TOMLAB /Xpress efficiently integrates the solver package Xpress^MP 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 Xpress^MP, which also includes simplex and barrier solvers for linear and quadratic programming.

A full memory Trial Edition version of Xpress^MP is available for download.

Features and capabilities

• Xpress^MP 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 Xpress^MP.
   
• Sparse Barrier method linear programming (LP) solver included in Xpress^MP.
   
• Full handling of all control variables and problem attributes in Xpress^MP 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.
   
• Xpress^MP 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 Xpress^MP license is included.
  • TOMLAB /Xpress MIP: solves mixed-integer linear (MIP), and linear programming (LP) problems. An Xpress^MP license is included.
  • TOMLAB /Xpress Barrier: solves linear and quadratic programming (LP,QP), with simplex or barrier solvers. An Xpress^MP license is included.
  • TOMLAB /Xpress LP: solves linear programming (LP) problems. An Xpress^MP license is included.
  • TOMLAB /Xpress MIQP MEX: The TOMLAB /Xpress MEX interface without any Xpress^MP license. The solver capacity is dependent on the users own Xpress^MP license.
  
   
• Memory Types: For commercial use, there are three memory capacities available:
  
  • Xpress^MP Hyper license: unlimited problem sizes are treated.
  • Xpress^MP Extended license: 12000 constraints and 24000 variables + constraints are treated.
  • Xpress^MP 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