Optimization & simulation · FICO

FICO Xpress Optimization

FICO's commercial solver suite for linear, mixed-integer, quadratic and nonlinear optimization.

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FICO Xpress is a solver and optimization suite covering linear programming, mixed-integer programming, quadratic and second-order cone programming, and nonlinear optimization. It includes the Xpress Solver engine, the Xpress Mosel modeling and programming language, and Xpress Workbench, an IDE for building and debugging models; models can also be built in AMPL, Pyomo or a language API and handed to Xpress to solve. FICO markets it alongside its decision-management platform for use in banking, insurance, energy and supply chain planning, where optimization results often feed directly into other FICO decisioning products. As with Gurobi and CPLEX, it is commercial software aimed at production-scale problems, with no public list pricing and a free academic license offered through FICO's academic program.

At a glance

Vendor FICO
Pricing model Quote only
Free tier Yes
Deployment Cloud, Self-hosted
Open source No
Best for Organizations already using FICO's decisioning stack who need a commercial solver embedded in the same platform.

Pricing

Quote-based commercial licensing; free academic license available for qualifying students and faculty. No public pricing page found.

Pricing has not been verified yet — see the vendor's site.

Features

  • Simplex and barrier solvers for linear programming
  • Branch-and-bound/cut solver for mixed-integer programming
  • Quadratic, second-order cone and nonlinear optimization
  • Xpress Mosel modeling and programming language
  • Xpress Workbench IDE for model development
  • Parallel and distributed solving for large models
  • Integration with FICO's broader decision-management platform

Integrations

Profile last reviewed September 21, 2026

Alternatives

Gurobi Optimizer Commercial mathematical solver for linear, mixed-integer and quadratic optimization problems. IBM ILOG CPLEX Optimization Studio IBM's commercial solver and modeling studio for linear, mixed-integer, quadratic and constraint programming. Google OR-Tools Open-source optimization suite for routing, linear, integer and constraint programming problems.

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Terms to know

Prescriptive analytics Analytics that recommends specific actions by combining predictions with optimization or decision rules. Linear programming (LP) An optimization method that finds the best outcome for a problem whose objective and constraints are all linear relationships.

Related guides

How to choose an optimization or simulation tool Solvers compute one best answer to a math problem; simulators show how a system behaves over time. Pick the discipline before the vendor.