IBM ILOG CPLEX Optimization Studio (often informally referred to simply as CPLEX) is an
optimization
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfiel ...
software package.
History
The CPLEX Optimizer was named after the
simplex method implemented in the
C programming language. However, 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 criteria, from some set of available alternatives. It is generally divided into two subfiel ...
and offers interfaces other than C. It was originally developed by
Robert E. Bixby and sold commercially in 1988 by CPLEX Optimization Inc. This was acquired by
ILOG in 1997 and ILOG was subsequently acquired by
IBM
International Business Machines Corporation (using the trademark IBM), nicknamed Big Blue, is an American Multinational corporation, multinational technology company headquartered in Armonk, New York, and present in over 175 countries. It is ...
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 and objective are represented by linear function#As a polynomia ...
problems using either primal or dual variants of the
simplex method or the barrier
interior point method, convex and non-convex
quadratic programming 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 is one of the Greater Sunda Islands in Indonesia. It is bordered by the Indian Ocean to the south and the Java Sea (a part of Pacific Ocean) to the north. With a population of 156.9 million people (including Madura) in mid 2024, proje ...
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
AMPL (A Mathematical Programming Language) is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (e.g. large-scale optimization and scheduling-type problems).
It was developed ...
,
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
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FICO Xpress
*
GLPK
*
Gurobi Optimizer
*
SCIP
References
External links
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Free preview edition of IBM ILOG CPLEX Optimization StudioIBM ILOG Optimization Forums
{{Mathematical optimization software
Mathematical optimization software
IBM software