The FICO Xpress Optimization Suite now integrates a new nonlinear solver called Xpress-NonLinear. It is a unique framework for non-linear optimization, combining two best-in-class solvers in one package: the most scalable first order solver Xpress-SLP in combination with the most robust second order solver KNITRO from Ziena Optimization LLC.

Xpress-NonLinear benefits from:

A unified modeling interface in Xpress-Mosel
Automatic solver selection based on the problem characteristics
Nonlinear presolver and automatic problem transformation
Symbolic, automatic, and numeric differentiators
Complex external (black-box) function evaluations
Sub-gradient support for selected non-differentiable functions
Smart initial point creation
Problem structure exploitation

Altogether with Xpress-Mosel, Xpress-Optimizer and Xpress-Kalis, the FICO Xpress Optimization Suite is the optimal set of tools for tackling the most challenging problems.

For more information, contact us.