An interface for the CPLEX solver

CPLEX_CONIC()

CPLEX_CONIC()

# S4 method for CPLEX_CONIC
mip_capable(solver)

# S4 method for CPLEX_CONIC
name(x)

# S4 method for CPLEX_CONIC
import_solver(solver)

# S4 method for CPLEX_CONIC,Problem
accepts(object, problem)

# S4 method for CPLEX_CONIC
status_map(solver, status)

# S4 method for CPLEX_CONIC,Problem
perform(object, problem)

# S4 method for CPLEX_CONIC,list,list
invert(object, solution, inverse_data)

# S4 method for CPLEX_CONIC
solve_via_data(
  object,
  data,
  warm_start,
  verbose,
  feastol,
  reltol,
  abstol,
  num_iter,
  solver_opts,
  solver_cache
)

Arguments

solver, object, x: A CPLEX_CONIC object.
problem: A Problem object.
status: A status code returned by the solver.
solution: The raw solution returned by the solver.
inverse_data: A list containing data necessary for the inversion.
data: Data generated via an apply call.
warm_start: A boolean of whether to warm start the solver.
verbose: A boolean of whether to enable solver verbosity.
feastol: The feasible tolerance on the primal and dual residual.
reltol: The relative tolerance on the duality gap.
abstol: The absolute tolerance on the duality gap.
num_iter: The maximum number of iterations.
solver_opts: A list of Solver specific options
solver_cache: Cache for the solver.

Methods (by generic)

mip_capable(CPLEX_CONIC): Can the solver handle mixed-integer programs?
name(CPLEX_CONIC): Returns the name of the solver.
import_solver(CPLEX_CONIC): Imports the solver.
accepts(object = CPLEX_CONIC, problem = Problem): Can CPLEX solve the problem?
status_map(CPLEX_CONIC): Converts status returned by the CPLEX solver to its respective CVXPY status.
perform(object = CPLEX_CONIC, problem = Problem): Returns a new problem and data for inverting the new solution.
invert(object = CPLEX_CONIC, solution = list, inverse_data = list): Returns the solution to the original problem given the inverse_data.
solve_via_data(CPLEX_CONIC): Solve a problem represented by data returned from apply.