CPLEX

Introduction

IBM ILOG CPLEX Optimization Studio, (often informally referred to simply as CPLEX) is an optimization software package. In 2004, the work on CPLEX earned the first INFORMS Impact Prize.

The CPLEX Optimizer was named for the simplex method as implemented in the C programming language, although today it also supports other types of mathematical optimization and offers interfaces other than just C. It was originally developed by Robert E. Bixby and was offered commercially starting in 1988 by CPLEX Optimization Inc., which was acquired by ILOG in 1997; ILOG was subsequently acquired by IBM in January 2009. CPLEX continues to be actively developed under IBM.

The IBM ILOG CPLEX Optimizer solves integer programming problems, very large linear programming problems using either primal or dual variants of the simplex method or the barrier interior point method, convex and non-convex quadratic programming problems, and convex quadratically constrained problems (solved via second-order cone programming, or SOCP).

Usage

Compute Systems Invocation Version(s)
Red Hat Linux (64-bit) % setenv LD_LIBRARY_PATH /util/python-2.4/lib:${LD_LIBRARY_PATH}
% /util/bin/cplex
% /util/bin/cplexamp
12.5.0.0 (default)

Notes

  1. Exit CPLEX with 'Ctrl-c' (control c).
  2. The CPLEX Optimization Studio is installed in:
    
    /util/cplex/
    
    
  3. To run the Python CPLEX module, you must run an instance Python version 2.4 that includes the cplex module. IBM specifies: "To run on a supported GNU/Linux platform, the CPLEX Python API requires Python version 2.4."

    You must also prepend the location of the Python 2.4 dynamic link library that's associated with this Python 2.4 build. In our case, that library file exists in /util/python-2.4/lib. You've invoked the right library if your interactive Python session reports version 2.4.6.

    
    % setenv LD_LIBRARY_PATH /util/python-2.4/lib:${LD_LIBRARY_PATH}
    % /util/bin/python2.4 
    Python 2.4.6 (#2, Jun  3 2013, 16:00:33) 
    [GCC 4.1.2 20080704 (Red Hat 4.1.2-52)] on linux2
    Type "help", "copyright", "credits" or "license" for more information.
    >>> from cplex import *
    >>> from numpy import *
    >>> from scipy import *
    >>>
    
    

People

  1. Hung Ngo, requestor.
  2. Roger He, requestor.
  3. Jinhui Xu, requestor.

References

  1. http://en.wikipedia.org/wiki/CPLEX
  2. http://www-01.ibm.com/software/websphere/products/optimization/academic-...
  3. http://www.ibm.com/developerworks/university/academicinitiative/index.html
  4. http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r5/index.jsp?topic=%2Filog...
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