Rcplex2

This R package modifies the original Rcplex 0.3-3 package from CRAN, with added functionality.

Changes to the original package include:

1. Enable specifying the number of threads to use and parallel mode (opportunistic or deterministic);
2. Enable warm start (i.e. providing an initial solution);
3. Changed the default values of some of the parameters;
4. Changed package name to Rcplex2 to avoid conflict if Rcplex is installed;
5. Enable specifying the "Optimality Target" parameter for QP.

Changed parts in the codes are marked by comments.

Install

Please first install the IBM ILOG CPLEX Optimization Studio, you can get a free academic version from the official IBM website.

Clone this git repo:

git clone https://github.com/ruppinlab/Rcplex2.git

Then use a command in the form of R CMD INSTALL --configure-args="PKG_CFLAGS='AAA' PKG_CPPFLAGS=BBB PKG_LIBS='CCC'" Rcplex2 to install, where AAA, BBB and CCC are determined by the variables CFLAGS and CLNFLAGS in the file <cplex_dir>/cplex/examples/<system>/<libformat>/Makefile. Specifically, BBB is the last term in CFLAGS, AAA are the terms excluding the last in CFLAGS (in that order), and CCC are -L$(CPLEXLIBDIR) plus all the terms in CLNFLAGS. For more system-specific details, see the inst/INSTALL file.

Below is an example for installation on a 64-bit Linux system. Replace ${cplex_dir} with the installation directory of CPLEX, e.g. something like $HOME/ibm/ILOG/CPLEX_Studio1210. This example worked for me on Biowulf.

R CMD INSTALL --configure-args="PKG_CFLAGS='-fPIC -m64 -fno-strict-aliasing' \
    PKG_CPPFLAGS=-I${cplex_dir}/cplex/include \
    PKG_LIBS='-L${cplex_dir}/cplex/lib/x86-64_linux/static_pic \
    -lcplex -lm -lpthread'" Rcplex2

On MacOS, the CPLEX installation directory ${cplex_dir} can be something like /Applications/CPLEX_Studio1210; also need to change the ${cplex_dir}/cplex/lib/x86-64_linux/static_pic to something like ${cplex_dir}/cplex/lib/x86-64_osx/static_pic.

Note: In some cases, there may be an issue related to CPXversion that prevents successful installation. I changed the configure file in a dirty way to circumvent this issue (basically I set the value of the variable ac_cv_search_CPXversion to "none required" by default), which worked for me but may have side effects in other cases. The original configure file was saved as configure.bak.