QUBO solver using Gurobi

回答済み

Tam Nguyen

2023年05月17日 07:36

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Hi Gurobi Team,

I'm fairly new to optimization and I want to implement a Gurobi solver for QUBO problems.

The document states that Gurobi 10.0.1 supports solving QUBO, does this mean all I have to do is as follows?

1. Pre-define the Q matrix

2. Define the objective function x @ Q @ x

Thank you!

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  Elisabeth Rodríguez Heck

  • Gurobi Staff

  2023年05月17日 08:55

  Hi Tam,

  Yes, steps 1. and 2. that you suggest are one way of writing a QUBO problem so that you can solve it with Gurobi. If you write your problem in this way, then you can for example use the Python Matrix API. 

  However, QUBOs are nothing else than a particular case of Quadratic Programming problems, namely, quadratic problems where all variables are binary and that have no other constraints. So you could also use the regular Gurobi Python API to model your problem.

  Best regards,

  Elisabeth

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