Matlab "analytical" models using Gurobi as a solver?
AnsweredHi,
The MIP example on: https://www.gurobi.com/documentation/9.0/quickstart_windows/matlab_example.html is for the classical style of optimizing (what they call a SolverBased approach) in Matlab.
Nowadays there exist a somewhat more analytical/symbolic approach (they call it ProblemBased approach).
Can also models created with this problembased approach (using e.g. optimvar, optimproblem, optimconstr, etc.) be solved by Gurobi with the same syntax as in the quickstart? If so, what have I missed? Or how should it be done?
/Lars

Since you're using MATLAB's problembased \( \texttt{solve()} \) function, the second argument is expected to be a start vector \( \texttt{x0} \). Thus, MATLAB is trying to parse \( \texttt{options} \) as an initial starting point. Looking at the MATLAB documentation, the correct way to pass in options is \( \texttt{solve(prob, 'Options', options)} \).
1 
This is unfortunately a downside of using MATLAB's problembased approach; only a small subset of Gurobi parameters are available through this interface. With linprog, you can use the following option fields. The Gurobi parameters they set are in parentheses.
 Display (OutputFlag)
 MaxTime (TimeLimit)
With intlinprog, you can additionally use:
 MaxFeasiblePoints (SolutionLimit)
 RelativeGapTolerance (MIPGap)
 AbsoluteGapTolerance (MIPGapAbs)
If you want to use more parameters, you should use the Gurobisupported MATLAB API.
1 
Yes. The \( \texttt{linprog.m} \) and \( \texttt{intlinprog.m} \) files provided by Gurobi are simply wrappers for the Gurobisupported MATLAB API. These functions translate the MATLAB problembased model into the "solverbased" construction that you see in the Gurobi documentation. MATLAB didn't design its problembased approach with Gurobi in mind, so there is no way to incorporate every Gurobi feature/parameter in the problembased structure.
1 
Hi Lars,
Yes, you can build models with the problembased approach and solve them with Gurobi. See here for more information about this. In the \( \texttt{examples/matlab} \) directory of your Gurobi installation, you can find some examples (\( \texttt{opttoolbox_lp.m} \) and \( \texttt{opttoolbox_mip1.m} \)) as well as the functions necessary to interface with Gurobi (\( \texttt{linprog.m} \) and \( \texttt{intlinprog.m} \)).
Eli
0 
Hi Eli,
Thanks! I got as far as the
options = optimoptions('linprog'); sol = solve(prob, options);
part. When I try to send my existing problem to Gurobi, I get the following error message:
>> sol = solve(model_00(16).problem, options);
Error using optim.internal.problemdef.ProblemImpl/solveImpl
The value of 'x0' is invalid. Initial point must be a nonempty struct.
Error in optim.problemdef.OptimizationProblem/solve
I can however not find any information in "model_00(16).problem" about starting levels of variables  where do I do that?
It looks like this:
>> model_00(16).problem
ans =
OptimizationProblem with properties:
Description: ''
ObjectiveSense: 'maximize'
Variables: [1×1 struct] containing 8 OptimizationVariables
Objective: [1×1 OptimizationExpression]
Constraints: [1×1 struct] containing 16 OptimizationConstraints
See problem formulation with show.
>> model_00(16).problem.Variables
ans =
struct with fields:
Q: [8760×15 optim.problemdef.OptimizationVariable]
p: [8760×15 optim.problemdef.OptimizationVariable]
q: [8760×15 optim.problemdef.OptimizationVariable]
q1: [8760×15 optim.problemdef.OptimizationVariable]
q2: [8760×15 optim.problemdef.OptimizationVariable]
s: [8760×17 optim.problemdef.OptimizationVariable]
v: [8760×17 optim.problemdef.OptimizationVariable]
v_slack: [2×17 optim.problemdef.OptimizationVariable]/Lars
0 
Thanks Eli,
Do you also know how to send in Gurobi parameters "params.XX"
 https://www.gurobi.com/documentation/9.0/quickstart_windows/matlab_modifying_grb_param.html
 https://www.gurobi.com/documentation/9.0/matlab_html/matlab_the_params_argument.html
into gurobi from Matlab, using "problembased" models?
/Lars
0 
You mean using the A, x, b, and c formulation approach?
0 
Ah. So almost "better" to write an own script with "sprinf" in Matlab to create a gurobi program text file?
0 
I'm not sure I follow what you mean, could you elaborate? It's okay to use MATLAB's problembased approach with Gurobi, but it's not easy to set most Gurobi parameters, solve a feasibility relaxation, read a model file, etc. If you want to do anything more than build and solve a model, I recommend using Gurobi's official MATLAB API.
0 
What I mean ... That as an alternative to the official GUI, when already having a Matlab "problem based" model, one could write scripts oneself that converts the model to Gurobi code in text files ...
Thank you anyway. Then I know ...
0 
It would be much easier to modify the \(\texttt{linprog.m}\) and/or \(\texttt{intlinprog.m}\) files provided by Gurobi. These files contain all of the code necessary to convert the problembased model into a model built using the official Gurobi MATLAB API.
0 
I think I understand now  thanks!
0
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