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Xpress Solver#

FICO Xpress Optimizer provides optimization algorithms and technologies to solve linear, mixed integer and non-linear problems

For documentation, forums, and FAQs, see the FICO website.

The Xpress solver includes algorithms that can solve

  • Linear Programs
  • Mixed Integer Programs
  • Quadratic Programs
  • Quadratically Constrained Quadratic Programs
  • Second Order Cone Problems

Xpress solver cannot be used to solve nonlinear programs.

Available Modules#

Kestrel (CPU)
xpressmp/9.0.2
xpressmp/9.2.2
xpressmp/9.2.5

Info

Xpress is available as a module on Kestrel. Additionally, NREL has a site-wide license for Xpress to run locally on an NREL-issued computer. Please see instructions here.

Running Xpress Solver on Kestrel#

Important

While Xpress Solver is available as a module on Kestrel for use by all NREL-users, you MUST be a part of the xpressmp group on Kestrel. If you are new or have not used Xpress in a while, you can:

  1. Check whether you are a part of this group by running the groups command from your terminal, or
  2. Load the xpressmp module and run an example

If you are not a part of the xpressmp linux group and/or are unable to run an Xpress instance, please submit a ticket to HPC-Help@nrel.gov requesting access to Xpress on HPC systems and provide a business justification that describes how you intend to use Xpress in your workflow.

Xpress solvers can be used by simply loading the module

module load xpressmp/9.2.5

Once the module is loaded, Xpress Solver can be used directly using the command line by running the optimizer command.

$ optimizer
FICO Xpress Solver 64bit v9.2.5 Nov  9 2023
(c) Copyright Fair Isaac Corporation 1983-2023. All rights reserved
 Optimizer v42.01.04    [/nopt/nrel/apps/software/xpressmp/9.2.5/lib/libxprs.so.42.01.04]
[xpress kpanda]

Alternatively, Xpress can now be used directly in Python or Julia by loading the necessary modules and programming environments.