I was wondering if I could link the newest version of CPLEX (12.7.1) with VS 2017 even though I specify 2015?
I'm not sure if I understand your question exactly, but you can use a VS 2015 project from within VS 2017. You'll need to have VS 2015 installed, though. See this MSDN blog post.
EDIT: It looks like you can also install the VS 2015.3 toolset directly from the VS 2017 installer, so you could do that instead of installing VS 2015 separately. The link I provided above provides more info on that option too.
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