What is IloCplex?

IloCplex is a Concert Technology IloAlgorithm class capable of solving optimization problems known as Linear Programs (LPs), Mixed Integer Linear Programs (MILPs), Quadratic Programs (QPs), and Mixed Integer Quadratic Programs (MIQPs). An instance of IloCplex can extract and solve models consisting of the following Concert Technology extractables:

Extractable Class 
Used to Model 
IloNumVar  
numeric variables 
IloSemiContVar  
semi-continuous or semi-integer variables 
IloObjective  
at most one objective function with linear, piecewise linear, or quadratic expressions 
IloRange  
range constraints with linear or piecewise linear expressions 
IloConversion  
variable type conversions 
IloModel 
submodels 
IloSOS1  
special ordered sets of type 1 
IloSOS2  
special ordered sets of type 2 
IloAnd  
constraint clauses 

What is special about this set of extractable classes recognized by IloCplex is that models consisting of these objects can be transformed into mathematical programming problems of the form:

When all variables are continuous and Q is zero, problems of this form are known as Linear Programs (LPs). If Q is not zero, such problems are known as Quadratic Programs (QPs). If any variables are integer, semi-continuous, or boolean, such problems are called Mixed Integer Programs (MIPs). A MIP with a zero Q matrix is called a Mixed Integer Linear Program (MILP), and a MIP with a non-zero Q is called a Mixed Integer Quadratic Program (MIQP).

Refer to the ILOG Concert Technology Reference Manual for more information on these classes.


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