CPLEX

ILOG CPLEX (often informally referred to simply as CPLEX) is an optimization

Optimization (mathematics)

In mathematics, optimization, or mathematical programming, refers to choosing the best element from some set of available alternatives.In the simplest case, this means solving problems in which one seeks to minimize or maximize a real function by systematically choosing the values of real or...

 software package. It is named for the simplex method and the C programming language, although today it contains interior point methods and interfaces in the C++

C++

C++ is a statically typed, free-form, multi-paradigm, compiled, general-purpose programming language. It is regarded as a middle-level language, as it comprises a combination of both high-level and low-level language features...

 , C#, and Java languages. It was originally developed by Robert E. Bixby and sold via CPLEX Optimization Inc., which was acquired by ILOG

ILOG

ILOG, a IBM company, creates enterprise software products in four broad areas: supply chain, business rule management, visualization and optimization.It supports several software platforms, including C++, C#, .NET, Java, AJAX and Adobe Flex / AIR....

 in 1997; ILOG was subsequently acquired by IBM in January 2009.

ILOG CPLEX (often informally referred to simply as CPLEX) is an optimization

Optimization (mathematics)

In mathematics, optimization, or mathematical programming, refers to choosing the best element from some set of available alternatives.In the simplest case, this means solving problems in which one seeks to minimize or maximize a real function by systematically choosing the values of real or...

 software package. It is named for the simplex method and the C programming language, although today it contains interior point methods and interfaces in the C++

C++

C++ is a statically typed, free-form, multi-paradigm, compiled, general-purpose programming language. It is regarded as a middle-level language, as it comprises a combination of both high-level and low-level language features...

 , C#, and Java languages. It was originally developed by Robert E. Bixby and sold via CPLEX Optimization Inc., which was acquired by ILOG

ILOG

ILOG, a IBM company, creates enterprise software products in four broad areas: supply chain, business rule management, visualization and optimization.It supports several software platforms, including C++, C#, .NET, Java, AJAX and Adobe Flex / AIR....

 in 1997; ILOG was subsequently acquired by IBM in January 2009. CPLEX solves integer programming

Integer programming

An integer programming problem is any mathematical optimization or feasibility program in which some or all of the variables are restricted to be integral. In many settings the term integer program is used as short-hand for integer linear programming....

 problems, very large linear programming

Linear programming

In mathematics, linear programming is a technique for optimization of a linear objective function, subject to linear equality and linear inequality constraints...

 problems, quadratic programming

Quadratic programming

Quadratic programming is a special type of mathematical optimization problem. It is the problem of optimizing a quadratic function of several variables subject to linear constraints on these variables....

 problems, and has recently added support for problems with convex quadratic constraints (solved via Second-order cone programming

Second-order cone programming

A second-order cone program is a convex optimization problem of the formwhere the problem parameters are , and . Here is the optimization variable. When for , the SOCP reduces to a linear program. When for , the SOCP is equivalent to a convex Quadratically constrained quadratic program...

, or SOCP). It has a modeling layer called Concert and is also available with several modeling systems like AIMMS, AMPL, GAMS

General Algebraic Modeling System

The General Algebraic Modeling System is a high-level modeling system for mathematical programming and optimization. GAMS is designed for modeling linear, nonlinear and mixed integer optimization problems. The system is tailored for complex, large-scale modeling applications and allows the user to...

, MPL

MPL

-Astronomy and science:* Mars Polar Lander* Max Planck Institute for the Science of Light* Maximum parcel level - level in atmosphere where convective plume stops after reaching its level of neutral buoyancy...

, OPL Development Studio

OPL Development Studio

OPL Development Studio is an optimization modeling system for mathematical programming and constraint programming. Optimization models are written in OPL, the Optimization Programming Language, which was originally developed by Pascal van Hentenryck...

, and TOMLAB

TOMLAB

The TOMLAB Optimization Environment is a modeling platform for solving applied optimization problems in MATLAB.-Description:TOMLAB is a general purpose development and modeling environment in MATLAB for research, teaching and practical solution of optimization problems...

.

In 2004, the work on CPLEX earned the first INFORMS Impact Prize.

External links

• CPLEX home page
• CPLEX is supported in the GLPK AIMMS, AMPL
  AMPL (programming language)
  AMPL, an acronym for "A Mathematical Programming Language", is a high-level programming language, developed at Bell Laboratories, for describing and solving high-complexity problems for large-scale mathematical computation...
  
  , GAMS
  General Algebraic Modeling System
  The General Algebraic Modeling System is a high-level modeling system for mathematical programming and optimization. GAMS is designed for modeling linear, nonlinear and mixed integer optimization problems. The system is tailored for complex, large-scale modeling applications and allows the user to...
  
  , MPL, OPL, and TOMLAB modeling systems