Prior to SageMath 9.1, CPLEXBackend was available as part of the SageMath source tree,
from which it would be built as an "optional extension" if the proprietary CPLEX library and header files have been symlinked into $SAGE_LOCAL manually.
Because of the proprietary nature of the CPLEX software, CPLEXBackend is not available in any binary distributions of SageMath.
The present standalone Python package sage-numerical-backends-cplex has been created from the SageMath sources, version 9.0.beta10; the in-tree version of CPLEXBackend has been removed in Sage ticket https://trac.sagemath.org/ticket/28175. SageMath 9.1 and later makes the package available as an optional Sage package (SPKG).
The current version of this package can also be installed on top of various Sage installations using pip. (Your installation of Sage must be based on Python 3; if your SageMath is version 9.2 or newer, it is.)
CPLEX is proprietary software. It is available for free for researchers and students through IBM's Academic Initiative.
Install CPLEX according to the instructions on the website.
To prepare installation of sage-numerical-backends-cplex, find the installation directory of your ILOG CPLEX Studio installation, which contains subdirectories cplex, doc, opl, etc. Set the environment variable CPLEX_HOME to this directory; for example using the following shell command (on macOS):
$ export CPLEX_HOME=/Applications/CPLEX_Studio1210
or (on Linux):
$ export CPLEX_HOME=/opt/ibm/ILOG/CPLEX_Studio1210
Now verify that the CPLEX binary that you will find in the subdirectory cplex/bin/ARCH_OS starts correctly, for example::
$ $CPLEX_HOME/cplex/bin/x86-64_osx/cplex
Welcome to IBM(R) ILOG(R) CPLEX(R) Interactive Optimizer...
(Alternatively, set compiler/linker flags (or use symbolic links) so that cplex.h and libcplex.so can be found.)
This package is prepared as an optional Sage package (SPKG) in SageMath 9.1 or later. To install it, use
$ sage -i sage_numerical_backends_cplex
After a successful installation, Sage will automatically make this new backend the default MIP solver.
Install this package from PyPI using
$ sage -pip install sage-numerical-backends-cplex
or from a checked out source tree using
$ sage -pip install .
or from GitHub using
$ sage -pip install git+https://github.com/sagemath/sage-numerical-backends-cplex
(See build.yml in the related package sage-numerical-backends-coin package for details about package prerequisites on various systems.)
To run the (limited) testsuite of this package, use:
$ sage setup.py test
To run the Sage testsuite with the default MIP solver set to the backend provided by this package, use:
$ sage setup.py check_sage_testsuite