Gurobi Optimization Proclaims 10.0 Launch

BEAVERTON, Ore., Nov. 14, 2022 — Gurobi Optimization, LLC, the chief in determination intelligence know-how, right now introduced the discharge of Gurobi Optimizer 10.0. This launch supplies prospects with a lift to its already industry-leading velocity, the power to embed machine studying fashions instantly into Gurobi optimization fashions, and new instruments for mannequin improvement, monitoring, and superior analysis—so customers can clear up new forms of issues, even quicker than earlier than.

Efficiency Enhancements and Superior Fixing Methods

The Gurobi R&D crew continues to push the boundaries of efficiency—leading to enhancements to present algorithms and the event of a number of brand-new strategies. Because of this, Gurobi Optimizer 10.0 has achieved the next efficiency enhancements for the reason that launch of Gurobi Optimizer 9.5:

“We’ve achieved a greater than 75x speedup on MILP since model 1.1. However extra importantly, Gurobi 10.0 can now clear up much more fashions simply, together with some fashions that have been, till now, intractable,” defined Dr. Tobias Achterberg, Vice President of Analysis and Improvement at Gurobi Optimization.

Gurobi 10.0 additionally consists of the next advances within the underlying algorithmic framework:

• New community simplex algorithm – Vastly hastens fixing LPs with community construction.
• New heuristic for QUBO fashions, which may come up in quantum optimization – Improves Gurobi’s potential to shortly discover good possible options for quadratic unconstrained Boolean optimization issues.
• Vital efficiency features on MIPs that include machine studying fashions – Ends in a greater than 10x enchancment on sure fashions that include embedded neural networks with ReLU activation features.
• New optimization-based certain tightening (OBBT) algorithm – Vastly hastens fixing nonconvex MIQCP fashions.
• Reorganized concurrent LP solver – Improves efficiency and reduces reminiscence footprint.

Progressive Knowledge Science Integration

With Gurobi Machine Studying—an open-source Python venture to embed educated machine studying fashions instantly into Gurobi—knowledge scientists can extra simply faucet into the ability of mathematical optimization.

Particularly, Gurobi Machine Studying permits customers so as to add a educated machine studying mannequin as a constraint to a Gurobi mannequin (e.g., from scikit-learn, TensorFlow/Keras, or PyTorch). Thus, customers can estimate a real-world system by coaching a machine studying mannequin, after which use this machine studying mannequin as a constraint in Gurobi, with the intention to optimize controls on that system.

“We’re aiming to attach the world of information science with the world of optimization. With Gurobi, you’ll be able to take your machine studying ‘black field’ that’s producing your predictions and plug it instantly into your optimization mannequin—enabling you to attach your forecasting with optimization,” defined Achterberg.

With this launch, we’re additionally making it extra handy to combine gurobipy mannequin constructing with pandas objects by a brand new, devoted open-source package deal. (Out there on GitHub/PyPI in This autumn 2022.)

Enterprise Improvement and Deployment Expertise

To make its solver much more accessible and straightforward to make use of, the Gurobi crew has built-in new instruments for mannequin improvement, monitoring, and superior analysis:

• Vital enhancements to the matrix-friendly API in gurobipy – All matrix-friendly modeling objects now assist a number of dimensions, and dimension dealing with leans constantly on NumPy, together with broadcasting.
• New logistic basic constraint – Makes it straightforward to include a constraint in MIP that fashions the logistic perform.
• NuGet package deal for .NET – Permits .NET customers to obtain Gurobi instantly from the NuGet server.
• Reminiscence restrict parameter that permits swish exit – Customers can set a reminiscence restrict and nonetheless get the very best resolution and resume the optimization after the restrict was hit.
• New Compute Server dashboards – The Gurobi Compute Server now consists of two new dashboards, enabling customers to watch metrics over time and drill all the way down to the precise exercise to raised perceive the cluster utilization and software habits.
• Expanded platform assist – Gurobi 10.0 consists of assist for Python 3.11 and Linux on ARM 64-bit.

Gurobi launched its Internet License Service (WLS) for Docker and Kubernetes container environments final 12 months, with the discharge of Gurobi 9.5. With Gurobi 10.0, the crew has expanded WLS to assist almost all forms of containerized environments. Furthermore, prospects can now additionally receive WLS licenses that permit them to run Gurobi in just about all deployment eventualities, together with containerized environments, digital machines, and bare-metal machines, throughout Linux, macOS, and Home windows.

“Our prospects love our WLS and the pliability it supplies. And now they will dynamically deploy Gurobi software program in much more environments,” defined Duke Perrucci, Gurobi’s Chief Working Officer.

Moreover, beginning with Gurobi 10.0, main product releases—and their subsequent minor and technical product releases—might be supported for a time period of three years from the preliminary main product launch date. For instance, Gurobi model 10.0.0 (launched in November 2022) and minor releases between 10.0 and 11.0 might be supported till November 2025.

“This helps create predictability for our prospects, in order that they know precisely how lengthy a model might be supported,” defined Dr. Sonja Mars, Director of Optimization Help at Gurobi Optimization. “We intention to ship skilled technical steering and assist for our prospects—and this coverage helps eradicate the guesswork. We wish our prospects to get the assistance they want, after they want it.”

Dr. Edward Rothberg, Chief Govt Officer and Co-founder of Gurobi Optimization added, “We have now the best possible minds in optimization right here at Gurobi. Throughout each division, you’ll discover individuals who aren’t simply sensible—they’re additionally deeply dedicated to our prospects and to offering the very best expertise. I’m proud to be part of this crew.”

To study extra about Gurobi 10.0, please go to gurobi.com/whats-new-gurobi-10-0.

About Gurobi Optimization

With Gurobi’s determination intelligence know-how, you can also make optimum enterprise selections in seconds. From workforce scheduling, portfolio administration, and advertising and marketing optimization, to produce chain design, and all the pieces in between, Gurobi identifies your optimum resolution, out of trillions of prospects.

Because the chief in determination intelligence, Gurobi delivers easy-to-integrate, full-featured software program and best-in-class assist, with an industry-leading 98% buyer satisfaction score.

Based in 2008, Gurobi has operations throughout the Americas, Europe, and Asia. Over 2,500 world prospects throughout 40+ industries run on Gurobi, together with SAP, Air France, and the Nationwide Soccer League, in addition to half of the Fortune 10 and 70% of prime world tech firms. For extra data, please go to https://www.gurobi.com or name +1 713 871 9341.

Supply: Gurobi Optimization