Sage 4.6.2: how to use CPLEX

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In order to use the COIN solver within Sage you have to have the cbc pacakge installed. It can be easily installed with :

sage -i cbc

After the cbc package installed, run

sage -br

to build the new backend module for COIN. Then, you'll be able to run

lp = MixedIntegerLinearProgram(solver="Coin")

CPLEX is a little trickier, but there is documentation you can find documentation at http://www.sagemath.org/doc/thematic_tutorials/linear_programming.html#installing-cplex .

As Mike said it earlier, CBC (Coin) and CPLEX are not included in Sage by default. When you install Sage, GLPK is the only solver available and used.

What Sage does contain, however, are backends to GLPK CBC and CPLEX so that you can use them when they are available.

Coin is free, so you can install it by a spkg, but CPLEX is proprietary and you need a license if you want to use it. CPLEX is very expensive, but you can get a free license (without restriction on the size of problems you want to solve, or the number of threads) though IBM's Academic Initiative.

By default, Sage use Cplex if it is available. If not, then is uses CBC. If it is not available, GLPK is used. And you shouldn't have to import backends manually for a normal use of LP in Sage (it may be interesting to do so if you want to use solver-specific functions, though).

you can install CPLEX Python interface as a "plain" Python package in Sage's python, following the standard instructions for installing CPLEX Python's interface, replacing calls (if I recall right, you need to run "python setup.py" in some directory) to python with "sage -python", which will invoke Sage's python interpreter. Then it will be available within Sage (you'd need to do the usual CPLEX Python stuff to call it, though).