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TOMLAB /Xpress

Download by creating a myTOMLAB account.

TOMLAB /Xpress efficiently integrates the solver package XpressMP with Matlab and TOMLAB. Included is also an advanced Matlab interface to the state-of-the-art large-scale mixed-integer linear and quadratic programming solver XpressMP, which also includes simplex and barrier solvers for linear and quadratic programming.

A full memory Trial Edition version of XpressMP is available for download.

Features and capabilities

  • XpressMP handles large-scale mixed-integer quadratic programming (MIQP) problems with both linear and quadratic constraints, e.g. suitable for financial portfolio problems.
     
  • Sparse Barrier Quadratic Programming (QP) solver included in XpressMP.
     
  • Sparse Barrier method linear programming (LP) solver included in XpressMP.
     
  • Full handling of all control variables and problem attributes in XpressMP from Matlab.
     
  • Eleven types of callback options are handled.
     
  • Fully sparsified code, capable of handling large, sparse problems.
     
  • Infeasibility and sensitivity analysis.
     
  • Several example files included.
     
  • Integrated with the Tomlab graphical user interface.
     
  • Integrated with the Tomlab driver routines.
     
  • XpressMP may be used as subproblem solver in the Tomlab environment.
     
  • TOMLAB /Xpress is available for PC, Linux, Sun and HP systems.
     
  • Toolbox Options: For commercial use, there are five different solver and license options:
    • TOMLAB /Xpress MIQP: solves mixed-integer linear and quadratic programming (MILP,MIQP), and linear and quadratic programming (LP,QP), with simplex or barrier solvers. An XpressMP license is included.
    • TOMLAB /Xpress MIP: solves mixed-integer linear (MIP), and linear programming (LP) problems. An XpressMP license is included.
    • TOMLAB /Xpress Barrier: solves linear and quadratic programming (LP,QP), with simplex or barrier solvers. An XpressMP license is included.
    • TOMLAB /Xpress LP: solves linear programming (LP) problems. An XpressMP license is included.
    • TOMLAB /Xpress MIQP MEX: The TOMLAB /Xpress MEX interface without any XpressMP license. The solver capacity is dependent on the users own XpressMP license.

     
  • Memory Types: For commercial use, there are three memory capacities available:
    • XpressMP Hyper license: unlimited problem sizes are treated.
    • XpressMP Extended license: 12000 constraints and 24000 variables + constraints are treated.
    • XpressMP Professional license: 2000 constraints, 5000 variables + constraints and 300 integers, are treated.
    • Academic use: The full memory, all options TOMLAB /Xpress MIQP Hyper toolbox and the TOMLAB /Xpress MIQP MEX are available.

Requirements

  • MATLAB 6 or later


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