Puneet Varma (Editor)

FICO Xpress

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Developer(s)
  
Development status
  
Active

Stable release
  
8.1

License
  
Initial release
  
1983; 34 years ago (1983)

Type
  
Operations Research, Mathematical 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. 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.

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

References

FICO Xpress Wikipedia


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