Gurobi Cheatsheet

GurobiCheatsheet.md

Python

import gurobipy as gp
from gurobipy import GRB

with gp.Env(empty=True) as env:
    env.start()

    with gp.Model(env=env) as m:
        # Set parameters
        # m.setParam(GRB.Param.TimeLimit, 3600)  # time limit
        # m.setParam(GRB.Param.DisplayInterval, 60)  # have fewer logs (interval in seconds)
        # m.setParam(GRB.Param.LogToConsole, 0)  # disable logs
        # m.setParam(GRB.Param.Threads, 40)  # number of threads
        # m.setParam(GRB.Param.NonConvex, 2)  # Non-convex optimization

        # Create variables
        var_x = m.addVars(n, vtype=GRB.CONTINUOUS)  # real vector
        var_y = m.addVars(  # 2-d real vector
            n,
            k,
            lb=0,
            ub=1,
            vtype=GRB.CONTINUOUS
        )

        # Set objective.
        m.setObjective(0, GRB.MINIMIZE)

        # Add constraints
        for i in range(n):
            for j in range(i + 1, n):
                constr = gp.QuadExpr(sum(var_x[(i, p)] * var_x[(j, p)] for p in range(k)))
                m.addConstr(constr == 1, f'c_edge_{i}_{j}')

        # Optimize model.
        m.optimize()

        # Print solution.
        if m.SolCount == 0:
            print('Infeasible.')
        else:
            for i in range(n):
                s = ' '.join('%.2f' % var_x[(i, p)].x for p in range(k))
                print(s)