How can i setup Gurobi environment in Julia by a function? - julia

Question

i am trying to use a code in a paper but the code for gurobi seems changed these days, it showed some error and i want to put the gurobi environment setting below into my optimization.
the gurobi environment setting is below :
function setup_gurobi_env(; quiet_mode = true, method_type = :barrier, use_time_limit = true, time_limit = 60.0)
env = Gurobi.Env()
if quiet_mode
setparams!(env; OutputFlag = 0)
end
if method_type == :barrier
setparams!(env; Method = 2)
elseif method_type == :method3
setparams!(env; Method = 3)
elseif method_type != :default
error("Enter a valid method type for Gurobi.")
end
if use_time_limit
setparams!(env; TimeLimit = time_limit)
end
return env
end
the author of the paper use the method below to use this setting:
function portfolio_simplex_jump_setup(Sigma::Matrix{Float64}, gamma::Float64; gurobiEnv = setup_gurobi_env(method_type = :default, use_time_limit = false))
(d, d2) = size(Sigma)
if d != d2
error("Sigma dimensions don't match")
end
mod = Model(with_optimizer(Gurobi.Optimizer, gurobiEnv))
#variable(mod, w[1:d] >= 0)
#constraint(mod, sum(w[i] for i = 1:d) <= 1)
#constraint(mod, w'*Sigma*w <= gamma)
function local_portfolio_oracle(c::Vector{Float64})
#objective(mod, Min, dot(c, w))
optimize!(mod)
z_ast = objective_value(mod)
w_ast = value.(w)
return (z_ast, w_ast)
end
return c -> local_portfolio_oracle(c)
end
i changed the function into this but it still showed error for not be able to use gurobi since my coding is too old.
function portfolio_simplex_jump_setup(; gurobiEnv = setup_gurobi_env(method_type = :default, use_time_limit = false))
mod = Model(Gurobi.Optimizer)
#variable(mod, 0 <=w[1:d] <= 1)
#constraint(mod, sum(w[i] for i = 1:d) <= 3)
function local_portfolio_oracle(c::Vector{Float64})
#objective(mod, Min, dot(c, w))
optimize!(mod)
z_ast = objective_value(mod)
w_ast = value.(w)
return (z_ast, w_ast)
end
return c -> local_portfolio_oracle(c)
end
i think the problem is in here
mod = Model(with_optimizer(Gurobi.Optimizer, gurobiEnv))
maybe gurobi just upload the new coding method?
Thank you to everyone who replied to me~

Answer 1

This is the current pattern to use Gurobi (taken from one of my academic codes):
const GRB_ENV = Gurobi.Env()
m = Model(()->Gurobi.Optimizer(GRB_ENV))
set_optimizer_attribute(m, "OutputFlag", 0)
set_optimizer_attribute(m, "TimeLimit", 100)
set_optimizer_attribute(m, "MIPGap", 0.001)
set_optimizer_attribute(m, "Threads", min(length(Sys.cpu_info()),16))