Xpress MP is a suite of optimization software produced by Dash Optimization Ltd. It consists of two main components:
- the Xpress-Mosel modelling language;
- the Xpress-Optimizer linear and integer programming optimizer.
An optimization model consists of three main stages which are executed one after another:
- matrix generation, in which data about the problem are converted into a standard form, the LP matrix
- optimization, in this case by the Xpress-Optimizer:
- reporting on the optimum solution
Xpress-Mosel provides a framework in which one can write a single program which performs all three stages. It also facilitates more advanced work such as where one iterates between matrix generation and optimization, revising the LP matrix in response to the solution.
Xpress-Optimizer incorporates an assortment of advanced algorithms which make it possible to find the optimum solution to large LP problems quickly. It has extensive facilities for integer programming and others for quadratic and successive linear programming.
Taken together these facilities have deservedly made Xpress MP one of the leading LP packages in the world.