CPLEX -linear-optimization-program for Unix?

Question

The linear-optimization course 2.3140 requires CPLEX but it is pain to use because poorly-documented and hard-to-get any information when a brick wall like here and here, let alone not having the software locally.

Does there exist some linear-optimization -tool by which I could program like with CPLEX? Since I haven't used this tool for a year, I have forgotten a lot of trivial things. Now trying to find some tool that I could run even in my Debian comp or Apple -comp, any tool or lib existing?

Trial 1: Trying to find GUI -tool to execute code like this

Trying to understand how the CPLEX works from IBM Academic Initiative. In uni, I have some sort of Eclipse CPLEX -thing but I found only this -- where can I get the GUI thing for some Unix? Image here.

Answer 1

There is a ton of documentation available from ibm. If you want the software on your local machine and are a student, you can get it through the academic initiative. If you want to try something different and are a student, you can get gurobi, which has a python interface you might like.

Answer 2

I would recommend you to look at the COIN-OR website here:

http://www.coin-or.org/

They provide well-documented libraries and solvers (I use CPLEX mostly, so I don't use those much, but it is well documented and looks really good).

CPLEX alone does a lot of things, but for a linear programming course you will probably only need a tool to solve linear programs, and maybe mixed-integer problems (MIP).

Have a look at CMPL from coin, this may be enough for you; if you need to write "real" programs, you will have to use a (C or C++) library. They provide CoinMP for MIPs, and Clp for linear programs (simplex, barrier algorithms).

I have also used GLPK (from the GNU project) for linear programs, but it performs poorly for MIP (the default branch-and-bound procedure is very simple), although it may be enough for your course:

http://www.gnu.org/software/glpk/

However, I don't really agree with you about the fact that CPLEX documentation is poor..

Answer 3

Python

I haven't tested CVXOPT but my teacher mocked it, apparently a bit buggy, more here.