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Financial Institutions Use CPLEX On Mainframe To Manage Risks And Improve Efficiency
Last year we announced the availability of our CPLEX mathematical solver on IBM mainframes called z Enterprise. Since then we have seen financial institutions use it in various ways. This article by my colleagues Aimee EmeryOrtiz, Ferenc Katai, and Sofiane Oussedik review some of these use cases. The paper provides some insights on how CPLEX can be used on mainframe to address banking and finance IT challenges. Not only some business operations need to be optimized, but this has to be done while maintaining customer data... [More]
Tags: analytics zenterprise 
2013 INFORMS Annual Meeting Presentations
Several of my colleagues were speakers at the 2013 INFORMS Annual Meeting . I have tweeted about it and got many requests about the material. Good news is that we have made all presented material available in our developerWorks community . You'll find the abstract and download links for the following talks and tutorial. All material is available for free. Analyzing 12 Years of Progress in CPLEX by Roland Wunderling CPLEX Distributed MIP by Laszlo Ladanyi and Daniel Junglas LiftandProject Cuts in... [More]
Tags: analytics education optimization informs 
Solving Flexible Job Shop Scheduling Problems
A recent post by Quintq team about solving hard scheduling problems made me wonder how our Constraint Programming Optimizer (CP Optimizer) would perform on the same problems. I therefore contacted Philippe Laborie who is working on CP Optimizer. He worked with another colleague, Petr Vilim, and quickly produced quite interesting results using our forthcoming version 12.6 of CP Optimizer . Here is how Philippe and Petr describe what they did. JeanFrançois Puget This benchmark is known as Flexible Job Shop... [More]
Tags: constraint_programming benchmark 
Free CPLEX Software For Academics 
No, The TSP Isn't NP Complete
Two recent blog posts discussing the Traveling Saleman Problem (TSP) led me to write this post. The two blog posts are What is Operations Research by Graham Kendall, and I’ve Been Everywhere (Optimally…) by Rob Jefferson. Both are worth reading (I wish I had written them..). These posts share two interesting properties: both discuss the TSP, and both make a slight mistake about the TSP. The same mistake occurs regularly in blog posts and even books. The mistake is... [More]
Tags: np analytics optimization 
2013
To all my readers, I hope you enjoyed reading this blog as much as I enjoyed writing it. I want to thank you all as you are the reason for the existence of the blog. You'll find below a quick recap of the blog activity for 2013. I wish all of you a happy and fruitful 2014! My blog got about 130,000 page views (not counting the home page) during 2013, with 31 new posts. It is a significant increase compared to the 31,000 pages views in 2012. The number of views increased significantly very late in the year with the... [More]
Tags: analytics cplex optimization 
Constraint Programming History
Paul Shaw and I were invited by John Poppelaars to give talks at the Back to School seminar of Dutch ORMS society. Part of our presentation was a brief history of constraint programming. We drafted this slide to summarize it. We certainly left out many important topics and CP systems, and we welcome any suggestions to improve it. You can use comments to this post for suggested changes and additions. Before commenting about what we missed, please have a look at the full presentation as it will provide some context. Its... [More]
Tags: analytics optimization 
Centers of Polygons in OPL
Ryan J. O'Neil has written an interesting post on centers of polygons . Reason I'm blogging here is that he also asks an interesting question for the case where the polygon is a rectangle. Before looking at rectangles, let's define the general problem. There are several definitions of the center of polygons, and we'll use the one used by Ryan: it is the center of the largest circle contained by the polygon. It is called the Chebyshev center of the polygon. Here is an example used by Ryan.... [More]
Tags: mathematical_optimization mathematics analytics optimization 
Tower of Hanoi at Large
Did you know that the Tower of Hanoi puzzle had real world applications? I was lucky enough to be involved with one such application . Before describing the application, let me recap briefly what the puzzle is about. I'll borrow the definition from wikipedia . The Tower of Hanoi (also called the Tower of Brahma or Lucas' Tower , [ 1 ] and sometimes pluralised) is a mathematical game or puzzle . It consists of three rods, and a number of disks of different sizes which can slide onto any rod. The puzzle starts with the disks... [More]
Tags: smarter_city analytics constraint_programming optimization 
Solving the hardest Sudoku  part 1
Do you know the hardest Sudoku problem? Do you know the best way to solve it? Before answering these questions, let me remind you of what the Sudoku puzzle is about in case you haven't read a newspaper in the last decade (adapted from wikipedia ): The objective is to fill a 9×9 grid with digits so that the digits in each column, each row, and each of the nine 3×3 subgrids that compose the grid (also called ""blocks") are pairwise different. The puzzle setter provides a partially completed grid, which... [More]
Tags: sudoku mathematical_optimization analytics optimization mathematics constraint_programming 
Solving the hardest Sudoku  part 2
My previous post on Sudoku described how a fairly simple OPL model could be used to solve a hard Sudoku problem. I ended the post this way: What? What do you say? I see, you're asking about the solution to the above Sudoku. Well, why not download CPLEX for free and run the above model to find out? This post is a detailed tutorial on how to run that Sudoku model on a Windows PC using CPLEX. It also addresses an interesting challenge about using Microsoft Excel for defining the problem data and for publishing the... [More]

Data Science Is Hard : A Look At Sotchi Olympics
Data Science is hard. I'll use an example that made lots of buzz to show some of the issues with data science. Two brothers, Dan and Tim Graettinger, who work for Discovery Corps, Inc. devised a predictive model that predicts medal count per country for the Sotchi Olympics. The Graettinger brothers model was commented on most data science and analytics sites, in OR blogs (see Laura McLay's entry) , even beyond . Question is: did they predict medal count correctly? Before answering that question let me flush... [More]
Tags: analytics data_science 
The Analytics Maturity Model
Update on Sept 21, 2015. An improved version of this model is presented in Analytics Maturity Models. Analytics can be defined in many ways, but what matters is the purpose of analytics. Most definitions agree on the following: analytics is used to gain insights from data in order to make better decisions, see for instance INFORMS definition : Analytics is defined as the scientific process of transforming data into insight for making better decisions. Some speak of actionable insights to stress the purpose of such... [More]
Tags: analytics optimization 
Memory Locality
How can a Java code be 85x slower than a C++ code solving the same problem? This post is trying to answer this question. Why am I asking this question in the first place? It all started with a seemingly simple exercise. We were working on a large scale analytics (aka big data) project and had trouble agreeing on what results should a particular analysis return. I decided to write a C++ code for it, and a colleague decided to use Java. The goal was to use two completely independent implementations for cross... [More]
Tags: graphs high_performance analytics 
Common Sense Operations
Is Optimization the tool of choice for improving operations? I tend to say yes, because we can be proud of the impact of optimization on various businesses and industries. See for instance the Franz Edelman Award finalists for examples of tremendous achievements . Yet, I regularly see nice alternative to using optimization techniques being successfully used. Let me give two examples. I have been visiting a trucking company a while ago, pitching optimization as a way to significantly decrease mileage and fuel... [More]
Tags: analytics optimization 
Price Optimization
Did you know that the price at which you buy your Coke bottle (pick any brand you'd like here) at your nearest retail store was probably set by a process that involved mathematical optimization? If not, then learn how it was probably done. Let me first say that the idea of optimizing prices isn't really new. The airline industry has rolled out techniques called revenue management in the 90s, where the number of seats offered at a given rate was modified according to the demand. In a nutshell, if a given flight... [More]
Tags: optimization big_data analytics commerce 
Machine Learning and Optimization
The view that Machine Learning is tightly linked to optimization is becoming common knowledge. There are training courses ( Stephen Boyd's and Steve Wright's ) mixing the two. The Data Smart book by John Foreman describes some key machine learning techniques as optimization problems using Microsoft Excel solver. This book is a great read by the way. But what made me write this blog entry is that I was quite delighted when I read the following from John Mount My opinion is the best... [More]
Tags: machine_learning optimization analytics 
Analytics Without Decisions
The view that analytic value comes from the decisions it enables is gaining momentum. I've discussed it in my Analytics Is A Mean To An End and The Analytics Maturity Model posts, but I was very pleased to read the following post from Seth Godin: Analytics without action Don't measure anything unless the data helps you make a better decision or change your actions. If you're not prepared to change your diet or your workouts, don't get on the scale. It conveys the... [More]

Convex Optimization
I had the pleasure to be invited to attend the German OR conference last week in Aachen. There were many highlights at this conference beside the great venue and excellent organization led by Marco Lübbecke, see for instance Mike Trick on Laura McLay's semi plenary and Laura McLay on Mike Trick's plenary presentation . I will discuss here the semi plenary given by Stephen's Boyd on convex optimization. Convex optimization is a generalization of linear programming... [More]
Tags: theory optimization 
I Want The Best Solution
Who among optimization practitioners hasn't heard at least one customer saying "I want the best solution" ? I certainly did. When that happens one has to manage expectations because solving real problems to optimality may not be possible in a reasonable time. Customers must understand that finding the best solution and prove it is the best one is not always doable. They should instead focus on finding the best possible solution in a limited amount of time. If they agree to it, then they find it valuable to... [More]
Tags: optimization moov analytics 
Why Users Cannot Help You Improve Your Products
Making decision based on data seems a good idea, doesn't it? After all, this is the value promised by all Big Data promoters out there. Let's look at a real use case to understand better what might go right or wrong. I will focus on the decisions product managers must make when they think of the next version of their product. Should they base product evolutions on customer feedback? Let's first address the case of disruptive technologies. It is (now) (well) known that the answer to the above... [More]
Tags: big_data analytics sampling design decision 
CPLEX 12.6.1 Announce
Update on June 28 2015. A more recent release of CPLEX is now available, namely CPLEX 12.6.2 . We are proud to announce a new release of CPLEX that will be available on December 5 for electronic delivery for paying customers. Date for academic initiative availability isn't known yet but we'll work to make it as soon as possible. Official announce text is here . Enhancements include significant performance improvements across the board, as well as adding some licensing flexibility for our customers. ... [More]
Tags: analytics optimization cplex 
Decision Optimization In The Cloud at INFORMS Annual Meeting
Update on Jan 10, 2015. Decision Optimization on Cloud open beta is now available. I documented step by step on boarding here, but you can also try by yourself here . Trying Decision Optimization on Cloud beta: part 1, Demo Trying Decision Optimization on Cloud beta: part 2, CPLEX Trying Decision Optimization on Cloud beta: part 3, OPL Our INFORMS conference slides are available at our INFORMS 2014 Annual Meeting page Original post: The IBM Decision Optimization team will be quite active at the forthcoming... [More]
Tags: analytics cplex optimization cloud 
How Were Rosetta/Philae Operations Scheduled?
Unless you live unplugged you certainly saw the astounding pictures of Comet 67P/Churyumov–Gerasimenko taken by the Philae lander. Besides producing nice images, Philae embarked scientifc instruments , each developed by a European laboratory, to accomplish scientific experiments when approaching, and after landing on the comet. Given that communication takes about 25 minutes between Earth and Philae once landed, it was very important to carefully plan every operations of the mission in advance. Indeed, there... [More]
Tags: constraint_programming analytics 
Prescriptive vs Predictive Analytics Explained
Imagine for one second that you are Loïc Peyron , the recent winner of the transatlantic yatch race La Route Du Rhum . What would you use to reach your destination as fast as possible? Of course, you would work on getting the fastest possible yacht. You would also train to maneuver your ship the best possible way. But once the race is on and you're on the sea, what tools would you use to decide in which direction you should steer the ship? Credit: Wikipedia For several thousand... [More]
Tags: predictive optimization prescriptive analytic 
Analytics For Vehicle Routing (and for Santa)
How could we have helped Santa deliver its gifts as fast as possible? An OR practitioner will probably model Santa's problem as a traveling salesman problem ( TSP ). Indeed Santa needs to compute the shortest route through all kids homes. The same OR practitioner may also want to model that deliveries must occur at night. Instead of a TSP, the problem becomes a vehicle routing with time windows (VRPTW) problem. Although common wisdom, these models may miss the point as we shall see below. Before discussing what might... [More]
Tags: predictive prescriptive analytic optimization 
2014 Top Posts
The 5 most read entries for this blog in 2014 are the following. The Analytics Maturity Model Solving the hardest Sudoku  part 1 How Were Rosetta/Philae Operations Scheduled? Memory Locality Data Science Is Hard: A Look At Sotchi Olympics You can access the top entries of all time via this link . I would like to thank again all the readers that made writing in this blog worth doing. Readership has increased in 2014... [More]

2015 Prediction: Prescriptive Analytics Will Make It
This is prediction season. I never played that game so far, but felt compelled to do so after reading quite a few predictions about what will happen in 2015 around Analytics and Big Data. I won't repeat what seems to be a consensus, and will refer to two specific lists that I found more interesting than others. The first list is by Nathan Brixius, from Microsoft. Here are the top items, I'll let you read Nathan's blog to get the meat behind the titles. Adoption of higher productivity analytics programming... [More]
Tags: big_data analytics optimization prescriptive 
Trying Decision Optimization on Cloud beta: part 1, Demo
We just announced the open beta for our forthcoming Decision Optimization on Cloud offering. This is a major step forward in making optimization more consumable by born in the web applications. The first drop of our service enable operations research (OR) practitioners to solve their problems online via a very simple interaction. We will expose service APIs in future drops, stay tuned. Let us look at how the service can be used right now. It assumes you have one or several optimization problems to solve, stored in... [More]

Trying Decision Optimization on Cloud beta: part 2, CPLEX
In our previous entry we made a demo tour of our Decision Optimization on Cloud service. Let us now start real work with CPLEX. The first step is to get an IBM ID. If you don't have one yet, then you can start here . The next step is to go to the registration page that is accessible in various ways from the demo page . It lets you create an IBM ID if you don't have one. Assuming you have got one, we move to the next page by clicking on the Already have an IBM id? link.... [More]
Tags: analytics cloud saas optimization oaas 