MathOptSolversCMake

CMake wrappers for mathematical optimization solvers.

For Artelys Knitro see fontanf/knitrocpp.

Example usage:

# Fetch fontanf/mathoptsolverscmake.
set(MATHOPTSOLVERSCMAKE_USE_CLP ON)
FetchContent_Declare(
    mathoptsolverscmake
    GIT_REPOSITORY https://github.com/fontanf/mathoptsolverscmake.git
    GIT_TAG ...)
    #SOURCE_DIR "${PROJECT_SOURCE_DIR}/../mathoptsolverscmake/")
FetchContent_MakeAvailable(mathoptsolverscmake)

...

target_link_libraries(MyProject_my_target PUBLIC
    MathOptSolversCMake::clp)

CLP

• CLP will automatically be downloaded. It doesn't need to be already installed.
• Example:

set(MATHOPTSOLVERSCMAKE_USE_CLP ON)

...

target_link_libraries(MyProject_my_target_1 PUBLIC
    MathOptSolversCMake::clp)

CBC

• CBC will automatically be downloaded. It doesn't need to be already installed.
• Example:

set(MATHOPTSOLVERSCMAKE_USE_CBC ON)

...

target_link_libraries(MyProject_my_target_2 PUBLIC
    MathOptSolversCMake::cbc)

FICO Xpress

• FICO Xpress must be installed and a XPRESSDIR environment variable must be properly defined
• Currently only working on Linux, contributions welcome for Windows and macOS
• Example:

set(MATHOPTSOLVERSCMAKE_USE_XPRESS ON)

...

target_link_libraries(MyProject_my_target PUBLIC
    MathOptSolversCMake::xpress)

IBM® ILOG CPLEX Optimizer

• IBM® ILOG CPLEX Optimizer must be installed and a CPLEX_HOME environment variable must be properly defined (example: /opt/ibm/ILOG/CPLEX_Studio129/)
• Currently only working on Linux, contributions welcome for Windows and macOS
• Example:

set(MATHOPTSOLVERSCMAKE_USE_CPLEX ON)

...

target_link_libraries(MyProject_my_target_1 PUBLIC
    MathOptSolversCMake::cplex)
target_link_libraries(MyProject_my_target_2 PUBLIC
    MathOptSolversCMake::cpoptimizer)

Gurobi

• Gurobi must be installed and a GUROBI_HOME environment variable must be properly defined (example: /opt/gurobi1003/linux64)
• The Gurobi C++ interface must have been installed. For example, on Linux:

cd ${GUROBI_HOME}/linux64/src/build/
make
cp libgurobi_c++.a ../../lib/

• Currently only working on Linux, contributions welcome for Windows and macOS
• Example:

set(MATHOPTSOLVERSCMAKE_USE_GUROBI ON)

...

target_link_libraries(MyProject_my_target PUBLIC
    MathOptSolversCMake::gurobi)