Concise cplex
File(s)
Published version
Author(s)
Spacey, Simon A
Type
Report
Abstract
This paper is a concise guide to CPLEX, the leading solver
for linear and convex quadratic optimisation problems. The
paper is self contained and includes information for first
time CPLEX users as well as code snippets and lemmas that
may be of referential value to experienced users.
The paper starts with a brief explanation of how to run
CPLEX on departmental servers at Imperial and on standalone
machines in section 1, how to create and solve simple
Linear Programs in section 2 and how to obtain detailed solution
results in section 3. The paper then moves on to discuss
several CPLEX issues and quirks that may confuse first
time users including: anomalous objective values caused
by big-M scaling, the implications of long MILP solution
times and removing memory limitations for problems with
large MILP solution trees. The paper concludes with logical
equivalence proofs in section 9 that can be used as a starting
point for complex problem translation and references are
provided for additional reading.
for linear and convex quadratic optimisation problems. The
paper is self contained and includes information for first
time CPLEX users as well as code snippets and lemmas that
may be of referential value to experienced users.
The paper starts with a brief explanation of how to run
CPLEX on departmental servers at Imperial and on standalone
machines in section 1, how to create and solve simple
Linear Programs in section 2 and how to obtain detailed solution
results in section 3. The paper then moves on to discuss
several CPLEX issues and quirks that may confuse first
time users including: anomalous objective values caused
by big-M scaling, the implications of long MILP solution
times and removing memory limitations for problems with
large MILP solution trees. The paper concludes with logical
equivalence proofs in section 9 that can be used as a starting
point for complex problem translation and references are
provided for additional reading.
Date Issued
2009-01-01
Citation
Departmental Technical Report: 09/7, 2009, pp.1-4
Publisher
Department of Computing, Imperial College London
Start Page
1
End Page
4
Journal / Book Title
Departmental Technical Report: 09/7
Copyright Statement
© 2009 The Author(s). This report is available open access under a CC-BY-NC-ND (https://creativecommons.org/licenses/by-nc-nd/4.0/)
Publication Status
Published
Article Number
09/7