XPRESS-MP XPRESS-MP The Complete Linear and Integer Programming Modelling and Optimisation system
XPRESS-MP is a complete Linear and Integer Programming modelling and optimisation system built around a state-of-the-art model builder and Simplex and Interior Point optimisers. XPRESS-MP offers:
Model Builder An algebraic model-building language which allows users to specify models as they were formulated. The model builder can read and write data to and from most popular spreadsheets and databases, can read and analyse solutions and allows data to be re-exported back to the original data source. It also offers seamless coupling to the XPRESS-MP optimiser.
Simplex Optimiser A high performance Simplex optimiser, with leading-edge pre- and post-solve facilities.
Barrier Optimiser Using state-of-the-art interior point algorithms, the XPRESS-MP barrier optimiser can offer great performance advantages on many problems.
Mixed Integer Optimiser Handles binary, integer, semi-continuous and partial integer variables, Special Ordered Sets (SOS), and other discrete objects.
Parallel Mixed Integer Optimiser XPRESS-MP's parallel solver offers better-than-linear speedup on many problems run on networks of computers.
Quadratic Programming The quadratic programming option enables users to solve problems which have quadratic objectives or constraints such as those found in the financial services sector.
XPRESS for Windows A user-friendly Windows-based development system, combining the best facilities of the XPRESS modeller and optimisers. With a smart editor, problem database, context sensitive help and many other features it makes optimisation easier than ever before.
XPRESS Optimiser Subroutine Library Comprises algorithmic components which are callable from C or Fortran. The subroutine library enables users to tailor their solution technology and embed optimisation within end-user applications.
XPRESS Modeller Subroutine Library Giving full access to the XPRESS modeller's facilities, the subroutine library has the added advantage of keeping data transfers in memory. System builders can embed a model in an application whilst ensuring the complete security of their model.
XPRESS-MP uses the latest state-of-the-art solution technology to provide Simplex and Interior Point barrier solvers which are very fast, robust, and capable of solving the largest and most difficult problems. In addition, the parallel solver offers very significant reductions in solution times and extends the range of problems to include many that would normally be considered non-viable. The optimisers can of course read industry-standard MPS files.
XPRESS-MP uses innovative linear and integer problem pre-processing algorithms which can dramatically reduce model size and complexity and make linear and mixed-integer problems much easier to solve. By means of tightening constraints, bounds and coefficients, solutions can be obtained for many mixed-integer problems that were previously intractable. Fully functional post-solve routines ensure that the solutions given are always those of the model specified.
The barrier optimiser uses the primal-dual algorithm and incorporates unique facilities for handling special model structures such as dense columns. It is currently the leading interior point optimiser available.
The integer programming optimiser is based on the branch and bound algorithm. The search is guided by default heuristics derived from over twenty years' experience in solving hard industrial mixed integer problems. Users who wish to become more involved in the solution process can use the options which exist for guiding the search at every stage. This facility makes XPRESS-MP the most flexible optimiser available, especially if used as a subroutine library.
In the parallel integer optimiser, novel sub-tree management techniques are implemented which partition search tasks among many computers or processors. XPRESS-MP's parallel optimiser delivers very high performance, giving linear or even super-linear speedup of solution times on networks of workstations or PCs, as well as on special purpose parallel machines such as the Parsytec CC System.
The quadratic programming facility is a special enhancement to the interior point algorithm and uses conjugate gradient techniques.
XPRESS-MP is available on a wide range of platforms and operating systems. Versions are available to run on IBM compatible PCs under DOS, Windows, and Windows 95, and on Apple Macs. XPRESS-MP is also available to run on most popular UNIX-based workstations such as the RS6000, Sun, HP, SGI and Dec Alpha. Other platforms supported are OpenVMS, various Japanese DOS PCs, and several mainframe and supercomputer systems.
Dash Associates Blisworth House Church Lane Blisworth Northants NN7 3BX UK. Phone: +44 (0) 1604 858 993 Fax: +44 (0) 1604 858 147 info@dash.co.uk
Dash Optimization, Inc. 560 Sylvan Avenue, Englewood Cliffs, NJ 07632, USA. Phone: +1 (201 567 9445 Fax: +1 (201) 567 9443 info@dashoptimization.com
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