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.
Current version: 7.8 (27.01)
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.
Xpress for AMPL option listing
Xpress-AMPL interface source code with makefiles and instructions