Building and Solving a Small LP Model in C++

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• The first operation is to create the environment object env, and the last operation is to destroy it by calling env.end. The rest of the code is enclosed in a try/catch clause to gracefully handle any errors that may occur.
• Modeling by Rows
• Modeling by Columns
• Modeling by Nonzero Elements

Example ilolpex1.cpp, which is one of the example programs in the standard ILOG CPLEX distribution, is an extension of the example presented in Introducing ILOG CPLEX. It shows three different ways of creating an ILOG Concert Technology LP model, how to solve it using IloCplex, and how to access the solution. Here is the problem that the example optimizes:

Maximize	x1 + 2x2 + 3x3
subject to	-x1 + x2 + x3 20  x1 - 3x2 + x3 30
with these bounds	0 x1 40  0 x2 +  0 x3 +

After the model has been populated, the IloCplex algorithm object cplex is created and the model is extracted to it. The following call of the method solve invokes the optimizer. If it fails to generate a solution, an error message is issued to the error stream of the environment, cplex.error(), and the integer -1 is thrown as an exception.

IloCplex provides the output streams out for general logging, warning for warning messages, and error for error messages. They are preconfigured to cout, cerr, and cerr respectively. Thus by default you will see logging output on the screen when invoking the method solve. This can be turned off by calling cplex.setOut(env.getNullStream()), that is, by redirecting the out stream of the IloCplex object cplex to the null stream of the environment.

If a solution is found, solution information is output through the channel, env.out which is initialized to cout by default. The output operator << is defined for type IloAlgorithm::Status as returned by the call to cplex.getStatus. It is also defined for IloNumArray, the ILOG Concert Technology class for an array of numerical values, as returned by the calls to cplex.getValues, cplex.getDuals, cplex.getSlacks, and cplex.getReducedCosts. In general, the output operator is defined for any ILOG Concert Technology array of elements if the output operator is defined for the elements.

The functions named populateby* are purely about modeling and are completely decoupled from the algorithm IloCplex. In fact, they don't use the cplex object, which is created only after executing one of these functions.