Julia interface for the CPLEX optimization software
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The CPLEX.jl package provides an unofficial interface for using IBM's CPLEX Optimizer™ from the Julia language. You cannot use CPLEX.jl without having purchased and installed a copy of CPLEX Optimizer™ from IBM. This package is available free of charge and in no way replaces or alters any functionality of IBM's CPLEX Optimizer product.

CPLEX.jl is a Julia interface for the CPLEX optimization software. CPLEX functionality is extensive, so coverage is incomplete, but the basic functionality for solving linear and mixed-integer programs is provided.

CPLEX.jl is intended for use with the MathProgBase solver interface; an internal API, while present, is not documented.

Setting up CPLEX on OS X and Linux

NOTE: CPLEX does not officially support linking to their dynamic C library, which is necessary for use from Julia. However, the steps outlined below have worked for OS-X, Windows, and Linux machines.

  1. First, you must obtain a copy of the CPLEX software and a license; trial versions and academic licenses are available here.

  2. Once CPLEX is installed on your machine, point the LD_LIBRARY_PATH variable to the directory containing the CPLEX library by adding, for example, export LD_LIBRARY_PATH="/path/to/cplex/bin/x86-64_linux":$LD_LIBRARY_PATH to your start-up file (e.g. .bash_profile, adding library path on Ubuntu). On linux, make sure this directory contains libcplexXXX.so where XXX is stands for the version number; on OS-X the file should be named libcplexXXX.dylib.

  3. At the Julia prompt, run

    julia> Pkg.add("CPLEX")

    (or manually clone this module to your .julia directory).

  4. Check that your version is included in deps/build.jl in the aliases for the library dependency; if not, open an issue.

Note for windows

Currently, CPLEX.jl is compatible only with 64-bit CPLEX and 64-bit Julia on Windows. CPLEX.jl attemps to automatically find the CPLEX library based on the CPLEX_STUDIO_BINARIES environmental variable set by the CPLEX installer.