in time for the Gurobi release a couple of versions down the road.