Xpress Optimization Video Library

Decision Optimizer

Xpress Insight Tutorials

Xpress Mosel Tutorials

General Xpress Optimization

Optimization Talks

How to Tune your Optimization Solver

In this seminar, we want to demonstrate the capabilities of the Tuner built into the Xpress Solver. We learn how to come up with control settings dedicated to your concrete model that may improve the solver performance significantly.

Streamlining Solver Comparison for your Optimization Problem

Selecting a solver for your optimization model doesn't have to require rewriting it in the APIs of each solver. In this webinar, we'll show you multiple ways in which you can quickly evaluate solvers, in particular FICO Xpress, without recoding your optimization model. We'll leverage, industry standard file formats, the Xpress optimizer console, and the Xpress Python API to quickly test FICO Xpress on your Optimization model.

The Power of Parameterized Deterministic Optimization Models

Making decisions is a fundamentally human activity, and the vast majority are made over time as new information keeps arriving. Operations research/industrial engineering departments have long taught deterministic optimization using a standard format, whereas decisions that involve uncertainty are taught in a wide range of styles that I have been calling the “jungle of stochastic optimization.” I am going to make the argument that most (almost all?) deterministic optimization problems are in practice instances of fully sequential decision problems. I will also argue that deterministic optimization tools are fundamental to solving stochastic optimization problems.

I will present a universal framework for modeling all sequential decision problems, which includes static, deterministic optimization problems as a special case. Decisions are made with methods called policies. I will make the case that all policies fall in one of four classes, in addition to hybrids. This includes the use of possibly parameterized deterministic optimization models I call “cost function approximations” along with parametric models, methods based on Bellman’s equation, and both deterministic and stochastic lookahead models.

Central to the presentation is the need to evaluate policies over time. Optimal solutions to deterministic approximations are not optimal policies, but in many cases they are quite effective, and can usually be improved when suitably parameterized as I will demonstrate. In practice, policies are evaluated according to multiple criteria that, in addition to economic performance, includes dimensions such as transparency, flexibility, computational requirements and methodological complexity.

ODH: Increasing the power of the FICO Xpress MIP optimizer

In the webinar, you'll learn about ODH, a software package from Optimization Direct Inc. that runs concurrently with the FICO Xpress-MP MIP optimizer to accelerate and extend its capabilities for large and difficult optimization models. Using thread synchronization, decomposition methods, and heuristics, ODH works with the Xpress optimizer to provide it with good solutions, allowing it to converge faster. In tests by Optimization Direct, ODH reduced optimality gaps by 40% on mid-sized models and solved previously unsolved instances from MIPLIB. ODH is integrated near seamlessly with the Xpress optimizer allowing its use with the Console Optimizer, Mosel, python and other APIs. It is used by customers in scheduling, telecom, retail, logistics, etc. to optimize models that would fail without ODH. By leveraging its synchronization and heuristics, ODH enables MIP solvers to tackle larger and harder real-world optimization problems.

What's New in FICO Xpress 9.8 Solver

We will provide an overview of the latest enhancements, newest features, and most recent performance improvements to FICO Xpress Solver for mixed-integer linear and nonlinear optimization problems. These include an LP algorithm running on GPUs, new cuts for global optimization, improved indicator support in MIP heuristics, new deterministic work limits, improved SLP presolving, deterministic logging, an improved Python interface, customized user-branching in nonlinear optimization, and numerous other enhancements.

Next Gen Licensing for FICO Xpress

With the latest Xpress 9.6 release, a new web-based licensing system is being introduced designed to work in containerized and virtualized environments. It utilizes a lightweight, fast, web-based authorization mechanism. License managers can see their entitlements in a new user portal, retrieve their oauth2 credentials, and will get notified about license and credential expiry.

We demonstrate the use cases and ways how to leverage this new system that supports web floating licenses, by demoing examples starting from command line use, docker (https://github.com/fico-xpress/xpress-dockerfiles), Python notebooks (https://github.com/fico-xpress/python-notebooks), and Xpress Insight Compute.

Xpress 9.6: Mosel and Python API enhancements

In this webinar we will demonstrate the latest features released with Xpress 9.6 for Xpress Mosel, the Python API and other Solver APIs.

New features of Mosel 6.10 include enhanced data handling capabilities, improvements to system functionality, updates to the moseltest tool for improved CI/CD integration, and access to the new Solver callback ‘CUTROUND’.

Python API comes with several new convenience functions that allow for convenient comparison of constraints and expressions. Low level and other functions, enumerations and constants are now available to the users, such as Optimizer enumerations in the ‘xpress’ namespace as well as constants in ‘xpress.constants’ namespace.

What's New in Xpress 9.6

We will provide an overview of the latest enhancements, newest features, and most recent performance improvements to FICO Xpress Solver for mixed-integer linear and nonlinear optimization problems.

These include a new pre-root heuristic phase, new deterministic work limits, new cutting and presolving strategies, significant performance improvements on MIP and MINLP, particularly for nonconvex quadratic problems, and numerous minor changes.

Latest Advancements in FICO Xpress Solver APIs (Python and Julia) and FICO Xpress Mosel

The Xpress Mosel 6.8 release improves support of the moseltest tool and deprecates the package ‘advmod’ to improve the consistency of the Solver API.

The Python interface has been enhanced to support the SciPy 2-D sparse array package, which supports memory-efficient data structures to store large matrices with few non-zero elements.

We give an overview of the latest advancements in the Xpress Solver APIs and show some illustrative examples. Furthermore, we’ll showcase a Julia matrix-oriented interface for Xpress Solver that is now available on GitHub.

Building and Solving Optimization Problems with the New C++ API for FICO Xpress Solver

The new FICO Xpress Solver API for C++ consists of a matrix-oriented and an object-oriented API. The latter enables users to model mathematical problems in an efficient, object-oriented manner. Among the key features of the object-oriented Xpress Solver API is the ability to use modern programming concepts—such as Lambdas and operator overloading—to build expressions and constraints. With the new API, all Xpress Solver features are accessible, including full access to the Global Solver. In this webinar, we’ll show how the interface guarantees a consistent user experience across different programming languages (Java, C# and C++). Furthermore, we will provide guidelines on how to efficiently implement optimization models in the new object-oriented API and discuss selected examples.

What's New In Xpress Solver 9.5

The FICO Optimization team gives an overview of the latest enhancements, the newest features, and the most recent performance improvements to FICO Xpress Solver for mixed-integer linear and nonlinear optimization problems. These include new pre-solving and cutting techniques, a more streamlined API, and updates to our global MINLP solver.

Simulation Components and VDL Actions

Xpress Insight 5 allows developers to build and configure applications that can simulate FICO Decision Modeler entry points, here we demonstrate this functionality in our webinar. We also highlight Insight 5’s enhancements to the VDL language and VDL expressions that simplify and facilitate UI development. In particular, Insight 5 improves support for displaying aggregate data through distribution and charts so business users can perform drill-down analyses.

Introducing FICO Xpress Global

Learn about the newest member of the FICO® Xpress Solver family: Xpress Global. Xpress Global is a new MINLP solver that can handle general nonlinearities (quadratics, trigonometrics, exponentials, powers, etc.) and any discrete entities supported by FICO Xpress (indicators, special ordered sets, semicontinuous variables, etc.).

We will discuss the internal workings of the solver, its features, and current limitations (for the beta phase).

(Note: other capabilities in the FICO Xpress Solver 9.0 release, such as MIP Performance and our new multi-objective optimization capabilities, will be covered in a separate webinar.)

What's New in FICO Xpress Solver 9.0

Learn about the latest enhancements to FICO® Xpress Solver. The new Xpress Solver 9.0 release focuses on unique features that improve performance and usability. We’ll cover the following:

MIP performance:
- Improved branching strategies
- Separation of two new classes of cutting planes
- A new background heuristic
- Configuration pre-solving
New multi-objective optimization capabilities
Updates to the Xpress interface

(Note: The beta release of FICO Xpress Global, a global solver for nonconvex NLPs and MINLPs, will be covered in a separate webinar.)

Tableau Integration in Insight 5

In this webinar, we showcase a new way of embedding Tableau visualizations directly in VDL Views, giving you much more flexibility in how you mix Tableau reporting with VDL interactivity.

We demonstrate how to create mixed VDL and Tableau views in View Designer using only drag-and-drop with a little configuration.
Explain how to easily migrate Insight 4 Tableau Views to the new Insight 5 workflow, as well as configure and monitor the health of Tableau.
Discuss how the new BI Reporting framework will allow for future integrations with other BI Tools.

What's New in Mosel 6.2

Mosel 6.2 further builds out the programming features of the Mosel language and extends its optimization capabilities by accessing new Xpress Solver functionality. In this webinar, we explain how to formulate and solve optimization problems with multiple objectives, work with new solver status parameters, and incorporate the new features within CHECKTIME callback.

On the programming side, we highlight new compiler warnings that simplify the long-term development and maintenance of Mosel programs. We also cover other enhancements, such as a shortened form of 'if' and updates to the names generation functionality of 'setname.'

There are also advancements to Mosel components, including updates to mmreflect (access routines for records / record fields), improved 'deploy' functionality, and special values (NAN/INF) within the 'mmsheet' I/O drivers xls and xlsx. Lastly, we highlight the 'moseldoc' tool’s new online-doc generation features and a substantial update to the open-source tool 'moseltest', including a coverage mode for Mosel packages and models for use with Insight app ZIP archives.

Xpress Insight 5 - Reach New Heights by Moving your Apps from Insight v4 to v5

Under the hood, Xpress Insight 5 provides the next generation tech stack and a huge set of client-requested features, such as custom progress reporting. In this webinar, we will give an overview of architectural, administrative and user features, as well as talk through how to migrate your apps from Xpress Insight 4 to Xpress Insight 5.

We cover:

Architectural and administrative improvements
Resilience and security
Production and development environments, watermark in masthead
Repository migration, import & export as background tasks

Features:

Custom progress reporting that allows model developers to display tailored progress information during scenario execution
Tableau integration that enables users to mix VDL and Tableau in the same view
Compute app and compute REST API so you can offload resource-intensive jobs
Insight 5 REST API and mminsightscenario package for advanced features such as interscenario access and compute jobs
Framework support: project framework, scenario independent dashboards, and more

Insight 5 with Custom Progress Reporting and VDLX Datagrid

In this webinar, we'll demonstrate one of the new reporting features available with Xpress Insight 5: Custom Progress Reporting. This feature, requested by many users, enables model developers to send fully tailored real-time progress information from the model to the view during execution. With Custom Progress Reporting, Insight users are able to gracefully interrupt a running model search and keep the best current solution or adjust the optimizer controls to influence the search. Additionally, users can construct VDL Views using drag-and-drop functionality in View Designer, requiring no complicated JavaScript or HTML. Our Open Source table component, VDLX Datagrid, now has the ability to display many types of raw data, allowing for on-the-fly aggregation and filtering based on user input. All of this is configurable using View Designer and VDL Actions. This webinar will cover all of these new capabilities and provide an introduction to the power of VDL Actions for data manipulation tasks, creating aggregated metrics, and more.

What's New in Xpress 8.14 Mosel 6

Mosel 6 is a major milestone that reinforces the programming features of the Mosel language and allows for more flexible design and implementation. In this webinar, we present Mosel's enhancements with use-case examples that include:

Easier management of incomplete declarations (e.g., variable number of subroutine arguments, unnamed arguments and index sets, union types, array iterator, etc.)
Untyped access to model entities
Facilitated large-scale application development with testing systems (reflection), debugging functionality, tolerances/real number format, and documentation features

Remote Solver & Mosel Execution with the New Xpress Insight 5.0 Compute Interface

As optimization-based solutions are being widely adopted, it has become important for organizations to efficiently manage their optimization workloads and compute infrastructure. The Xpress Insight Compute Interface, enables organizations to achieve that goal. The Compute Interface allows users and applications to offload compute-intensive optimization solves to remote servers. The Compute Interface is built on top of Xpress Insight 5, which is based on an industry-standard architecture, and provides queuing, load balancing, user management, security and resiliency features.

In this webinar you will learn about the following features:

Key features of the new Xpress Insight Compute Interface
Integration options
Demonstration of the key capabilities

What's new for Mosel in Xpress 8.11

The latest Xpress 8.11 release introduced various new features to Mosel focused on performance improvements and enhancing the user experience. The new version of Mosel provides a completely revised implementation of its internal matrix handling for LP/MIP/NLP problems through which a number of new features have become available. It also comes with further extensions to data handling capabilities and an update to the moseldoc functionality.

In this webinar you will learn about the following features:

Improved matrix handling and access features
Dataframe-style reading and writing functionality for CSV files
Using moseldoc for documenting Mosel projects or Insight apps

What's New in Xpress 8.11 Solver

Xpress Solver 8.11 release focuses on MIP performance improvements. This includes improved tree restarts and enhanced parallel MIP: concurrent solving of disconnected components and a concurrent MIP solver.

In this webinar you will learn about the following features: