FICO Xpress Optimizer Python Interface

The FICO Xpress Optimizer Python interface (xpress) enables users to formulate, manage, and solve a comprehensive range of mathematical optimization problems including Linear Programming (LP), Quadratic Programming (QP), Second-Order Conic Programming (SOCP), and their mixed-integer counterparts (MILP, MIQP, MIQCQP, MISOCP), along with general nonlinear and mixed-integer nonlinear problems. It offers seamless integration with numerical libraries like NumPy and supports advanced features such as callbacks for solver control. The library is currently at version 9.8.1, with frequent updates including patches and minor versions released multiple times a year.