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TOMLAB /CPLEX

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TOMLAB /CPLEX efficiently integrates the solver package CPLEX with Matlab and TOMLAB. The solver is generally considered the state-of-the-art large-scale mixed-integer linear and quadratic programming solver. The package includes simplex and barrier solvers for linear, quadratic and conic programming. Included is also an advanced Matlab solution for network programming problems.

A full memory trial version of TOMLAB /CPLEX is available for download.

Tomlab Optimization recommends the user to send larger examples to support@tomopt.com for benchmark tests, solution statistics and tuning for faster speed or less memory requirement.

Features and capabilities

  • CPLEX handles large-scale mixed-integer quadratic programming (MIQP) problems with linear and quadratic constraints (MIQQ), e.g. suitable for financial portfolio problems.
     
  • Sparse barrier linear and quadratic programming (LP,QP) solver.
     
  • Primal, dual and network simplex and sifting solvers.
     
  • A special node-arc solver solution for network problems is included, cplexnet.
     
  • Full control in Matlab of all CPLEX parameters and status variables.
     
  • All types of diagnostic callback options and general callbacks to MATLAB with user control.
     
  • Fully sparsified code, capable of handling large, sparse problems.
     
  • Infeasibility and sensitivity analysis.
     
  • Several example files included.
     
  • Integrated with the TOMLAB modeling environment. CPLEX may be used as subproblem solver in TOMLAB.
     
  • TOMLAB /CPLEX is available for Windows 32/64-bit, Linux 64-bit and Apple Mac OS X (Intel only).
     
  • Toolbox Options: For commercial use, there are several different solver and license options:

    • TOMLAB /CPLEX: solves mixed-integer linear and quadratic programming (MILP,MIQP), and linear and quadratic programming (LP,QP), with simplex or barrier solvers. Quadratic constraints are also supported. An embedded CPLEX license is included. Parallel versions also available for up to 64 CPUs/cores.
    • TOMLAB /CPLEX Intermediate: solves linear and quadratic programming problems (LP,QP) with simplex or barrier solvers and mixed-integer linear programming problems (MILP). An embedded CPLEX license is included.
    • TOMLAB /CPLEX Basic: solves linear programming problems (LP) with primal, dual and network simplex and sifting solvers. A special network interface is included. An embedded CPLEX license is included.
    • TOMLAB /CPLEX MEX: The TOMLAB /CPLEX interface without any CPLEX license. The solver capacity is dependent on the user's existing CPLEX license.

  • Academic use: The full (and parallel) TOMLAB /CPLEX and the TOMLAB /CPLEX MEX are available.

Requirements

  • MATLAB 7.5 or later


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