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 criterion, from some set of available alternatives. It is generally divided into two subfi ...

software package. In 2004, the work on CPLEX earned the first

INFORMS The Institute for Operations Research and the Management Sciences (INFORMS) is an international society for practitioners in the fields of operations research (O.R.), management science, and analytics. It was established in 1995 with the merger of ...

Impact Prize.

History

The CPLEX Optimizer was named for the

simplex method In mathematical optimization, Dantzig's simplex algorithm (or simplex method) is a popular algorithm for linear programming. The name of the algorithm is derived from the concept of a simplex and was suggested by T. S. Motzkin. Simplices are ...

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 and sold commercially from 1988 by CPLEX Optimization Inc. This was acquired by

ILOG ILOG S.A. was an international software company purchased and incorporated into IBM announced in January, 2009. It created enterprise software products for supply chain, business rule management, visualization and optimization. The main product ...

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 An integer programming problem is a mathematical optimization or Constraint satisfaction problem, feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programmin ...

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 function#As a polynomial function, li ...

problems using either primal or dual variants of the

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 constra ...

problems, and convex quadratically constrained problems (solved via

second-order cone programming A second-order cone program (SOCP) is a convex optimization problem of the form :minimize \ f^T x \ :subject to ::\lVert A_i x + b_i \rVert_2 \leq c_i^T x + d_i,\quad i = 1,\dots,m ::Fx = g \ where the problem parameters are f \in \mathbb^n, ...

, or SOCP). The CPLEX Optimizer has a modeling layer called Concert that provides interfaces to the

C++ C++ (pronounced "C plus plus") is a high-level general-purpose programming language created by Danish computer scientist Bjarne Stroustrup as an extension of the C programming language, or "C with Classes". The language has expanded significan ...

, 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 List ...

languages. There is a

Python Python may refer to: Snakes * Pythonidae, a family of nonvenomous snakes found in Africa, Asia, and Australia ** ''Python'' (genus), a genus of Pythonidae found in Africa and Asia * Python (mythology), a mythical serpent Computing * Python (pro ...

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 AIMMS (acronym for Advanced Interactive Multidimensional Modeling System) is a prescriptive analytics software company with offices in the Netherlands, United States, China and Singapore. It has two main product offerings that provide modeling and ...

AMPL AMPL (A Mathematical Programming Language) is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (i.e., large-scale optimization and scheduling-type problems). It was developed ...

GAMS Gams is a municipality in the ''Wahlkreis'' (constituency) of Werdenberg in the canton of St. Gallen in Switzerland. History Gams is first mentioned in 835 as ''Campesias''. In 1210 it was mentioned as ''Chames'', in 1236 as ''Gamps''. Unt ...

OptimJ OptimJ is an extension for Java with language support for writing optimization models and abstractions for bulk data processing. The extensions and the proprietary product implementing the extensions were developed by Ateji which went out of busine ...

and

TOMLAB Tomlab is a German record label based in Köln. It has released works by bands such as The Books, Casiotone for the Painfully Alone, Deerhoof, Thee Oh Sees, Les Georges Leningrad, and acts associated with Blocks Recording Club, such as Fi ...

. 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 Optimization Programming Language (OPL) is an algebraic modeling language for mathematical optimization models, which makes the coding easier and shorter than with a general-purpose programming language. It is part of the CPLEX IBM ILOG CPLEX O ...

(OPL), and a tightly integrated IDE.

Release history

Prior to IBM acquiring ILOG, the CPLEX team published a release history of CPLEX.

References

External links

* * *
Free preview edition of IBM ILOG CPLEX Optimization Studio

IBM ILOG Optimization Forums
{{Mathematical optimization software Mathematical optimization software IBM software

History

Features

Release history

See also

References

External links