Gurobi Optimizer and CVX

Gurobi Optimization was founded in 2008 by some of the most experienced and respected experts in the optimization industry. The Gurobi solver quickly became an industry performance leader in linear, quadratic, and mixed-integer programming. Gurobi is a fantastic solver for use with CVX, particularly with the new integer and binary variable capability added in CVX 2.0.

With a CVX Professional license, you can easily connect CVX to your existing Gurobi installation. We have also entered into an agreement with Gurobi Optimization to provide a bundled version of Gurobi with CVX. For new installations, this bundle offers the quickest path to getting up and running with this powerful combination.

Using CVX with an existing Gurobi installation

If you are already using Gurobi 5.0 or later, connecting it to CVX is simply a matter of installing a CVX Professional license. Please visit our licensing page to learn more about licensing options. Once you receive your CVX Professional license in an email, save it to your local filesystem and type

cvx_setup /path/to/your/cvx_license.dat

CVX will automatically locate your existing Gurobi installation and add it to your solver list.

The CVX Professional solver bundle

For users without an existing Gurobi installation, a CVX Professional solver bundle is the fastest, most convenient way to begin using Gurobi with CVX. Gurobi 5.5 is already included with the appropriate downloadable packages for Linux, Mac, and Windows. Please visit our pricing page for more details on the licensing options for this bundle. Free, time-limited trial licenses are available.

Once you have purchased a CVX/Gurobi bundle, you will receive a license for CVX Professional in the form of a file called cvx_license.dat, and a Gurobi license key—a 36-character string like ae36ac20-16e6-acd2-f242-4da6e765fa0a. Save the file cvx_license.dat to your filesystem, and run the following two commands:

cvx_grbgetkey (your Gurobi license key)
cvx_setup /path/to/your/cvx_license.dat

(Note: you need an active internet connection to run cvx_grbgetkey.) The first command will download your Gurobi licenses from their licensing servers, and the second will configure CVX to add the bundled Gurobi solver to your solver list.

Note that the version of Gurobi that is bundled with CVX can only be used within CVX itself. If you wish to use Gurobi without CVX—including direct calls to the Gurobi MEX file from within MATLAB—you will need a full Gurobi license. If you would like a quote for CVX Professional with a full Gurobi license, just contact us.

Academic licenses

Gurobi Optimization and CVX Research are committed to supporting the academic community by offering free, full-featured licenses to faculty, staff, and students of degree-granting academic institutions. Please visit this page to learn more about Gurobi’s academic licensing program. Academic licenses for CVX can be obtained automatically within minutes by filling out this form. Once you’ve obtained these keys, follow the instructions above depending upon whether you are using a standalone Gurobi installation or a CVX Professional solver bundle.