Using CPLEX with MATLAB by Claude Tadonki

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Claude Tadonki
Computer scientist

Note : This page provides matlab routines (with associated c mex-file) to run CPLEX features in a matlab environment. The initial routines (lp and qp) was done by David Musicant ( Carleton College ). Several extensions including the optimization options, error handling, and the adaptation to the Mixed Integer Programming was done by Claude Tadonki (University of Orsay - LAL/CNRS/IN2P3). You are allowed to download and use materials of this page freely for research purposes, provided you correctly mention the authors as described in each file. Here you can get code for lp, qp, and mip with CPLEX 6.5 and CPLEX 8.1. Upgrades to newer versions of CPLEX are now available (thanks to Travis Johnson)

Download all files as a single tar file

Download all files as a single tar file (NEWER VERSION OF CPLEX)

C Mex-Files should be compiled with the command

mex -I/cplex_include_fullpath -L/cplex_library_fullpath -lcplex file.c

Original file for Solving a standard linear programming problem

See here

General Linear Programming

[obj, x, lambda, status, colstat, it] = lp_cplex(c, A, b, l, u, le, ge, maxIter, optimizer)

min c' * x with linear constraints

optimizer is a variable for optimizer choice, which can be one of the following
0 : primal simplex
1 : dual simplex
2 : network
3 : primal - dual barrier

Download Matlab file Associated mex file Associated mex file (current version of cplex)

Quadratic Programming

[obj, x, lambda, status, colstat, it] = qp_cplex(q, c, A, b, l, u, le, ge, maxIter)

min 1/2 * x' * Q * x + c' * x with linear contraints

Download Matlab file Associated mex file Associated mex file (current version of cplex)

Mixed Integer Programming

[obj, x, lambda, status, colstat, it] = mip_cplex(q, c, A, b, l, u, le, ge, binvar, genvar, maxIter, verbose)

min c' * x with linear contraints and integer variables ( binary or general )

Indices of binary variables are listed in binvar, and indices of general integer variables are listed in genvar

Download Matlab file Associated mex file Associated mex file (current version of cplex)

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Selected papers by the author:

Solving the p-median problem with a semi-Lagrangian relaxation, C Beltran, C Tadonki, JP Vial, Computational Optimization and Applications 35 (2), pp. 239-260, 2006.
Proximal-ACCPM: A versatile oracle based optimisation method, F Babonneau, C Beltran, A Haurie, C Tadonki, JP Vial Optimisation, Econometric and Financial Analysis, pp. 67-89, 2007.
Parallel Multiplication of a Vector by a Kronecker Tensor Product of matrices, C Tadonki, B Philippe Parallel and Distributed Computing Practices 2, pp. 53-67, 1999.
Parallelization schemes for memory optimization on the cell processor: a case study on the harris corner detector, T Saidani, L Lacassagne, J Falcou, C Tadonki, S Bouaziz Transactions on high-performance embedded architectures and compilers III, pp. 177-200, 2011.
The algebraic path problem revisited, S Rajopadhye, C Tadonki, T Risset Euro-Par’99 Parallel Processing, pp. 698-707, 1999.
Algorithmic Skeletons within an Embedded Domain Specific Language for the CELL Processor, T Saidani, J Falcou, C Tadonki, L Lacassagne, D Etiemble, 18th International Conference on Parallel Architectures and Compilation Techniques, (PACT'09), 2009.
An efficient CELL library for lattice quantum chromodynamics, C Tadonki, G Grodidier, O Pene ACM SIGARCH Computer Architecture News 38 (4), pp. 60-65, 2011.
Universal Report: a generic reverse engineering tool, C Tadonki, 12th IEEE International Workshop Program Comprehension, pp. 266-267, 2004.

Integer programming heuristic for the dual power management problem in sensor networks, C Tadonki, J Rolim, Proc of the Second International Workshop on Managing Ubiquitous Communications and Services, MUCS2004, 2004.