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        Release notes for CPLEX (12.1)
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1.      mm   um           wy murum a    ES mmm umm umm    z  mn Om w um  ee eee  NENNEN EE m r      5     IBM ILOG CPLEX V12 1  Release notes for CPLEX    O Copyright International Business Machines Corporation 1987  2009  US Government Users Restricted Rights   Use  duplication or disclosure restricted by GSA ADP Schedule Contract with IBM Corp    Legal terms    Copyright notice  O Copyright International Business Machines Corporation 1987  2009     US Government Users Restricted Rights   Use  duplication or disclosure restricted by  GSA ADP Schedule Contract with IBM Corp        Trademarks    IBM  the IBM logo  ibm com  WebSphere  ILOG  the ILOG design  and CPLEX are  trademarks or registered trademarks of International Business Machines Corp   registered  in many jurisdictions worldwide  Other product and service names might be trademarks  of IBM or other companies  A current list of IBM trademarks is available on the Web at   Copyright and trademark information  at http   www ibm com legal copytrade shtml    Adobe  the Adobe logo  PostScript  and the PostScript logo are either registered  trademarks or trademarks of Adobe Systems Incorporated in the United States  and or  other countries     Linux is a registered trademark of Linus Torvalds in the United States  other countries   or both     Microsoft  Windows  Windows NT  and the Windows logo are trademarks of Microsoft  Corporation in the United States  other countries  or both     Java and all Java based trademarks and lo
2.   creating callbacks  and more     Documentation of the CPLEX Python API is available in several forms     Online help is available from doc strings in the Python source     Areference manual of the Python API is available in HTML and CHM       Many examples of applications are delivered with the CPLEX Python API to illustrate  basic to advanced features of CPLEX       A new tutorial in Getting Started with CPLEX introduces the CPLEX Python API by  modeling and solving a typical LP problem  The tutorial also explains how to manage  CPLEX parameters through the Python interface     RELEASE NOTES FOR CPLEX  21       New feature  multi commodity flow  MCF  cuts    ILOG CPLEX 12 0 offers a new type of cut  also known as    multi commodity flow  MCF   cut  In models with the structure of a multi commodity flow network with arc capacities   CPLEX automatically recognizes the structure and produces special cutting planes that  usually help to solve such MIP models     The cuts that CPLEX generates state that the capacities installed on arcs pointing into a  component of the network must be at least as large as the total flow demand of the component  that can not be satisfied by flow sources within the component     Other new features of ILOG CPLEX 12 0 support this new type of cut       A new parameter  the MCF cut switch  documented in the ILOG CPLEX Parameters  Reference Manual  enables you to turn on or off generation of these cuts and to control  whether CPLEX generates them mod
3.  ILOG CPLEX 12 0 and will be removed from a future  version of the product     Inthe C   API       In the class IloCplex  GoalI     getNcliques   getNcovers  getNdisjunctiveCuts  getNflowCovers  getNflowPaths  getNfractionalCuts  get NGUBcovers    getNimpliedBounds    getNMIRs    o 9 9                getNzeroHalfCuts   e In the class IloCplex   MIPCallbackI  getNcliques   getNcovers  getNdisjunctiveCuts  getNflowCovers   getNflowPaths  getNfractionalCuts  getNGUBcovers  getNimpliedBounds    getNMIRs       o 9 9 9                getNzeroHalfCuts    16 RELEASE NOTES FOR CPLEX      In the Java API        In the class IloCplex Goal      getN  getN  getN  getN  getN  getN  getN  getN    getN       9 9 9              getN    cliques   covers  disjunctiveCuts  flowCovers  flowPaths  fractionalCuts  GUBcovers  impliedBounds  MIRs    zeroHalfCuts    In the class IloCplex MIPCallback    getN    getN    getN    getN    getN    getN    getN    getN    getN       o 9 9 9                getN    cliques   covers  disjunctiveCuts  flowCovers  flowPaths  fractionalCuts  GUBcovers  impliedBounds  MIRs    zeroHalfCuts      Inthe  NET API    In the class Cplex Goal      Ncliques    Ncovers    4    NdisjunctiveCuts  4    NflowCovers    RELEASE    NOTES    FO    R    CPLEX    17    18    NflowPaths  NfractionalCuts  NGUBcovers  NimpliedBounds    NMIRs    o  9 9          NzeroHalfCuts   e In the class Cplex MIPCallback  Ncliques   Ncovers   NdisjunctiveCuts  NflowCovers   NflowPaths  NfractionalCut
4.  the parallel deterministic MIP algorithm  except under certain  conditions  For details of those conditions  see the CPLEX User s Manual especially the topic  Parallel optimizers     RELEASE NOTES FOR CPLEX 25    26 RELEASE NOTES FOR CPLEX    Release notes of IBM ILOG CPLEX V12 1    Highlights a new feature in this release     In this section    New feature  CPLEX connector for Microsoft Excel  Introduces the CPLEX connector for Microsoft Excel        Copyright IBM Corp  1987  2009 27       New feature  CPLEX connector for Microsoft Excel    For customers familiar with Microsoft Excel  this new release of CPLEX provides an  easy to use spreadsheet interface to the full power of the CPLEX optimization engine   supporting CPLEX parameters  analysis of solutions  modification of the model  and other  tasks  The CPLEX Excel connector also provides a set of Visual Basic functions to program  VBA modules which call the CPLEX optimization engine     Documentation for the CPLEX Excel connector is available in several formats       Online help is available from the Excel menu bar after the user registers the XLL  connector as an Excel Add in in the conventional way       A glossary defines concepts from math programming in terms of Excel features     Amanual of procedures documents what a user can do with this CPLEX Excel connector       Anew tutorial introduces the CPLEX connector for Excel through a complete sample of  modeling and solving a typical LP problem       Numerous exampl
5.  this engineering  software       The basic toolbox functions accept a model description as input and produce a solution  as output       The CPLEX class API to MATLAB supports more sophisticated CPLEX features  such as  restarts or model decomposition  within MATLAB     Documentation for the CPLEX MATLAB connector is available in several forms      Online help is available inside a MATLAB session      Anew tutorial introduces the CPLEX MATLAB connector through a complete sample of  modeling and solving a typical LP problem  This tutorial is available in the user s manual    accompanying the CPLEX for MATLAB connector       More than forty examples accompany the new CPLEX MATLAB connector  covering both  the class API and the toolbox functions     20 RELEASE NOTES FOR CPLEX       New feature  CPLEX Python API    For customers who prefer an application programming interface for CPLEX  the new Python  API offers an easier approach to the familiar Callable Library  In particular  a CPLEX customer  using the new Python API does not have to manage lengths of arrays  allocation of memory   freeing of memory  and so forth  The Python API is a fully featured interactive interface to  CPLEX  offering coding features not available in the traditional CPLEX Interactive Optimizer   such as looping and callbacks  All the customary Callable Library features are organized  into an effective hierarchy  including modeling  entering problem data  modifying a model   solving  analyzing solutions
6. N ACTION  OF CONTRACT  NEGLIGENCE OR OTHER TORTIOUS ACTION  ARISING OUT OF  OR IN CONNECTION WITH THE USE OR PERFORMANCE OF THIS SOFTWARE      end of license terms of dtoa routine of the gdtoa package        Table of contents    For technical SUPPO Eire 7  Contacting IBM Support      mnssvrnnnvnnnnnnvnnnnvnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnner 8  Release Notes for ILOG CPLEX 12 0    rnrnnnnnnnnnnnnnnnnnnnnnnnnnnnvnnnnnnnnnnnnnnnnevenvnnnnnnnennnnnn 11  Welcome to ILOG CPLEX 12 0     ennrnnnnnvvvennnnnnnnvennnnnnnvennnnnnnnnennnnnnnnnennnnnnnnennnnnnnnnnvnnnnnnnnennnnnnnnennn 13  Conversion notes for all users  parallel optimizers enabled by default                                14  Conversion notes for all users  port changesS          rrvrrnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnnvnnnnnnnnnnnnnnnn 15  Conversion notes for Concert Technology users  deprecated methods                               16  New feature  CPLEX connector for The MathWorks MATLAB                                esses 20  New feature  CPLEX Python APl         rrrassvnnnnnvnnnnnvnnnnnnnnnnnvnnnnnnnnnnnnnnnnnnnnnnnennnnnnnnnnnnnnnnnnnnnnnnnnnnnnn 21  New feature  multi commodity flow  MCF  CutS       asrrrnnnnnnvnnnnnnnnnvnnnnnnnnvnnvennnnnnnenennnnnnnrennnnnner 22  New feature for Java or  NET users  piecewise linear numeric expression                          23  New feature  deterministic parallel barrier algorithm        s    rrrnnnnnvennnnnnnvvnnnnnnnnvnnnnn
7. erately or aggressively       A new constant  CPX CUT MCF  for use in the Callable Library routine CPXgetnumcuts  or  in the Concert Technology method getNcuts  enables you to access the number of  separated MCF cuts     Y Anew constant CPX CALLBACK INFO MCFCUT COUNT for use in the Callable Library routine  CPXgetcallbackinfo  enables you to query the current number of separated MCF cuts  from within a user written callback     22 RELEASE NOTES FOR CPLEX       New feature for Java or  NET users  piecewise linear numeric  expression    ILOG CPLEX 12 0 offers a new method for creating a piecewise linear numeric expression     In the Java API  use the method 11oMPModeler piecewiseLinear       Inthe  NET API  use the method IMPModeler PiecewiseLinear     These new methods create a piecewise linear numeric expression from pairs of points and  values   Similar methods already exist in the Concert Technology C   API      In situations where other methods fail to create a piecewise linear numeric expression  because of discontinuities  CPLEX raises the error CPXERR ILL DEFINED PWL  These new  methods do not suffer from the disability of failure around discontinuities  In other words   these new methods succeed in spite of discontinuities in a piecewise linear expression     RELEASE NOTES FOR CPLEX 23    24       New feature     RELEASE    deterministic parallel barrier algorithm    The CPLEX barrier optimizer has been changed so that it is available in deterministic mode   That is  t
8. es accompany the new CPLEX Excel connector     28 RELEASE NOTES FOR CPLEX          Symbols   NET API  IMPModeler PiecewiseLinear 23    C    CPLEX connector for The MathWorks MATLAB 20  CPXERR ILL DEFINED PWL 23    deprecated methods 16    Java API  MPModeler piecewiseLinear 23    multi commodity flow  MCF  cuts 22  new error code 23    piecewise linear numeric expression  PWL  23  port changes 15  Python API for CPLEX 21    O Copyright IBM Corp  1987  2009    Index       29    
9. gos are trademarks of Sun Microsystems   Inc  in the United States  other countries  or both     Other company  product  or service names may be trademarks or service marks of others     Further notices       Additional registered trademarks  Python   is a registered trademark of the Python Software Foundation   MATLAB   is a registered trademark of The MathWorks  Inc        Acknowledgement of use  dtoa routine of the gdtoa package  ILOG acknowledges use of the dtoa routine of the gdtoa package  available at  http   www netlib org fp     The author of this software is David M  Gay    All Rights Reserved     Copyright  C  1998  1999 by Lucent Technologies    Permission to use  copy  modify  and distribute this software and its documentation for  any purpose and without fee is hereby granted  provided that the above copyright notice  appears in all copies and that both that the copyright notice and this permission notice  and warranty disclaimer appear in supporting documentation  and that the name of  Lucent or any of its entities not be used in advertising or publicity pertaining to distribution  of the software without specific  written prior permission     LUGENT DISCLAIMS ALL WARRANTIES WITH REGARD TO THIS SOFTWARE   INCLUDING ALL IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS  IN  NO EVENT SHALL LUCENT OR ANY OF ITS ENTITIES BE LIABLE FOR ANY SPECIAL   INDIRECT OR CONSEQUENTIAL DAMAGES OR ANY DAMAGES WHATSOEVER  RESULTING FROM LOSS OF USE  DATA OR PROFITS  WHETHER IN A
10. he algorithm will take the same sequence of iterations when it is run on the same  problem on the same port platform  for example   x86 win32  with the same number of   threads  It will not necessarily take the same path if the problem is constructed in a different    way  if the port platform is different  for example  using x64 win64 instead of x86 win32   or if the number of threads has changed     For details about the parallel algorithms  see the CPLEX User s Manual  especially the topics  deterministic and opportunistic parallel modes     NOTES FOR CPLEX       New feature  parallel algorithms available to all users    The CPLEX parallel algorithms are now available to all users on platforms supporting parallel   There is no longer a need for a special license with the option to enable parallel applications     Tip  A CPLEX license key may still contain a  p n  option  the previous designation to enable  n threads  so that the license may be used with applications built with an earlier version  of CPLEX     The number of threads that CPLEX may use for any invocation of a parallel algorithm is  controlled by the threads parameter  CPX_PARAM THREADS  Threads   The user may set the  value of this parameter from the automatic setting of 0  zero  to the maximum number of  threads available on the system  as long as this value is less than or equal to 512     The automatic setting of the threads parameter invokes the parallel barrier algorithm  which  is now deterministic  and
11. ive Optimizer  if the user prefers a lesser degree of parallelism  For customers  already using Parallel CPLEX in earlier versions of the product  new licenses issued under  maintenance contracts continue to work the same way for those versions  while supporting  this new version     14 RELEASE NOTES FOR CPLEX       Conversion notes for all users  port changes    A new port x86 64 darwin8 gcc4 0 has been added to support the Macintosh operating  system on 64 bit architecture  This 64 bit extension to x86 architecture is also known as  AMD64 or EMT64     The new port power32 aix5 3 7 0 replaces power32 aix5 2 7 0  which is no longer  available     Likewise  the new port power64 aix5 3 7 0 replaces power64 aix5 2 7 0  Which is no  longer available     For a complete list of machine types and library formats  including version numbers of  compilers and JDKs  see the file yourCPLEXhome  mptable html      RELEASE NOTES FOR CPLEX 15       Conversion notes for Concert Technology users  deprecated methods    All of the methods deprecated in this release are ways for a user to access information either  through a goal or through a callback  All of the deprecated methods count the number of  cuts of a particular type that CPLEX has added to a model   A more general method   getNcuts  that allows a user to specify a type of cut and count the number of added cuts  still exists in this version  and it is not deprecated for use in goals or callbacks   These  methods have been deprecated in
12. izers available by default     Conversion notes for all users  port changes  Lists additional ports available in this release and ports removed from this release     Conversion notes for Concert Technology users  deprecated methods  Lists methods deprecated in ILOG CPLEX 12 0 and recommends replacements for them     New feature  CPLEX connector for The MathWorks MATLAB  Describes the new connector of CPLEX to this engineering software     New feature  CPLEX Python API  Describes the new fully supported Python API for CPLEX     New feature  multi commodity flow  MCF  cuts  Describes a new type of cut available for problems with network flow structure     New feature for Java or  NET users  piecewise linear numeric expression    Introduces a method for creating a piecewise linear numeric expression in the Java and   NET APIs        Copyright IBM Corp  1987  2009 11    New feature  deterministic parallel barrier algorithm  Announces that deterministic mode for the parallel barrier optimizer is available     New feature  parallel algorithms available to all users  Announces technical aspects of a change in the licensing policy for parallel applications     12 RELEASE NOTES FOR CPLEX       Welcome to ILOG CPLEX 12 0    In addition to the performance increase you expect with a major new release  ILOG CPLEX  12 0 introduces new features making it easier than ever to connect to engineering and  scientific software  This release offers a connector to The MathWorks MATLAB     This new 
13. nnnnvennnnnnneer 24  New feature  parallel algorithms available to all users             uuuununnsnnssnnsnnnnnnnnnnnnnnnnnnnnannannenn 25  Release notes of IBM ILOG CPLEX V12 1    rnnnnnnnnnnnnnnnnnnnnnvnnevnnennnnnnenennennnnnnnnnennnnnn 27  New feature  CPLEX connector for Microsoft Excel                                eese eere 28  Lj    cere 29    O Copyright IBM Corp  1987  2009 5    6    RELEASE    NOTES    FO    R    CPLEX    For technical support    Explains prerequisites and procedure for technical support of the product     In this section    Contacting IBM Support  Contains information on how to obtain technical support from IBM worldwide  should you  encounter any problems in using IBM products     O Copyright IBM Corp  1987  2009 7       Contacting IBM Support    8    IBM Software Support Handbook    This guide contains important information on the procedures and practices followed in the  service and support of your IBM products  It does not replace the contractual terms and  conditions under which you acquired specific IBM Products or Services  Please review it  carefully  You may want to bookmark the site so you can refer back as required to the latest  information  The  IBM Software Support Handbook  can be found on the web at http     www14 software ibm com webapp set2 sas f handbook home html     Accessing Software Support    When calling or submitting a problem to IBM Software Support about a particular service  request  please have the following informati
14. on ready     IBM Customer Number   The machine type model serial number  for Subscription and Support calls   Company name   Contact name   Preferred means of contact  voice or email    Telephone number where you can be reached if request is voice   Related product and version information   Related operating system and database information    Detailed description of the issue    o 9 9 9 9   99          Severity of the issue in relationship to the impact of it affecting your business needs       Contact by Web    Open service requests is a tool to help clients find the right place to open any problem   hardware or software  in any country where IBM does business  This is the starting place  when it is not evident where to go to open a Service request     Service Request  SR  tool offers Passport Advantage clients for distributed platforms online  problem management to open  edit and track open and closed PMRs by customer number   Timesaving options  create new PMRs with prefilled demographic fields  describe problems  yourself and choose severity  submit PMRs directly to correct support queue  attach  troubleshooting files directly to PMR  receive alerts when IBM updates PMR  view reports  on open and closed PMRs  You can find information about assistance for SR at http    www ibm com software support help contactus html    System Service Request  SSR  tool is similar to Electronic Service request in providing  online problem management capability for clients with support offe
15. rings in place on System    RELEASE NOTES FOR CPLEX    i  System p  System z  TotalStorage products  Linux  Windows  Dynix PTX  Retail  OS 2   Isogon  Candle on OS 390 and Consul z OS legacy products     IBMLink SoftwareXcel support contracts offer clients on the System z platform the IBMLink  online problem management tool to open problem records and ask usage questions on  System z software products  You can open  track  update  and close a defect or problem  record  order corrective preventive toleration maintenance  search for known problems or  technical support information  track applicable problem reports  receive alerts on high  impact problems and fixes in error  and view planning information for new releases and  preventive maintenance        Contact by phone    If you have an active service contract maintenance agreement with IBM   or are covered by  Program Services  you may contact customer support teams by telephone  For individual  countries  please visit the Technical Support section of the IBM Directory of worldwide  contacts     RELEASE NOTES FOR CPLEX 9    10 RELEASE NOTES FOR CPLEX    Release Notes for ILOG CPLEX 12 0    Thank you for installing ILOG CPLEX 12 0  Before using it  please review these notes  highlighting new features in this version     In this section    Welcome to ILOG CPLEX 12 0  Describes what to expect in this version     Conversion notes for all users  parallel optimizers enabled by default  Explains the new policy making parallel optim
16. s  NGUBcovers   NimpliedBounds    NMIRs       o 9 9 9                NzeroHalfCuts    If you use any ofthose deprecated methods in your applications  ILOG recommends that  you replace them with this method instead     getNcuts  type      where the argument type specifies the type of cut that the deprecated method counts     In other words  use the following methods to access the number of cuts added by CPLEX   whether the access is from a goal or a callback       Inthe C   API  use IloCplex   getNcuts  type  Or IloCplex  GoalI  getNcuts  type   Or IloCplex  MIPCallbackI  getNcuts  type        Inthe Java API  use IloCplex getNcuts  type  or IloCplex Goal getNcuts  type  or  IloCplex MIPCallback getNcuts  type        In the  NET API  use Cplex GetNcuts  type      The possible values of the argument type depend on the interface     In the C   API  use the values of the enumeration IloCplex   CutType       In the Java API  use the fields of the class IloCplex CutType     RELEASE NOTES FOR CPLEX      Inthe  NET API  use the attributes of the class Cplex CutType     RELEASE NOTES FOR CPLEX 19       New feature  CPLEX connector for The MathWorks MATLAB    The CPLEX connector for The MathWorks MATLAB enables a user to define optimization  problems and solve them within MATLAB  In other words  a student or practitioner who is  already adept in MATLAB can easily solve optimization problems within that framework     The new CPLEX connector for MATLAB offers two alternative approaches to
17. version also offers a full featured Python application programming interface  API   supporting all aspects of CPLEX optimization     Conversion notes for all users  parallel optimizers enabled by default announces a policy  change in licensing of interest to users with multi core or multi CPU computers running  CPLEX applications     Conversion notes for all users  port changes discusses the additional port available in this  release as well as replacements for ports no longer available     Conversion notes for Concert Technology users  deprecated methods lists methods deprecated  in this release and recommends replacements for them     Here is more detail about major new features in this release     New feature  CPLEX connector for The MathWorks MATLAB    New feature  CPLEX Python API      New feature  multi commodity flow  MCF  cuts    RELEASE NOTES FOR CPLEX 13       Conversion notes for all users  parallel optimizers enabled by default    With this release  the default ILOG CPLEX license enables the parallel versions of the  barrier and mixed integer programming  MIP  optimizers  That is  on shared memory   multi core  or multi CPU computers  these optimizers are enabled by default to use a number  of threads equal to the total number of cores  This change is a change in licensing only  User  control of the number of parallel threads remains available through a parameter  Threads  in the Concert APIs  CPX PARAM THREADS in the Callable Library  set threads in the  Interact
    
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