Gurobi 2.0 Released

Version 2.0 of the Gurobi Optimizer has been released. Since it was only about a year ago that I first blogged about Gurobi, it has moved along very quickly. The “horse race” between Gurobi, IBM, and FICO doesn’t have a simple answer, but it is clear that Gurobi is competitive with the other two solvers, and is sometimes much faster.

I’ll leave it to Hans and others to report on the speed of the new version. Let me point out some interesting aspects on other issues:

• There is an interesting academic license. You can get a free, no limits, one-week license. How useful is a license for one week? Well, the key point is that as long as you are hooked to an academic domain, you can renew the license as often as you like. And the signup and renewal does not require any human intervention. This is a great idea! Students (all of them!) can play around with (and do serious work with) the full version as much as they like. When they graduate, their ability to renew their license goes away. This approach to licensing from a commercial firm gives a lot of flexibility in the academic environment.
• Gurobi now offers cloud computing. You can use Amazon Elastic Computing Cloud (EC2) to do your work. Here the pricing is by the hour. So if you need to do lots of computing in a short amount of time, you don’t need to buy a lot of licenses: you can let EC2 do the work for you (at what seems to be a pretty low per hour cost).
• Gurobi now does “irreducible infeasible subset” (something that CPLEX has had for a while). This finds a small set of constraints and variables that cause infeasibility in a model. I find this extremely useful for finding bugs in my models. This also forms the basis for work I am doing on Benders’ approaches, so it is great to see it in Gurobi. [An email from Gurobi reminds me that the previous version of Gurobi had this for LP; the 2.0 version is for both LP and MIP.]

It is great to see the activity going on: advances by one solver will spur more efforts from the rest of the solver companies. And I really like Gurobi’s creativity when it comes to licenses and distribution.