Solving the Example Problem
The optimize command tells ILOG CPLEX to solve the LP problem. CPLEX uses the dual simplex optimizer, unless another method has been specified by setting the LPMETHOD parameter.
At the ILOG CPLEX prompt, type the command:
First, ILOG CPLEX tries to simplify or reduce the problem using its presolver and aggregator. If any reductions are made, a message will appear. However, in our small example, no reductions are possible.
Next, an iteration log appears on the screen. ILOG CPLEX reports its progress as it solves the problem. The solution process involves two stages:
The iteration log periodically displays the current iteration number and either the current scaled infeasibility during Phase I, or the objective function value during Phase II. Once the optimal solution has been found, the objective function value, solution time, and iteration count (total, with Phase I in parentheses) are displayed. This information can be useful for monitoring the rate of progress.
The iteration log display can be modified by the set simplex display command to display differing amounts of data while the problem is being solved.
After it finds the optimal solution, ILOG CPLEX reports:
Optimizing our example problem produces a report like the following one (although the solution times vary with each computer):
In our example, ILOG CPLEX finds an optimal solution with an objective value of 202.5 in two iterations. For this simple problem, 1 Phase I iteration was required.
To solve an LP problem, use the command:
