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GUROBI-class: The GUROBI class.

Description

This class is an interface for the commercial GUROBI solver.

Usage

GUROBI()
# S4 method for GUROBI
lp_capable(solver)
# S4 method for GUROBI
socp_capable(solver)
# S4 method for GUROBI
sdp_capable(solver)
# S4 method for GUROBI
exp_capable(solver)
# S4 method for GUROBI
mip_capable(solver)
# S4 method for GUROBI
name(object)
# S4 method for GUROBI
import_solver(solver)
# S4 method for GUROBI
Solver.solve(solver, objective, constraints,
  cached_data, warm_start, verbose, ...)

Arguments

object, solver

A '>GUROBI object.

objective

A list representing the canonicalized objective.

constraints

A list of canonicalized constraints.

cached_data

A list mapping solver name to cached problem data.

warm_start

A logical value indicating whether the previous solver result should be used to warm start.

verbose

A logical value indicating whether to print solver output.

...

Additional arguments to the solver.

Methods (by generic)

  • lp_capable: GUROBI can handle linear programs.

  • socp_capable: GUROBI can handle second-order cone programs.

  • sdp_capable: GUROBI cannot handle semidefinite programs.

  • exp_capable: GUROBI cannot handle exponential cone programs.

  • mip_capable: GUROBI can handle mixed-integer programs.

  • name: The name of the solver.

  • import_solver: Imports the reticulate library to use the python solver.

  • Solver.solve: Call the solver on the canonicalized problem.

References

Gurobi optimizer reference manual version 5.0, Gurobi Optimization, Inc., Houston, Texas, July 2012.

See Also

the GUROBI Official Site.