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The XPRESS-MP solver is a high-performance Linear Programming (LP) and Mixed Integer Programming (MIP) solver. XPRESS-MP can also be used to solve Quadratic Program (QP) and Mixed Integer Quadratic Program (MIQP) problems.
XPRESS-MP features three optimization algorithms. The simplex optimizer, which includes primal and dual methods, solves LP problems, and is also used within a branch-and-bound framework to solve MIP and MIQP problems. The Newton barrier optimizer is an interior point method for solving LP and QP problems. XPRESS-MP uses efficient sparse matrix handling. A presolve procedure reduces the size of the problem before it is solved, sometimes by an order of magnitude. XPRESS is also noted for its ability to solve numerically hard or unstable problems.
The MIP/MIQP optimizer uses a sophisticated branch-and-bound algorithm to solve MIP and MIQP problems, and it can find high quality solutions fast. XPRESS-MP uses modern features like cutting planes and heuristics to find integer solutions.
About XPRESS-MP
XPRESS-MP is a developed and supported by Dash Optimization, Inc. now part of the Fair Isaac Corporation. XPRESS-MP is a registered trademark of Dash Optimization, Inc.
Website: 
http://www.dashoptimization.com
Supported Versions
AIMMS supports the links of XPRESS 15, 16, 17 and 18.
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