FICO Xpress

Xpress
Developer(s) FICO
Initial release 1983 (1983)
Stable release
8.1[1]
Development status Active
Type Operations Research, Mathematical optimization
License Proprietary
Website www.fico.com/xpress

The FICO Xpress-Optimizer is a commercial optimization solver for linear programming (LP), mixed integer linear programming (MILP), convex quadratic programming (QP), convex quadratically constrained quadratic programming (QCQP), second-order cone programming (SOCP) and their mixed integer counterparts. Xpress includes a general purpose non-linear solver, Xpress-NonLinear, including a successive linear programming algorithm (SLP, first-order method), and Artelys Knitro (second-order methods).

Xpress includes its modelling language Xpress-Mosel.[2]

Xpress was originally developed by Dash Optimization, and was acquired by FICO in 2008.[3]

References

  1. "Xpress 8.1 has been released". 7 Feb 2017.
  2. Guéret, Christelle; Prins, Christian; Sevaux, Marc (2002). Applications of Optimization with Xpress-MP. ISBN 9780954350307.
  3. "Dash Optimization acquired by FICO" Jan 22, 2008.
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