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Gurobi

This is a Gurobi Ruby binding based on C++ Gurobi API.

Prerequisites

  • C++(g++) is installed.

  • Gurobi 5.5 is installed.

  • Environment variable GUROBI_HOME is set (e.g. /opt/gurobi550/linux64).

Installation

  • From rubygems.org

    $ gem install gurobi
  • From github

    1. download or ‘git clone’ like this:

      $ mkdir [YOUR_WORK_DIR]
      $ cd [YOUR_WORK_DIR]
      $ git clone https://github.com/fuminori-ido/gurobi.git
    2. rake build

      $ cd gurobi
      $ rake build
    3. install it

      $ gem install pkg/gurobi-N.NN.NN.gem      # replace N to actual version

Usage

Following model:

      x1, x2, x3 >=  0
              x3 <= 30
2*x1 +   x2 + x3 <= 60
  x1 + 2*x2 + x3 <= 60
maximize 15*x1 + 18*x2 + 30*x3

is written in following ruby code:

require 'gurobi'

model = Gurobi::Model.new(Gurobi::Env.new)
x1    = model.addVar(0, Gurobi::INFINITY, 0, Gurobi::CONTINUOUS, 'x1')
x2    = model.addVar(0, Gurobi::INFINITY, 0, Gurobi::CONTINUOUS, 'x2')
x3    = model.addVar(0, 30,               0, Gurobi::CONTINUOUS, 'x3')
model.update
model.addConstr(2*x1 +   x2 + x3 <= 60)
model.addConstr(  x1 + 2*x2 + x3 <= 60)
model.setObjective(15*x1 + 18*x2 + 30*x3, Gurobi::MAXIMIZE)
model.optimize
print "val = ", model.get_double(Gurobi::DoubleAttr::OBJ_VAL), "\n"
print "x1  = ", x1.get_double(Gurobi::DoubleAttr::X), "\n"
print "x2  = ", x2.get_double(Gurobi::DoubleAttr::X), "\n"
print "x3  = ", x3.get_double(Gurobi::DoubleAttr::X), "\n"

See spec/ and sample/ for more examples.

Document

  1. generate document by:

    $ rake yard
  2. browse doc/frames.html

TODO

  • Some known memory leak exist.

  • Client/Server model is not implemented.

Contributing

  1. Fork it ( github.com/fuminori-ido/gurobi/fork )

  2. Create your feature branch (‘git checkout -b my-new-feature`)

  3. Commit your changes (‘git commit -am ’Add some feature’‘)

  4. Push to the branch (‘git push origin my-new-feature`)

  5. Create a new Pull Request