I need to install Rcplex recently to replicate the results of one paper. However, the direct use of install.packages(“Rcplex”) did not work on Windows. In this article, I will introduce how to successfully install Rcplex on your Windows.

Step 1 Get your cplex source file on https://www.ibm.com/products/ilog-cplex-optimization-studio. Let’s say you install the Cplex Studio at D:/Cplex Studio/;

Step 2 Download the Rcplex .gz package on https://cran.r-project.org/web/packages/Rcplex/index.html and unzip it to D:/Rcplex/;

Step 3 Open the src/Makevars.win and modify it to

  
CPLEX_DIR="D:/Cplex Studio/cplex"
ifeq "$(WIN)" "64"
PKG_LIBS = -L"${CPLEX_DIR}/bin/x64_win64" -lcplex1263 -lm
PKG_CPPFLAGS = -D_LP64 -I"${CPLEX_DIR}/include" -DBUILD_CPXSTATIC
else
PKG_LIBS = -L"${CPLEX_DIR}/bin/x86_win32" -lcplex1263 -lm
PKG_CPPFLAGS = -I"${CPLEX_DIR}/include"
endif

Step 4 Open the src/Rcplex_QCP.c and comment the lines 4-8. (Because the variables are defined in another .c file.)

  
// The actual solving procedure is called using the function Rcplex 
#include "Rcplex.h"

//CPXENVptr env;
//CPXLPptr lp;
//int numcalls;
//int max_numcalls;
//int forceCplxClose;

Step 5 Run the following commands on your terminal.

  
R CMD build --no-build-vignettes --no-manual --md5 D:/Rcplex
R CMD INSTALL --build --no-multiarch D:/Rcplex_{version}.tar.gz

Step 6 Now theoretically you should have Rcplex successfully installed. Check with library(Rcplex)! (It may need you to install slam first.)