Xpress Solver is the technology component that supports all of FICO's optimization solver technologies including:
- Xpress Optimizer: core engine comprises of LP (simplex and barrier), MIP, (MI)QP, (MI)QCQP, and (MI)SOCP solvers. It also provides core services, like the tuner, to other components.
- Xpress Nonlinear: provides successive linear programming and an interior point solver for nonlinear problems, integrating closely with the Optimizer’s MIP framework.
- Xpress Global: provides an engine for solving nonlinear problems to global optimality integrating with the components of Xpress Nonlinear and Xpress Optimizer.
- Xpress Kalis: provides constraint-based programming capabilities. Combined with the optimizer, it can make use of MIP relaxations of the CP problem.
Highlights of this release include:
- Significant MIP Solver performance enhancements
- First release of a GPU accelerated MIP heuristic achieving high speedups (beta)
- Major improvements to PDHG convergence and performance on both CPU and GPU
- New solution pool and enumeration API supported in all APIs: Java, .NET, C++, Python, Mosel, Julia
- Removed obsolete functions, controls and attributes in the Solver API
- Bit-vector controls for presolve, heuristics and cutting have been replaced by individual controls, allowing for easier and more flexible tuning
Performance: Xpress 9.9 to Xpress 10.0:
- PDHG on GPU is 1.34x faster (2.0x on harder problems)
- PDHG on GPU now solves more problems than Barrier on CPU for an internal benchmark set
- MIP is 6% faster (10% on harder problems)
Performance: year on year (Xpress 9.8 to Xpress 10.0):
- PDHG on GPU is 1.78x faster (3.0x on harder problems)
- MIP is 14% faster (24% on harder problems)
Harder problems are those taking more than 100 seconds to solve.
Updated 7 days ago
Version 1.0