FICO® Xpress Solver

Overview

As part of FICO ® Xpress Optimization, 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. Browse the FICO Xpress Optimization product documentation where you will find installation guides, help for all four modules and examples. Visit the FICO Optimization Community to download software trials, get support and talk to the experts.

Visit the FICO Optimization Community

Features

With a rich feature set of advanced tools, FICO empowers business users to make faster, smarter, customer-focused decisions.

Solve your most difficult business problems

FICO® Xpress Solver solves the toughest, most complex business problems across all industries with a wide array of innovative optimization algorithms that are scalable and robust. Xpress Solver commonly solves LP and MIP problems with tens of millions of decision variables, and general nonlinear problems with millions of decision variables. Hundreds of millions of nonzero problem coefficients are common in deployed Xpress usage.

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, scaling performance well into dozens of CPU cores.

Solve nonlinear problems quickly

FICO® Xpress Solver provides a comprehensive suite of high-performance nonlinear problem solvers that give businesses the power to solve more complex general nonlinear problems quickly and accurately. Xpress Nonlinear has solved problems with millions of decision variables for real-world business problems in practical run times of minutes. Additionally, Xpress Nonlinear can solve black box optimization problems, allowing you to embed and model external processes as coefficients in the form of callable functions.

Technical details

FICO solutions are built on the most advanced analytic science, leveraging decades of pioneering innovation and real-world expertise.

Linear (LP), Mixed-integer linear (MILP), Quadratic (QP), Quadratically constrained quadratic (QCQP), Second order conic (SOCP), Mixed-integer linear (MILP), Mixed-integer quadratic (MIQP), Mixed-integer quadratically constrained quadratic (MIQCQP), Mixed-integer second order conic (MISOCP) general nonlinear programs (NLP), general Mixed-integer nonlinear (MINLP) and Constraint programs (CP)

Primal and dual simplex, barrier with crossover, concurrent for LPs. Barrier for QPs, QCQPs, SOCPs. Successive linear programming, sequential quadratic programming, and interior point methods for NLPs. Presolve, heuristics, branch-and-cut for all Mixed-integer problem types.