Installation on Linux is pretty easy: extract the archive appropriate to your particular OS and architecture, unpack it somewhere, and park the license file someplace you can find it. (Details are spelled out in a Quick Start guide.) That leaves the question of how you're going to run the interactive optimizer.
I decided to use a mix of two approaches on my systems, which run Linux Mint (which shares most of its plumbing with Ubuntu). One approach was to create a run.sh file in the CPLEX installation directory. The contents were pretty simple:
I ran chmod +x run.sh in a terminal to make it executable, then added it to Mint's main menu (mint-menu) by right-clicking the menu, selecting Edit menu, selecting an appropriate submenu, clicking New item, making the type Application in Terminal, and making the command
It's also handy to be able to run the interactive optimizer from an arbitrary directory (so that I don't have to type in paths when I load files). Mint provides a convenient Open in Terminal command as part of the context menu for the file browser. (This can be added to Ubuntu by creating a shell script for it.) To make CPLEX available anywhere, in any terminal window, I created a .bash_profile file in my home directory (since I didn't already have one) and added the following lines:
Technically I think the alias command might belong in .bashrc (which I also didn't have) rather than .bash_profile, but it works there, and why create two files if I only need one? So now I can run CPLEX's interactive optimizer in any directory.