Usage with FICO® Xpress Optimizer

This section is under construction

Introduction

The FICO Xpress optimizer is a commercial optimization solver for linear programming (LP), mixed integer linear programming (MILP), convex quadratic programming (QP), convex quadratically constrained quadratic programming (QCQP), second-order cone programming (SOCP) and their mixed integer counterparts.

Antares Solver can use XPRESS for both LP and MILP problems. Various benchmarks have revealed that Xpress allows faster simulations than Sirius on some large studies.

Using Xpress in the command-line

antares-solver --solver xpress [options] <study>

Setup

The XPRESSDIR env variable must point to the Xpress install directory. The author strongly suggest placing this in your .bashrc if you use Bash

export XPRESSDIR=path/to/xpress/install/dir

An Xpress install directory looks like this. Actually, only these files are required, the rest are unnecessary

xpress814 <= XPRESSDIR
└── lib
    ├── libxprs.so -> libxprs.so.40
    ├── libxprs.so.40 <= The Xpress shared library
    └── xpauth.xpr <= A valid licence

Checking that Xpress works

After setting up Xpress, the following command line should display a line if Xpress is installed and a valid licence is found.

antares-x.y-solver --list-solvers | grep xpress

Compatibility

The currently supported versions (8.8.x and 9.3.x) have been shown to work well with XPRESS 9.2.5. Other versions may work, but using them may lead to crashes.

Known issues

XPRESS 9.3.0 on Windows

XPRESS 9.3.0 has a missing XPRSgetduals symbol on Windows, causing a crash. To the author's knowledge, this is undocumented.

Community license is very restrictive

FICO offers a Community License for testing purposes. It should be noted however that this license is restrictive, so you may experience issues when trying to run Antares Solver with this license, even on small test-cases.