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README.md

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+# OsiCplex
+
+OsiCplex is a conic solver interface for [Cplex][1] solver. OsiCplex
+implements [OsiConic][2] interface, which extends Open Solver Interface (OSI)
+to second order conic optimization problems.
+
+OsiCplex depends on [CoinUtils][3], [OSI][4] and OsiConic. OsiCplex
+extends COIN-OR's linear Cplex interface OsiCpx.
+
+OsiCplex is used by [DisCO][6] to solve mixed integer conic optimization
+problems.
+
+[1]: https://www-01.ibm.com/software/commerce/optimization/cplex-optimizer/
+[2]: https://github.com/aykutbulut/OSI-CONIC
+[3]: https://projects.coin-or.org/CoinUtils
+[4]: https://projects.coin-or.org/Osi
+[6]: https://github.com/aykutbulut/DisCO
+
+# Basic Usage
+
+Following code snippet reads problem from an MPS file (an extended MPS
+format for second order cone problems) and solves it using Cplex.
+
+```C++
+#include <OsiCplexSolverInterface.hpp>
+
+int main(int argc, char ** argv) {
+  OsiConicSolverInterface * si = new OsiCplexSolverInterface();
+  si->readMps(argv[1]);
+  si->initialSolve();
+  std::cout << "Optimal solution is " << si->getObjValue() << std::endl;
+  delete si;
+  return 0;
+}
+```
+
+Currently only Mosek style MPS files are supported. You can find the complete
+example in the examples directory.
+
+# Install
+
+## Basic installation
+
+OsiCplex is tested/works in Linux environment only for now. To install
+OsiCplex you need to have a Cplex solver with a valid license installed
+in your computer. You should compile OSI with Cplex first. You can do this
+with the following command.
+
+```shell
+./configure --prefix=build_dir --with-cplex-incdir=/cplex_include_dir --with-cplex-lib="-L/cplex_lib_dir -lcplex -lm -lpthread"
+make install
+```
+
+First command configures OSI with Cplex. You need to replace ```build_dir```
+for the directory that you want to install OSI. You need to replace
+```cplex_include_dir``` and ```cplex_lib_dir``` with your Cplex
+directories. Second command install OSI to ```build_dir```. Please see [Osi
+documentation][4] for details.
+
+You need to configure CoinUtils and OsiConic the same way using the same ```build_dir```.
+
+Once Osi and other dependencies are installed you can install OsiCplex with the
+following command
+
+```shell
+./configure --prefix=build_dir && make install
+```
+
+OsiCplex configure script will find dependencies as long as you use same
+```build_dir``` that you used during configuration of them.
+
+
+## Installation Instructions for Advanced Users
+
+If you already have the dependencies somewhere else in your computer and you do
+not want to install them again, you are covered. First you need to make sure
+that dependencies can be found with package config (```pkgconfig```
+command). For this you need to add the directory that has ```.pc``` files of
+dependencies to your ```PKG_CONFIG_PATH```. You can test whether the
+dependencies are accesible with pkg-config with the following command,
+```pkg-config --cflags --libs osi-cplex```.
+
+Once the dependencies are accessible through pkg-config you can install
+OsiCplex by using regular ```configure```, ```make``` and ```make install```
+sequence. Configure script will find the dependencies through pkg-config and
+link OsiCplex to them.
+
+[1]: https://www-01.ibm.com/software/commerce/optimization/cplex-optimizer/
+[2]: https://github.com/aykutbulut/OSI-CONIC
+[3]: https://projects.coin-or.org/CoinUtils
+[4]: https://projects.coin-or.org/Osi
+[6]: https://github.com/aykutbulut/DisCO