isoron / cplexw

Unofficial low-level Julia wrapper for IBM® ILOG® CPLEX®

CPLEXW.jl

This package contains an unofficial low-level Julia wrapper for IBM® ILOG® CPLEX® Optimization Studio, automatically generated from the official C headers using Clang.jl. Unlike CPLEX.jl, this wrapper allows access to all advanced CPLEX routines. However, it does not currently implement MathOptInterface or MathProgBase and therefore does not completely replace CPLEX.jl.

Disclaimer: You cannot use CPLEXW.jl without having purchased and installed a copy of CPLEX Optimization Studio from IBM. This wrapper is maintained by the JuliaOpt community, and is not officially developed or supported by IBM.

Installation

Please follow the same install instructions from CPLEX.jl, but instead of running Pkg.add("CPLEX"), run the following command instead:

Pkg.add("https://github.com/iSoron/CPLEXW.git")

Usage

The following example shows how can the package be used in standalone mode. After including CPLEXW, all standard CPLEX constants and functions (C API) become available to Julia. For a complete description of the available functions, please refer to the official CPLEX documentation. Julia's manual page on how to call C functions may also be helpful.

using CPLEXW

# Create CPLEX environment
rval = [Cint(0)]
env = CPXopenCPLEX(rval)

# Change some parameters
CPXsetintparam(env, CPX_PARAM_SCRIND, CPX_ON) # Print to the screen
CPXsetdblparam(env, CPX_PARAM_TILIM, 30)      # Time limit in seconds

# Create, populate and solve a problem
lp = CPXcreateprob(env, rval, "problem")
CPXreadcopyprob(env, lp, "myinstance.mps.gz", "mps")
CPXmipopt(env, lp)

Usage with JuMP and CPLEX.jl

This package can also be used when you already have a JuMP optimization model (solved with CPLEX), but you need access to some advanced routines which are not available through CPLEX.jl. The next example illustrates this scenario:

using JuMP, CPLEX, CPLEXW

# Create JuMP + CPLEX.jl model
model = direct_model(CPLEX.Optimizer())
@variable(model, x >= 0)
@objective(model, Min, x)
optimize!(model)

# Call low-level CPLEX function
cpx = backend(model).inner
CPXgetnumnz(cpx.env, cpx.lp)

Regenerating wrappers

To regenerate the wrappers, run the script gen/generate.jl. The environment variable CPLEX_INCLUDE_DIR must be defined, and must point to the directory containing the header files. For example, if CPLEX is installed at /opt/cplex-12.8, the variable should be set to /opt/cplex-12.8/cplex/include/ilcplex/. If successful, the script will generate several files in the directory gen/output. Only the files commons.jl and cplex.jl are currently used.

cplexw's Issues

Think about how to merge into CPLEX.jl

It'd be nice to merge this into the main body of CPLEX.jl, along with the script to regenerate things.

We'd probably want things a little more user-friendly, so if you had any ideas, please share.