Decide which Xpress products to evaluate
Topics covered in this section:
In order to make this decision you must consider the type of problem that you wish to solve, the tools that you wish to use for model development, the tools that you wish to use for model deployment, and the platform you intend to use.
Type of problem
Xpress has solver engines for different types of problems:
| Type of problem | Solving engine |
|---|---|
| Linear Programming (LP) | Xpress Optimizer |
| Mixed Integer Programming (MIP) | |
| Quadratic Programming (QP) | |
| Mixed Integer Quadratic Programming (MIQP) | |
| Quadratically Constrained Quadratic Programming (QCQP/MIQCQP) | |
| Second Order Cone Programming (SOCP/MISOCP) | |
Non-Linear Programming (NLP) |
Xpress NonLinear, Xpress Global |
| Mixed Integer Non-Linear Programming (MINLP) | |
| Constraint Programming (CP) | Xpress Kalis |
Further information
See Xpress documentation (in the docs subdirectory of your Xpress installation or at https://www.fico.com/fico-xpress-optimization/docs/latest):
- Classification of mathematical programming problems: ``Getting Started with Xpress'', 1.1. `Mathematical Programming'.
- Modeling with Mosel, in particular LP/MIP: Xpress Mosel User Guide.
- Formulation of mathematical programming problems: see the book: ``Applications of Optimization with Xpress-MP'', Part I: `Developing Linear and Integer Programming models'.
- Non-linear Programming: Xpress NonLinear Manual, Xpress Global User Manual.
- Constraint Programming: Xpress Kalis Mosel User Guide.
Tools for model development and specification
Xpress provides the following tools for model development and specification:
- Xpress Mosel/Xpress Workbench: Mosel is an advanced modeling and programming language. Xpress Workbench is the visual environment to develop Mosel models and Insight apps. As an alternative to Workbench, FICO also provides a VSCode extension for working with Mosel.
- Xpress Solver Python API/Xpress Workbench: The Xpress Workbench environment also supports the Xpress Python APIs for the development of optimization models and their deployment as Insight apps.
- Xpress Solver libraries: Optimizer functions and procedures provided for low-level integration with applications developed in supported programming languages; unified matrix-based and object-oriented modeling APIs for supported object-oriented programming languages.
Also, a model may be specified by a matrix in MPS or LP format.
Tools for model deployment
Model deployment strongly depends on the tool used to specify the model. Deployment is achieved through the use of Xpress libraries. Models developed with Mosel or Python can be embedded into distributed, multi-user applications using Xpress Insight. Mosel models can also be deployed as distributed or Cloud computing applications controled via XPRD (see the Advanced Evaluators Guide for further detail). Furthermore, Mosel and Python models can be embedded into Python notebooks that can be run online without requiring any local installation of Xpress.
| Model specified in | Deployed using |
|---|---|
| Mosel | Xpress Insight |
| Mosel libraries (C/C++, Java, VBA, .NET, Python) | |
| XPRD (C/C++, Java) | |
| Optimizer libraries | Xpress Insight (Python API only) |
| Optimizer libraries (C, C++, Java, .NET, Python, R) | |
| Kalis libraries | Kalis libraries (C++, Java, Python) |
Further information
See Xpress documentation (in the docs subdirectory of your Xpress installation or at http://www.fico.com/fico-xpress-optimization/docs/latest):
- Introductory examples (Mosel/Optimizer): Getting Started with Xpress.
- Mosel libraries examples: ``Xpress Mosel User Guide'', Part III: `Working with the Mosel Libraries'.
- Mosel libraries documentation: Mosel Library Reference Manual.
- Object-oriented APIs: Solver C++ User Guide, Solver Java User Guide and Solver .NET User Guide.
- Optimizer: Optimizer Reference Manual.
- Kalis: Xpress Kalis Mosel Reference Manual and Xpress Kalis Libraries User Guide.
- VSCode extensions: Xpress Mosel extension, Xpress Solver Tuner extension
- Notebook examples: Xpress notebook examples on Github
- Third party APIs for Xpress Solver: FICO Xpress Github repository
Platform
Xpress Workbench is available on Microsoft Windows platforms, via Docker on macOS, and on the FICO Analytic Cloud. Xpress Kalis is available on Microsoft Windows and Linux. All other products are available on every supported platform.
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