Install third-party solvers

For the largest problems, M4OPT requires a commercial MIP solver: IBM ILOG CPLEX Optimization Studio (just “CPLEX” for short) or Gurobi. Both products are available for free for academic users (students, staff, and faculty at accredited educational institutions).

Install CPLEX

CPLEX comes with a variety of tools and interfaces including a full-featured integrated development environment (IDE). However, we require only two components, the lightweight cplex and docplex Python packages.

Academic users

Academic users cannot use the versions of cplex and docplex that are installed automatically when you install M4OPT using pip. Instead, they need to use the Python packages that come with the full academic software distribution of IBM ILOG CPLEX Optimization Studio, following the instructions below.

  1. In a Web browser, navigate to the IBM Academic Initiative Data Science site.

  1. Register or log in using your institutional email address (ending in .edu).

  2. Scroll to the middle of the page and navigate to Software ‣ IBM ILOG CPLEX Optimization Studio.

  3. Follow the download and installation instructions.

    If installing on a remote system, be sure to copy the appropriate installer file (e.g. cplex_studio2211.linux_x86_64.bin) to that system. Then, update the permissions of the file to make it executable and run it with e.g. /cplex_studio2211.linux_x86_64.bin. The installation will proceed in the command line.

  4. In the Python environment in which you have installed M4OPT, run this command:

    python /opt/ibm/CPLEX_Studio201/python/setup.py install

    Replace /opt/ibm/CPLEX_Studio201 with the path where the software was installed. On macOS, this may be in the /Applications directory.

All others

IBM offers a variety of license options for CPLEX and differentiates between “development” and “production” use.

A particularly cost-effective and flexible option for non-production use is the “Developer Subscription”. It allows a single authorized user to install and run an unlimited number of concurrent solves with an unlimited number of threads on an unlimited number of machines.

If you purchase a Developer Subscription, then activating the full version of CPLEX is particularly straightforward, because no software downloads are required. Follow these two steps:

  1. IBM will have sent you your CPLEX Studio API key by email. Find this key.

  2. Set the environment variables CPLEX_STUDIO_KEY and CPLEX_STUDIO_KEY_SERVER by running these commands, replacing xxxxxxxxxx with your API key:

    export CPLEX_STUDIO_KEY=xxxxxxxxxx
export CPLEX_STUDIO_KEY_SERVER=https://scx-cos.docloud.ibm.com/cos/query/v1/apikeys

    Consider adding these commands to your login shell’s profile script.

Install Gurobi

Gurobi for Python is distributed as the lightweight gurobipy Python package. It is installed automatically when you install M4OPT using pip.

No matter what kind of license that you have, to make gurobipy fully functional you simply need to have your gurobi.lic license file present in your home directory.

Depending on your license type, you may need additional command-line tools to retrieve and manage your license file, such as the grbgetkey command mentioned in the instructions below. These command-line tools are not included in gurobipy, but are included in the full Gurobi Optimizer distribution.

However, once your license file is set up, you no longer need the full distribution. We recommend that you use the gurobipy Python package that was automatically installed by pip, rather than the one that came with the Gurobi Optimizer installer.

Academic users

  1. Make sure that your computer is connected to your campus network or VPN.

  2. In a Web browser, navigate to Gurobi Academic Programs and Licenses.

  1. Follow the instructions under the “Individual Academic Licenses” heading to download and install Gurobi and retrieve your gurobi.lic file using the grbgetkey command.

  2. Once you have retrieved the gurobi.lic file on your computer, it does not need to be connected to your campus network or VPN to use Gurobi.

All others

For commerical and government users, Gurobi offers a variety of license types. Contact Gurobi sales for pricing.