cg
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cg commented,
Thank you for your reply, Jaromił. Yes, i use 1 thread per process. In the meantime, i think i found the issue: i had requested more licenses than available because i was running too many jobs at o...

cg commented,
Dear Jaromił, i have a similar problem as Ghafour, i.e., many small LP's run in parallel using Python's multiprocessing library. My implementation follows the tutorial posted by Silke. It works fin...

cg commented,
Thank you very much for your reply, Jaromił. I am looking forward to future releases. I'd think that making Gurobi more efficient for (matrix) norm minimization problems would help many people. C.

cg commented,
Dear Jaromił, is there a way to set up the problem without creating auxiliary variables/constraints. For example, I tried m.setObjective(gp.abs_(z).vars.sum()), with z being an MVar object. The pro...

cg commented,
Thank you both! I am looking forward to the new release but for the time being Eli's suggested workaround will do it too.

cg commented,
Dear Robert and Eli, does this feature (change coefficients w.r.t. an Mvar object) already exist in the latest version of Gurobi (9.1)? Thank you! Chris.

cg commented,
Thank you very much, Jaromił.

cg commented,
Thank you for you reply, Jaromił! the dimension of B is about 300,000 x 10. It already takes a while to setup mVar(B) at least with the python api. Actually, your trick that involves creating B'B m...

cg commented,
Dear Jaromił, I am trying to efficiently compute tr(A'B' B A) where B is a dense (large) matrix with gurobi variables as in the example by Sagnik and A is a numpy matrix (array). Do you have an ide...