I am wondering why cvx does not support cplex solver…
Just becasue cplex does not support Semidefinite programming ?
It’s funny you should ask! Your timing is good. With the help of IBM, I am preparing a shim for CPLEX. It will appear very soon in CVX 3.0 beta. It will require a professional license, just like MOSEK and Gurobi.
Initially, we will not be bundling it with CVX like we do with those other commercial solvers. That means you will be responsible for installing CPLEX yourself, and adding its MATLAB files to your MATLAB path. But once you do that, running cvx_setup will find the CPLEX solver and connect it to CVX.
It is possible that a future agreement with IBM will allow us to bundle CPLEX with CVX, to simplify the ability to connect CVX and CPLEX together. Stay tuned!
I’ll reply to this post again when the beta support for CPLEX is available. If you’re a potential CPLEX user and want to receive an email when I do post that announcement, scroll down to the buttons at the bottom of this thread and make sure the notification button is set to “Tracking” or “Watching”.
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Is there any update for CPLEX with CVX?
I am speaking unofficially as a CVX forum moderator and outside observer/analyst without specific knowledge of the matter at hand. I am not speaking officially for CVX Research, because I am not CVX’s developer (@mcg is) nor employee.
However, senior development staff have been dropping like flies from (IBM) CPLEX in recent months, with several of them moving to Gurobi. Unfortunately, despite its storied heritage, I think senior IBM executives no longer view CPLEX as a strategic priority, and I don’t think the future of CPLEX development is bright. This disappoints me, because as an Operations Research person, i think strong oompetition is good
When viewed in combination with the very limited development of CVX in recent years (the only major development effort in recent years was to include support for use of Mosek 9.x’s native exponential cone capability in CVX 2.2., released in January 2020), I wouldn’t hold out much hope for CPLEX support in CVX, even in a non-bundled fashion, as described in @mcg’s above post from March 2015.
Mark, thanks for tagging me—I’m afraid a completed CPLEX shim is unlikely at this point.