neillcrossley@fico.com

FICO Xpress Solver v8.5 release - May18

Blog Post created by neillcrossley@fico.com Advocate on Jun 14, 2018

Xpress Solver is the technology component that supports all 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 a successive linear programming and an interior point solver for nonlinear problems, integrating closely with the Optimizer’s MIP framework.
  • Xpress Kalis: provides constraint based programming capabilities. Combined with the optimizer can make use of MIP relaxations of the CP problem.

 

The Xpress Solver v8.5 release provides the following enhancements over the Xpress Solver v8.4 release:

  • Solver performance enhancements
    • FICO improved performance on the respective MIPLIB 2010 benchmarks by 15%-27%
    • FICO improved performance on the respective benchmarks for Simplex LP, Barrier, Concurrent LP, Large LP/QP & SOCP by 7%-26%
    • FICO improved performance on the respective benchmarks for QPLIB by 11-37%

Other enhancements include:

  • Xpress Optimizer
    • Symmetries may now be re-detected locally during a MIP tree search when it is detected to be beneficial.
    • Improved branching for highly symmetric MIP problems.
    • Improved zero-half cuts, in particular for binary quadratic problems.
    • New multi-commodity network flow cuts.
    • Improved dual simplex perturbation scheme for highly dual degenerate MIPs.
    • Improved performance of crossover through better exploitation of vectorization and CPU caching.
    • New API functions  for retrieving the solution value or basis status for an individual variable or constraint.
  •   Xpress Nonlinear
    • Improved rounding heuristics for mixed integer nonlinear problems.
    • Improved SLP-MIP-SLP heuristics in case some rows are enforced in the first SLP iteration.

 

Updated FICO Xpress documentation is now available online.

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