ILOG CPLEX 9.0 User’s Manual October 2003 Copyright © 1987-2003, ILOG, S. A. — All rights reserved. CO N T E N T S Table of Contents List of Figures . 19 List of Tables . 21 List of Code Samples. 23 Preface Meet ILOG CPLEX. .25 What Is ILOG CPLEX? . .26 What Does ILOG CPLEX Do? . .26 What You Need to Know . .28 In This Manual . .28 Examples Online . .31 Notation in This Manual . .33 Related Documentation . .34 Announcements: [email protected] . .36 Further Reading . .36 Part I Languages and APIs . 39 Chapter 1 ILOG Concert Technology for C++ Users. 41 The Design of ILOG CPLEX Concert Technology. .41 Licenses . .42 Compiling and Linking . .42 Creating an Application with Concert Technology . .43 ILOG CPLEX 9.0 — USER’ S M ANUAL 3 C ONTENTS Modeling an Optimization Problem with Concert Technology . .43 Modeling Classes. .44 Data Management Classes . .47 Solving Concert Technology Models with IloCplex . .47 Extracting a Model . .49 Solving a Model . .50 Choosing an Optimizer. .51 Controlling the Optimizers . .52 Accessing Solution Information . .54 Accessing Solution Status . .54 Querying Solution Data . .55 Accessing Basis Information . .56 Performing Sensitivity Analysis . .56 Analyzing Infeasible Problems . .57 Solution Quality . .57 Modifying a Model . .58 Deleting and Removing Modeling Objects . .58 Changing Variable Type. .59 Handling Errors . .60 Example: Optimizing the Diet Problem in C++ . .61 Problem Representation . .62 Application Description. .64 Solving the Model with IloCplex . .66 Complete Program . .67 Chapter 2 ILOG Concert Technology for Java Users . 73 Architecture of a CPLEX Java Application . .74 Modeling with Concert Technology . .75 Modeling with IloModeler . .76 The Active Model . .79 Building the Model . .79 Solving the Model . .81 4 ILOG CPLEX 9.0 — USER’ S M ANUAL C ONTENTS Accessing Solution Information . .82 Choosing an Optimizer . .83 Solving a Single Continous Model . .85 Solving Subsequent Continuous Relaxations in a MIP . .85 Controlling ILOG CPLEX Optimizers . .86 Parameters. .86 Priority Orders and Branching Directions. .87 More Solution Information . .88 Writing Solution Files . .88 Dual Solution Information. .89 Basis Information . .89 Infeasible Solution Information. .89 Solution Quality . .90 Advanced Modeling with IloLPMatrix. .91 Modeling by Column . .92 Optimizing the Diet Problem in Java . ..