Introduction

FICO^® Xpress Mosel is designed with a modular architecture: the core of the Mosel language defines the basic types 'decision variable', 'linear constraint' and 'optimization problem' (mpvar, linctr, and mpproblem respectively) with suitable operators and access routines for the formulation of linear and mixed-integer programming problems, but it does not contain any solver. The connection to solvers is established via extensions, so-called Mosel modules, also refered to as DSO (Dynamic Shared Object)dynamic libraries implemented in C. Similarly, extensions to the basic constraint types are available through additional modules (most importantly, mmnl for nonlinear expressions) or packages (libraries implemented in Mosel such as advmod for the reformulation of logical relations).

The Xpress distribution contains readily available DSO for all Xpress Solvers (modules mmxprs, mmxnlp, kalis). Users wishing to use alternative Mathematical Programming (e.g. LP, MIP or NLP) solvers with Mosel have the choice between

• implementing their own solver module (see Sections Implementing a specific LP/MIP solver interface and Implementing a specific nonlinear solver interface via mmnl), or
• connecting to a solver that supports the NL format through the module nlsolv (see Section Using module nlsolv).

It should be noted here that solvers which are not based on the Mathematical Programming paradigm such as Constraint Programming solvers always require a specific implementation via the Mosel NI.

The remainder of this document explains how to proceed if you wish to work with alternative Mathematical Programming solvers and in particular, how to use the nlsolv module.