ILOG AMPL CPLEX System Version 9.0 User's Guide

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ILOG AMPL CPLEX System Version 9.0 User’s Guide Standard (Command-line) Version Including CPLEX Directives September 2003 Copyright © 1987-2003, by ILOG S.A. All rights reserved. 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. JavaTM 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 U.S. and other countries. All other brand, product and company names are trademarks or registered trademarks of their respective holders. AMPL is a registered trademark of AMPL Optimization LLC and is distributed under license by ILOG.. CPLEX is a registered trademark of ILOG.. Printed in France. CO N T E N T S Table of Contents Chapter 1 Introduction . 1 Welcome to AMPL . .1 Using this Guide. .1 Installing AMPL . .2 Requirements. .2 Unix Installation . .3 Windows Installation . .3 AMPL and Parallel CPLEX. 4 Licensing . .4 Usage Notes . .4 Installed Files . .5 Chapter 2 Using AMPL. 7 Running AMPL . .7 Using a Text Editor . .7 Running AMPL in Batch Mode . .8 Chapter 3 AMPL-Solver Interaction . 11 Choosing a Solver . .11 Specifying Solver Options . .12 Initial Variable Values and Solvers. .13 ILOG AMPL CPLEX SYSTEM 9.0 — USER’ S GUIDE v Problem and Solution Files. .13 Saving temporary files . .14 Creating Auxiliary Files . .15 Running Solvers Outside AMPL. .16 Using MPS File Format . .16 Temporary Files Directory. .17 Chapter 4 Customizing AMPL . 19 Command Line Switches. .19 Persistent Option Settings . .20 Chapter 5 Using CPLEX with AMPL . 23 Problems Handled by CPLEX . .23 Piecewise-linear Programs . .24 Quadratic Programs. .24 Quadratic Constraints . .25 Specifying CPLEX Directives . .26 Chapter 6 Using CPLEX for Linear Programming. 29 CPLEX Linear Programming Algorithms. .29 Directives for Problem and Algorithm Selection . .30 Directives for Preprocessing . .32 Directives for Controlling the Simplex Algorithm. .35 Directives for Controlling the Barrier Algorithm. .40 Directives for Improving Stability. .42 Directives for Starting and Stopping . .43 Directives for Controlling Output . .45 Chapter 7 Using CPLEX for Integer Programming . 47 CPLEX Mixed Integer Algorithm. .47 Directives for Preprocessing . .49 Directives for Algorithmic Control . .53 Directives for Relaxing Optimality . .60 vi ILOG AMPL CPLEX SYSTEM 9.0 — USER’ S GUIDE Directives for Halting and Resuming the Search . .61 Directives for Controlling Output . .63 Common Difficulties . .64 Running Out of Memory. .64 Failure To Prove Optimality . .65 Difficult MIP Subproblems . .66 Chapter 8 Defined Suffixes for CPLEX. 67 Algorithmic Control . .67 Sensitivity Ranging . .69 Diagnosing Infeasibilities . .70 Direction of Unboundedness . .72 Chapter 9 CPLEX Status Codes in AMPL . 75 Solve Codes . .75 Basis Status . .78 Index . ..

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