Contents
Introducing CPLEX ..........v
What is CPLEX? .............v
Types of problems solved .........v
CPLEX components...........vi
Optimizer options ...........vii
Parallel optimizers ............vii
Data entry options............viii
What CPLEX is not ...........viii
What you need to know ..........viii
What’s in this manual ...........ix
Notation in this manual ..........ix
Related documentation ...........x
Chapter 1. Setting up CPLEX......1
Installing CPLEX .............1
Setting up CPLEX on Windows ........1
Setting up CPLEX for on GNU/Linux ......2
Setting up Eclipse for the Java API of CPLEX . . . 4
Setting up the Python API of CPLEX ......5
Directory structure of CPLEX .........5
Using the Component Libraries ........6
Chapter 2. Solving an LP with CPLEX . . 9
Overview ...............9
Problem statement ............9
Using the Interactive Optimizer ........9
Using Concert Technology in C++ .......10
Using Concert Technology in Java .......11
Using Concert Technology in .NET ......11
Using the Callable Library .........12
Using the Python API ...........14
Chapter 3. Interactive Optimizer tutorial 17
Starting CPLEX .............17
Using help...............17
Entering a problem ............19
Overview ..............19
Entering the example ..........19
Using the LP format ..........20
Entering data .............22
Displaying a problem ...........22
Verifying a problem with the display command 22
Displaying problem statistics .......23
Specifying item ranges..........24
Displaying variable or constraint names ....25
Ordering variables ...........26
Displaying constraints ..........26
Displaying the objective function ......26
Displaying bounds ...........26
Displaying a histogram of nonzero counts . . . 27
Solving a problem ............27
Overview ..............28
Solving the example ..........28
Solution options ............29
Displaying post-solution information .....30
Performing sensitivity analysis ........31
Writing problem and solution files.......32
Overview ..............32
Selecting a write file format ........32
Writing LP files ............33
Writing basis files ...........33
Using path names ...........34
Reading problem files ...........34
Overview ..............34
Selecting a read file format ........34
Reading LP files ............35
Using file extensions ..........36
Reading MPS files ...........36
Reading basis files ...........36
Setting CPLEX parameters .........37
Adding constraints and bounds .......38
Changing a problem ...........39
Overview ..............39
What can be changed?..........40
Changing constraint or variable names ....40
Changing sense ............40
Changing bounds ...........41
Removing bounds ...........41
Changing coefficients of variables ......41
Objective and RHS coefficients .......42
Deleting entire constraints or variables ....42
Changing small values to zero .......43
Executing operating system commands .....43
Quitting CPLEX .............44
Advanced features of the Interactive Optimizer . . 44
Chapter 4. Concert Technology tutorial
for C++ users ............47
The design of CPLEX in Concert Technology C++
applications ..............47
Compiling CPLEX in Concert Technology C++
applications ..............48
Testing your installation on UNIX ......48
Testing your installation on Windows .....48
In case of problems...........48
The anatomy of an Concert Technology C++
application ..............49
Constructing the environment: IloEnv ....49
Creating a model: IloModel ........50
Solving the model: IloCplex ........52
Querying results............52
Handling errors ............53
Building and solving a small LP model in C++ . . 53
Overview ..............54
Modeling by rows ...........55
Modeling by columns ..........55
Modeling by nonzero elements .......56
Writing and reading models and files......56
Selecting an optimizer ...........57
Reading a problem from a file: example ilolpex2.cpp 58
© Copyright IBM Corp. 1987, 2011 iii
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