The CPLEX Optimizer was named for the simplex method as implemented in the C programming language, although today it also supports other types of mathematical optimization and offers interfaces other than just C. It was originally developed by Robert E. Bixby and was offered commercially starting in 1988 by CPLEX Optimization Inc., which was acquired by ILOG in 1997; ILOG was subsequently acquired by IBM in January 2009. CPLEX continues to be actively developed under IBM.
The IBM ILOG CPLEX Optimizer solves integer programming problems, very large linear programming problems using either primal or dual variants of the simplex method or the barrier interior point method, convex and non-convex quadratic programming problems, and convex quadratically constrained problems (solved via second-order cone programming, or SOCP).
The CPLEX Optimizer has a modeling layer called Concert that provides interfaces to the C++, C#, and Java languages. There is a Python language interface based on the C interface. Additionally, connectors to Microsoft Excel and MATLAB are provided. Finally, a stand-alone Interactive Optimizer executable is provided for debugging and other purposes.
The CPLEX Optimizer is accessible through independent modeling systems such as AIMMS, AMPL, GAMS, MPL, OpenOpt, OptimJ and TOMLAB. In addition to that AMPL provides an interface to the CPLEX CP Optimizer.
The full IBM ILOG CPLEX Optimization Studio consists of the CPLEX Optimizer for mathematical programming, the IBM ILOG CPLEX CP Optimizer for constraint programming, the Optimization Programming Language (OPL), and a tightly integrated IDE.
- IBM Completes Acquisition of ILOG, 6 Jan 2009
- Mittelmann, H. D. (10 July 2007), "Recent Benchmarks of Optimization Software", 22nd European Conference on Operational Research, EURO XXII Prague, Czech Republic: Dept of Math and Stats Arizona State University