Xpress-SLP

Xpress-SLP is a solver for nonlinear problems. It uses successive linear approximation which has been developed from techniques used in the process industries and it is capable of solving large problems with many thousands of variables. Problems can be defined using Xpress-Mosel and IVE, or using a file-based format or directly through an extensive API. Mixed-integer nonlinear problems can also be solved.

The IVE editor provides visualization aids, and it is possible to create customized displays using spreadsheets or other external programs (the example shows the evolution of the path of a rocket from earth to the moon after 10, 20 and 30 iterations, plus the converged solution). Xpress-SLP has interfaces so that functions written outside the system in other languages or in spreadsheets can be used within the model in the same way as normal mathematical functions.

Xpress-SLP is available as a C library with an additional VB interface, as an Xpress-Mosel module or as a standalone command line tool.