Introduction and Disambiguation
FICO Xpress is a powerful mathematical optimization framework well-suited to a broad range of optimization problems. The present user guide addresses FICO Xpress Global, a solver capable of solving general mixed-integer nonlinear optimization problems (MINLP) to proven global optimality, including problems with non-convex constraints or objective.
For solving linear programs, convex quadratic programs, convex quadratically constrained programs, or their respective mixed-integer counterparts, we refer to the main FICO Xpress Optimizer manual.
For solving nonlinear programs to local optimality, in particular when seeking dual information associated with local optima, we refer to the FICO Xpress Nonlinear manual. FICO Xpress Nonlinear can also be used as a heuristic for mixed-integer nonlinear problems.
Please note that FICO Xpress Global is currently in a beta test phase, and many advanced features are missing. If you would like to obtain a license for the beta version of FICO Xpress Global, please reach out to XpressGlobalBeta@fico.com.
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