In this tutorial I will describe how to download and install a full version of IBM ILOG CPLEX Optimization Studio 12.6.1 (the latest version as of now – May 2015).
IBM gives scholars and university researchers free access to its software and systems. This support to our academic research is greatly appreciated. You need to register and apply for the IBM Academic Initiative program, through IBM Academic Initiative.
When you receive the confirmation of your eligibility, you can login and click on “Access IBM software and systems”, which will allow you to search for whatever IBM product you want. Here, I was looking for “CPLEX”. A list of CPLEX versions appears in the pop-up list, I clicked on CPLEX 12.6.1, the latest one.
Often when writing a model, the most straightforward way of writing a constraint is by multiplying two variables. Then, in order to solve the model we need to linearize it. There comes the problem, as I always have problems reminding how to linearize a product of variables.
Linearizing the product of two binary variables
Suppose your model has the product , where , and are binary. There is an easy way of linearizing that equation. Add the three inequalities below
Concorde TSP is one of the best solvers for the Traveling Salesman Problem. Its current version was released in 2003, but it is still considered to be the state of the art in its field.
CPLEX is a general purpose solver. It is also considered to be one of the best in its class.
In order to obtain exact solutions with Concorde, one needs to link it to a solver. However, Concorde’s documentation falls short, since in 2003 CPLEX’s version was 8.0, and it is currently under version 12.5 (as of november 2012).
In order to link and compile Concorde with CPLEX, you will need to make the following modifications: