Xpress-OptimizerÀÇ Æ¯Â¡Àº Á¤±³Çϰí ÃֽŽÄÀÇ ¾Ë°í¸®ÁòÀ» ÅëÇØ »ê¾÷¿¡¼ ¿ä±¸ÇÏ´Â ¹®Á¦µéÀ» ºü¸£°í Á¤È®ÇÏ°Ô ÇØ°áÇÕ´Ï´Ù. Optimization ±â¼úÀº ¼¼°è °¢±¹ÀÇ ´Ù¾çÇÑ ºÐ¾ßÀÇ ±â¾÷µé¿¡°Ô ¼ö¹é¸¸ °³ÀÇ º¯¼ö¿Í Á¦¾àÁ¶°ÇÀ» °¡Áø ¹®Á¦µé¿¡ ´ëÇÏ¿© ºü¸£°í ¾ÈÁ¤ÀûÀÎ SolutionÀ» Á¦°øÇÔÀ¸·Î½á ÀÌ¹Ì °ËÁõµÇ¾ú½À´Ï´Ù.
Xpress-Optimizer´Â °è»ê»ó ¾î·Æ°í ºÒ¾ÈÁ¤ÇÑ ¹®Á¦¸¦ ÇØ°áÇÏ´Â ´É·ÂÀ» °®°í ÀÖ´Â °ÍÀ¸·Î Àß ¾Ë·ÁÁ® ÀÖÀ¸¸ç, À̰ÍÀº ÇÁ·Î¼¼½º »ê¾÷¿¡¼ ½ÃÀåÀÇ ¸®´õ°¡ µÇ´Â ÀÌÀ¯ Áß ÇϳªÀÔ´Ï´Ù.
Cutting-edge Algorithms
Xpress-Optimizer ¾Ë°í¸®ÁòÀº »ç¿ëÀÚ°¡ ´ÙÀ½°ú °°Àº ¹®Á¦¸¦ Ç®¼ö ÀÖ½À´Ï´Ù :
- LP - Linear programming problems
- MIP - Mixed integer programming problems
- QP - Quadratic programming problems
- MIQP - Mixed integer programming problems
- QCQP - Quadratically constrained quadratic problems
- MIQCQP - Quadratically constrained mixed integer problems
- NLP - Convex non-linear problems
¸¸¾à non-linear ȤÀº non-convex ¹®Á¦¸¦ ÇØ°áÇØ¾ß ÇÑ´Ù¸é , ¼öõ°³ÀÇ º¯¼ö¸¦ °¡Áø non-linear¿Í mixed integer non-linear ¹®Á¦¸¦ Ç® ¼ö ÀÖ´Â Xpress-SLP solver¸¦ ÅëÇÏ¿© ÇØ°áÇÏ½Ç ¼ö ÀÖ½À´Ï´Ù.
Flexible Deployment
The Xpress-Optimizer is available as a command-line tool with a simple yet powerful interactive user interface and as a callable library with C, C++, Java, Fortran, VB6 and .NET programming interfaces. It is fully compatible with the industry-standard LP and MPS file formats and has extensive support for logging, binary save/basis files and ASCII/binary solution files.
As an integrated component of the Xpress-MP suite, the advanced model development environment of Xpress-Mosel or the extensive programming functionality of the Xpress-BCL model-building library can also be used to interact with the raw power and performance of the Xpress-Optimizer engine.
Cross-Platform
The Xpress-Optimizer is available for a wide variety of architectures and operating systems and is enhanced to take advantage of individual platform characteristics.
The Simplex Optimizer
The Xpress-Optimizer provides fast, reliable implementations of the primal and dual simplex methods for solving LP problems.
- Integrated presolve algorithm to reduce problem size and solve time
- Automatic settings for best performance and an extensive range of user-configurable parameters for advanced control of the optimization process.
- Fast restarts from an existing advanced basis. Problems can be modified and then resolved in a fraction of the original solution time
- Infeasibility detection and diagnostics for tracing problem infeasibilities
- Effective degeneracy resolution techniques
The Barrier Optimizer
The Xpress-Optimizer Barrier algorithm provides an alternative to the simplex algorithms and uses interior point methods to solve both linear programming and quadratic programming problems.
- Integrated presolve algorithm to reduce problem size and solve time
- Cutting edge Cholesky factorization algorithms
- Fast primal and dual crossover to basic solutions
- Dense column handling
- Solutions available without crossover
- Available as Parallel Barrier for multi-processor machines on specific platforms
The MIP Optimizer
The Xpress-Optimizer uses a sophisticated branch and bound algorithm to solve MIP and MIQP problems and is well known for its ability to quickly find high quality solutions.
- MIP presolve algorithm pre-processes the problem to reduce problem size and solve time
- Advanced cutting-plane strategies to automatically improve the quality of bounds and reduce the size of the global search
- Flow covers
- GUB covers
- Lift and Project
- Clique cuts
- Flow paths
- Mixed integer rounding
- Gomory fractional cuts
- Binary, integer and semi-continuous variables, and special ordered sets
- Breadth-first, best-first or depth-first search. Customizable node and variable selection strategies. User callbacks allow complete control over the node and variable selection
- Multiple LP algorithms for initial LP relaxation and node solution
- User-defined branching priority and branch direction directives
- Heuristics
- Available as Parallel-MIP for multi-processor machines on specific platforms
|