FICO, a global analytics software leader, announced the release of FICO Xpress Optimization suite 9.8, which integrates NVIDIA CUDA-X libraries to enhance the speed and scale of solving complex computational problems, achieving up to 50x speedups for large optimization problems through a GPU-accelerated hybrid gradient algorithm.
FICO Xpress 9.8 features a GPU-accelerated implementation of the hybrid gradient algorithm, designed for large, dense problems that feature tens or hundreds of millions of non-zeros in the problem matrix. This algorithm offers lower memory overhead, contributing to faster solutions.
NVIDIA CUDA-X is a collection of GPU-accelerated libraries and frameworks that enable the creation of applications with significantly higher performance compared to CPU-based alternatives across data processing, AI, and high-performance computing.
Bill Waid, chief product and technology officer at FICO, stated, “With more than 40 years of continuous innovation in the optimization solver industry, FICO Xpress continues to evolve by integrating cutting-edge technologies that address our customers’ need for solving larger, more complex problems at unprecedented speed. The GPU-accelerated hybrid gradient algorithm represents an important addition to Xpress’s comprehensive suite of optimization algorithms, enabling organizations to solve large-scale problems faster and unlock new possibilities for data-driven decision making.”
Alex Fender, Director of Decision Optimization at NVIDIA, commented, “NVIDIA CUDA-X libraries and accelerated computing can help enterprises solve the world’s largest, most complex optimization problems. The ecosystem has quickly embraced GPU solvers, and by leveraging NVIDIA CUDA-X libraries, FICO Xpress 9.8 is helping customers achieve breakthroughs in speed and scale, transforming operational efficiency and decision making.”
GPU acceleration for the hybrid gradient algorithm is a beta feature within FICO Xpress 9.8, which is currently available. It supports any NVIDIA GPU with NVIDIA CUDA Compute Capability 7.5 or later.
Beyond the new GPU-accelerated algorithm, FICO Xpress 9.8 includes additional performance enhancements. The mixed-integer programming engine is 14% faster overall than the previous year and 24% faster on models requiring at least 100 seconds. The global solver is now 68% faster overall and 5.3x faster for models that take at least 100 seconds.
FICO Xpress Optimization empowers businesses to rapidly deploy advanced analytic models into end-user applications using robust and scalable optimization engines. Users can formulate models in understandable terms, analyze trade-offs, conduct what-if scenario analyses, and compare strategies to optimize decision workflows. The suite includes FICO Xpress Solver, which provides a broad array of industry-leading optimization algorithms and technologies for linear, mixed integer, and nonlinear problems.
A complimentary 60-day trial license of the FICO Xpress Optimization Suite is available.
FICO, founded in 1956, is a pioneer in applying predictive analytics and data science to improve operational decisions. The company holds over 200 US and foreign patents on technologies that enhance profitability, customer satisfaction, and growth across various industries, including financial services, insurance, and telecommunications.
