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FICO® Xpress Solver

Fast and reliable linear, nonlinear, mixed-integer and constraint programming solvers & optimization technologies

Overview

 

FICO® Xpress Optimization  FICO® Xpress Insight  FICO® Xpress Executor  FICO® Xpress Solver  FICO® Xpress Workbench

 

FICO Xpress Optimization is comprised for four core components: FICO Xpress Insight, FICO Xpress Executor, FICO Xpress Solver and FICO Xpress Workbench. Click on the buttons above to access information on each component.

FICO® Xpress Solver helps customers solve their most difficult, complex business problems by providing the widest breadth of industry leading optimization algorithms and technologies.  FICO’s powerful and versatile algorithms solve for large-scale, linear and mixed integer problems, as well as non-linear problems.  

Visit the FICO Xpress Optimization Community to learn more about what you can do with Xpress Optimization, download software trials, get support and talk to the experts!

Browse the FICO Xpress Optimization product documentation where you will find installation guides, help for all four modules and examples!

FICO® Optimization Community
View Product Sheet

Core Benefits

Solve Your Most Difficult Business Problems

Solve Optimization Problems Faster

Solve Nonlinear Problems quickly

Solve Your Most Difficult Business Problems

FICO® Xpress Solver solves the toughest problems across all industries with a wide array of innovative algorithms that model with greater accuracy and solve highly complex, real-world problems. 

Solve Optimization Problems Faster

FICO® Xpress Solver supports multi-threaded parallel processing out of the box, engaging multiple CPU cores to rapidly and efficiently solve clients’ most difficult problems.

Solve Nonlinear Problems quickly

FICO® Xpress Solver provides a comprehensive suite of high-performance nonlinear solvers that give businesses the power to solve more complex general nonlinear problems quickly and accurately. 

Solution Architecture

FICO® Xpress Optimization

FICO® Xpress Optimization is comprised of four components:

  1. FICO® Xpress Insight enables businesses to rapidly deploy optimization models as powerful applications. It allows business and other users to work with models in easy-to-understand terms. 
  2. FICO® Xpress Executor provides standalone support for optimization execution services, allowing business to deploy and execute optimization models quickly and easily.  
  3. FICO® Xpress Solver provides the widest breadth of industry leading optimization algorithms and technologies to solve linear, mixed integer and non-linear problems. 
  4. FICO® Xpress Workbench is an Integrated Development Environment (IDE) for developing optimization models, services and complete solutions. FICO® Xpress Workbench is used with and supports all the other FICO Xpress Optimization components.
FICO® Xpress Solver

Key Features

  • Continuous: Simplex LP, Barrier LP, Second Order Conic Programming (SOCP).
  • Mixed Integer/Quadratic:  MIP, QP, MIQP, QCQP, MIQCQP, MISOCP.
  • Nonlinear: SLP for NLP, Interior point methods for NLP and mixed integer versions. 
  • Constraint Programming using the Xpress Kalis option that is based on the Kalis solver from Artelys.
  • Xpress Tuner optimizes parameters for a selected target, such as optimality, gap, etc. and automatically selects and combines settings to achieve best performance.
  • Xpress Solver supports multi-threaded parallel processing out of the box.
  • A unified modelling interface for all solvers is also provided, from linear to general nonlinear, with the accompanying Xpress Workbench.

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