Gurobi

The NEOS Server offers the Gurobi Optimizer for the solution of linear programming (LP) problems, mixed-integer linear programming (MILP) problems, and second-order conic programming (SOCP) problems. LPs and MILPs can be submitted to Gurobi on the NEOS server in AMPL, GAMS, LP, or MPS format. SOCPs can be submitted in AMPL, GAMS or NL format.

The Gurobi Optimizer is a state-of-the-art solver for mathematical programming. The solvers in the Gurobi Optimizer were designed from the ground up to exploit modern architectures and multi-core processors. For more information on Gurobi products and services, see the Gurobi website.

Using the NEOS Server for Gurobi/GAMS

The user must submit a model in GAMS format to solve an optimization problem. For security purposes, the model submitted must adhere to the following conventions:

• It must be self contained, i.e., no $include or $batinclude statements.
• It may not execute external programs, i.e., no $call or execute statements.
• No file creation, i.e. no put files or $echo except for a file named 'results.txt'. Other files created in the GAMS model file will be deleted.

If you are unfamiliar with GAMS, the GAMS Documentation includes a GAMS Tutorial and User's Guide. Examples of models in GAMS format can be found in the GAMS model library.

By default, the NEOS Server limits the amount of output generated in the listing file by turning off the symbol and unique element list, symbol cross references, and restricting the rows and columns listed to zero. This behavior can be changed by specifying the appropriate options in the model file. See the documentation on GAMS output for further information.

You may optionally submit an options file if you wish to override the default parameter settings for the solver. Currently, the NEOS Server can only use optfile=1 with GAMS input. Therefore, any model that specifies a different options file will not work as intended.