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Xpress Solver#

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

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. Please indicate whether you intend to use Xpress for federally funded projects or otherwise. Our HPC license ONLY SUPPORTS FEDERALLY FUNDED PROJECTS.

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#

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.