The NEOS Server offers FICO Xpress for the solution of mixed-integer linear programming (MILP), linear programming (LP), second-order conic programming (SOCP), and nonlinear programming (NLP) problems. Problems can be submitted to FICO Xpress on the NEOS server in AMPL, GAMS, MOSEL, or MPS format.
The FICO Xpress optimizer is a commercial solver for linear programming and mixed integer linear programming. XPRESS is part of the FICO Xpress Optimization Suite. To learn more about the FICO Xpress Optimization Suite, visit the FICO Optimization website.
The user must submit a model in MPS format. The user may optionally specify a file that includes FICO Xpress commands to customize the use of the optimizer.