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Unveiling FICO Xpress 9.2 Solver’s Latest Features

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In the ever-evolving landscape of optimization software, staying competitive and efficient is imperative for businesses and researchers alike. FICO, a pioneer in the field of analytics and decision-making solutions, has once again pushed the boundaries of what’s possible with the release of FICO Xpress 9.2 Solver. This new iteration not only introduces a powerful global solver for nonlinear problems but also packs a punch with significant enhancements in Mixed-Integer Programming (MIP) and Quadratic Programming (QP) performance. Let’s delve into the exciting world of FICO Xpress 9.2 Solver and explore its groundbreaking features.

1. Global Solver for Nonlinear Problems: A Game-Changer

Imagine facing complex optimization problems where linear relationships among variables are elusive, and local optima just won’t cut it. This is where FICO Xpress 9.2 Solver’s global optimization solver comes to the rescue.

FICO Xpress Solver has long been a trusted ally in optimization endeavors. With this latest release, it introduces a comprehensive global solver for nonlinear problems. This solver integrates seamlessly with the existing components of Xpress Nonlinear, Xpress Optimizer, and Xpress Global.

Xpress Nonlinear focuses on finding local optima through techniques like multistart with different initial points. On the other hand, Xpress Global takes optimization to a global level, seeking global optima. This synergy ensures a holistic approach to solving nonlinear problems, a significant departure from the limitations of linear approximations used by most optimization solvers in the past.

Global optimization is a game-changer in various domains, including energy and pricing optimization, AC power flow, chemical processing, optimization of machine learning models, and sensor-network localization. As artificial intelligence continues its rapid ascent, the demand for addressing such complex problems effectively has never been higher.

The new Global Optimization Solver in FICO Xpress 9.2 boasts impressive speed improvements, surpassing its predecessors by being over 2.13 times faster overall and a remarkable 6 times faster on challenging problems. Moreover, users can now pause and resume solves, enhancing flexibility and control. The addition of a new tuner method further refines the solver’s adaptability, making it a formidable tool for tackling intricate optimization challenges.

2. MIP Performance Enhancements: Faster and More Efficient

MIP problems are ubiquitous in the world of optimization, ranging from logistics to finance. FICO Xpress 9.2 Solver recognizes this and has dedicated substantial effort to enhance its MIP engine.

Cutting-Edge Cutting Planes: A noteworthy addition is the introduction of Reformulation-Linearization Cuts (RLT). These cutting planes are tailored for non-convex quadratic problems, but their utility extends to MIPs as well, especially when the Optimizer detects implied product relations in MIP models. Additionally, improved work limits for aggregated Mixed-Integer Rounding cuts (MIR) and robust Chvátal-Gomory cuts further contribute to enhanced performance.

Parallel Heuristics: In the realm of parallel computing, FICO Xpress 9.2 brings two new heuristics to the table: Feasibility Jump and Shift-and-Propagate. These heuristics optimize the solution process depending on the number of threads available, ensuring efficient utilization of hardware resources.

Quadratic Performance Improvements: Quadratic problems are prevalent in fields like finance and engineering. FICO Xpress 9.2 Solver has not only improved the speed of its QP primal simplex algorithm but also made significant strides in solving MIQP problems efficiently.

Branching Enhancements: For combinatorial problems, branching is a critical aspect of optimization. In Xpress 9.2, the introduction of strong branching and history-based branching rules enhances the solver’s effectiveness, leading to more refined solutions.

3. Irreducible Infeasible Set Search (IIS) Improvements

IIS search is indispensable when dealing with infeasible models. FICO Xpress 9.2 Solver brings several improvements to this crucial feature.

– Users now have more control over what aspects of the model are considered in the IIS search, allowing for finer customization.
– Enhanced logging provides deeper insights into the search process, including the number of constraints found in the IIS so far.
– Interrupted IIS searches can now produce a conflicting set of constraints, which may not necessarily form an IIS but can still offer valuable insights.
– IIS can now be run on problems containing general and piecewise linear constraints, expanding its applicability.

4. Updates to the Xpress Interfaces

FICO Xpress 9.2 Solver doesn’t just stop at solver performance; it also improves the interfaces that make it accessible to users across different programming languages.

– R API now supports non-linear modeling and solving, broadening its scope of applications.
– SLP and NLP attributes are now available in Java and C# interfaces, aligning them with XPRS attributes.
– The Python API receives substantial enhancements, including the ability to handle non-linear, piecewise linear, or general constraints that were transformed into MIPs. It also introduces new constants that align with stop statuses in the library.

In conclusion, FICO Xpress 9.2 Solver is a monumental step forward in the realm of optimization software. It equips professionals and researchers with powerful tools to tackle the most intricate nonlinear problems, significantly boosts MIP performance, and enhances user experience through a variety of interfaces. With these innovations, FICO continues to lead the way in providing cutting-edge solutions for industries grappling with increasingly complex optimization challenges. Whether you’re optimizing supply chains or fine-tuning machine learning models, FICO Xpress 9.2 Solver is your key to unlocking new levels of efficiency and precision in decision-making.

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