For my research, I had to move my codes from MATLAB to C++, to benefit from functions available in IBM Cplex. As you may guess, it is not easy. You had to find what corresponds to what in C++, which takes quite some time and I’m afraid that I’m going to break Google’s search button.
However, I found that Cplex is really well-developed for C++ usage. There are really useful classes and functions, that is convenient to use. I really amazed how these classes make everything easy to implement. My movement is still slow, but sometimes I find one-line replacement of my one-line MATLAB code. For instance “IloScalProd” is a one-line scalar multiplication code, which is one of my favorites.
Well, I need to invest more time to complete the process. But I’m happy to make this change at a very early time of my research. I will need to add some constraints to the Branch and Bound tree in Cplex, so this change became a must. Perhaps, I can also improve my C++ skills and knowledge along the way. You can expect to see more C++/Cplex codes in both here and also in ORComplete.