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TOMLAB /CPLEX v11.0

TOMLAB /CPLEX efficiently integrates the solver package CPLEX with Matlab and TOMLAB. Included is also an advanced Matlab interface to the state-of-the-art large-scale mixed-integer linear and quadratic programming solver CPLEX, which also includes simplex and barrier solvers for linear and quadratic programming.

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 solver.
     
  • A special solver interface for network problems is included, cplexnet.
     
  • Full control in Matlab of all CPLEX parameters and status variables.
     
  • All types of diagnostic callback options are 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 graphical user interface and driver routines. CPLEX may be used as subproblem solver in the Tomlab environment.
     
  • TOMLAB /CPLEX is available for PC, Linux and SUN systems.
     
  • 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. A CPLEX license is included. Parallel versions also available for up to 64 CPUs.
    • TOMLAB /CPLEX Intermediate: solves linear and quadratic programming problems (LP,QP) with simplex or barrier solvers; and solves mixed-integer linear programming problems (MILP). A CPLEX license is included.
    • TOMLAB /CPLEX Basic: solves linear programming problems (LP) with primal, dual and network simplex solvers. A special network interface is included. A CPLEX license is included.
    • TOMLAB /CPLEX MEX: The TOMLAB /CPLEX MEX 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 6.5 or later


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