Installing Python and Gurobi

Configuring Python

Create workspace:

$ export PROJECT_PATH="$HOME/project"      # You can change the path if you prefer
$ mkdir -p $PROJECT_PATH              # -p creates parent directories as needed

The export command tells the shell to make the contents of PROJECT_PATH available to child processes of this shell.

Check and install pip:

$ python3 -m pip3 --version
$ python3 -m pip install --user -U pip # -U == --upgrade
[...]
Successfully installed pip-21.1.3

Creating an isolated environment

Install virtual environments to work on different projects without conflicting library version.

• Remember to use sudo to install in root instead of user.
• If you want to access the system’s site packages, use --system-site-packages option.

    python3 -m pip install --user -U virtualenv

Output:

Collecting virtualenv
[...]
Successfully installed virtualenv

Create isolated Python environment

cd $PROJECT_PATH
virtualenv my_env

Output:

Using base prefix '[...]'
New python executable in [...]/project/my_env/bin/python3.6
Also creating executable in [...]/project/my_env/bin/python
Installing setuptools, pip, wheel...done.

To activate the environment my_env type:

cd $PROJECT_PATH
source my_env/bin/activate

source reads and executes the content of a file (generally set of commands).

To deactivate a virtual environment type:

deactivate

Installing modules

Install all data science modules:

python3 -m pip install -U jupyter matplotlib numpy pandas scipy scikit-learn

Install Gurobi:

python3 -m pip install -U gurobipy

Installing Gurobi license

Install your license using the command:

grbgetkey xxxxxxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx

Find your user code at your user page: https://www.gurobi.com/downloads/licenses/.

Open the .bashrc file at your home directory:

nano .bashrc

Add to the end of ~/.bashrc the path of your Gurobi license (e.g., ~/gurobi.lic):

export GRB_LICENSE_FILE=~/gurobi.lic

Save .bashrc file (using nano type: Ctrl+X, y, and Enter to write in ~/bashrc).

Check the variable GRB_LICENSE_FILE:

cat $GRB_LICENSE_FILE

You should see something like:

# DO NOT EDIT THIS FILE except as noted
#
# License ID 663205
# Gurobi license for TU Delft
ORGANIZATION=TU Delft
TYPE=ACADEMIC
VERSION=9
HOSTNAME=mtt-mme
HOSTID=ef04c6a9
SOCKETS=2
USERNAME=testuser
EXPIRATION=2022-07-02
KEY=Z4RXY094
CKEY=Z4RXY094

Re-enter the terminal to update the changes. Test if Gurobi is working:

gurubi.sh

You should see something like:

Python 3.7.4 (default, Oct 29 2019, 10:15:53)
[GCC 4.4.7 20120313 (Red Hat 4.4.7-18)] on linux
Type "help", "copyright", "credits" or "license" for more information.
Academic license - for non-commercial use only - expires 2022-07-02
Using license file /home/testuser/gurobi.lic
Set parameter LogFile to value gurobi.log

Gurobi Interactive Shell (linux64), Version 9.1.2
Copyright (c) 2021, Gurobi Optimization, LLC
Type "help()" for help

gurobi>

Test connection with gurobipy

Create a file to save the mip model:

nano mip1.py

And paste the following example (see more examples):

#!/usr/bin/env python3.8

# Copyright 2021, Gurobi Optimization, LLC

# This example formulates and solves the following simple MIP model:
#  maximize
#        x +   y + 2 z
#  subject to
#        x + 2 y + 3 z <= 4
#        x +   y       >= 1
#        x, y, z binary

import gurobipy as gp
from gurobipy import GRB

try:

    # Create a new model
    m = gp.Model("mip1")

    # Create variables
    x = m.addVar(vtype=GRB.BINARY, name="x")
    y = m.addVar(vtype=GRB.BINARY, name="y")
    z = m.addVar(vtype=GRB.BINARY, name="z")

    # Set objective
    m.setObjective(x + y + 2 * z, GRB.MAXIMIZE)

    # Add constraint: x + 2 y + 3 z <= 4
    m.addConstr(x + 2 * y + 3 * z <= 4, "c0")

    # Add constraint: x + y >= 1
    m.addConstr(x + y >= 1, "c1")

    # Optimize model
    m.optimize()

    for v in m.getVars():
        print('%s %g' % (v.varName, v.x))

    print('Obj: %g' % m.objVal)

except gp.GurobiError as e:
    print('Error code ' + str(e.errno) + ': ' + str(e))

except AttributeError:
    print('Encountered an attribute error')

Run the file:

python3 mip1.py

The result should be:

Academic license - for non-commercial use only - expires 2022-07-02
Using license file /home/testuser/gurobi.lic
Gurobi Optimizer version 9.1.2 build v9.1.2rc0 (linux64)
Thread count: 32 physical cores, 32 logical processors, using up to 32 threads
Optimize a model with 2 rows, 3 columns and 5 nonzeros
Model fingerprint: 0x98886187
Variable types: 0 continuous, 3 integer (3 binary)
Coefficient statistics:
Matrix range     [1e+00, 3e+00]
Objective range  [1e+00, 2e+00]
Bounds range     [1e+00, 1e+00]
RHS range        [1e+00, 4e+00]
Found heuristic solution: objective 2.0000000
Presolve removed 2 rows and 3 columns
Presolve time: 0.00s
Presolve: All rows and columns removed

Explored 0 nodes (0 simplex iterations) in 0.00 seconds
Thread count was 1 (of 32 available processors)

Solution count 2: 3 2

Optimal solution found (tolerance 1.00e-04)
Best objective 3.000000000000e+00, best bound 3.000000000000e+00, gap 0.0000%
x 1
y 0
z 1
Obj: 3