FICO™ Xpress Optimization Suite overview
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FICO™ Xpress Optimization Suite overview

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FICO Xpress is the premier mathematical modeling and optimization software suite in the world, with the best tools available to aid the development and deployment of optimization applications that solve real-world challenges. FICO Xpress helps organizations solve bigger problems, design applications faster and make even better decisions in virtually any business scenario.

Xpress Optimization Suite includes two types of tools: model building and development tools, and solver engines.

Model building and development tools

  • Xpress-Mosel is a high-level modeling and programming language that allows users to formulate problems, solve them using the solver engines, and analyze solutions. The Mosel language is powerful yet easy to learn and use, simplifying the process of developing, testing and maintaining optimization applications.
    • Mosel models can be created using the IVE visual development environment which includes a model editor, compiler and execution environment, debugger, profiler, deployment wizards and drag-and-drop XAD resource editor.
    • XAD is an extension to the Mosel language that enables model developers to quickly add graphical user interfaces to their models for rapid deployment.

Solver engines

  • Xpress-Optimizer is a set of sophisticated, multi-threaded optimization algorithms for solving linear programming (LP), mixed integer programming (MIP), mixed integer quadratic programming (MIQP), quadratic programming (QP), quadratically constrained programming (QCQP), mixed integer quadratically constrained programming (MIQCQP) and convex general non-linear programming (NLP) problems.
    • The Xpress-Optimizer has both a low-level matrix orientated API and also an object orientated API called BCL which provides functions for incrementally building the model in an intuitive fashion, solving and analyzing the results.  
  • Xpress-SLP is a solver for non-linear programming (NLP) problems and mixed integer non-linear programming (MINLP) problems. It uses successive linear approximation which has been developed from techniques used in the process industries and it is capable of solving large problems with many thousands of variables.
  • Xpress-Kalis is constraint programming software based on the Kalis solver by Artelys, specializing in discrete combinatorial problems.

Xpress is available on all common computer platforms and provides a range of user/software interfaces including a visual development environment, callable library APIs in C, C++, VB, Java, .NET and standalone command-line interfaces. See here for more details.