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Gurobi 11.0 Delivers Global Nonlinear Solving, Speed Enhancements, Dynamic Distributed Tuning, and Enterprise Features

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Gurobi Optimization, LLC, the leader in decision intelligence technology, today announced the release of Gurobi Optimizer 11.0. This advancement marks a significant step forward in solving real-world nonlinear problems with Gurobi.

With Gurobi 11.0, users can quickly identify precise, globally optimal solutions to complex nonlinear problems—from domains such as chemical engineering, electricity flow, and price optimization. Additionally, this new version delivers a key enhancement to Gurobi’s popular tuning tool, enabling teams to share resources across multiple users and jobs when tuning.

As with every major Gurobi release, users will experience a boost to Gurobi’s industry-leading solver speed. Compared to Gurobi 10.0, version 11.0 delivers the following performance improvements:

Algorithm

Speed-Up:
Overall (>1 sec)

Speed-Up:
On Hard Models (>100sec)

MILP

8.6%

12.4%

MIQP

12.8%

22.8%

Convex MIQCP

9.2%

18.2%

Nonconvex MIQCP

133.4% (2.3x)

480.2% (5.8x)

“For nonconvex problems, we achieved several key milestones, including being able to solve MINLPs to global optimality and achieving a 5.8x speed-up on nonconvex MIQCP,” said Dr. Tobias Achterberg, Vice President of Research and Development at Gurobi Optimization.

What’s New in Gurobi 11.0

In addition to speed enhancements, Gurobi 11.0 includes a full suite of new features, many of which are based specifically on user requests.

Gurobi Optimizer

  • Mixed-Integer Nonlinear Programming (MINLP) Problems: Quickly identify precise, globally optimal solutions to complex nonlinear problems.
  • Dynamic Distributed Tuning: With this key enhancement to Gurobi’s popular tuning tool, teams can now share resources across multiple users and jobs when tuning.
  • Improved Concurrent LP Controls: For both deterministic and non-deterministic LP, users can now select precisely which algorithms should be run in a concurrent fashion.
  • New SolutionTarget Option: A new SolutionTarget setting allows users who do not need an optimal basis to obtain faster solutions to LP problems.

Gurobi Cluster Manager and Compute Server

  • SAML Integration: Users can now enjoy centralized user access management and single sign-on (SSO) capabilities through Gurobi’s seamless integration with SAML-based identity management systems, in addition to existing support for LDAP.
  • Cosmos DB Support: Gurobi now supports Microsoft® Azure® Cosmos DB®, in addition to existing support for MongoDB® and Amazon® DocumentDB®, for enhanced flexibility when deploying compute clusters.
  • Usability Enhancements: The Gurobi Cluster Manager delivers a new look-and-feel and now offers username case sensitivity controls, improved date formatting, and support for the latest HTTP security headers.
  • Time and Memory Limit Enforcement: Gurobi Compute Server includes new parameters for enforcing time and memory limits.

“Our new global nonlinear solving capabilities will make a big impact for customers,” explained Duke Perrucci, Gurobi’s Chief Executive Officer. “Rather than settling for best-guess solutions, customers will be able to quickly identify precise, globally optimal solutions. This can translate into major cost efficiencies for organizations.”

Michel Jacyznski, Gurobi Senior Director of Cloud and Platform R&D, added, “With the addition of the SAML 2.0 authentication and the support of the CosmosDB database, we continue to demonstrate our dedication to seamless enterprise integration while providing a modern and user-friendly environment to deploy the Gurobi Optimizer.”

Gurobi will be hosting a webinar to discuss these new capabilities and how customers can put them into practice. To learn more about this upcoming event, visit gurobi.com/events.

About Gurobi Optimization

With Gurobi’s decision intelligence technology, customers can make optimal business decisions in seconds. From workforce scheduling and portfolio optimization to supply chain design and everything in between, Gurobi identifies your optimal solution, out of trillions of possibilities.

As the leader in decision intelligence, Gurobi delivers easy-to-integrate, full-featured software and best-in-class support, with an industry-leading 98% customer satisfaction rating.

Founded in 2008, Gurobi has operations across the Americas, Europe, and Asia. Over 2,500 global customers across 40+ industries run on Gurobi, including SAP, Air France, and the National Football League, as well as over 80% of the world’s leading enterprises. For more information, please visit https://www.gurobi.com/ or call +1 713 871 9341.

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Contact information

Nell-Marie Colman
(540) 952 9719
Gurobi Optimization
colman@gurobi.com

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