Wednesday, November 27, 2019

Gurobi v9.0.

Now including elevator music!

 Major new features:

  • Non-convex quadratic solver
    • Supports non-convexities both in objective and constraints
    • Not quite sure if MIQCP is supported (I assume it is, but I think this was not mentioned explicitly)
    • Cplex had already support for (some) non-convex quadratic models, so Gurobi is catching up here.
  • Performance improvements
    • MIP: 18% faster overall and 26% on difficult models (more than 100 seconds)
    • MIQP: 24% faster
    (these numbers are from the email I received -- not from the movie). Quite impressive numbers. Performance does not seem to plateau (yet). Of course we see this also for Cplex: it keeps improving. There is some healthy competition here.


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