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CPLEX

Julia interface for the CPLEX optimization software

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CPLEX.jl

CPLEX.jl is an unofficial interface to the IBM® ILOG® CPLEX® Optimization Studio. It provides an interface to the low-level C API, as well as an implementation of the solver-independent MathProgBase and MathOptInterface API's.

You cannot use CPLEX.jl without having purchased and installed a copy of CPLEX Optimization Studio from IBM. This package is available free of charge and in no way replaces or alters any functionality of IBM's CPLEX Optimization Studio product.

Note: This wrapper is maintained by the JuliaOpt community and is not officially supported by IBM. If you are a commercial customer interested in official support for CPLEX in Julia, let them know!.

Setting up CPLEX on OS X and Linux

NOTE: CPLEX does not officially support linking to their dynamic C library, which is necessary for use from Julia. However, the steps outlined below have worked for OS-X, Windows, and Linux machines.

  1. First, you must obtain a copy of the CPLEX software and a license; trial versions and academic licenses are available here.

  2. Once CPLEX is installed on your machine, point the LD_LIBRARY_PATH variable to the directory containing the CPLEX library by adding, for example, export LD_LIBRARY_PATH="/path/to/cplex/bin/x86-64_linux":$LD_LIBRARY_PATH to your start-up file (e.g. .bash_profile, adding library path on Ubuntu). On linux, make sure this directory contains libcplexXXX.so where XXX is stands for the version number; on OS-X the file should be named libcplexXXX.dylib. Alternatively, you can also use the CPLEX_STUDIO_BINARIES environment variable as follows:

    $ CPLEX_STUDIO_BINARIES=/path/to/cplex/bin/x86-64_linux julia -e 'Pkg.add("CPLEX"); Pkg.build("CPLEX")'
    
  3. At the Julia prompt, run

    julia> Pkg.add("CPLEX")
    

    (or manually clone this module to your .julia directory).

  4. Check that your version is included in deps/build.jl in the aliases for the library dependency; if not, open an issue.

Note for windows

Currently, CPLEX.jl is compatible only with 64-bit CPLEX and 64-bit Julia on Windows. CPLEX.jl attempts to automatically find the CPLEX library based on the CPLEX_STUDIO_BINARIES environmental variable set by the CPLEX installer.

Help! I got LoadError: Unable to locate CPLEX installation

Which version of CPLEX are you trying to install? Currently CPLEX.jl only supports 1260, 1261, 1262, 1263, 1270, 1271, and 1280. If it's not one of those, file an issue with the version number you'd like to support. Some steps need to be taken (like checking for new or renamed parameters) before CPLEX.jl can support new versions.

If you're on OS X or Linux

The most common problem is not setting LD_LIBRARY_PATH correctly. Open a terminal and check the output of

echo $LD_LIBRARY_PATH

is the path to the CPLEX installation. If it's not, did you follow step 2 above?

Hint: on OS X the path should probably be something like /Users/[username]/Applications/IBM/ILOG/CPLEX_Studio[version number]/cplex/bin/x86-64_osx/

If you're on Linux

The most common problem is not setting CPLEX_STUDIO_BINARIES correctly. Open a Julia prompt and check that the output of

julia> ENV["CPLEX_STUDIO_BINARIES"]

is the path to the CPLEX installation. If you get a key "CPLEX_STUDIO_BINARIES" not found error, make sure the environment variable is set correctly, or just set it from within the Julia prompt

julia> ENV["CPLEX_STUDIO_BINARIES"] = "path/to/cplex/installation"
julia> Pkg.build("CPLEX")

Another alternative is to run

CPLEX_STUDIO_BINARIES="path/to/cplex/installation" julia -e 'Pkg.build("CPLEX")'

Parameters

Solver parameters can be passed through the CplexSolver() object, e.g., CplexSolver(CPX_PARAM_EPINT=1e-8). Parameters match those of the CPLEX documentation. Additionally, the mipstart_effortlevel parameter can be used to tell CPLEX how much effort to put into turning warmstarts into feasible solutions, with possible values CPLEX.CPX_MIPSTART_AUTO, CPLEX.CPX_MIPSTART_CHECKFEAS, CPLEX.CPX_MIPSTART_SOLVEFIXED, CPLEX.CPX_MIPSTART_SOLVEMIP, CPLEX.CPX_MIPSTART_REPAIR, and CPLEX.CPX_MIPSTART_NOCHECK.

First Commit

10/12/2013

Last Touched

4 days ago

Commits

396 commits

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