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FICO Xpress Solver: Download, Pricing & Documentation

AMPL Elevates Problem-Solving with Xpress Solver

FICO Xpress Solver provides the widest breadth of industry-leading optimization algorithms and technologies to solve linear, mixed integer, and non-linear problems to help users solve their most difficult and complex challenges.

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About FICO Xpress

Developer: FICO

Current version: 8.11.2 (37.01.03)

Xpress Solver is designed to tackle the most challenging business problems across various industries, leveraging advanced optimization algorithms that are both scalable and robust. It excels in solving linear, mixed-integer, and general nonlinear problems, handling up to tens of millions of decision variables and hundreds of millions of nonzero coefficients commonly encountered in real-world applications. 

Xpress Solver features a comprehensive suite of high-performance solvers for nonlinear problems, enabling businesses to solve intricate general nonlinear challenges. Xpress Nonlinear, in particular, has demonstrated its capability by solving problems with millions of decision variables within practical timeframes, often mere minutes. It also offers solutions for black box optimization issues, integrating external processes as callable functions to model and embed as coefficients, enhancing its veratility in real-world business applications.

Furthermore, out of the box, Xpress Solver harnesses the power of multi-threaded parellel processing, utilizing multiple CPU cores to swiftly and efficiently address complex problems, scaling its performance effectively across numerous cores. 

Problem types supported

Solve for large-scale linear and mixed integer problems, as well as non-linear problems: LP, NLP, MIP, MINLP, QP, QCQP, SOCP, MIQP, MIQCQP, MISOCP, MINLP, and CP.

Special forms detected

Constraint Programming (CP) and Second Order Cone problems (SOCPs).

Algorithms available

For continuous problems, primal and dual simplex, interior-point (barrier); for integer problems, advanced branch-and-bound with presolve, feasibility heuristics, and cut generators. Global (MI)NLP solver for non-convex non-linear models.

Download Xpress for All Platforms - Windows, Linux, macOS

Experience the power of Xpress on the AMPL Portal, available for Windows, Linux, and macOS. 
Xpress can be used with AMPL from various programming languages using our APIs
Python Logo For Python enthusiasts, Xpress is also accessible as a module with amplpy, blending seamlessly with your Python projects. Explore more about this integration at AMPL Python Integration.

# Install Python API for AMPL

$ python -m pip install amplpy

 

# Install xpress

$ python -m amplpy.modules install xpress

AMPL and Xpress Pricing

Buy Xpress individually - or combine with AMPL for a full optimization system

INDIVIDUAL

Best for individuals running on one machine

AMPL Pricing

$3,000 /year

Xpress Pricing

$4,000 /year

SINGLE-PROCESS

Best for small applications running one process at a time

AMPL Pricing

$4,500 /year

Xpress Pricing

$6,000 /year

MULTI-PROCESS

Best for large teams or applications to run multiple processes simultaneously

AMPL Pricing

$7,000 /year

+$700 /additional CPU

Xpress Pricing

$8,000 /year

+$800 /additional CPU

Try it before you buy it

Get a free, full-featured AMPL license, with all solvers, to experience the performance, support, and flexibility we provide as part of our product offering.

INDIVIDUAL

Best for individuals running on one machine

AMPL Pricing

$6,000 /purchase
+ $1,200 maintenance annually

Xpress Pricing

$8,000 /purchase
+ $1,600 maintenance annually

SINGLE-PROCESS

Best for small applications running one process at a time

AMPL Pricing

$9,000 /purchase
+ $1,800 maintenance annually

Xpress Pricing

$12,000 /purchase
+ $2,400 maintenance annually

MULTI-PROCESS

Best for large teams or applications to run multiple processes simultaneously

AMPL Pricing

$14,000 /purchase
+ $2,400 maintenance annually

+1,400 /additional CPU

Xpress Pricing

$16,000 /purchase
+ $3,200 maintenance annually

+1,600 /additional CPU

Try it before you buy it

Get a free, full-featured AMPL license, with all solvers, to experience the performance, support, and flexibility we provide as part of our product offering.

INDIVIDUAL

SINGLE-PROCESS

MULTI-PROCESS

Dynamic License Validation Available (License server)

Works seamlessly in containerized cloud environments
Static License Validation Available (Machine fingerprinted)
Works in air-gapped high security environments
# of Users
1 (Named user)
Unlimited
Unlimited
# of Processes
Unlimited
1
Unlimited
# of Machines
1 Machine at a time (Dynamic)
1 Fixed machine (Static)
1 Machine at a time (Dynamic)
1 Fixed machine (Static)
Multiple machines (Dynamic – not to exceed total core count)
1 Fixed machine (Static)
# of Variables/Constraints
Unlimited
Unlimited
Unlimited
CPUs or vCPUs
8 (16 threads)

16 (32 threads)

8 (16 threads)
(Additional cores can be purchased)
Looking for something…more?

Contact us for customized licenses tailored for your teams specific needs

AMPL & Xpress Pricing

Buy Xpress individually - or combine with AMPL for a full optimization system

INDIVIDUAL

Best for individuals running on one machine

AMPL Pricing

$3,000 /yearly subscription

or

$6,000 /purchase
+ $1,200 maintenance annually

Xpress Pricing

$4,000 /yearly subscription

or

$8,000 /purchase
+ $1,600 maintenance annually

SINGLE-PROCESS

Best for small applications running one process at a time

AMPL Pricing

$4,500 /yearly subscription

or

$9,000 /purchase
+ $1,800 maintenance annually

Xpress Pricing

$6,000 /yearly subscription

or

$12,000 /purchase
+ $2,400 maintenance annually

MULTI-PROCESS

Best for large teams or applications to run multiple processes simultaneously

AMPL Pricing

$7,000 /yearly subscription
+ $700 additional CPU

or

$14,000 /purchase
+ $2,800 maintenance annually

+ $1,400 additional CPU

Xpress Pricing

$8,000 /yearly subscription
+ $800 additional CPU

or

$16,000 /purchase
+ $3,200 maintenance annually

+ $1,600 additional CPU

AMPL and Xpress: Crafting Optimal Solutions Together

Xpress downloads are available from the My Downloads page of your account at the AMPL Portal, and are included in the bundles that are used for free trials.

The integration of AMPL and FICO Xpress creates a powerful synergy for solving complex optimization problems across various industries. AMPL, known for its user-friendly modeling language and robust environment, facilitates the formulation of complex mathematical models with remarkable ease and clarity. It acts as an intuitive interface for modelers, allowing them to represent optimization problems in a concise and readable form. This is particularly beneficial for large-scale, intricate problems where model simplicity and clarity are paramount. AMPL’s flexibility in handling different data formats and its capability to efficiently manage large-scale problems make it an ideal front-end tool for optimization.

When paired with FICO Xpress, the capabilities of AMPL are significantly enhanced. Xpress, with its advanced solver technologies, excels in handling the rigorous computational demands of these models. It is particularly adept at dealing with linear, mixed-integer, and non-linear optimization challenges, offering robust and speedy solutions. The combination of AMPL’s modeling simplicity and Xpress’s computational power allows users to not only develop models more rapidly but also solve them with greater efficiency and accuracy. This integration proves invaluable in scenarios where decision-making is critical and time-sensitive, such as in supply chain management, financial planning, and resource allocation. Together, AMPL and Xpress deliver a comprehensive optimization toolkit, enabling users to transform complex, real-world problems into optimal decisions with unprecedented ease and precision.

Real-World Applications for Xpress

Xpress Solver Applications

FICO Xpress Solver tackles your toughest business challenges with a powerful arsenal of algorithms. It seamlessly handles a vast array of optimization problems, ranging from linear and mixed-integer, to convex quadratic and second-order cone varieties. Xpress boasts unrivaled scalability, chewing through problems with millions of variables and hundreds of millions of coefficients, making it the go-to solution for complex scenarios across diverse industries.

But its strength lies not just in size, but in its versatility. Xpress integrates seamlessly with various development environments and modeling languages, empowering you to craft the perfect solution for your specific needs. Whether you’re optimizing production schedules, managing energy grids, or minimizing financial risks, Xpress delivers intelligent insights and optimizes decisions, propelling your business to new heights.

Xpress Industry-Specific Optimization

  • Supply Chain & Logistics:
    • Optimizing inventory levels and transportation routes
    • Predicting demand and minimizing delivery costs
    • Planning logistics networks for efficiency and resilience
  • Finance & Risk Management:
    • Building robust investment portfolios with optimal risk-return balance
    • Managing credit risk and minimizing loan defaults
    • Allocating capital across diverse assets for maximum growth
  • Energy & Utilities:
    • Scheduling energy production and distribution to meet demand
    • Balancing renewable and traditional energy sources
    • Minimizing fuel consumption and environmental impact
  • Manufacturing & Operations:
    • Scheduling production lines and allocating resources
    • Minimizing waste and maximizing product quality
    • Optimizing product mix and pricing strategies

Xpress Solver for Logistics Solutions

  • Vehicle Routing Problem (VRP): Xpress determines the most cost-effective routes for a fleet of vehicles, considering factors like distance, delivery time windows, vehicle capacities, and driver constraints. This optimization leads to reduced fuel costs, decreased delivery times, and enhanced customer satisfaction.
  • Fleet Sizing and Scheduling: Xpress helps determine the optimal number and types of vehicles required to meet transportation needs, while optimizing scheduling to maximize vehicle utilization and minimize idle time.
  • Network Design: It aids in designing efficient transportation networks, considering warehouse locations, distribution centers, and transportation modes, to ensure seamless product flow and cost reduction.
  • Replenishment Scheduling: Xpress optimizes the timing and quantities of replenishment orders to maintain adequate inventory levels while reducing ordering and transportation costs.

Xpress Applications in the Software Sector

  • Memory Allocation: Xpress optimizes memory allocation within software, minimizing memory footprint and maximizing performance.
  • Network Optimization: It helps developers analyze and optimize network protocols and algorithms for increased data transfer efficiency and bandwidth utilization.
  • Concurrency Control: Xpress facilitates the optimization of concurrent processes within software, minimizing conflicts and maximizing resource utilization.
  • Machine Learning Model Selection: Xpress helps choose the optimal machine learning model for a specific task, considering factors like accuracy, training time, and resource requirements.
  • Hyperparameter Tuning: It automates the process of tuning hyperparameters of machine learning models, maximizing model performance and generalization ability.
  • Data Partitioning: Xpress optimizes data partitioning for distributed computing environments, ensuring efficient workload distribution and improved processing speed.

 

Xpress Solver stands as a versatile and robust optimization champion, tackling intricate challenges across industries. From streamlining logistics networks with intelligent routing and inventory management to optimizing production schedules in manufacturing and fine-tuning resource allocation in software development, its potent algorithms unlock a world of efficiency and cost savings.

Frequently Asked Questions

Xpress supports a comprehensive array of CP features, including disjunctive logic programming, and constraints like alldifferent. These advanced tools enable modeling complex real-world problems with intricate relationships and dependencies.

Yes, Xpress allows fine-tuning various solver parameters like tolerance levels, branching strategies, and heuristic settings. Through experimentation and analysis, you can optimize these parameters to improve solution speed and accuracy for your specific problem class.

Yes, Xpress capabilities support dynamic optimization scenarios:

  • Hot Start: Update existing problem data and resume optimization without recalculating everything, saving time.
  • Callback Functions: Implement custom code within your model to react to real-time data changes and trigger re-optimization.
  • Integration with Streaming Data Platforms: Connect Xpress to real-time data streams via APIs or specialized tools for continuous optimization.
Advanced Memory Management: Xpress employs memory-efficient algorithms and data structures to handle large-scale models within resource constraints.

Further Information & Resources

FICO XPRESS website

XPRESS for AMPL User’s Guide including option descriptions

XPRESS-AMPL interface source code