The method for citing Gurobi will depend on the Style Guide for your article or for the journal where you are trying to submit the paper; see http://en.wikipedia.org/wiki/Style_guide. For instance, I have a copy of the New York Public Library Writer's Guide to Style and Usage, and it suggests the following:
Software documentation:
Gurobi Optimization, Inc. Gurobi Optimizer Reference Manual Version 3.0. Houston, Texas: Gurobi Optimization, April 2010.
Software program:
Gurobi Optimizer Version 3.0. Houston, Texas: Gurobi Optimization, Inc., April 2010. (software program)
This may not be the exact form for your purposes, but it should give you some ideas. If you need other specific data about Gurobi, just post a follow-up question.