FICO Xpress

Xpress
Developer(s)	FICO
Initial release	1983 (1983)

Stable release	8.0
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.^[1]

Xpress was originally developed by Dash Optimization, and was acquired by FICO on 2008.^[2]

References

↑ Guéret, Christelle; Prins, Christian; Sevaux, Marc (2002). Applications of Optimization with Xpress-MP. ISBN 9780954350307.
↑ "Dash Optimization acquired by FICO" Jan 22, 2008.

External links

Benchmark for optimization software

Mathematical optimization software

Data formats	LP MPS nl OptML OSiL sol xMPS

Modeling tools	AIMMS AMPL APMonitor CMPL CVX CVXOPT CVXPY ECLiPSe-CLP GAMS GNU MathProg JuMP LINDO OPL MPL OptimJ PICOS PuLP Pyomo ROML TOMLAB Xpress-Mosel YALMIP ZIMPL

LP, MILP^∗ solvers	ABACUS^∗ APOPT^∗ Artelys Knitro^∗ BCP^∗ BDMLP BPMPD BPOPT CLP CBC^∗ CPLEX^∗ CSDP DSDP FortMP^∗ GCG^∗ GIPALS32 GLPK/GLPSOL^∗ Gurobi^∗ HOPDM LINDO^∗ lp_solve^∗ LOQO MINOS MINTO^∗ MOSEK^∗ OOPS OOQP PCx QSopt SAS/OR^∗ SCIP^∗ SoPlex SOPT-IP^∗ Sulum Optimization Tools^∗ SYMPHONY^∗ XA^∗ Xpress-Optimizer^∗

QP, MIQP^∗ solvers	APOPT^∗ Artelys Knitro^∗ BPMPD BPOPT BQPD CBC^∗ CLP CPLEX^∗ FortMP^∗ GloMIQO^∗ Gurobi^∗ IPOPT LINDO^∗ LSSOL LOQO MINOS MOSEK^∗ OOPS OOQP QPOPT QPSOL SCIP^∗ XA Quadratic Solver Xpress-Optimizer^∗

QCP, MIQCP^∗ solvers	APOPT^∗ Artelys Knitro^∗ BPMPD BPOPT CPLEX^∗ GloMIQO^∗ Gurobi^∗ IPOPT LINDO^∗ LOQO MINOS MOSEK^∗ SCIP^∗ Xpress-Optimizer^∗ Xpress-SLP^∗

SOCP, MISOCP^∗ solvers	CPLEX^∗ DSDP Gurobi^∗ LINDO^∗ LOQO MOSEK^∗ SCIP^∗ SDPT3 SeDuMi Xpress-Optimizer^∗

SDP, MISDP^∗ solvers	CSDP DSDP MOSEK PENBMI PENSDP SCIP-SDP^∗ SDPA SDPT3 SeDuMi

NLP, MINLP^∗ solvers	ALGENCAN AlphaECP^∗ ANTIGONE^∗ AOA^∗ APOPT^∗ Artelys Knitro^∗ BARON^∗ Bonmin^∗ BPOPT CONOPT Couenne^∗ DICOPT^∗ FilMINT^∗ FilterSQP Galahad library ipfilter IPOPT LANCELOT LINDO^∗ LOQO LRAMBO MIDACO^∗ MILANO^∗ MINLP BB^∗ MINOS Minotaur^∗ MISQP^∗ NLPQLP NPSOL OQNLP^∗ PATHNLP PENNON SBB^∗ SCIP^∗ SNOPT^∗ SQPlab WORHP Xpress-SLP^∗

GO solvers	BARON Couenne^∗ LINDO SCIP

CP solvers	Artelys Kalis Choco Comet CPLEX CP Optimizer Gecode Google CP Solver JaCoP OscaR

Metaheuristic solvers	OptaPlanner LocalSolver

List of optimization software Comparison of optimization software

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