Developer(s) | FICO |
---|---|
Initial release | 1983 |
Stable release | 9.2[1]
|
Platform | Cross-platform |
Type | Operations Research, Mathematical optimization |
License | Proprietary |
Website | www |
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 was originally developed by Dash Optimization, and was acquired by FICO in 2008.[3] Its initial authors were Bob Daniel and Robert Ashford. The first version of Xpress could only solve LPs; support for MIPs was added in 1986. Being released in 1983, Xpress was the first commercial LP and MIP solver running on PCs.[4] In 1992, an Xpress version for parallel computing was published, which was extended to distributed computing five years later.[5] Xpress was the first MIP solver to cross the billion matrix non-zero threshold by introducing 64-bit indexing in 2010.[6] Since 2014, Xpress features the first commercial implementation of a parallel dual simplex method.[2]
{{cite book}}
: |journal=
ignored (help); Missing or empty |title=
(help)