IBM ILOG CPLEX 12.6 用户手册：优化工作室详解

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本资源是IBM ILOG CPLEX Optimization Studio的用户手册，版本12 Release 6，由IBM公司于1987年和2014年发布。该手册主要针对Cplex这一强大的优化工具，提供了全面的技术指导和使用说明。Cplex是IBM的优化软件，用于解决复杂的线性、整数和混合整数线性规划问题，以及约束优化问题。它在各种领域如制造业、物流、金融和数据分析中广泛应用。首先，版权部分强调了文档和软件使用的限制，提醒读者遵守IBM Corporation的版权协议，并指出美国政府用户可能受到特定的使用、复制或披露限制，这是基于与IBM签订的GSA ADP Schedule合同。此外，手册中提到了IBM公司及其相关商标的使用规定，包括IBM、IBM logo、ibm.com等，以及Adobe、PostScript、Linux和UNIX等第三方商标的归属和使用权。 IBM ILOG CPLEX Optimization Studio作为一款商业软件，其核心功能包括高级数学优化引擎，强大的建模工具，以及高效的求解策略。用户可以利用它设计和求解优化模型，通过优化决策来最大化收益、降低成本或满足其他业务目标。该手册详细介绍了如何创建模型、设置参数、执行求解过程以及解读结果，涵盖了基本操作、高级特性、示例应用和最佳实践等内容。手册可能还覆盖了Cplex与其他技术的集成，如Python、Java、C++等编程语言接口，以及与云计算、大数据分析和人工智能的结合。对于初学者，手册会提供入门教程和学习路径；对于经验丰富的用户，可能包含深入的技术细节和优化技巧。这个Cplex说明文档是IBM ILOG CPLEX Optimization Studio的重要参考资料，它不仅为用户提供了软件的基本功能和操作指南，还强调了知识产权保护和法律义务，确保用户在合法范围内使用这一优化工具，提升业务效率和决策质量。

Table 1. Examples (continued)

Example Source File In This Manual

dietary optimization:

building a model by rows

(constraints) or by columns

(variables), solving with

IloCplex in Java

Diet.java “Example: optimizing the

diet problem in Java” on

page 45

dietary optimization:

building a model by rows

(constraints) or by columns

(variables), solving with

Cplex in C#.NET

Diet.cs “Example: optimizing the

diet problem in C#.NET” on

page 56

dietary optimization:

building a model by rows

(constraints) or by columns

(variables), solving with the

Callable Library

diet.c “Example: optimizing the

diet problem in the Callable

Library” on page 72

linear programming: starting

from an advanced basis

ilolpex6.cpp

lpex6.c

“Example ilolpex6.cpp” on

page 155

“Example lpex6.c” on page

156

network optimization: using

the Callable Library

netex1.c “Example: using the network

optimizer with the Callable

Library netex1.c” on page

181

network optimization:

relaxing a network flow to

an LP

netex2.c “Example: network to LP

transformation netex2.c” on

page 184

quadratic programming:

maximizing a QP

iloqpex1.cpp

QPex1.java

qpex1.c

“Example: iloqpex1.cpp” on

page 193

“Example: QPex1.java” on

page 194

“Example: qpex1.c” on page

194

quadratic programming:

reading a QP from a

formatted file

qpex2.c “Example: reading a QP from

a file qpex2.c” on page 195

quadratically constrained

programming: QCP

qcpex1.c

iloqcpex1.cpp

QCPex1.java

“Examples: QCP” on page

213

second order cone

programming: SOCP

socpex1.c

ilosocpex1.cpp

SocpEx1.java

“Examples: SOCP” on page

213

xvi CPLEX User’s Manual

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 supply (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 specifies that

you must supply 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.

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;

– 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,

xviii CPLEX User’s Manual

– 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

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.

Meet CPLEX xix

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 the 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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