I have to admit, I had to educate myself about Gurobi.
It looks like it is a software suite for linear optimization problems. It also seems, it is a regular one, i.e. with "simple" C++ and R sequential implementations.
For that, any CPU in your budget will do. You should just try - within your budget limits - get the best clock/cache/cores combination. An AVX512 capable CPU seems to make sense.
But let me offer an extended perspective on this.
If performance is your main concern, you should have a look at GPU computing. As for GPU accelerated solvers, see e.g. https://developer.nvidia.com/amgx, which gives promising speedups of a factor of 10 within your reach.
Maybe, spend only reasonable money on an average CPU. If you get the Gurobi vendor to support AmgX, you can buy also a reasonable CUDA-capable GPU and still have speedup by a factor of 10, which would not be possible by any economically feasible CPU.
See also e.g. http://vratis.com/blog/ OpenFOAM and other software does actually already support AmgX, so maybe it would not take too much effort to convince Gurobi to think about it.