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gurobi

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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

This package has not yet been registered at gem site so that please do as follows:

  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

2x1 + x2 + x3 <= 60 x1 + 2x2 + x3 <= 60 maximize 15x1 + 18x2 + 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(2x1 + x2 + x3 <= 60) model.addConstr( x1 + 2x2 + x3 <= 60) model.setObjective(15x1 + 18x2 + 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/}[../spec/] and {sample/}[../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 ( https://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

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Package last updated on 19 Oct 2014

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