FICO^® Xpress Solver

FICO Xpress Optimization is composed of four components:

• 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.
• FICO Xpress Executor provides standalone support for optimization execution services, allowing business to deploy and execute optimization models quickly and easily.  
• FICO Xpress Solver provides the widest breadth of industry leading optimization algorithms and technologies to solve linear, mixed integer and non-linear problems.
• FICO Xpress Workbench is an Integrated Development Environment (IDE) for developing optimization models, services and complete solutions. It is used with and supports all the other FICO Xpress Optimization components.

‌  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 modeling interface for all solvers is also provided, from linear to general nonlinear, with the accompanying Xpress Workbench.