I am solving an optimization problem in cplex opl. I have formulated the problem as mixed integer cone programming model. I want to ask is there any limit on the number of optimization variables whilw solving the optimization problem.
Because of the combinatorial nature of integer programs, CPLEX usersmay have more trouble getting good performance with integer programsthan with linear or quadratic programs. CPLEX has many parameters thatallow users to customize the way the CPLEX branch and bound algorithmoperates. While this variety of parameters provides many differentways to improve performance, a user cannot realistically experimentwith all the possible combinations of parameter settings. Therefore,we recommend the following tactics for solving MIPs with CPLEX 11.0 orlater. Many of these recommendations will also be effective withearlier versions of CPLEX. However, we would highly recommend that youupgrade to the most recent version of CPLEX if you are using an oldversion; doing so may yield more performance improvements thanadjusting parameters of an old version. Also, if you are running anewer version of CPLEX on an old model that previously solvedeffectively with non-default parameter settings, try the defaultsettings with the newer version. Refer to the CPLEX User Manual if youneed additional information about any of the terms mentioned.
IBM ILOG CPLEX Optimization Studio provides the fastest way to build efficient optimization models and state-of-the-art applications for the full range of planning and scheduling problems. With its integrated development environment, descriptive modeling language and built-in tools, and state-of-the-art solvers for both mathematical programming and constraint programming problems, it supports the entire model development and solution process.
CPLEX Optimization Studio comprises several components. Not all components are available on all platforms. Consult the Detailed System Requirements page described below for details. Each component is located in a subfolder (subdirectory on UNIX/Linux) of the installation location. The APIs and connectors for each component are in the component subfolder (subdirectory), for example the MATLAB, Excel, and AMPL connectors for CPLEX are located in the cplex folder (directory).
To use the distributed MIP to solve a standalone OPL model, first create a Virtual Machine Configuration (VMC) file to specify the machines that you will use as workers for the distributed computation. The format of the VMC file is described in the CPLEX documentation:VMC file format: virtual machine configuration for distributed parallel optimization.
An example of a VMC file is provided with the distMIP OPL example. You may need to edit that file to indicate where you have installed CPLEX Optimization Studio. Then, from the IDE, link the VMC file to a run configuration by editing the settings (.ops) file of your project.
When you execute the run configuration of your project, OPL loads the specified VMC file into CPLEX. The VMC file indicates that CPLEX must use distributed parallel MIP with the machines specified in the file. Distributed parallel MIP is invoked only if the model to be solved is a MIP.
An OPL example, distMIP, is provided in version 12.6.0.1.
To import the distMIP model in the IDE:
File > Import > Example > IBM ILOG OPL Examples > Sorted by Technique > Integer Programming > distMIP
The three run configurations illustrate the various ways in which the VMC file can be specified:
* including it in a settings file
* including it in a JavaScript block
* reading it with a CPLEX method
The versions of IBM ILOG CPLEX Optimization Studio tuned for Power 7 architecture reside in the subdirectories named power7-32_aix and power7-64_aix in the component directories. The libraries and executable files in these subdirectories operate only on the Power 7 platform. C or C++ applications built with these libraries must use the IBM XL C/C++ for AIX, Version 11.1, or later compilers.
The UNIX/Linux installer is an executable file and, to launch an installation, the file should have execute permission and should be executed from the command line. For example, issue the command ./.bin, where is the name of the installer. You can give a file execute permission with the command chmod u+x .bin.
For the interactive command line version of the program, log in to the HPC and load the module cplex_studio. To run, simply type cplex. From here, problem parameters can be specified interactively and solved using a number of the solver routines available in the program. To exit, use the command quit.
Various data files are located here in addition to optimization routines written in a number of languages (C, C++, and Java). For this example, a C program, admipex1.c, found in the src folder will be used to demonstrate how to properly compile and run an example program that utilizes the cplex library. First create a directory and copy the program, makefile, and example data set into it:
Open the Makefile and comment out the CPLEXDIR and CONCERTDIR lines, as these are already specified when loading the module cplex_studio. Compile the program using make admipex1. Note that just using make will compile all the C, C++, and Java examples, but will not copy the example data files into the directory. To run the program, the data file must be used as an argument to the executable:
To load one of the examples, go to File > Import > Example. Under IBM ILOG OPL Examples, select the Assembly Sequencing example. To run the program, in the window with the folder named sequence, right click the folder and select Run > Basic Configuration (Default). The results from the run will be displayed in the Solutions tab on the bottom right corner of the GUI. Further explanations on how to use the IDE can be found here.
From here, using MATLAB to solve optimization problems is no different than what is described in the available tutorials online. Information on the specifics of the MATLAB implementation can be found on the IBM website or this PDF.
Specify that theIBM CPLEX softwareshould be used to solve a conservation planning problem (IBM 2017) .This function can also be used to customize the behavior of the solver.It requires the cplexAPI package to be installed(see below for installation instructions).
numeric gap to optimality. This gap is relativeand expresses the acceptable deviance from the optimal objective.For example, a value of 0.01 will result in the solver stopping whenit has found a solution within 1% of optimality.Additionally, a value of 0 will result in the solver stoppingwhen it has found an optimal solution.The default value is 0.1 (i.e., 10% from optimality).
numeric time limit (seconds) for generating solutions.The solver will return the current best solution when this time limit isexceeded. The default value is the largest integer value(i.e., .Machine$integer.max), effectively meaning that solverwill keep running until a solution within the optimality gap is found.
IBM CPLEX is acommercial optimization software. It is faster thanthe available open source solvers (e.g., add_lpsymphony_solver() andadd_rsymphony_solver().Although formal benchmarks examining the performance of this solver forconservation planning problems have yet to be completed, preliminaryanalyses suggest that it performs slightly slower than the Gurobisolver (i.e., add_gurobi_solver()).We recommend using this solver if the Gurobi solver is not available.Licenses are available for the IBM CPLEX software to academics at no cost(see < -cplex-optimization-studio/cplex-optimizer>).
Please Note that you may need to change the version number in the file path(i.e., "CPLEX_Studio128"). After specifying the CPLEX_BINenvironmental variable, the cplexAPI package can be installed.Since the cplexAPI package is not available on thethe Comprehensive R Archive Network (CRAN), it must be installed fromits GitHub repository. Toinstall the cplexAPI package, please use the following code:
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