CPLEX.jl is an unofficial interface to the IBM® ILOG® CPLEX® Optimization
provides an interface to the low-level C API, as well as an implementation of
You cannot use CPLEX.jl without having purchased and installed a copy of CPLEX Optimization Studio from IBM. This package is available free of charge and in no way replaces or alters any functionality of IBM's CPLEX Optimization Studio product.
Note: This wrapper is maintained by the JuliaOpt community and is not officially supported by IBM. If you are a commercial customer interested in official support for CPLEX in Julia, let them know!.
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.
First, you must obtain a copy of the CPLEX software and a license; trial versions and academic licenses are available here.
Once CPLEX is installed on your machine, point the
LD_LIBRARY_PATHvariable to the directory containing the CPLEX library by adding, for example,
export LD_LIBRARY_PATH="/path/to/cplex/bin/x86-64_linux":$LD_LIBRARY_PATHto your start-up file (e.g.
.bash_profile, [adding library path on Ubuntu](http://stackoverflow.com/questions/13428910/how-to-set-the-environmental-variable-ld-library-path-in-linux for a)). On linux, make sure this directory contains
XXXis stands for the version number; on OS-X the file should be named
libcplexXXX.dylib. Alternatively, you can also use the
CPLEX_STUDIO_BINARIESenvironment variable as follows:
$ CPLEX_STUDIO_BINARIES=/path/to/cplex/bin/x86-64_linux julia -e 'Pkg.add("CPLEX"); Pkg.build("CPLEX")'
- At the Julia prompt, run
(or manually clone this module to your
- Check that your version is included in
deps/build.jlin 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 attempts to automatically find the CPLEX library based on the
CPLEX_STUDIO_BINARIESXXX environmental variable set by the CPLEX installer where
XXX is the CPLEX version. For example:
julia> ENV["CPLEX_STUDIO_BINARIES128"] = "C:/IBM/CPLEX_Studio128/cplex/bin/x64_win64" julia> Pkg.build("CPLEX")
Help! I got
LoadError: Unable to locate CPLEX installation
Which version of CPLEX are you trying to install? Currently, CPLEX.jl only supports 1280 and 1290 given recent changes the API. If your CPLEX version is < 1280, you can add the last supported version of CPLEX.jl via
julia> ] add CPLEX@0.4. However, we recommend that you upgrade your version of CPLEX. If you want to support newer versions of CPLEX not listed above, file an issue with the version number you'd like to support. Some steps need to be taken (like checking for new or renamed parameters) before CPLEX.jl can support new versions.
If you're on OS X or Linux
The most common problem is not setting
LD_LIBRARY_PATH correctly. Open a terminal and check the output of
is the path to the CPLEX installation. If it's not, did you follow step 2 above?
Hint: on OS X the path should probably be something like
If you're on Linux
The most common problem is not setting
CPLEX_STUDIO_BINARIES correctly. Open a Julia prompt and check that the output of
is the path to the CPLEX installation. If you get a
key "CPLEX_STUDIO_BINARIES" not found error, make sure the environment variable is set correctly, or just set it from within the Julia prompt
julia> ENV["CPLEX_STUDIO_BINARIES"] = "path/to/cplex/installation" julia> Pkg.build("CPLEX")
Another alternative is to run
CPLEX_STUDIO_BINARIES="path/to/cplex/installation" julia -e 'Pkg.build("CPLEX")'
If you're on Windows
The environment variable needs to be
XXX is the version of CPLEX.
Solver parameters can be passed through the
CplexSolver() object, e.g.,
CplexSolver(CPX_PARAM_EPINT=1e-8). Parameters match those of the CPLEX documentation. Additionally, the
mipstart_effortlevel parameter can be used to tell CPLEX how much effort to put into turning warmstarts into feasible solutions, with possible values