FICO 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.
FICO 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.
Developer: FICO
Current version: 8.11.2 (37.01.03)
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.
FICO XPRESS website
XPRESS for AMPL User’s Guide including option descriptions
XPRESS-AMPL interface source code