XPRESS

XPRESS is the XPRESS-MP Optimization Subroutine Library developed by Dash Optimization and integrates a simplex-based LP solver, a MIP module, a barrier module implementing an interior point algorithm for LP problems and a quadratic algorithm.  XPRESS solves LP, MIP, QCP, RQCP, MIQCP and RMIP model types.  QCP problems are limited to those with quadratic objectives.  The solver manual for XPRESS is on XPRESS.pdf.

A free bare bones versions is available as COINXPRESS.