Here is a C++ application using ILOG CPLEX in Concert Technology to solve the example. An expanded form of this example is discussed in detail in Concert Technology Tutorial for C++ Users.
#include <ilcplex/ilocplex.h>
ILOSTLBEGIN
int
main (int argc, char **argv)
{
IloEnv env;
try {
IloModel model(env);
IloNumVarArray vars(env);
vars.add(IloNumVar(env, 0.0, 40.0));
vars.add(IloNumVar(env));
vars.add(IloNumVar(env));
model.add(IloMaximize(env, vars[0] + 2 * vars[1] + 3 * vars[2]));
model.add( - vars[0] + vars[1] + vars[2] <= 20);
model.add( vars[0] - 3 * vars[1] + vars[2] <= 30);
IloCplex cplex(model);
if ( !cplex.solve() ) {
env.error() << "Failed to optimize LP." << endl;
throw(-1);
}
IloNumArray vals(env);
env.out() << "Solution status = " << cplex.getStatus() << endl;
env.out() << "Solution value = " << cplex.getObjValue() << endl;
cplex.getValues(vals, vars);
env.out() << "Values = " << vals << endl;
}
catch (IloException& e) {
cerr << "Concert exception caught: " << e << endl;
}
catch (...) {
cerr << "Unknown exception caught" << endl;
}
env.end();
return 0;
} // END main