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ILOG AMPL CPLEX System Version 10.0 User's Guide ILOG AMPL CPLEX System Version 10.0 User’s Guide Standard (Command-line) Version Including CPLEX Directives January 2006 COPYRIGHT NOTICE Copyright © 1987-2006, by ILOG S.A., 9 Rue de Verdun, 94253 Gentilly Cedex, France, and ILOG, Inc., 1080 Linda Vista Ave., Mountain View, California 94043, USA. 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, Windows, and Windows NT are either trademarks or registered trademarks of Microsoft Corporation in the United States and other countries. document version 10.0 CO N T E N T S Table of Contents Chapter 1 Welcome to AMPL . 9 Using this Guide. .9 Installing AMPL . .10 Requirements. .10 Unix Installation . .10 Windows Installation . .11 AMPL and Parallel CPLEX. .11 Licensing . .11 Usage Notes . .12 Installed Files . .13 Chapter 2 Using AMPL. 15 Running AMPL . .15 Using a Text Editor . .15 Running AMPL in Batch Mode . .16 Chapter 3 AMPL-Solver Interaction . 19 Choosing a Solver . .19 Specifying Solver Options . .20 Initial Variable Values and Solvers. .21 Problem and Solution Files. .21 ILOG AMPL CPLEX SYSTEM 10.0 — USER’ S GUIDE 3 Saving temporary files . .22 Creating Auxiliary Files . .23 Running Solvers Outside AMPL. .24 Using MPS File Format . .24 Temporary Files Directory. .25 Chapter 4 Customizing AMPL . 27 Command Line Switches. .27 Persistent Option Settings . .28 Chapter 5 Using CPLEX with AMPL . 31 Problems Handled by CPLEX . .31 Piecewise-linear Programs . .32 Quadratic Programs. .32 Quadratic Constraints . .33 Specifying CPLEX Directives . .34 Chapter 6 Using CPLEX for Continuous Optimization . 37 CPLEX Algorithms for Continuous Optimization . .37 Directives for Problem and Algorithm Selection . .38 Directives for Preprocessing . .41 Directives for Controlling the Simplex Algorithm. .43 Directives for Controlling the Barrier Algorithm. .47 Directives for Improving Stability. .49 Directives for Handling Infeasible Problems. .50 Directives for Starting and Stopping . .51 Directives for Controlling Output . .53 Chapter 7 Using CPLEX for Integer Programming . 55 CPLEX Mixed Integer Algorithm. .55 Directives for Preprocessing . .57 Directives for Algorithmic Control . .60 Directives for Relaxing Optimality . .68 4 ILOG AMPL CPLEX SYSTEM 10.0 — USER’ S GUIDE Directives for Halting and Resuming the Search . .69 Directives for Controlling Output . .70 Common Difficulties . .70 Running Out of Memory. .70 Failure To Prove Optimality . .71 Difficult MIP Subproblems . .72 Chapter 8 Defined Suffixes for CPLEX. 73 Algorithmic Control . .73 Sensitivity Ranging . .75 Diagnosing Infeasibilities . .76 Direction of Unboundedness . .78 Chapter 9 CPLEX Status Codes in AMPL . 81 Solve Codes . .81 Basis Status . .85 Index . ..
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