Xpress Solveris the technology component that supports all of FICO's optimization solver technologies including:
For further information please see details listed in the Xpress release notes.
- 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.
- Algorithmic enhancements leading to performance gains across all engines: The MIP engine, Global solver, the PDHG algorithm are 17% faster, 82% faster, and 2.6 times faster, respectively year over year.
- A new variant of the primal-dual hybrid gradient (PDHG) algorithm, which is more robust numerically and has improved convergence properties than the standard variant, is available to run on both CPUs and GPUs.
- Usability features include more fine-grained control to terminate MIP searches and the ability for users to trigger tree restarts.
- MacOS/Intel platform is no longer supported; MacOS/ARM is now the only supported MacOS platform.
For further information please see details listed in the Xpress release notes.
Updated 5 months ago
Version 3.0