Gurobi Optimization, LLC today announced the release of Gurobi 9.0, the latest version of its industry-leading mathematical programming solver.

We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically ...

In this paper we report on the solution to optimality of 10 large-scale zero-one linear programming problems. All problem data come from real-world industrial applications and are characterized by ...