CPLEX

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Welcome to the TOMLAB /CPLEX User's Guide. TOMLAB /CPLEX includes the ILOG CPLEX 12.1 (hereafter commonly referred to as CPLEX) solver and Matlab interfaces. The software allows for execution on any number of shared memory cores or cpus on a computer.

The interface between ILOG CPLEX, Matlab and TOMLAB consists of two layers. The first layer gives direct access from Matlab to CPLEX, via calling one Matlab function that calls a pre-compiled MEX file (DLL under Windows, shared library in UNIX) that defines and solves the problem in CPLEX . The second layer is a Matlab function that takes the input in the TOMLAB format, and calls the first layer function. On return the function creates the output in the TOMLAB format.

CPLEX has a whole set of callback routines. There is one predefined Matlab routine for each callback. The user is in control of which ones to use, and should add his own code in Matlab for each callback.

Conflict refining, SA, warm start and solution pool control are supported by in the package.

Contents of this Manual

  • Read carefully Section 2 on how to install TOMLAB /CPLEX.
  • Section 3 gives the basic information needed to run the Matlab interface.
  • The more advanced feature, using callbacks, is described in Section 4.
  • Some Matlab test routines are included, described in Section 5 (non-TOMLAB format) and Section 6 (TOMLAB format). All Matlab routines are described in Appendix A.
  • Section E describes a special interface for network problems.
  • Section F defines the features included in IIS (infeasibility analysis) and SA (sensitivity analysis) as well as the warm start functionality.

Prerequisites

In this manual we assume that the user is familiar with CPLEX, the CPLEX Reference Manual, TOMLAB and the Matlab language.

Installing TOMLAB /CPLEX

Using the Matlab Interface

Callbacks in Matlab

Test Routines in Non-Tomlab Format

Test Routines in TOMLAB Format

Appendix A: The Matlab Interface Routines - Main Routines

Appendix B: The Matlab Interface Routines - Utility Routines

Appendix C: The Matlab Interface Routines - Test Routines

Appendix D: The Matlab Interface Routines - Callback Routines

Appendix E: TOMLAB /CPLEX Network Solver

Appendix F: Conflict refiner, IIS, SA and Warm Start

Appendix G: CPLEX Parameters Interface