In This Manual

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• Part I, Languages and APIs
This part collects chapters about each of the application programming interfaces (APIs) available for ILOG CPLEX. It is not necessary to read each of these chapters thoroughly. In fact, most users will concentrate only on the chapter about the API that they plan to use, whether C, C++, Java, C#.NET, and so forth.
• Part II, Programming Considerations
This part documents concepts that are valid as you develop an application, regardless of the programming language that you choose. It highlights software engineering concepts implemented in ILOG CPLEX, concepts that will enable you to develop effective applications to exploit it efficiently.
• Part III, Continuous Optimization
This part focuses on algorithmic considerations about the optimizers of ILOG CPLEX that solve problems formulated in terms of continuous variables. While ILOG CPLEX is delivered with default settings that enable you to solve many problems without changing parameters, these chapters also document features that you can customize for your application.
• Part IV, Discrete Optimization
This part focuses on algorithmic considerations about the optimizers of ILOG CPLEX that solve problems formulated in terms of discrete variables, such as integer, Boolean, piecewise-linear, or semi-continuous variables. Again, though default settings of ILOG CPLEX enable you to solve many problems without changing parameters, these chapters also document features that enable you to tune performance.
• Part V, Advanced Programming Techniques
This part documents advanced programming techniques for users of ILOG CPLEX. It shows you how to apply query routines to gather information while ILOG CPLEX is working. It demonstrates how to redirect the search with goals or callbacks. This part also covers pools of user-defined cuts and pools of lazy constraints. It documents the advanced MIP control interface and the advanced aspects of preprocessing: presolve and aggregation. It also introduces special considerations about parallel programming with ILOG CPLEX. This part of the manual assumes that you are already familiar with earlier parts of the manual.

Part I, Languages and APIs

Chapter 1, ILOG Concert Technology for C++ Users, introduces Concert Technology. It provides an overview of the design of the library, explains modeling techniques, and offers an example of programming with Concert Technology. It also provides information about controlling parameters.

Chapter 2, ILOG Concert Technology for Java Users, explores the full range of features that the ILOG CPLEX Java API offers to solve mathematical programming problems. An overview of the architecture is given, then techniques for creating models are explained through examples.

Chapter 3, ILOG Concert Technology for C#.NET Users, offers an example of this API.

Chapter 4, The ILOG CPLEX Callable Library, introduces the ILOG CPLEX Callable Library. It sketches the architecture of the product, explains the relation between the Interactive Optimizer and the Callable Library, and offers an example of programming with the Callable Library. It also provides an overview about the parameters you control in ILOG CPLEX.

Part II, Programming Considerations

Chapter 5, Developing CPLEX Applications, provides tips for developing applications with ILOG CPLEX, suggests ways to debug your applications built around ILOG CPLEX, and provides a checklist to help avoid common programming errors.

Chapter 6, Managing Input and Output, explains how to enter mathematical programs efficiently and how to generate meaningful output from your ILOG CPLEX applications. It also lists the available file formats for entering data into ILOG CPLEX and writing bases and solutions from ILOG CPLEX.

Chapter 7, Licensing an Application, tells you what you must consider when you want to license your ILOG CPLEX application for deployment.

Part III, Continuous Optimization

Chapter 8, Solving LPs: Simplex Optimizers, goes deeper into aspects of linear programming with ILOG CPLEX. It explains how to tune performance and how to diagnose infeasibility in a model. It also offers an example showing you how to start optimizing from an advanced basis.

Chapter 9, Solving LPs: Barrier Optimizer, continues the exploration of optimizers for linear programming problems. It tells how to use the primal-dual logarithmic barrier algorithm implemented in the ILOG CPLEX Barrier Optimizer to solve large, sparse linear programming problems.

Chapter 10, Solving Network-Flow Problems, shows how to use the ILOG CPLEX Network Optimizer on linear programming problems based on a network model.

Chapter 11, Solving Problems with a Quadratic Objective (QP), takes up programming problems in which the objective function may be quadratic. It, too, includes examples.

Chapter 12, Solving Problems with Quadratic Constraints (QCP), introduces problems where the constraints are not strictly linear but may also include convex quadratic contraints and shows how to use the barrier optimizer to solve them.

Part IV, Discrete Optimization

Chapter 13, Solving Mixed Integer Programming Problems (MIP), shows you how to handle MIPs. It particularly emphasizes performance tuning and offers a series of examples.

Chapter 14, Cutting Stock: Column Generation, takes a familiar example to explain how to build the model of a problem through column generation.

Chapter 15, Rates: Using Semi-Continuous Variables, uses a typical industrial problem to introduce semi-continous variables in a model.

Chapter 16, Transport: Piecewise Linear Optimization, another typical industrial problem, demonstrates how to represent parts of your problem as piecewise linear.

Chapter 17, Logical Constraints in Optimization, introduces logical constraints, such as logical-and, logical-or, if-then conditions, and so forth, that can be transformed automatically by ILOG CPLEX with Concert Technology for C++ users.

Chapter 18, Food Manufacturing 2: Using Logical Constraints, uses a problem formulation by H.P. Williams to show you how to use the ability of ILOG CPLEX to transform parts of your problem for you.

Chapter 19, Early Tardy Scheduling, shows you how to model and solve a scheduling problem that entails penalties for early or late completion of jobs consisting of activities assigned to resources.

Part V, Advanced Programming Techniques

Chapter 20, Using Query Routines in the Callable Library, shows how to access information about the model you currently have in memory through query routines of the Callable Library.

Chapter 21, Using Goals, shows how to use goals to control a MIP search.

Chapter 22, Using Callbacks shows how to use callbacks to control a MIP search.

Chapter 23, Goals and Callbacks: a Comparison, compares the two different approaches.

Chapter 24, User Cut and Lazy Constraint Pools, formerly available only through Technical Support, is now part of the standard documentation. It explains in greater detail how to manage your own pools of cuts and lazy constraints.

Chapter 25, Advanced MIP Control Interface, formerly available only through Technical Support, is now part of the standard documentation. It shows you how to exploit advanced features of MIP. It provides important additional information if you are using callbacks in your application.

Chapter 26, Advanced Presolve Routines, formerly available only through Technical Support, is now part of the standard documentation. It documents advanced aspects of presolve and aggregation more fully.

Chapter 27, Parallel Optimizers, explains how to exploit parallel optimizers in case your hardware supports parallel execution.

The Index completes this manual.