Since the link Alex posted is not that detailed, here is the help text for the 'tune' command in the interactive optimizer:
The TUNE command solves the current problem, or a set of problems
specified in a file, repeatedly with a variety of parameter
settings in order to find settings which reduce solution time.
The current parameter settings are automatically
changed to correspond to the best settings that were found.
These settings can be displayed or written to a file.
Syntax: TUNE [{parameter file name}] [{problem set file name}]
The first optional filename specifies a parameter file containing
parameter settings that should not be changed while tuning. The
parameter file name must end with .prm. The other optional file
specifies a list of problem file names including directories for
a set of problems for tuning.
Note that this command does not produce a solution to the current
problem.
Example: TUNE
Tunes the problem that exists in memory from a READ or ENTER command.
Example: TUNE myparams.prm
Tunes the problem that exists in memory from a READ or ENTER command,
but leaves the parameters given in the file myparams.prm at their
given values.
Example: TUNE probset.txt
Tunes a set of problems, which are given in the file probset.txt.
Each line in the file is a filename of a problem including directory,
for example:
/myproblems/problem1.lp
/myproblems/problem2.lp
Example: TUNE myparams.prm probset.txt
Tunes a set of problems, but leaves the parameters given in the file
myparams.prm at their given values.
So if you have all your models in different .lp files then just create a file that lists all those files and supply it as an argument for tuning. To create the parameters file required as first argument you can just issue command 'write myparams.prm'. That will create a file with appropriate format that does not fix any parameters.
Moreover, the IloCplex class has an overload for the tuneParam() function that takes as argument a list of file names. You can use that to tune for multiple models at the same time. Just check the reference manual for your API here.
#DecisionOptimization#MathematicalProgramming-General