In general, when you specify "option solver cplex", AMPL executes the first
"cplex" that it finds in your current search path. If there is no "cplex"
in any of the directories in your search path, then you get a message like
"Cannot invoke cplex: no such program."
In the special case where "cplex" is in your current directory, then on some
systems you must place "." -- the symbol for the current directory -- in the
search path in order for AMPL to find "cplex" there. If "." is not in your
current directory then you must explicitly write the solver as './cplex'.
This seems to be your situation. If you add "." to your search path then
"option solver cplex" will work. The search path is a system feature (not
part of AMPL) that varies somewhat from one operating system to another, but
it is a standard feature in all systems and so you should have no trouble
finding documentation for changing it.
Versions of CPLEX for AMPL distributed by IBM (and previously ILOG) are
called "cplexamp" and so you have to write "option solver cplexamp" to
access those. The versions supplied by us are called "cplex" however.
Bob Fourer
4...@ampl.com