DOCSLIB.ORG

ILOG CPLEX 11.0 User's Manual

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
ILOG CPLEX 11.0 User's Manual ILOG CPLEX 11.0 User’s Manual September 2007 COPYRIGHT NOTICE Copyright © 1987-2007, by ILOG S.A. and ILOG, Inc. All rights reserved. General Use Restrictions This document and the software described in this document are the property of ILOG and are protected as ILOG trade secrets. They are furnished under a license or nondisclosure agreement, and may be used or copied only within the terms of such license or nondisclosure agreement. No part of this work may be reproduced or disseminated in any form or by any means, without the prior written permission of ILOG S.A, or ILOG, Inc. Trademarks ILOG, the ILOG design, CPLEX, and all other logos and product and service names of ILOG are registered trademarks or trademarks of ILOG in France, the U.S. and/or other countries. All other company and product names are trademarks or registered trademarks of their respective holders. Java and all Java-based marks are either trademarks or registered trademarks of Sun Microsystems, Inc. in the United States and other countries. Microsoft and Windows are either trademarks or registered trademarks of Microsoft Corporation in the United States and other countries. document version 11.0 CO N T E N T S Table of Contents ILOG CPLEX 11.0 User’s Manual Preface Meet ILOG CPLEX. 27 What Is ILOG CPLEX? . .28 What Does ILOG CPLEX Do? . .28 What You Need to Know . .30 In This Manual . .30 Examples Online . .34 Notation in This Manual . .36 Related Documentation. .37 Announcements and Updates . .39 Further Reading . .39 Part I Languages and APIs . 41 Chapter 1 ILOG Concert Technology for C++ Users. 43 Architecture of a CPLEX C++ Application . .44 Licenses . .44 Compiling and Linking . .45 Creating a C++ Application with Concert Technology . .45 Modeling an Optimization Problem with Concert Technology . .45 ILOG CPLEX 11.0 — USER’ S MANUAL 3 Modeling Classes. .46 Creating the Environment: IloEnv. .46 Defining Variables and Expressions: IloNumVar . .46 Declaring the Objective: IloObjective . .47 Adding Constraints: IloConstraint and IloRange . .48 Formulating a Problem: IloModel . .48 Data Management Classes . .49 Solving the Model . .50 Extracting a Model . .51 Invoking a Solver . .52 Choosing an Optimizer. .53 Controlling the Optimizers . .55 Accessing Solution Information. .57 Accessing Solution Status . .57 Querying Solution Data . .58 Accessing Basis Information . .59 Performing Sensitivity Analysis . .59 Analyzing Infeasible Problems. .59 Solution Quality . .60 Modifying a Model . .61 Deleting and Removing Modeling Objects. .61 Changing Variable Type. .62 Handling Errors . .63 Example: Optimizing the Diet Problem in C++ . .65 Problem Representation . .65 Creating a Model Row by Row. .65 Creating a Model Column by Column . .66 Application Description. .67 Creating Multi-Dimensional Arrays with IloArray . .67 Using Arrays for Input/Output. .67 Building the Model by Row. .68 4 ILOG CPLEX 11.0 — USER’ S MANUAL Building the Model by Column . .68 Solving the Model with IloCplex . .69 Complete Program. .70 Chapter 2 ILOG Concert Technology for Java Users . 71 Architecture of a CPLEX Java Application . .72 Licenses in a Java Application. .73 Compiling and Linking a Java Application . .73 Creating a Java Application with Concert Technology . .73 Modeling an Optimization Problem with Concert Technology . .74 Using IloModeler . .76 Modeling Variables. .76 Expressions . .76 Ranged Constraints . .77 Objective Functions . .78 The Active Model . .78 Building the Model. .79 Solving the Model . ..
Load more

Recommended publications
  • IBM Virtualization Engine Platform Version 2 Technical Presentation Guide
    Front cover IBM Virtualization Engine Platform Version 2 Technical Presentation Guide Describes the Virtualization Engine management collection components Describes the Virtual resources for all IBM ^ servers Provides slides with speaker notes Jim Cook Christian Matthys Takaki Kimachi EunYoung Ko Ernesto A Perez Edelgard Schittko Laurent Vanel ibm.com/redbooks International Technical Support Organization IBM Virtualization Engine Platform Version 2 Technical Presentation Guide March 2006 SG24-7112-00 Note: Before using this information and the product it supports, read the information in “Notices” on page vii. First Edition (March 2006) This edition applies to the IBM Virtualization Engine Version 2.1 © Copyright International Business Machines Corporation 2006. All rights reserved. Note to U.S. Government Users Restricted Rights -- Use, duplication or disclosure restricted by GSA ADP Schedule Contract with IBM Corp. Contents Notices . vii Trademarks . viii Preface . ix The team that wrote this redbook. .x Become a published author . xii Comments welcome. xii Chapter 1. Introduction to the Virtualization Engine platform . 1 1.1 The IBM Systems Agenda . 2 1.2 From Web services to the On Demand Operating Environment. 5 1.3 The On Demand Operating Environment architecture details. 10 1.4 Standards: from OGSI to WSDM . 13 1.5 The Virtualization Engine platform . 20 1.6 Virtual resources . 24 1.7 The Virtualization Engine management collection . 26 1.8 What is new with the Virtualization Engine Version 2 . 28 1.9 The Virtualization Engine Version 2 products offerings . 31 1.10 Virtualization: topology and terminology . 35 1.11 Management servers: the supported operating systems . 37 1.12 Managed servers: the supported operating systems .
    [Show full text]
  • CA SOLVE:FTS Installation Guide
    CA SOLVE:FTS Installation Guide Release 12.1 This Documentation, which includes embedded help systems and electronically distributed materials, (hereinafter referred to as the “Documentation”) is for your informational purposes only and is subject to change or withdrawal by CA at any time. This Documentation may not be copied, transferred, reproduced, disclosed, modified or duplicated, in whole or in part, without the prior written consent of CA. This Documentation is confidential and proprietary information of CA and may not be disclosed by you or used for any purpose other than as may be permitted in (i) a separate agreement between you and CA governing your use of the CA software to which the Documentation relates; or (ii) a separate confidentiality agreement between you and CA. Notwithstanding the foregoing, if you are a licensed user of the software product(s) addressed in the Documentation, you may print or otherwise make available a reasonable number of copies of the Documentation for internal use by you and your employees in connection with that software, provided that all CA copyright notices and legends are affixed to each reproduced copy. The right to print or otherwise make available copies of the Documentation is limited to the period during which the applicable license for such software remains in full force and effect. Should the license terminate for any reason, it is your responsibility to certify in writing to CA that all copies and partial copies of the Documentation have been returned to CA or destroyed. TO THE EXTENT PERMITTED BY APPLICABLE LAW, CA PROVIDES THIS DOCUMENTATION “AS IS” WITHOUT WARRANTY OF ANY KIND, INCLUDING WITHOUT LIMITATION, ANY IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR NONINFRINGEMENT.
    [Show full text]
  • IBM Infosphere
    Software Steve Mills Senior Vice President and Group Executive Software Group Software Performance A Decade of Growth Revenue + $3.2B Grew revenue 1.7X and profit 2.9X + $5.6B expanding margins 13 points $18.2B$18.2B $21.4B$21.4B #1 Middleware Market Leader * $12.6B$12.6B Increased Key Branded Middleware 2000 2006 2009 from 38% to 59% of Software revenues Acquired 60+ companies Pre-Tax Income 34% Increased number of development labs Margin globally from 15 to 42 27% 7 pts Margin 2010 Roadmap Performance Segment PTI Growth Model 12% - 15% $8.1B$8.1B 21% 6 pts • Grew PTI to $8B at a 14% CGR Margin • Expanded PTI Margin by 7 points $5.5B$5.5B $2.8B$2.8B ’00–’06’00–’06 ’06–’09’06–’09 Launched high growth initiatives CGRCGR CGRCGR 12%12% 14%14% • Smarter Planet solutions 2000 2006 2009 • Business Analytics & Optimization GAAP View © 2010 International Business Machines Corporation * Source: IBM Market Insights 04/20/10 Software Will Help Deliver IBM’s 2015 Roadmap IBM Roadmap to 2015 Base Growth Future Operating Portfolio Revenue Acquisitions Leverage Mix Growth Initiatives Continue to drive growth and share gain Accelerate shift to higher value middleware Capitalize on market opportunity * business • Middleware opportunity growth of 5% CGR Invest for growth – High growth products growing 2X faster than rest of • Developer population = 33K middleware Extend Global Reach – Growth markets growing 2X faster than major markets • 42 global development labs with skills in 31 – BAO opportunity growth of 7% countries Acquisitions to extend
    [Show full text]
  • Xerox University Microfilms
    INFORMATION TO USERS This material was produced from a microfilm copy of the original document. While the most advanced technological means to photograph and reproduce this document have been used, the quality is heavily dependent upon the quality of the original submitted. The following explanation of techniques is provided to help you understand markings or patterns which may appear on this reproduction. 1.The sign or "target" for pages apparently lacking from the document photographed is "Missing Page(s}". If it was possible to obtain the missing page(s) or section, they are spliced into the film along with adjacent pages, This may have necessitated cutting thru an image and duplicating adjacent pages to insure you complete continuity. 2. When an image on the film is obliterated with a targe round black mark, it is an indication that the photographer suspected that the copy may have moved during exposure and thus cause a blurred image. You will find a good image of the page in the adjacent frame. 3. When a map, drawing or chart, etc., was part of the material being photographed the photographer followed a definite method in "sectioning" the material. It is customary to begin photoing at the upper left hand corner of a large sheet and to continue photoing from left to right in equal sections with a small overlap. If necessary, sectioning is continued again — beginning below the first row and continuing on until complete. 4. The majority of users indicate that the textual content is of greatest value, however, a somewhat higher quality reproduction could be made from "photographs" if essential to the understanding of the dissertation.
    [Show full text]
  • Fy11 Education Masterfile 10262010
    Page 1 FY10 CONTRACT #GS-35F-4984H Effective Date October 26, 2010 IBM Education Charge GSA GSA GSA DAYS PUBLIC PRIVATE ADD'L ST. STUDENTS 3A230 Exploring IBM solidDB Universal Cache - Instructor-led online 4.0 2,305 14,186 222 15 3L121 Query XML data with DB2 9 - Instructor-led online 3.0 1,729 10,640 222 15 3L131 Query and Manage XML Data with DB2 9 - Instructor-led online 5.0 2,882 17,733 222 15 3L141 Manage XML data with DB2 9 -Instructor-led online 2.0 1,153 7,093 222 15 3L282 Fast Path to DB2 9 for Experienced Relational DBAs - Instructor-led online 2.0 1,153 7,093 222 15 3L2X1 DB2 9 Administration Workshop for Linux, UNIX, and Windows Instructor Led OnLine4.0 2,305 14,186 222 15 3L2X2 DB2 9 Database Administration Workshop for Linux,UNIX and Windows - ILO 4.0 2,305 14,186 222 15 3L482 DB2 9 for Linux,UNIX and Windows Quickstart for Experienced Relational DBAs-ILO4.0 2,305 14,186 222 15 3L711 DB2 Stored Procedures Programming Workshop - Instructor-led online 2.0 1,153 7,093 222 15 3N230 Exploring IBM solidDB Universal Cache - Flex Instructor Led Online 5.0 2,305 14,186 222 15 3N312 DB2 9.7 for Linux, UNIX, and Windows New Features - Flex Instructor-led online2.0 864 5,320 222 15 3V410 DB2 9 for z/OS Data Sharing Implementation - Instructor Led Online 3.0 1,729 10,640 222 15 3V420 DB2 9 for z/OS Data Sharing Recovery and Restart - Instructor Led Online 2.0 1,153 7,093 222 15 3W700 Basic InfoSphere Streams SPADE programming Instructor-led Online 2.0 1,153 7,093 222 15 3W710 Advanced InfoSphere Streams SPADE Programming Instructor-led
    [Show full text]
  • 16520: Application Development for Z/OS - Not Your Father's Green Screen
    16520: Application Development for z/OS - Not your Father's Green Screen Rosalind Radcliffe Distinguished Engineer, IBM Academy of Technology Member IBM Corporation [email protected] @RosalindRad Insert Custom Session QR if Desired. Abstract Ask most people how they write and maintain applications on z/OS and you hear "oh, you use this thing called a green screen" followed by a chuckle. In reality, application development for zEnterprise applications has been transformed over the past several years to the point where application developers enjoy the same or better features from integrated development environments as programmers who work on other platforms. Advances in remote system communication and interaction, syntax- highlighting, parsing, and code understanding for Assembler, PL/I, C/C++, and COBOL source code, as well as programming assists such as code snippets and templates are all available to application programmers. Interactive debug of applications, written in multiple programming languages and running in various runtime environments is also possible and can greatly boost programmer productivity. Come and learn about how these features can enable application developers who are new to the mainframe to interact with, update, and efficiently enhance mainframe applications. 16721: Decision Management: Making the Right Change, at the Right Time 3/4/15 3 IBM DevOps point of view Enterprise capability for continuous software delivery that enables organizations to seize market opportunities and reduce time to customer feedback Continuous
    [Show full text]
  • Mainframe to Enterprise to the Is Curriculum
    https://doi.org/10.48009/2_iis_2012_182-192 Issues in Information Systems Volume 13, Issue 2, pp. 182-192, 2012 MAINFRAME TO ENTERPRISE TO THE IS CURRICULUM Joseph Packy Laverty, Robert Morris University, [email protected] Frederick G. Kohun, Robert Morris University, [email protected] John Turchek, Robert Morris University, [email protected] David Wood, Robert Morris University, [email protected] Daniel Rota, Robert Morris University, [email protected] ABSTRACT Over the decades the concept of a mainframe has been synonymous to IBM operating systems and the COBOL programming language. While object-orientated programming languages, web interface transaction systems, web services, distributed services, and mobile application topics are frequently included in the IS/CS curriculum, this paper considers the inclusion of IBM Enterprise Systems. IBM zEnterprise has evolved into an integrated, scalable, enterprise system which supports legacy applications, open-source applications and tools, DB2, Cognos, SPSS, data mining and Rational project management tools. The growth and market penetration of IBM zEnterprise has been spectacular. This evolution of IBM Enterprise Systems provides many opportunities for IS/CS majors. A case study implementing the IBM Academic Initiative in an ABET-CAC curriculum is presented. KEYWORDS: IBM Academic Initiative, IS Curriculum, IBM zEnterprise, ABET-CAC, z/OS, COBOL, CICS, DB2, Open Source, Rational Application Developer for Z Systems, Robert Morris University, Marist College INTRODUCTION Over the decades the concept of a mainframe has been synonymous to IBM operating systems and the COBOL programming language [1]. In recent years, computer hardware evolved in various directions, e.g., desktop, blade servers, super computers and mobile devices.
    [Show full text]
  • Effective Date November 3, 2011 IBM Education Charge
    Page 1 FY11 CONTRACT #GS-35F-4984H Effective date November 3, 2011 IBM Education Charge # GSA GSA GSA DAYS PUBLIC PRIVATE ADD'L ST. STUDENTS 0A002 Introduction to IBM SPSS Modeler and Data Mining - ILT 3.0 1,862 14,896 1,862 12 0A032 Predictive Modeling with IBM SPSS Modeler - ILT 3.0 1,862 14,896 1,862 12 0A042 Clustering and Association Models with IBM SPSS Modeler - ILT 1.0 621 4,965 621 12 0A052 Advanced Data Preparation with IBM SPSS Modeler - ILT 1.0 621 4,965 621 12 0A0G2 Automated Data Mining with IBM SPSS Modeler - ILT 1.0 621 4,965 621 12 0A0O1 Best Practices/Tips & Tricks with IBM SPSS Modeler - ILT 1.0 621 4,965 621 12 0A102 Introduction to IBM SPSS Text Analytics - ILT 2.0 1,241 9,930 1,241 12 0F042 Clustering and Association Models with IBM SPSS Modeler - ILO 1.0 532 3,192 266 12 0F0E2 Advanced Data Preparation with IBM SPSS Modeler - ILO 1.0 532 3,192 266 12 0F0G2 Automated Data Mining with IBM SPSS Modeler - ILO 1.0 621 4,965 621 12 0F0O1 Best Practices/Tips and Tricks with IBM SPSS Modeler - ILO 1.0 310 3,192 266 12 0F102 Introduction to IBM SPSS Text Analytics for IBM SPSS Modeler - ILO 2.0 1,064 6,384 532 12 0G006 Statistical Methods for Healthcare Research - ILT 4.0 2,483 19,861 2,483 12 0G016 Advanced Statistical Methods for Healthcare Research - ILT 2.0 1,241 9,930 1,241 12 0G023 Introduction to IBM SPSS Complex Samples - ILT 1.0 621 4,965 621 12 0G036 Market Segmentation Using IBM SPSS Statistics - ILT 1.0 621 4,965 621 12 0G046 Introduction to IBM SPSS Neural Networks - ILT 0.5 310 2,483 310 12 0G056 Correspondence
    [Show full text]
  • CME 338 Large-Scale Numerical Optimization Notes 2
    Stanford University, ICME CME 338 Large-Scale Numerical Optimization Instructor: Michael Saunders Spring 2019 Notes 2: Overview of Optimization Software 1 Optimization problems We study optimization problems involving linear and nonlinear constraints: NP minimize φ(x) n x2R 0 x 1 subject to ` ≤ @ Ax A ≤ u; c(x) where φ(x) is a linear or nonlinear objective function, A is a sparse matrix, c(x) is a vector of nonlinear constraint functions ci(x), and ` and u are vectors of lower and upper bounds. We assume the functions φ(x) and ci(x) are smooth: they are continuous and have continuous first derivatives (gradients). Sometimes gradients are not available (or too expensive) and we use finite difference approximations. Sometimes we need second derivatives. We study algorithms that find a local optimum for problem NP. Some examples follow. If there are many local optima, the starting point is important. x LP Linear Programming min cTx subject to ` ≤ ≤ u Ax MINOS, SNOPT, SQOPT LSSOL, QPOPT, NPSOL (dense) CPLEX, Gurobi, LOQO, HOPDM, MOSEK, XPRESS CLP, lp solve, SoPlex (open source solvers [7, 34, 57]) x QP Quadratic Programming min cTx + 1 xTHx subject to ` ≤ ≤ u 2 Ax MINOS, SQOPT, SNOPT, QPBLUR LSSOL (H = BTB, least squares), QPOPT (H indefinite) CLP, CPLEX, Gurobi, LANCELOT, LOQO, MOSEK BC Bound Constraints min φ(x) subject to ` ≤ x ≤ u MINOS, SNOPT LANCELOT, L-BFGS-B x LC Linear Constraints min φ(x) subject to ` ≤ ≤ u Ax MINOS, SNOPT, NPSOL 0 x 1 NC Nonlinear Constraints min φ(x) subject to ` ≤ @ Ax A ≤ u MINOS, SNOPT, NPSOL c(x) CONOPT, LANCELOT Filter, KNITRO, LOQO (second derivatives) IPOPT (open source solver [30]) Algorithms for finding local optima are used to construct algorithms for more complex optimization problems: stochastic, nonsmooth, global, mixed integer.
    [Show full text]
  • ILOG CPLEX 7.5 User's Manual
    ILOG CPLEX 7.5 User’s Manual November 2001 © Copyright 2001 by ILOG This document and the software described in this document are the property of ILOG and are protected as ILOG trade secrets. They are furnished under a license or non-disclosure agreement, and may be used or copied only within the terms of such license or non-disclosure agreement. No part of this work may be reproduced or disseminated in any form or by any means, without the prior written permission of ILOG S.A. Printed in France CO N T E N T S Table of Contents List of Figures . 13 List of Tables . 15 Preface Meet ILOG CPLEX. 17 What Is ILOG CPLEX? . .18 What You Need to Know . .19 In This Manual . .20 Examples On-Line . .21 Notation in This Manual. .22 Related Documentation. .23 For More Information. .24 Technical Support . .24 Web Site. .24 Chapter 1 Using ILOG CPLEX Concert Technology Library . 27 The Design of CPLEX Concert Technology Library . .28 Licenses . .28 Compiling and Linking . .29 Creating an Application with CPLEX Concert Technology Library . .29 Modeling an Optimization Problem with Concert Technology . .29 Modeling Classes . .30 ILOG CPLEX 7.5 — USER’ S MANUAL 5 T ABLE OF CONTENTS Data Management Classes . .32 Solving Concert Technology Models with IloCplex . .33 Extracting a Model . .34 Solving a Model . .35 Choosing an Optimizer. .35 Accessing Solution Information. .37 Querying Solution Data . .39 Accessing Basis Information . .39 Performing Sensitivity Analysis . .40 Analyzing Infeasible Problems . .40 Solution Quality . .41 Modifying a Model . .41 Deleting and Removing Modeling Objects .
    [Show full text]
  • Making the World Work Better
    Copyrighted Material makIng The World Work Better The Ideas ThaT shaped a CenTury and a Company Kevin Maney • Steve Hamm • Jeffrey M. O’Brien Foreword by Samuel J. Palmisano Copyrighted Material Copyrighted Material The authors and publisher have taken care in the The following terms are trademarks of contents Foreword: Of Change and Progress 6 preparation of this book, but make no expressed International Business Machines Corporation or implied warranty of any kind and assume no in many jurisdictions worldwide: IBM, IBM Press, responsibility for errors or omissions. No liability is THINK, Blue Gene, CICS, Deep Blue, Lotus, assumed for incidental or consequential damages PROFS, InnovationJam, Cognos, ILOG, Maximo, pioneering the science in connection with or arising out of the use of the Smarter Planet, Global Business Services, World information or programs contained herein. Community Grid, On Demand Community, Many of Information 14 Eyes, DB2 and Blue Gene/L. A current list of IBM © Copyright 2011 trademarks is available on the web at “Copyright Sensing 20 by International Business Machines Corporation. and trademark information” at www.ibm.com/ Memory 36 Cover and interior design: legal/copytrade.shtml. Processing 52 VSA Partners, Inc. Intel and Pentium are trademarks or registered Logic 68 Editor: trademarks of Intel Corporation or its subsidiaries Connecting 88 Mike Wing in the United States and other countries. Architecture 102 Copy editor: UNIX is a registered trademark of The Open Group Pennie Rossini in the United States and other countries. Fact checker: Linux is a registered trademark of Linus Torvalds Janet Byrne in the United States, other countries, or both.
    [Show full text]
  • What Is CA SYSVIEW for DB2? (See Page 19)—Removed the Reference to NATURAL for DB2
    CA SYSVIEW® Performance Management Option for DB2 System Reference Guide Version 18.0.00 This Documentation, which includes embedded help systems and electronically distributed materials, (hereinafter referred to as the “Documentation”) is for your informational purposes only and is subject to change or withdrawal by CA at any time. This Documentation may not be copied, transferred, reproduced, disclosed, modified or duplicated, in whole or in part, without the prior written consent of CA. This Documentation is confidential and proprietary information of CA and may not be disclosed by you or used for any purpose other than as may be permitted in (i) a separate agreement between you and CA governing your use of the CA software to which the Documentation relates; or (ii) a separate confidentiality agreement between you and CA. Notwithstanding the foregoing, if you are a licensed user of the software product(s) addressed in the Documentation, you may print or otherwise make available a reasonable number of copies of the Documentation for internal use by you and your employees in connection with that software, provided that all CA copyright notices and legends are affixed to each reproduced copy. The right to print or otherwise make available copies of the Documentation is limited to the period during which the applicable license for such software remains in full force and effect. Should the license terminate for any reason, it is your responsibility to certify in writing to CA that all copies and partial copies of the Documentation have been returned to CA or destroyed. TO THE EXTENT PERMITTED BY APPLICABLE LAW, CA PROVIDES THIS DOCUMENTATION “AS IS” WITHOUT WARRANTY OF ANY KIND, INCLUDING WITHOUT LIMITATION, ANY IMPLIED WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE, OR NONINFRINGEMENT.
    [Show full text]