DWave vs CPLEX Comparison. Part 1: QAP
Why am I discussing again the DWave quantum computer vs CPLEX comparison paper published by Cathy McGeoch and Carrie Wong ? Mainly because it looked like an interesting challenge to redo the CPLEX experiments to see if we could get better results.
Here are new results for the quadratic assignment problem test series. Our results for the other tests series in will be reported in subsequent posts. To cut a long story short, our results are better than those in the... [More]
Tags: modeling dwave optimization analytics 
CPLEX 12.5.1
We are about to have a new CPLEX release, namely IBM ILOG CPLEX Optimization Studio 12.5.1. We plan for electronic availability this week.
The main focus for this release was to improve performance across the board, and particularly for Mixed Integer Programming (MIP) and Mixed Integer Quadratic Programming (MIQP and MIQCP). We also improved numerical accuracy and fixed few bugs.
For MIP we get the following geometric average speed up compared to the 12.5 release of November 2012:
A 15% overall improvement on... [More]

Efficiency Can Get You In Trouble
This post was triggered by a recent tweet by Laura McLay. Laura was pointing to John D. Cook entry on how Efficiency could land you in jail . In that post John explains how a German postman was almost fired because he found better (read more efficient) ways to deliver mail. The story may be a bit more complex (read Chris Nahr's comment on John's post), but it seems plausible. Basically, the postman was punished because he was breaking some glass in order to gain efficiency.
In... [More]

Is Quantum Computing Useful For Optimization ?
A recent paper by Cathy McGeoch and her doctoral student Cong Wang triggered a lot of interest because it compares a specialized computing device built by the DWave company to software solvers including our own CPLEX. No surprise, the specialized hardware beats by far software on the problems it is designed to solve. That in itself would not justify the hype we're observing.
What triggered interest is that DWave computing device is claimed to be a quantum computer. This brings us to a quite interesting... [More]
Tags: dwave 
IBM ILOG Optimization Virtual User Group : CP Optimizer
Update on Sept 6 2013: slides and replay for Paul Shaw's presentation are available in our developerWorks community .
We are running a virtual user group every month where our customers and our team can exchange information. The next one is about our constraint programming solver. Please contact Kitte Knight at kknight@us.ibm.com for an invitation to this Webinar. Details are provided below.
Date: 4 th... [More]

Analytics Is A Mean To An End
Unless you've been unplugged for a couple of years, you have certainly witnessed the buzz around Big Data and Analytics . It is difficult to open a newspaper without seeing references to it on a monthly, if not weekly, basis. This is understandable, given the spread of analytics applications. It is now becoming common knowledge that analytics can help, whatever activity you are engaged with.
The more I read, the more I see new analytics projects at IBM or at customer companies, the more I feel... [More]
Tags: analytics big_data optimization 
Big Data For Dummies
Seems like I'm on a series on buzzwords. Today's pick is Big Data. Not bad for a buzzword isn't it? I'll even add to the mix other buzzwords such as NoSQL and Hadoop/MapReduce. I won't review all big data, but I will focus on few things that most people take for granted. I will also discuss an interesting computer science theorem (well, interesting to me at least).
Why am I writing about it? For two reasons mainly. First, Big Data and Analytics are converging. See for... [More]
Tags: analytics big_data 
Constraint Programming
Update on september 6 2013. Paul shaw made a great presentation on our Constraint programming Optimizer that complements this post nicely. Slides and replay are available in our developerWorks community.
Constraint Programming is one of these key words you may have seen that eludes a precise definition. For some it is a computer programming language paradigm beside imperative programming or functional programming. Such people often speak about Constraint Logic Programming (CLP). For others,... [More]
Tags: optimization artificial_intelligence constraint_programming 
How Coca Cola Optimizes Orange Juice Taste
A nice, recent, article in BloombergBusinessweek describes a very interesting use of mathematical optimization at Coke. Optimization is used to ensure that their Minute Maid and Simply Orange orange juices always taste the same. This paper caused some buzz because it is said that a problem of up to one quintillion decision variables needed to be analyzed. People were fast to wonder how such a large problem could be solved using current technology. Yet it was.
So, where's the magic? What... [More]
Tags: analytics optimization solution modeling 
The Executive Guide To Optimization
Steve Sashihara, CEO of Princeton Consulting, has authored a book that readers of this blog should like: The Optimization Edge For those who haven't read it yet (and those who have read it for that matter) I suggest you attend a forthcoming Information week webcast on Thursday, February 21, 2013 at 11:00 AM PT / 2:00 PM ET . Here is the announcement text: The Executive Guide to Optimization Watch
this webcast and learn how to efficiently reallocate your resources and
make timesensitive, complex decisions that drive up market share and... [More]
Tags: book optimization 
What Is The Difference Between SPSS And ILOG ?
Sure, I would have preferred a more generic title, such as
What is the difference between predictive analytics and prescriptive analytics?
What is the right decision management technology I need?
instead of the IBM specific
What is the difference between SPSS and ILOG?
Truth is that this is the question people ask us when they understand that analytics may help them, The other questions above assume some knowledge of analytics and decision management, which isn't widely... [More]
Tags: prescriptive spss optimization ilog predictive analytics 
Lessons Learned
I had the honor to be invited to give a talk by the Or Complete group on a topic of my choice during a Google Plus hangout . I decided to speak about lessons learned when selling optimization to business users. Readers of this blog won't be surprised, as this is what this blog is about. Slides are available on slideshare Slide show plus voice recording is available on youtube thanks to OR complete team. Note that I had a flu, hence my voice is not my usual one, and the flow is very slow... I covered some topics already covered in this... [More]
Tags: change business optimization 
Knowing The Optimum Helps A Bit
Recent experiments  An updated version is available here  by Rodolfo Carvajal show that knowing the optimal solution does not dramatically change the difficulty of mixed integer programming (MIP) problems. In his experiments, Carvajal found that providing an optimal solution at the start of computation only speeds up CPLEX 12.4 by 2 to 4 times on average. This is reminiscent of another experiment by Tobias Achterberg mentioned here : providing the optimal solution speeds up CPLEX MIP by about 2 on average.
A 2x... [More]

2012
I've been blogging for nearly 9 months, if I except a blog entry three years ago. My 29 posts cover various topics around mathematical
optimization. They were read by about 1,200 persons on average. Some of my favorites are Simulation And Optimization Are Not The Same NP Or Not NP? That Is The Question Decision Optimization It started with some bragging about the value of optimization. Indeed, there are documented cases where optimization yield extraordinary return on investment. Here is a (very partial) list of them. IT Best Kept Secret... [More]

Large Batch Sizes
John D. Cook's Small batch sizes and the subsequent Small batch sizes II made me think. I may have got it wrong, but Cook seems to support the view that doing things bit by bit is often better than doing them all at once in a large batch. This seems counterintuitive to someone used to mathematical optimization like me.
More precisely, Cook cites Don Reinertsen's keynote address at YOW 2012. Cook writes:
Don argues that we often come out ahead by doing things in smaller batches: committing... [More]
Tags: optimization 