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 . .42 Changing Variable Type. .43 Handling Errors . .43 Example: Dietary Optimization . .45 Program Description. .47 Solving the Model with IloCplex . .49 Complete Program . .49 Chapter 2 Using the ILOG CPLEX Callable Library. 55 Architecture of the CPLEX Callable Library . .55 Licenses . .57 Compiling and Linking . .57 Using the Callable Library in an Application. .57 Initialize the ILOG CPLEX Environment. .57 Instantiate the Problem Object . .58 Put Data in the Problem Object . .58 Optimize the Problem. .59 Change the Problem Object . .59 Destroy the Problem Object . .59 Release the ILOG CPLEX Environment. .59 6 ILOG CPLEX 7.5 — USER’ S MANUAL T ABLE OF C ONTENTS ILOG CPLEX Programming Practices . .60 Variable Names and Calling Conventions . .60 Data Types . .61 Ownership of Problem Data . .61 Copying in MIP and QP . .62 Problem Size and Memory Allocation Issues . .62 Status and Return Values . .63 Symbolic Constants . .63 Parameter Routines . .64 Null Arguments. .64 Row and Column References . .64 Character Strings . .65 Checking Problem Data . .65 Callbacks . .67 Portability . .67 FORTRAN Interface . ..