A problem object is instantiated (created and initialized) by ILOG CPLEX when you call the routine CPXcreateprob(). It is destroyed when you call CPXfreeprob(). ILOG CPLEX allows you to create more than one problem object, although typical applications will use only one. Each problem object is referenced by a pointer returned by CPXcreateprob() and represents one specific problem instance. All Callable Library functions (except parameter setting functions and message handling functions) require a pointer to a problem object.