CVXPY is an open source Python modeling language for convex optimization problems. A CPLEX interface for CVXPY is now available as part of the cvxpy package.
To use CPLEX with CVXPY it is as easy as setting the solver option to CPLEX when calling the solve method. For example:
# Solve with CPLEX.
prob.solve(solver=CPLEX)
print("optimal value with CPLEX:", prob.value)
In order to use this new functionality, the CPLEX Python API must be
installed (or in your PYTHONPATH). See the installation instructions
for version 12.8 here. Alternately, the Community Edition is now
available through the Python Package Index (PyPi) and can easily
be installed with pip install cplex.
The CPLEX interface for CVXPY supports setting parameters, displaying
the engine log, and exporting to file formats such as LP, MPS, and SAV
(see the CVXPY documentation on setting solver options).
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