Q: I use GAMS/CPLEX link for my optimization problems. Some of my colleagues call the CPLEX callable library directly from C. Can there be a difference in solution quality, etc.?
The GAMS/CPLEX link sets up the problem in the CPLEX and calls one of the optimization routines of the CPLEX library (e.g. CPXmipopt). Assuming your C program and the GAMS/CPLEX link setup the problem in the same way, you will get identical results. The GAMS/CPLEX link also exposes all CPLEX features that are relevant in a modeling environment.