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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]
FICO Xpress – solver for linear and quadratic programming with continuous or integer variables (MIP). FortMP – linear and quadratic programming. FortSP – stochastic programming. GAMS – General Algebraic Modeling System. Gurobi Optimizer – solver for linear and quadratic programming with continuous or integer variables (MIP).
Given a system transforming a set of inputs to output values, described by a mathematical function f, optimization refers to the generation and selection of the best solution from some set of available alternatives, [1] by systematically choosing input values from within an allowed set, computing the value of the function, and recording the best value found during the process.
FICO Xpress: A commercial optimization solver for linear programming, non-linear programming, mixed integer linear programming, convex quadratic programming, convex quadratically constrained quadratic programming, second-order cone programming and their mixed integer counterparts. AMPL: CPLEX: Popular solver with an API for several programming ...
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Xpress 400, a plan for tolled express lanes on Interstate 4 through Orlando, Florida; Xpress technology, a Broadcom's standards-based frame-bursting approach to improve 802.11g wireless LAN performance; Xpress Motorsports, a NASCAR Craftsman Truck Series team; FICO Xpress, a suite of mathematical modeling and optimization tools
A second-order cone program (SOCP) is a convex optimization problem of the form . minimize subject to ‖ + ‖ +, =, …, = where the problem parameters are ...
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