FICO Xpress

FICO Xpress
Developer(s) FICO
Initial release 1983 (1983)
Stable release
8.5[1]
Platform Cross-platform
Type Operations Research, Mathematical optimization
License Proprietary
Website www.fico.com/en/products/fico-xpress-optimization

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.[2] 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[3] and the integrated development environment Xpress Workbench[4].

Xpress was originally developed by Dash Optimization, and was acquired by FICO in 2008.[5]

References

  1. ↑ "FICO Xpress Optimization". Oct 3, 2018.
  2. ↑ Berthold, T.; Farmer, J.; Heinz, S.; Perregaard, M. (15 Jun 2017). "Parallelization of the FICO Xpress-Optimizer". Optimization Methods and Software: 1–12. doi:10.1080/10556788.2017.1333612.
  3. ↑ Guéret, Christelle; Prins, Christian; Sevaux, Marc (2002). Applications of Optimization with Xpress-MP. ISBN 9780954350307.
  4. ↑ "FICO Xpress Workbench201". Nov 12, 2017.
  5. ↑ "Dash Optimization acquired by FICO" Jan 22, 2008.
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