EURO 2024 Copenhagen
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2449. Introducing the new Object-Oriented Xpress Solver API

Invited abstract in session TC-30: Modeling tools, stream Software for Optimization.

Tuesday, 12:30-14:00
Room: 064 (building: 208)

Authors (first author is the speaker)

1. Adam Ferreira Da Costa
FICO Xpress Optimization

Abstract

A fast, scalable, and easy-to-use API is an essential component when working with commercial high-end optimization solvers. FICO Xpress has been offering Solver APIs for more than two decades for an ever-growing set of programming languages (C, C++, Java, C#, Python, R).

The new FICO Xpress Solver API for Java and C# is designed as an object-based layer ensuring a memory-efficient and reliable experience to the user. With the new API, the use of Solver features such as callbacks becomes easier, and it gives access to the full set of problem types available with Xpress Solver.

Among the key features of the new Xpress Solver API are the ability to use modern programming concepts such as Collections, Streams, Lambdas, and operator overloading to build expressions and constraints.

The new Solver API offers seamless integration with the Solver and access to cutting-edge features, and we observed model building times speedup by a factor of 8 on models with several millions of variables and constraints compared to previous APIs.

In this talk, we focus on design and architecture challenges when implementing such a new API layer. Furthermore, we will cover new features available in the augmented API, as well as examples and guidelines how to implement optimization models in object-oriented languages.

Keywords

Status: accepted

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