Introduction
In this document we describe how to create applications that use the Xpress Solver as a library. We don't focus on the actual content or purpose of the application. Instead we focus on how to create the application binaries from the source code.
The document covers several programming languages that are supported by the Xpress Solver. The document is limited to programming languages/libraries that are directly supported and shipped by FICO. There are many other programming languages that support the Xpress Solver but are supported by 3rd party maintainers.
The document uses the same application for all programming languages: a code that solves the simple optimization problem
\begin{array}{lrcl} \text{minimize} \\ & 3 x_1 + 5 x_2 \\ \text{subject to} \\ & 2 x_1 + x_2 & \geq & 3 \\ & 2 x_1 + 2x_2 & \geq & 5 \\ & x_1 + 4_2 & \geq & 4 \\ & x_1,\,x_2 & \geq & 0 \end{array}More elaborate application examples can be found in the examples directory of your Xpress installation.
Prerequisites
All the instructions provided here assume that you have installed Xpress into a folder called C:\xpressmp on Windows and /xpressmp on other platforms. If your installation folder has a different name then you have to replace it appropriately with the full absolute path of your installation folder. Note that if the path to your installation contains blanks or other whitespace, then you need to quote that appropriately in almost all cases.
Furthermore we assume that your environment is configured so that an Xpress license can be found in a default location. Such a configuration is typically done by having the XPAUTH_PATH environment variable point to the xpauth.xpr file that contains your license.
On Windows, another way is to put the xpauth.xpr file next to the Xpress library, since that is one of the default locations in which Xpress looks for the license.
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