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Discovering IBM
I just joined IBM as an employee of the former ILOG company that IBM just acquired. Within ILOG I was in charge of the development of ILOG mathematical optimization products (CPLEX, CP Optimizer, OPL, and ODM). I will continue in this role within the AIM division of IBM Software Group. Joining IBM is very exciting because IBM has a long story in the mathematical optimization field. Currently IBM has a strong group in IBM Research. It also has just launched a new initiative in its Global Business Service division, namely BAO (Business... [More]
Tags: optimization ilog 
IT Best Kept Secret
What is IT best kept secret? I am pretty sure some unknown jewels come to mind immediately, but I am pretty sure as well that few have documented ROI as important as those provided by Mathematical Optimization (aka Operations Research, OR in short). For instance, check this user case where a utility saves over $2Billion. Isn't it worth spreading the news? Shouldn't every utility jump on a technology that can save billions? Well ... many don't. So what? One could wonder why I'm making such a fuss about the utility industry not using... [More]
Tags: orms analytics optimization o.r. 
Extreme ROI with Optimization
We're one week from the announce of the 2012 Franz Edelman Award recipient. Each year, the Edelman Award Committee selects the five or six best entries to advance to the Franz Edelman Award final selection. These five or six entries are called the Edelman award finalists . We said last week that these Edelman award finalists were showcases of the usefulness of optimization technology. How useful really? The answer is given in the 2011 Edelman Award Gala brochure. It contains a report by Jeffrey M. Alden, Group Manager, GM Operations... [More]
Tags: edelman analytics roi o.r. orms cplex optimization 
CPLEX Fix Pack available
I thought I'd mention here that we released a fix pack for CPLEX last week. It fixes a number of bugs. If you want to see what has been fixed, you should download the readme. Here is how to do it, as my colleague Abishek Raman puts it. There is a way to download just the readme file associated with the fixpack. To
do so, the user will first need to change the download method to 'HTTP' as
opposed to the default 'Download Director' option. When using the 'Download
Director', both the actual fixpack and the readme files are packaged... [More]
Tags: cplex 
CPLEX goes mainstream
As part of our goal of making optimization pervasive, we announced IBM CPLEX® Optimizer for z/OS® on April 10, 2012. In case you wonder what it means, z/OS is the operating system for IBM mainframes. Are we porting on z/OS just because we have to cover one of the main hardware offering from IBM? The answer is no as we shall see. There are several good reasons why someone may want to develop and deploy an optimization application with IBM CPLEX for z/OS. Granted, mainframes aren't the platform of choice so far for running optimization... [More]
Tags: optimization analytics zos cplex 
Is Optimization part of Analytics?
A recent Interview of Mike Rhodin on analytics has triggered several interesting discussions with my colleagues. Mike Rhodin is a senior executive at IBM who manages lots of the IBM software group activity on analytics. For instance all the business analytics team (COGNOS, SPSS, Algorithmics) at IBM reports to him. What he says about analytics can therefore be considered as the official view of IBM on analytics. There is a second reason that may look minor to you, but that isn't to me: I also report into Mike Rhodin's team. I'd better read... [More]
Tags: optimization analytics orms 
2012 Edelman Award Recipient Uses CPLEX
I didn't had the chance to attend the 2012 INFORMS Conference on Business Analytics & Operations Research where TNT Express, Ortec and Tilburg University won the prestigious 2012 Edelman Award. I've discussed Edelman award extensively here . One OR expert on the winning team told my colleague Jeremy Bloom that they were using CPLEX along with other unnamed tools. We will deep dive on the use of CPLEX here when details will have been published. It is worth noting that beside adopting OR tools, TNT Express has teamed up with the... [More]
Tags: optimization analytics edelman cplex 
CPLEX made easier for academics by removing licence key
Update on Dec 10, 2013 A more recent post on this topic can be found here . As part of our effort to make optimization pervasive we made our optimization products free for academic use two years ago. In order to do this we leveraged the IBM Academic Initiative. IBM Academic Initiative is a global program that faculty members, research professionals at accredited institutions, and qualifying members of standards organizations can join. Members can get full versions of a large selection of IBM software, including IBM ILOG... [More]
Tags: optimization analytics academic 
When Solving Tomorrow's Problem Is Better Than Solving Today's Problem
As good as it may be, mathematical optimization needs to be applied to the right problem in order to yield business value . This may sound obvious, but it is not, surprisingly enough. Several authors have warned about it. For instance I like this citation taken from a paper by Steve Sashihara: "An approximate answer to the right problem is worth a good deal more than an exact answer to an approximate problem" , John Tuckey. Another variant I heard (but I don't know who the original author is), was : It is better to provide an... [More]
Tags: analytics optimization 
What Is The Solution When There Is No Solution ?
Optimization is like a Ferarri, when you drive it correctly you can
achieve incredible performance . But you must understand what it can
do and what it can't do or you will crash. Same is true for optimization. I'm starting a series of posts on various
pitfalls that people using optimization can fall into. This is the what it can't do part . This will complement posts where I brag about the value of optimization, which are centered around what it can do . Today's topic is about the difference between an exact answer , and a useful... [More]
Tags: overconstrained infeasibility modeling optimization 
Making Dreams Come True (Or Not)
Last week, in my What Is The Solution When There Is No Solution entry, I commented about the fact that not all business requirements were actual constraints and that some of these are probably wishes that business people dream to fulfill. Making the difference between wishes and hard constraints is key to success. Indeed, handling wishes as hard constraints may result in infeasible models, which would be useless to the business people that come to you for help. It turns out that there is a surprisingly simple way to detect that some... [More]
Tags: optimization modeling analytics 
When Better Is Not Better
I don't know about you, but my experience is that all customers want the best solution to their business problem. And they want it rapidly, within some given time limit. I can't blame them, I do the same when I am the customer. However, if we have finite computing resources then there is a limit to what can be computed. If the business problem is so complex that it can't be solved exactly in the given time limit, then optimization won't compute the best possible solution (one among the optimal ones). What it will compute are good feasible... [More]
Tags: analytics optimization cplex 
Interesting Optimization Blogs
Mathematical optimization is often called Operations Research (OR). I'll keep using mathematical optimization, or optimization in short, here, but if you want to learn more about it look for OR resources, for instance OR blogs. The good news here is that Mike Trick is maintaining a list of interesting blogs on his home page: http://mat.tepper.cmu.edu/blog/ Look for the right column, and you'll find a very interesting list. I won't reproduce it here, but all are worth a look at. It is truly a great list. Note that I am not saying this... [More]
Tags: blogs optimization learning 
Nice Graphics Always Win
I remember the first demo I made. It was last century, in 1990 if I remember well. No, I wasn't using punch cards. Believe it or not, but at that time there were computers with a mouse, a windowing system, decent programming languages, and a good OS called Unix. Yes, this old fashioned ancestor of Linux and Mac OS X. Even Internet existed back in those old days... Anyway, here was I, so proud that my solver was able to solve the zebra puzzle . The demo went as follows. I press... [More]
Tags: analytics optimization predictive 
Is Optimization Really Part Of Analytics?
I looked at this question not so long ago but it is worth revisiting using the new analytics definition proposed by INFORMS . The proposed definition reads: "Analytics  the scientific process of transforming data into insight for making better decisions." I like it. It is concise, well worded. Optimization seems covered by the "making better decisions" part. However, the new definition seems very (too
much?) data centric as stated by Ehsan Nikbakhsh on Or Exchange . Indeed, it clearly base decision making on... [More]
Tags: analytics optimization informs 
Issues Are Not Where One Think They Are
Where are the issues when one tries to use optimization to improve business? They may not lie where one think. My former colleague Laurent Perron (now at Google) splits the average time spent on optimization projects as follow in his CP 2011 invited talk : 50% Getting the right problem with the right people 25% Getting clean data 5% Solving the problem 20% Reporting the results/Explaining the implications One could argue about the exact split, but the broad picture is true as far as I can tell from my experience. I would... [More]
Tags: graphics analytics optimization 
Simulation And Optimization Are Not The Same
Selling optimization to happy users of simulation technology can be a tough nut to crack. Here is an example I find quite effective at opening eyes. Before diving into it let me start with a disclaimer. I am not trying to show that optimization is superior to simulation, nor am I trying to undermine the value of simulation. I simply want to make clear that simulation and optimization are two different things, each with its own value. There are cases where optimization is a better fit, as shown below. There are also cases where simulation... [More]
Tags: analytics simulation optimization 
It Is Too Slow
"It is taking too long". Who didn't heard it at least once? I mean, who among those who thought they had successfully solved a challenging optimization problem? This came again during a discussion with colleagues of mine in IBM consulting arm last week. They have an unhappy customer. This happens, why blog about it? Well, the reason why the customer team is unhappy is worth telling. They are unhappy because they cannot scale the optimization solution. They can successfully solve a problem with 10,000 items (that was the... [More]

What Is The Gap?
My last blog entry triggered a discussion on twitter, where one said customers should not wait hours to get their problem solved. This made me think and I decided not to answer directly. Why? Because such discussion is meaningless until we agree on what "solving" means. Let's go back to the basics. Excuse me if I sound pedantic, but I had to go through the same explanation when I learned about mathematical programming (MP). Indeed, my background was in constraint programming (nobody is perfect) and learning MP was kind of... [More]
Tags: optimality optimization 
Looking Under The Hood
Go to market (GTM) is something you must understand very quickly if you try to live from selling what you do. For optimization, we converged on a very simple view at IBM. There are two categories of customers, those who understand the technology, and those who don't. The formers are operations research (OR) practitioners and OR academics. The latter are line of business (LOB) people. Understanding how the technology work is not so much important to them. What is important is to understand what it enables. The OR market is well served by... [More]
Tags: optimization modeling 