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FICO Xpress Optimizer Python interface

Project description

FICO® Xpress Python interface

Create and solve Mathematical Optimization problems like the following:

min  x1^2 + 2 x2
s.t. x1 + 3 x2 >= 4
     -10 <= x1 <= 10
     x1 in Z
     x2 >= 0

with just a few lines of code:

import xpress as xp
x1 = xp.var(vartype=xp.integer, name='x1', lb=-10, ub=10)
x2 = xp.var(name='x2')
p = xp.problem(x1, x2,            # variables of the problem
               x1**2 + 2*x2,      # single expression is taken as the objective function
               x1 + 3*x2 >= 4,    # one or more constraints
               name='myexample')  # problem name (optional)
p.solve()
print ("solution: {0} = {1}; {2} = {3}".format (x1.name, p.getSolution(x1), x2.name, p.getSolution(x2)))

With the xpress module, one can create and solve optimization problems using the Python® programming language and the FICO Xpress Optimizer library. The module allows for

  • Creating, handling, solving, and querying optimization problems;
  • Using Python numerical libraries such as NumPy to create optimization problems;
  • Setting and getting the value of parameters (controls and attributes) of a problem; and
  • Using Python functions as callbacks for the Xpress Optimizer and the Xpress Nonlinear solver.

The Xpress Python interface allows for creating, handling, and solving all problems that can be solved with the FICO-Xpress library: Linear Programming (LP), Quadratic Programming (QP), Second-Order Conic Programming (SOCP), and their mixed-integer extensions: MILP, MIQP, MIQCQP, MISOCP, together with general nonlinear and mixed-integer nonlinear.

Installation

The Xpress Python interface can be downloaded from PyPI and from Anaconda. Run

pip install xpress

to install from PyPI, and

conda install -c fico-xpress xpress

to install from the Conda repository.

The downloaded package contains: a folder with several examples of usages of the module, with varying degrees of difficulty; a directory license containing the Xpress Community License; and a directory doc with the manual in PDF version---the full HTML documentation for the Xpress Optimizer's library, including the Python interface with its example, is also available at the FICO Xpress Optimization Help page.

If you do not have any FICO Xpress license, the community license will be recognized by the module and no further action is needed. If you do have a license, for instance located in /users/johndoe/xpauth.xpr, make sure to set the global environment variable XPRESS to point to the folder containing the xpauth.xpr file, i.e. XPRESS=/user/johndoe.

Licensing

The Xpress software is governed by the Xpress Shrinkwrap License Agreement. When downloading the package, you accept the license terms. A copy of the Xpress Shrinkwrap License is stored in the file LICENSE.txt in the dist-info directory of the Xpress module.

This package includes the community license of Xpress, see the licensing options overview for more details.

Miscellaneous

"Python" is a registered trademark of the Python Software Foundation. "FICO" is a registered trademark of Fair Isaac Corporation in the United States and may be a registered trademark of Fair Isaac Corporation in other countries. Other product and company names herein may be trademarks of their respective owners.

Copyright (C) Fair Isaac 1983-2021

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