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.