How can one use IBM's CPLEX Decision Optimization Cloud[1] with CVXPY? If I have CPLEX installed locally, I can have cvxpy output an LP, SAV, or MPS file which I can then send to IBM's cloud service. However, this requires a local cplex install plus a run of the solver locally. Is it possible to have CVPXY output an LP file without running the solver? And is it possible without a CPLEX install or license? Thanks,
[1] https://www.ibm.com/uk-en/marketplace/decision-optimization-cloud
It’s a bit of a hack, but you can set the CPLEX deterministic time limit parameter to 0. This should result in a very short “solve”, but still write out the model in the format you specified. The local CPLEX installation is required.
EDIT: In case you aren't already aware of this, you could use docplex (can be pip installed from here) instead of CVXPY. This would allow you to create the model and send it to the cloud without needing a local CPLEX installation and without even having to write anything to disk.