FICO Xpress
Developer(s) | FICO |
---|---|
Initial release | 1983 |
Stable release | 9.2[1]
|
Mathematical optimization | |
License | Proprietary |
Website | www |
The FICO Xpress optimizer is a commercial
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
Technology
Linear and quadratic programs can be solved via the primal simplex method, the dual simplex method or the barrier
Xpress has a modeling module called BCL (Builder Component Library) that interfaces to the
The FICO Xpress Executor
References
- ^ a b "FICO Xpress Optimization".
- ^ .
- ^ "Dash Optimization acquired by FICO" Jan 22, 2008.
- .
- )
- ^ O. Bastert (2011). FICO Xpress Optimization Suite (PDF) (Report). Retrieved Jan 23, 2019.
- ISBN 9780954350307.
- ^ "FICO Xpress Workbench". Nov 12, 2017.
- ^ P. Belotti (2014). Robust Optimization with Xpress (PDF) (Report). Retrieved Oct 28, 2018.
- ^ "BCL Reference Manual" Nov 13, 2018.
- ^ "FICO Xpress Executor" Nov 13, 2018.