91. What’s New in FICO Xpress Solver 9.6?
Invited abstract in session WB-9: What's New in Solvers I, stream Software for Operations Research.
Wednesday, 10:45-12:15Room: H15
Authors (first author is the speaker)
| 1. | Timo Berthold
|
| Fair Isaac Deutschland GmbH |
Abstract
We present the latest developments in the FICO Xpress Solver, featuring significant enhancements across its core algorithms for linear, mixed-integer, and nonlinear optimization. Key improvements include a new pre-root parallel heuristic phase, a deterministic work limit for reproducibility, and substantial performance gains in cut generation, presolving, and symmetry detection. Xpress 9.6 delivers strong performance improvements across all problem classes, including a remarkable 3x speedup in the global solver for non-convex MINLPs, further strengthening Xpress's capabilities for solving challenging optimization problems.
Keywords
- Integer Programming
- Software for OR/MS Analysis
- Nonlinear Programming
Status: accepted
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