Gurobi Matlab

The Gurobi module adds the Gurobi Matlab connector to the Matlab path via the MATLABPATH environment variable. You should find that the gurobi command is available within Matlab. There are several examples of using the Matlab connector in the Gurobi $GUROBI_HOME/examples/matlab directory.

Running Gurobi from Matlab interactively

As an example, to run the diet.m example, you can make a copy in your directory, then run it from inside Matlab.

$ module load gurobi matlab
$ cp $GUROBI_HOME/examples/matlab/diet.m ./
$ matlab -nodisplay

                  Copyright 1984-2015 The MathWorks, Inc.
[ . . . .]

>> diet
Optimize a model with 4 rows, 13 columns and 40 nonzeros
Coefficient statistics:
  Matrix range    [1e+00, 2e+03]
  Objective range [9e-01, 3e+00]
  Bounds range    [6e+01, 2e+03]
  RHS range       [0e+00, 0e+00]
Presolve removed 0 rows and 3 columns
Presolve time: 0.03s
Presolved: 4 rows, 10 columns, 37 nonzeros

Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    0.0000000e+00   4.601562e+00   0.000000e+00      0s
       4    1.1828861e+01   0.000000e+00   0.000000e+00      0s

Solved in 4 iterations and 0.03 seconds
Optimal objective  1.182886111e+01

Cost: 11.828861

Buy:
 hamburger 0.604514
      milk 6.97014
 ice cream 2.59132

Nutrition:
  calories 1800
   protein 91
       fat 59.0559
    sodium 1779

Adding constraint at most 6 servings of dairy
Optimize a model with 5 rows, 13 columns and 42 nonzeros
Coefficient statistics:
  Matrix range    [1e+00, 2e+03]
  Objective range [9e-01, 3e+00]
  Bounds range    [6e+01, 2e+03]
  RHS range       [6e+00, 6e+00]
Presolve removed 0 rows and 3 columns
Presolve time: 0.00s
Presolved: 5 rows, 10 columns, 39 nonzeros

Iteration    Objective       Primal Inf.    Dual Inf.      Time
       0    0.0000000e+00   4.601562e+00   0.000000e+00      0s

Solved in 3 iterations and 0.00 seconds
Infeasible model
No solution

Running Gurobi from Matlab in batch

If you wish to run the example in batch mode, you need to edit the copy of diet.m and add a line to the end with the exit command, or Matlab will run the example and return to the Matlab >> prompt. Once you have done that,

$ matlab -nodisplay -r diet

will run the example.

Running Gurobi from Matlab from a PBS script

To run Gurobi from within Matlab using a PBS script you must also modify the diet.m file to include an exit command, as above, otherwise Matlab will remain at the prompt until the requested walltime has elapsed rather than exiting, hence also exiting the PBS job, when the example has finished.

Here is an example PBS script that can be used as a template.

####  PBS preamble

#PBS -N PBS_test_script
#PBS -M uniqname@umich.edu
#PBS -m abe

#PBS -A example_flux
#PBS -l qos=flux
#PBS -q flux

#PBS -l nodes=1:ppn=1,pmem=1gb
#PBS -l walltime=15:00
#PBS -j oe
#PBS -V

####  End PBS preamble

if [ -s "$PBS_NODEFILE" ] ; then
    echo "Running on these nodes"
    uniq -c $PBS_NODEFILE
fi

if [ -d "$PBS_O_WORKDIR" ] ; then
    cd $PBS_O_WORKDIR
    echo "Running from PBS_O_WORKDIR: $(pwd)"
else
    echo "Running from $(pwd)"
fi

#  Put your job commands after this line
matlab -nodisplay -r diet