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TOMLAB /Xpress
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
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XpressMP
handles large-scale mixed-integer quadratic programming (MIQP)
problems with both linear and quadratic constraints, e.g. suitable
for financial portfolio problems.
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Sparse Barrier Quadratic Programming (QP) solver included in
XpressMP.
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Sparse Barrier method linear programming (LP) solver included in
XpressMP.
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Full handling of all control variables and problem attributes in
XpressMP
from Matlab.
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Eleven types of callback options are handled.
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Fully sparsified code, capable of handling large, sparse problems.
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Infeasibility and sensitivity analysis.
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Several example files included.
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Integrated with the Tomlab graphical user interface.
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Integrated with the Tomlab driver routines.
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XpressMP
may be used as subproblem solver in the Tomlab
environment.
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TOMLAB /Xpress is available for PC, Linux, Sun and HP systems.
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Toolbox Options:
For commercial use, there are five different solver and license options:
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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.
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TOMLAB /Xpress MIP:
solves mixed-integer linear (MIP),
and linear programming (LP) problems.
An
XpressMP
license is included.
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TOMLAB /Xpress Barrier:
solves linear and quadratic programming (LP,QP),
with simplex or barrier solvers.
An
XpressMP
license is included.
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TOMLAB /Xpress LP:
solves linear programming (LP) problems.
An
XpressMP
license is included.
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TOMLAB /Xpress MIQP MEX:
The TOMLAB /Xpress MEX interface without any
XpressMP license.
The solver capacity is dependent on the users own
XpressMP license.
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Memory Types:
For commercial use, there are three memory capacities available:
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XpressMP
Hyper license:
unlimited problem sizes are treated.
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XpressMP
Extended license:
12000 constraints and 24000 variables + constraints are treated.
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XpressMP
Professional license:
2000 constraints, 5000 variables +
constraints and 300 integers, are treated.
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Academic use:
The full memory, all options
TOMLAB /Xpress MIQP Hyper
toolbox and the
TOMLAB /Xpress MIQP MEX
are available.
Requirements
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