How to license Gurobi inside Google Colab's Julia environment

Specific Domains Optimization (Mathematical)
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1

I am dealing with a multi-stage mixed-integer stochastic global supply chain optimization problem and want to solve the stage-wise problem instances using the Gurobi solver within SDDiP algorithm using the SDDP.jl package in Julia.

2

You need to use Gurobi’s Web License Service: Web License Service - Gurobi Optimization

This will give you a license that can be used on transient machines like those in colab.

The license file should be saved in ~/gurobi.lic or in /opt/gurobi/gurobi.lic.

4

Got it.

5

But after placing the license file in the home directory, I am getting the following error message from SDDP.jl package.

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image592Ă—551 13.4 KB

6

What part do you interpret as an error?

You can create a single Gurobi environment to re-use between subproblems GitHub - jump-dev/Gurobi.jl: A Julia interface to the Gurobi Optimizer

using SDDP, Gurobi
GRB_ENV = Gurobi.Env()
SDDP.LinearPolicyGraph(;
    optimizer = () -> Gurobi.Optimizer(GRB_ENV)
) do sp, t
    return
end
7

Got it.
I may ask how I can set Gurobi solver attributes for a Gurobi environment.

8

See GitHub - jump-dev/Gurobi.jl: A Julia interface to the Gurobi Optimizer

9

Got it. It works.

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