FICO Xpress Optimization’s Capabilities FICO® Xpress Optimization is the leader in commercial optimization, enabling organizations and business users to solve large-scale optimization problems quickly. FICO Xpress Solver is the technology component supporting all of FICO's optimization solver technologies including: Xpress Optimizer: the core engine comprising of the linear programming (LP), mixed integer programming (MIP), (MI)QP, (MI)QCQP, and (MI)SOCP solvers.