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September 8th, 2008
Release of Xpress-MP 2008
Artelys and Dash Optimization, part of Fair Isaac, announce
the release of Xpress-MP 2008A. Xpress-MP 2008A gives users
more power to solve their hardest optimization problems even
faster than before.
New optimization solvers in Xpress-MP 2008A
include:
•
Quadratically Constrained Quadratic Programming solver which
can be used to solve portfolio optimization problems, optimization
problems in statistics, and transport or facility location
problems involving quadratic distance measures.
•
Convex Nonlinear Programming solver which can be used to solve
certain nonlinear problems in engineering and chemistry.
New features in Xpress-MP 2008A include:
•
Multiple Solution and N-best Solution Support to give Xpress-MP
users more information to make the optimal decision for their
business problems.
•
Deterministic Parallel MIP which for a given problem guarantees
the same optimal solution every time it is run.
•
Xpress-Tuner to give users the power to tune the Xpress-Optimizer
to their specific problem. No knowledge of control parameters
is needed so even novice users of Xpress-MP can now fine-tune
the Xpress-Optimizer to unleash Xpress-MP's full power for
their problems. This full release of the Tuner improves on
the beta version with Parallel solving, improved tuning methods
and streamlined disk usage.
Improving performance
Optimization performance has been improved across a wide
range of models. The table below shows the performance comparison
with release 2007B for the Dash standard QA set of models:
|
Algorithm
|
2008A improvement
over 2007B
|
|
Primal
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50%
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Dual
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27%
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MIP
|
45%
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