Introduction

The FICO Xpress Optimization Suite is a powerful mathematical optimization framework well–suited to a broad range of optimization problems. The core solver of this suite is the FICO Xpress Optimizer, which combines ease of use with speed and flexibility. It can be interfaced via the command line Console Optimizer, via the graphical interface application IVE and through a callable library that is accessible from all the major programming platforms. It combines flexible data access functionality and optimization algorithms, using state–of–the–art methods, which enable the user to handle the increasingly complex problems arising in industry and academia.

The Console Optimizer provides a suite of 'Console Mode' Optimizer functionality. Using the Console Optimizer the user can load problems from widely used problem file formats such as the MPS and LP formats and solve them using any of the algorithms supported by the Optimizer. The results may then be processed and viewed in a variety of ways. The Console Mode provides full access to the Optimizer control variables allowing the user to customize the optimization algorithms to tune the solving performance on the most demanding problems.

The FICO Xpress Optimizer library provides full, high performance access to the internal data structures of the Optimizer and full flexibility to manipulate the problem and customize the optimization process. For example, the Cut Manager framework allows the user to exploit their detailed knowledge of the problem to generate specialized cutting planes during branch and bound that may improve solving performance of Mixed Integer Programs (MIPs).

Of most interest to the library users will be the embedding of the Optimizer functionality within their own applications. The available programming interfaces of the library include interfaces for C/C++, .NET and Java. Note that the interface specifications in the following documentation are given exclusively in terms of the C/C++ language. Short examples of the interface usage using other languages may be found in the FICO Xpress Getting Started manual.