Questions tagged [cplex]

Questions related to the commercial solver IBM ILOG CPLEX Optimization Studio.

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12
votes
1answer
426 views

Representing an indicator function: binary variables and “indicator constraints”

I want to represent the indicator function: $$ \mathbb{1}_{(y=j)}$$ where $y$ is a non negative, integer variable. My attempt is as follows: define a binary variable: $$ z_j =\begin{cases} 1 \qquad\...
7
votes
1answer
301 views

Can docplex (module for Constraint Programming optimizer CPLEX for Python) read .lp or .mps file?

I want to solve a problem with docplex.cp (module for Constraint Programming optimizer CPLEX for Python), and the problem is available in ...
8
votes
1answer
473 views

Formulating a MINLP for CPLEX in PYOMO

I am trying to do my first MINLP problem using PYOMO and CPLEX - although I am not committed to using CPLEX, but it was recommended to me. To my understanding you need to formulate your problem in ...
17
votes
1answer
647 views

Warm start CPLEX using google or-tools

I have been trying to use the SetHint python API in google or-tools to warm start MIPs and solve it using CPLEX. It looks like my hints are accepted by the SetHint function but I am not sure whether ...
12
votes
2answers
837 views

Correct way to get a dual extreme ray for an infeasible LP in CPLEX / C++

We are coding a Benders decomposition using CPLEX/Concert (C++) and we are having some troubles to generate a feasibility cut because we are not sure how to get an extreme ray of the dual for a primal ...
8
votes
2answers
732 views

CPLEX exceeds time limit issue

I am solving a MILP model using CPLEX 12.8.0, but CPLEX exceeds the time limit on some test instances. More specifically, I set the time limit for 30 minutes using the cplex.setParam(IloCplex::TiLim, ...
22
votes
4answers
4k views

What instances can be solved today by modern solvers (pure LP)?

I have found a PowerPoint presentation in which the presentor Hall claims instances could be of the size of 108 in variables and constraints to be solved today. I assume that he meant sparse problems. ...
26
votes
4answers
2k views

“Best practices” for formulating MIPs

Often there are many alternatives ways for formulating a MIP. For example: The model contains inequality constraints that must hold with equality in an optimal solution. The model contains ...
15
votes
1answer
441 views

How to get the best bound of large LP problems in CPLEX?

When using the C callable library to solve a large LP, how can I get the best bound after calling the method CPXXlpopt? Does it depend on the algorithm used to ...
9
votes
1answer
340 views

Advantages of IBM CPLEX Studio over CPLEX in MATLAB?

This question comes from the perspective of an MSc student new to both OR and programming OR problems in a MIP framework. My research has led me down this path of needing to program an optimization ...
8
votes
2answers
218 views

Does the API affect the time Gurobi requires to find an optimum?

When working with Gurobi, CPLEX and the like the user can choose between many different APIs, for example Python, C++, R, Java, Matlab or C. Some of these API are more efficient than others. For ...
10
votes
2answers
309 views

Advantages generic cplex callback within branch-and-cut

What are the advantages of using the generic callback compared to the old user/lazy callbacks within a branch-and-cut framework? IBM states on its website that the major benefit of the new generic ...

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