The CPLEX.jl package provides an unofficial interface for using IBM's CPLEX Optimizer™ from the Julia language. You cannot use CPLEX.jl without having purchased and installed a copy of CPLEX Optimizer™ from IBM. This package is available free of charge and in no way replaces or alters any functionality of IBM's CPLEX Optimizer product.
CPLEX.jl is a Julia interface for the CPLEX optimization software. CPLEX functionality is extensive, so coverage is incomplete, but the basic functionality for solving linear and mixed-integer programs is provided.
CPLEX.jl is intended for use with the MathProgBase solver interface; an internal API, while present, is not documented.
NOTE: CPLEX does not officially support linking to their dynamic C library, which is necessary for use from Julia. However, the steps outlined below have worked for OS-X, Windows, and Linux machines.
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First, you must obtain a copy of the CPLEX software and a license; trial versions and academic licenses are available here.
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Once CPLEX is installed on your machine, point the LD_LIBRARY_PATH variable to the directory containing the CPLEX library by adding, for example,
export LD_LIBRARY_PATH="/path/to/cplex/bin/x86-64_linux":$LD_LIBRARY_PATHto your start-up file (e.g..bash_profile, [adding library path on Ubuntu](http://stackoverflow.com/questions/13428910/how-to-set-the-environmental-variable-ld-library-path-in-linux for a)). On linux, make sure this directory containslibcplexXXX.sowhereXXXis stands for the version number; on OS-X the file should be namedlibcplexXXX.dylib. -
At the Julia prompt, run
julia> Pkg.add("CPLEX")
(or manually clone this module to your .julia directory).
- Check that your version is included in
deps/build.jlin the aliases for the library dependency; if not, open an issue.
Currently, CPLEX.jl is compatible only with 64-bit CPLEX and 64-bit Julia on Windows. CPLEX.jl attemps to automatically find the CPLEX library based on the CPLEX_STUDIO_BINARIES environmental variable set by the CPLEX installer.