Analytics Magazine Analytics Magazine, July/August 2014 | Page 17

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Parallel
Simplex

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Now part of FICO Xpress
Optimization Suite.
®

People have been attempting to add parallel processing to the simplex method for linear programming for well
over 30 years. FICO is proud to announce that we have solved this enormously difficult problem and can now offer
parallel simplex in our software, including FICO® Xpress Optimization Suite.
The addition of parallel processing to simplex algorithms speeds performance of FICO® Xpress Optimization Suite
by as much as a factor of 2.5.
Our method for the parallelization of classic simplex algorithms involves picking apart the
algorithmic components and rearranging them to make the algorithm open to parallelization.

Learn more about parallel simplex and FICO® Xpress Optimization Suite:
http://www.fico.com/xpress
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