CPLEX Solver for AMPL

Developer: IBM Corporation

Company website: IBM ILOG CPLEX

Current version: 22.1.1

Problem types supported: Linear and quadratic optimization in continuous and integer variables. Support is provided for both convex and nonconvex quadratic objectives, and for convex quadratic constraints.

Special forms detected: Logical implications in the form of “indicator” constraints. Convex quadratic expressions in objectives, and convex quadratic constraints of elliptic and conic types.

Algorithms available: For continuous problems, primal and dual simplex, interior-point (barrier); for integer problems, advanced branch-and-bound with presolve, feasibility heuristics, and cut generators. For continuous problems comprised mostly or entirely of linear network flow constraints, network simplex.

Special features: Shared-memory parallel processing for barrier, branch-and-bound. Concurrent optimization by several methods to determine best choice. Special facilities for parameter tuning and infeasibility diagnosis.

See also: ILOG CP for AMPL, covered by the CPLEX for AMPL license, for access to constraint programming and more general CPLEX handling of logical constraints.