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