Preface

`Getting Started' is a quick and easy-to-understand introduction to modeling and solving different types of optimization problems with FICO Xpress Optimization. It shows how Linear, Mixed-Integer, and Quadratic Programming problems are formulated with the Mosel language and solved by Xpress Optimizer. We work with these Mosel models by means of the graphical user interface Xpress Workbench. Two alternatives to using this high-level language are also discussed: a model may be defined in a programming language environment using the model builder library Xpress BCL or directly input into the Optimizer in the form of a matrix.

Throughout this book we employ variants of a single problem, namely optimal portfolio selection. To readers who are interested in other types of optimization problems we recommend the book `Applications of Optimization with Xpress-MP' (Dash Optimization, 2002), see also

http://examples.xpress.fico.com/example.pl#mosel_app

This book shows how to formulate and solve a large number of application problems with Xpress.

A short introduction such as the present book highlights certain features but necessarily remains incomplete. The interested reader is directed to various other documents available from the Xpress online documentation website, such as the user guides and reference manuals for the various pieces of software of the FICO Xpress Optimization suite (Xpress Solver, Mosel language, Mosel modules, etc.) and the collection of white papers on modeling topics. A list of the available documentation is given in the appendix.