FICO® Xpress Optimization Suite

Key Benefits

• Gain competitive advantage through better use of resources
  Xpress Optimization Suite enables operational research professionals, analysts and consultants to find the best strategies for achieving a maximum or minimum outcome under certain constraints. It mathematically identifies the most advantageous operating points under whatever challenges an organization faces.
• Solve enormously complex problems
  The suite's optimization engines handle large-scale, complex problems with millions of variables and constraints. They quickly narrow down choices to the very best (or the N-best) solution when there are innumerable possible solutions that would otherwise be difficult to compare.
• Solve your toughest problems faster
  FICO Xpress is known for delivering exceptional performance with the unique challenges of clients worldwide. This solving power was demonstrated in recent public benchmarking sets that showed Xpress as the clear performance leader on the market, beating all of the competition.
• Gain insight into the sensitivities of key business factors
  Xpress offers improved solution sensitivity analysis, making it possible to efficiently explore larger quantities of "what if?" scenarios. It finds the strongest levers by adjusting variables and constraints to measure how far they move optimal operating points.
• Understand and push the limits
  Xpress helps organizations understand the true cost of user-imposed limitations. It measures the implied costs of current policies and other limitations, and helps projects whether modifying or removing those limitations can lead to greater optimization.
• Compress time-to-decisions
  With Xpress Optimization Suite, organizations can develop and deploy optimization models faster than with any other means. It's easy to invoke optimization from operational applications via callable libraries, or to use the FICO™ Blaze Advisor® system, the leading business rules management system (BRMS), to implement optimization in existing decisioning strategies.
• Deliver smarter products and services
  With Xpress Optimization Suite, organizations can develop and deploy optimization models faster than with any other means. It's easy to invoke optimization from operational applications via callable libraries, or to use the FICO™ Blaze Advisor® system, the leading business rules management system (BRMS), to implement optimization in existing decisioning strategies.

Feature Highlights

• Includes unique features for large scale optimization
  Xpress Optimization Suite offers true 64-bit support for optimization and modeling, which allows users to solve ultra-large-scale models with more than 2 billion coefficients. It cuts solution times dramatically by leveraging distributed execution of Mosel models that can now be controlled from a master model across a heterogeneous set of machines. 
• Accelerates development of optimization models
  Xpress Optimization Suite includes the best modeling/programming language for operations research and other functions requiring optimization in any industry. Complete visual development environments increase developer productivity through rapid prototyping, as well as tools for pre- and post-processing data, creating and analyzing optimization solutions, deploying runtime libraries and generating graphical user interfaces.
• Includes full range of fast optimization engines
  Xpress Optimization Suite now comes standard with fully parallelized internal algorithms, which allows it to take advantage of multi-core CPU architectures and process millions of variables up to 60% faster than before. It includes a more advanced automatic problem reformulation, as well as a dramatically enhanced solver for quadratic-constrained quadratic programming. It also handles linear, non-linear, convex nonlinear, mixed integer and stochastic optimization.
• Enables fast visual design
  With the newest version of Xpress-Mosel, a modeling and programming language which now includes a drag-and-drop editor, developers can quickly build interactive, intuitive visual decision support applications. IVE software has also been redesigned, making it easier for developers to use the program editor, compiler, execution environment, debugger and profiler to get new optimization initiatives to market faster.
• Offers flexible licensing terms
  FICO offers Xpress Optimization Suite licenses to companies that need the full product suite or just an optimization engine. FICO also can provide consulting, build custom models and tailor engine optimization to individual organizations.

Key products from the Xpress Optimization Suite

• Xpress-Mosel
  A new version of the powerful compiled modeling and programming language specifically designed for the rapid modeling of optimization problems. The Mosel language is easy to learn and user extensible. It features a redesigned visual development environment and includes IVE, a visual editor (and program editor), compiler, execution environment, debugger and profiler.
• Xpress-Optimizer
  Sophisticated, robust optimization algorithms for solving large-scale linear problems (LP), mixed integer problems (MIP), quadratic problems (QP), mixed integer quadratic problems (MIQP) and quadratically constrained quadratic problems (QCQP).
• Xpress-Insight
  Xpress-Insight enables businesses to deploy optimization models as powerful applications without the need for additional development efforts. Xpress-Insight's adaptive user interface automatically presents the contents of a model in business terms, ready for data explorations and what-if analysis. Xpress-Insight greatly improves visualization, featuring configurable tabular and charting views for data exploration.
• Xpress-NonLinear
  Xpress-NonLinear adds powerful and versatile nonlinear solvers to help you model with greater accuracy and solve large-scale problems, real-world problems. The simple, unified interface makes this functionality accessible to mainstream modelers.

Read more about Xpress and optimization.