sol*_*les 5 ubuntu matlab mathematical-optimization linear-programming cplex
我正在尝试开始使用YALMIP，它是优化求解器（如CPLEX）的 Matlab 接口。我有一个目标函数obj和约束cons，我已经将它们插入 Yalmip ......
options=sdpsettings('solver','Cplex'); %windows needs uppercase 'Cplex' and unix is ok with 'cplex' or 'Cplex'
solvesdp(cons,obj,options); %prints 'Warning: Solver not found'
在上面的代码中，solvesdp打印Warning: Solver not found。该.m含obj，cons以及对Yalmip呼叫工作我朋友的电脑上，我们正在难倒，为什么它不工作在我的电脑上。
以下是我在使用Matlab R2012b 的Ubuntu 12.04机器上执行的 CPLEX 和 Yalmip 设置步骤：
/home/user/ibm/ILOG/CPLEX_Studio125/cplexhome/user/yalmip
addpath(genpath('/home/user/yalmip'))
addpath(genpath('/home/user/ibm/ILOG/CPLEX_Studio125/cplex/matlab'))
addpath(genpath('/home/user/ibm/ILOG/CPLEX_Studio125/cplex/examples/src/matlab'))
下面，我将解释我如何尝试诊断问题。很明显，Matlab 可以看到 CPLEX，Matlab 可以看到 Yalmip，但 Yalmip 看不到 CPLEX。
确认 Yalmip 和 CPLEX 在我的 matlab 路径中：
MATLAB> path
/home/user/ibm/ILOG/CPLEX_Studio125/cplex/examples/src/matlab
/home/user/ibm/ILOG/CPLEX_Studio125/cplex/matlab
/home/forrest/ibm/ILOG/CPLEX_Studio125/cplex/matlab/help
/home/forrest/ibm/ILOG/CPLEX_Studio125/cplex/matlab/help/helpsearch
/home/forrest/ibm/ILOG/CPLEX_Studio125/cplex/matlab/help/topics
/home/user/yalmip
/home/user/yalmip/demos
/home/user/yalmip/extras
/home/user/yalmip/modules
/home/user/yalmip/modules/bilevel
/home/user/yalmip/modules/global
/home/user/yalmip/modules/moment
/home/user/yalmip/modules/parametric
/home/user/yalmip/modules/robust
/home/user/yalmip/modules/sos
/home/user/yalmip/operators
/home/user/yalmip/solvers
...
为了验证 Matlab 确实可以找到 CPLEX，我运行了help cplexlp. 它给出了有效的输出：
MATLAB> help cplexlp
cplexlp
Solve linear programming problems.
x = cplexlp(f,Aineq,bineq) solves the linear programming problem min f*x such that Aineq*x <= bineq.
...
另外，which cplex给出这个输出：/home/user/ibm/ILOG/CPLEX_Studio125/cplex/matlab/@Cplex/Cplex.p
并which yalmip给出这个输出：/home/user/yalmip/extras/yalmip.m
我yalmiptest在 Matlab 命令提示符下运行。输出验证 Matlab 可以找到 Yalmip，但 Yalmip 找不到 CPLEX：
MATLAB> yalmiptest
+++++++++++++++++++++++++++++++++++++++++++++++
| Searching for installed solvers |
+++++++++++++++++++++++++++++++++++++++++++++++
| Solver| Version/module| Status|
+++++++++++++++++++++++++++++++++++++++++++++++
| LINPROG| | found|
| QUADPROG| | found|
| LMILAB| | found|
| FMINCON| geometric| found|
| FMINCON| standard| found|
| FMINSEARCH| | found|
| BNB| | found|
| BINTPROG| | found|
| CUTSDP| | found|
| BMIBNB| | found|
| KKTQP| | found|
| NONE| | found|
| LSQNONNEG| | found|
| LSQLIN| | found|
| GUROBI| GUROBI| not found|
| GUROBI| MEX| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| CPLEXINT| not found|
| CBC| | not found|
| GLPK| GLPKMEX-CC| not found|
我还环顾了 IBM 论坛以寻找答案。一位朋友向我指出IBM 论坛中有关诊断 CPLEX/Yalmip 的这篇文章，但该文章更侧重于 Windows，并没有真正解决我的问题。
更多细节：
深入Yalmip源码后，终于找到了问题所在。
在 Yalmip 源代码中，有一个名为yalmip/solvers/definesolvers.m. 在 中definesolvers.m，有一堆这样的语句：
solver(i) = lpsolver;
solver(i).tag = 'CPLEX';
solver(i).version = 'IBM';
solver(i).subversion = '12.4';
solver(i).checkfor = {'cplexlp.m','cplexlink124'};
...
这些语句适用于 CPLEX 12.0、12.1、12.2、12.3 和 12.4。但是，我使用的是 CPLEX 12.5，CPLEX 12.5 没有这样的声明。
我替换了12.4with 的所有实例12.5并替换了cplexlink124with 的实例cplexlink125。我的优化代码现在可以工作了！
这是 的新输出yalmiptest：
>> yalmiptest
+++++++++++++++++++++++++++++++++++++++++++++++
| Searching for installed solvers |
+++++++++++++++++++++++++++++++++++++++++++++++
| Solver| Version/module| Status|
+++++++++++++++++++++++++++++++++++++++++++++++
| CPLEX| IBM| found|
| CPLEX| IBM| found|
| CPLEX| IBM| found|
| LINPROG| | found|
| QUADPROG| | found|
| LMILAB| | found|
| FMINCON| geometric| found|
| FMINCON| standard| found|
| FMINSEARCH| | found|
| BNB| | found|
| BINTPROG| | found|
| CUTSDP| | found|
| BMIBNB| | found|
| KKTQP| | found|
| NONE| | found|
| LSQNONNEG| | found|
| LSQLIN| | found|
| GUROBI| GUROBI| not found|
| GUROBI| MEX| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
| CPLEX| IBM| not found|
...
我猜其余的CPLEX| IBM| not found|行表示未找到 CPLEX 12.0、12.1、12.2 和 12.3。
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