FICO XPRESS¶
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. The framework used by the drivers supports automatic reformulation for many expression types; the relative guide can be found here.
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Note
This package contains an all-new Xpress driver, that provides significantly extended modeling support for logical and nonlinear operators through linearizations performed by the MP library. For compatibility, there are two binaries in this package: xpress [options] is the new version, xpressasl [options] is the legacy version. If you are upgrading an existing installation and encounter any issues with the new version please report them to support@ampl.com.
How to use it¶
ampl: option solver xpress; # change the solver
ampl: option xpress_options 'option1=value1 option2=value2'; # specify options
ampl: solve; # solve the problem
At a glance¶
Resources¶
Features¶
Problem types:
LP, QP, QCP
MIP, MIQP, MIQCP
General constraints
min / max
and / or
abs
Features for all models:
Problem input
Model investigation
Dealing with infeasibility/unboundedness
Features for MIP models:
Model investigation
Solver options¶
Full list of solver options:
Many solver parameters can be changed directly from AMPL, by specifying them as a space separated string in the option xpress_options.
A list of all supported options is available here or can be obtained by executing the solver driver with the -= command line parameter:
xpress -=
or from AMPL:
shell "xpress -=";
Solver options can have multiple aliases, to accomodate for different user types.
The main numenclature is given first in the -= output, then followed by aliases in brackets,
see for example the listing for lim:time:
lim:time (timelim, timelimit)
Limit on solve time (in seconds; default: no limit).
The main numenclature contains a prefix (lim: in this case) to help categorize and find the
options relevant to a context. To list only the options with a specific prefix (lim: for this example),
run:
xpress -=lim:
Specifying solver options and solving a model¶
After formulating the model in AMPL, execute the following to select gurobi as solver and pass the two options:
return_mipgap=3 and outlev=1.
option solver xpress;
option xpress_options "retmipgap=3 outlev=1";
solve;
Retrieving solutions¶
The outcome of the last optimization is stored in the AMPL parameter solve_result_num and the relative message in
solve_result.
display solve_result_num, solve_result;
Handling infeasibility¶
IIS¶
When a model is unfeasible, one usedful information is finding the irreducible inconsistent sets, which are subsets of constraints that are incompatible. This is supported by the framework, see the description here.