IBM ILOG CPLEX Optimization Studio (often informally referred to simply as CPLEX) is an
optimization software package. In 2004, the work on CPLEX earned the first
INFORMS Impact Prize.
History
The CPLEX Optimizer was named for the
simplex method as implemented in the
C programming language
''The C Programming Language'' (sometimes termed ''K&R'', after its authors' initials) is a computer programming book written by Brian Kernighan and Dennis Ritchie, the latter of whom originally designed and implemented the language, as well as ...
, although today it also supports other types of
mathematical optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
and offers interfaces other than C. It was originally developed by
Robert E. Bixby
Robert L. Bixby is the Executive Director of the Concord Coalition, a nonpartisan grassroots organization that educates the public about fiscal responsibility. The Coalition was founded in 1992, and Bixby was named the Executive Director in 19 ...
and sold commercially from 1988 by CPLEX Optimization Inc. This was acquired by
ILOG in 1997 and ILOG was subsequently acquired by IBM in January 2009. CPLEX continues to be actively developed by IBM.
Features
The IBM ILOG CPLEX Optimizer solves
integer programming problems, very large
linear programming
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear relationships. Linear programming is ...
problems using either primal or dual variants of the
simplex method or the barrier
interior point method
Interior-point methods (also referred to as barrier methods or IPMs) are a certain class of algorithms that solve linear and nonlinear convex optimization problems.
An interior point method was discovered by Soviet mathematician I. I. Dikin in 1 ...
, convex and non-convex
quadratic programming
Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constr ...
problems, and convex quadratically constrained problems (solved via
second-order cone programming, or SOCP).
The CPLEX Optimizer has a modeling layer called Concert that provides interfaces to the
C++,
C#, and
Java
Java (; id, Jawa, ; jv, ꦗꦮ; su, ) is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea to the north. With a population of 151.6 million people, Java is the world's mo ...
languages. There is a
Python language interface based on the C interface. Finally, a stand-alone Interactive Optimizer executable is provided for debugging and other purposes.
The CPLEX Optimizer is accessible through independent modeling systems such as
AIMMS,
AMPL,
GAMS,
OptimJ and
TOMLAB. In addition to that AMPL provides an interface to the CPLEX CP Optimizer.
The full IBM ILOG CPLEX Optimization Studio consists of the CPLEX Optimizer for mathematical programming, the CP Optimizer for constraint programming,
the
Optimization Programming Language (OPL), and a tightly integrated IDE.
Release history
Prior to IBM acquiring ILOG, the CPLEX team published a release history of CPLEX.
See also
*
FICO Xpress
*
GLPK
*
SCIP
References
External links
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*
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Free preview edition of IBM ILOG CPLEX Optimization StudioIBM ILOG Optimization Forums
{{Mathematical optimization software
Mathematical optimization software
IBM software