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Xpress for AMPL

Xpress offers proven optimization technology for large-scale applications, with out-of-the-box high performance on a wide range of model types.  Its ultra-efficient sparse matrix handling and on-the-fly data compression address the largest problems, with reliable performance even on numerically difficult or unstable problems.

Summary

FICO

Developer: FICO

Current version: 24.01

Problem types supported: Linear and convex quadratic optimization in continuous and integer variables.

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.

Special features: Shared-memory parallel processing for continuous barrier and for MIP branch-and-bound.

Coming soon: General nonlinear optimization using a choice of successive linear programming and general nonlinear interior-point methods.

Further information

Xpress-Optimizer website

Xpress for AMPL option listing

Xpress-AMPL interface source code with makefiles and instructions