ILOG CPLEX 8.1 Getting Started December 2002 © Copyright 2001, 2002 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 Preface Introducing ILOG CPLEX . 11 What Is ILOG CPLEX? . .12 ILOG CPLEX Technologies . .13 Optimizer Options . .13 Data Entry Options . .14 Solving an LP with CPLEX Technology . .15 Using the Interactive Optimizer . .15 Concert Technology for C++ Users . .16 Concert Technology for Java Users. .18 Using the Callable Library . .18 What You Need to Know . .21 Manual Organization . .21 Notation in this Manual . .21 Related Documentation. .22 For More Information. .23 Customer Support . .23 Web Site . .23 Chapter 1 Setting Up CPLEX. 25 Installing CPLEX . .26 Setting Up Licensing . .28 ILOG CPLEX 8.1 — GETTING STARTED 5 T ABLE OF CONTENTS Using the Component Libraries . .28 Chapter 2 Interactive Optimizer Tutorial . 31 Starting ILOG CPLEX . .32 Using Help . .32 Entering a Problem . .34 Entering the Example Problem . .34 Using the LP Format . .35 Entering Data . .37 Displaying a Problem. .38 Displaying Problem Statistics. .39 Specifying Item Ranges . .40 Displaying Variable or Constraint Names . .40 Ordering Variables . .41 Displaying Constraints . .41 Displaying the Objective Function . .41 Displaying Bounds . .42 Solving a Problem . .42 Solving the Example Problem . .42 Solution Options. .44 Displaying Post-Solution Information . .45 Performing Sensitivity Analysis . .46 Writing Problem and Solution Files . .47 Selecting a Write File Format. .48 Writing LP Files . .49 Writing Basis Files . .50 Using Path Names . .50 Reading Problem Files . .51 Selecting a Read File Format. .51 Reading LP Files . .51 Using File Extensions. .52 Reading MPS Files . .52 6 ILOG CPLEX 8.1 — GETTING STARTED T ABLE OF C ONTENTS Reading Basis Files . .53 Setting ILOG CPLEX Parameters . .54 Adding Constraints and Bounds . .55 Changing a Problem . .56 Changing Constraint or Variable Names . .57 Changing Sense. .57 Changing Bounds. .58 Removing Bounds . .58 Changing Coefficients . .58 Deleting . .59 Executing Operating System Commands . ..