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Follow the instructions here.
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Get Java
Install the Java Development Toolkit 7 (JDK) by downloading and running the .exe here. If you already have Java 6 installed, it is sufficient. If you have 32 bit windows, be sure to get Windows x86 and if you have 64 bit windows, get Windows x64.
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Get Eclipse
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but you can change this to be stored anywhere.
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Get Cplex
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For 32 bit Windows, also select
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