IBM ILOG CPLEX 用户手册 v12.4：优化解决方案详解

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"IBM ILOG CPLEX Optimization Studio CPLEX User's Manual v12.4" IBM ILOG CPLEX Optimization Studio 是一个强大的数学优化求解器，用于解决线性、混合整数、二次规划以及网络流等各类优化问题。CPLEX 用户手册v12.4 提供了详细的使用指南，帮助用户掌握如何有效地利用该工具进行建模、求解和分析复杂的问题。手册内容可能包括以下几个关键知识点： 1. **CPLEX简介**：介绍CPLEX的核心功能，如高效的求解算法，以及它在各类优化问题中的应用范围。 2. **模型构建**：讲解如何使用CPLEX的建模语言（例如C++, Python, Java或CPLEX Modeling for OPL）来表述数学模型，包括变量定义、约束设定和目标函数的构建。 3. **操作界面**：详述CPLEX Studio的工作环境，包括图形化用户界面（GUI）的功能，如模型编辑器、结果查看器和性能监控器。 4. **求解器设置**：阐述如何调整求解器参数以优化性能，如设置迭代限制、时间限制、精度要求等。 5. **问题求解**：介绍如何提交问题给CPLEX求解，以及如何解读返回的结果，包括解的质量、解的证明和优化过程的详细信息。 6. **高级功能**：涵盖分支与定界策略、 Cutting Planes、Lazy Constraints、Heuristics等高级优化技术，用于提升求解效率和解决方案质量。 7. **接口和API**：说明如何通过编程接口与CPLEX交互，以实现自动化建模和求解流程，如使用CPLEX的API（Application Programming Interface）集成到其他软件系统。 8. **案例研究**：提供实际问题的示例，展示如何运用CPLEX解决供应链管理、运输问题、生产计划、财务优化等领域的实例。 9. **错误和调试**：解释可能出现的错误和警告，以及如何排查和修复它们，确保模型正确无误地运行。 10. **性能调优**：提供关于如何最大化CPLEX性能的建议，包括硬件配置、内存管理和并行计算的利用。 IBM商标和版权信息表明，IBM拥有对CPLEX以及其他相关产品和服务的知识产权，并遵守政府合同规定。手册中提及的Adobe、Linux、UNIX和Microsoft等都是各自公司的注册商标，使用时需遵守相关法律法规。 "IBM ILOG CPLEX Optimization Studio CPLEX User's Manual v12.4" 是一个全面的学习和参考资源，对于需要利用CPLEX解决实际优化问题的工程师、科研人员和学生来说，具有极高的价值。

v The names of C routines and parameters in the CPLEX Callable Library begin

with CPX ; the names of C++ and Java classes in CPLEX Concert Technology

begin with Ilo; and both appear in this typeface, for example:

CPXcopyobjnames or IloCplex.

v The names of .NET classes and interfaces are the same as the corresponding

entity in Java, except the name is not prefixed by Ilo . Names of .NET methods

are the same as Java methods, except the .NET name is capitalized (that is,

uppercase) to conform to Microsoft naming conventions.

v Where use of a specific language (C++, Java, C, C#, and so on) is unimportant

and the effect on the optimization algorithms is emphasized, the names of

CPLEX parameters are given as their Concert Technology variant. The CPLEX

Parameters Reference Manual documents the correspondence of these names to the

Callable Library and the Interactive Optimizer.

v Text that is entered at the keyboard or displayed on the screen and commands

and their options available through the Interactive Optimizer appear in this

typeface, for example, set preprocessing aggregator n .

v Values that you must fill in (for example, the value to set a parameter) also

appear in the same typeface as the command but modified to indicate you must

supply an appropriate value; for example, set simplex refactor i indicates

that you must fill in a value for i.

v Matrices are denoted in two ways:

– In printable material where superscripts and bold type are available, the

product of A and its transpose is denoted like this: AA

. The superscript T

indicates the matrix transpose.

– In computer-generated samples, such as log files, where only ASCII characters

are available, the product of A and its transpose are denoted like this: A*A’ .

The asterisk (*) indicates matrix multiplication, and the prime (') indicates the

matrix transpose.

Related documentation

Describes other available documentation of the product.

The online information files are distributed with the CPLEX libraries. On UNIX

platforms, they can be found in yourCplexHome /doc. On Windows platforms, the

online documentation can be found in the IBM ILOG Optimization Suite, for

example, in Start > Programs > ILOG > Optim > CPLEX or in

C:\ILOG\Optim\CPLEX.

The complete documentation set for CPLEX consists of the following material:

v Getting Started: It is a good idea for new users of CPLEX to start with that

manual. It introduces CPLEX through the Interactive Optimizer, and contains

tutorials for CPLEX Concert Technology for C++, Java, and .NET applications as

well as the CPLEX Callable Library.

Getting Started is supplied in HTML and as an Eclipse plugin for use in IBM

Help System based on Eclipse.

v User’s Manual: This manual explains the topics covered in the Getting Started

manual in greater depth, with individual chapters about:

– LP (Linear Programming) problems;

– Network-flow problems;

– QP (Quadratic Programming) problems;

xvi CPLEX User’s Manual

– QCP (Quadratically Constrained Programming), including the special case of

second order cone programming (SOCP) problems, and

– MIP (Mixed Integer Programming) problems.

There is also detailed information about:

– tuning performance,

– managing input and output,

– generating and keeping multiple solutions in the solution pool,

– using query routines,

– using callbacks, and

– using parallel optimizers.

The CPLEX User’s Manual is supplied in HTML and as an Eclipse plugin for

use in the IBM Help System based on Eclipse.

v Overview of the API offers you navigational links into the HTML reference

manual organized into categories of tasks you may want to perform in your

applications. Each category includes a table linking to the corresponding C

routine, C++ class or method, and Java interface, class, or method to accomplish

the task. There are also indications about the name of the corresponding .NET

method.

v Callable Library Reference Manual: This manual supplies detailed definitions

of the routines, macros, and functions in the CPLEX C application programming

interface (API). It is available online as HTML and as an Eclipse plugin for use

in the IBM Help System based on Eclipse. The routines are organized into

groups, such as optim.cplex.callable.optimizers , optim.callable.debug ,or

optim.cplex.callable.callbacks , to help you locate routines by their purpose.

As part of that online manual, you can also access other reference material:

– CPLEX Error Codes documents error codes by name in the group

optim.cplex.errorcodes . You can also access error codes by number in the

Overview of the API through the link Interpreting Error Codes.

– CPLEX Solution Quality Codes documents solution quality codes by name in

the group optim.cplex.solutionquality.

– CPLEX Solution Status Codes documents solution status codes by name in the

group optim.cplex.solutionstatus. You can also access solution status codes

by number in the Overview of the API through the link Interpreting Solution

Status Codes.

v CPLEX C++ API Reference Manual: This manual supplies detailed definitions

of the classes, macros, and functions in the CPLEX C++ application

programming interface (API). It is available online as HTML and as an Eclipse

plugin for use in the IBM Help System based on Eclipse.

v CPLEX Java API Reference Manual: This manual supplies detailed definitions

of the Concert Technology interfaces and CPLEX Java classes. It is available

online as HTML and as an Eclipse plugin for use in the IBM Help System based

on Eclipse.

v CPLEX .NET Reference Manual: This manual documents the .NET API of

Concert Technology for CPLEX. It is available online as HTML and as an Eclipse

plugin for use in the IBM Help System based on Eclipse.

v CPLEX Python API Reference Manual: This manual documents the Python API

of CPLEX. It is available online as HTML and as an Eclipse plugin for use in the

IBM Help System based on Eclipse.

v CPLEX Parameters Reference Manual: This manual lists the parameters of

CPLEX with their names in the Callable Library, in Concert Technology, and in

the Interactive Optimizer. It also shows their default settings with explanations

Meet CPLEX xvii

of the effect of other settings. Normally, the default settings of CPLEX solve a

wide range of mathematical programming problems without intervention on

your part, but these parameters are available for fine tuning in special cases.

v CPLEX File Formats Reference Manual: This manual documents the file formats

recognized and supported by CPLEX.

v CPLEX Interactive Optimizer Commands: This manual lists the commands of

the Interactive Optimizer, along with their options and links to examples of their

use in the CPLEX User’s Manual.

Online services

Describes mailing list and optimization forum.

CPLEX supports an online forum for discussion of topics in optimization,

mathematical programming, and CPLEX. These forums are accessible through the

Internet at http://www.ibm.com/developerworks/forums.

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