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DWave vs CPLEX Comparison. Part 2: QUBO
Can we improve CPLEX performance for yet another test series used in McGeoch&Wang paper , namely the native QUBO instances? According to the paper, these instances were random instances constructed to match what the DWave hardware can solve directly. These are problems of the form minimize sum ij Q ij x i x j where all the variables x i are binary. Such problems are called QUBO (Quadratic Unconstrained Binary Optimization ) problems. CPLEX release 12.3 didn't do very well according to the paper (although it was... [More]
Tags: modeling qubo optimization dwave 
Do We Need Accuracy In Solvers?
I just read this interesting blog post by Samik Raychaudhuri on solver accuracy. He wrote : " typical data accuracy does not go beyond the decimal point, and even if it does, seldom beyond 12 places of decimal. Why solve a problem accurately up to 10 places of decimal when the input data is not that accurate? " It reminded me of the 53 bits ought to be enough for anybody post by John D. Cook. Paul Rubin commented on the first post that one of the problems that leads to accuracy... [More]

Proactive Analytics
Why blog again about optimization and analytics? Because the current way of having optimization be part of analytics is a bit misleading. Let me first say I assume that optimization is part of analytics here. Granted, a previous post of mine supported a different view, but the idea that mathematical optimization is part of the broader category of analytics is gaining momentum. For instance, the INFORMS society is pushing for it with its... [More]
Tags: analytics optimization 
DWave vs CPLEX Comparison. Part 3: WMAX2SAT
How good is CPLEX for the last series of test problems used in this McGeoch&Wang paper ? Remember, it is this paper that compared a specialized hardware from the DWave company with three software solvers, including CPLEX. It generated lots of buzz because (a) DWave machine is claimed to be a quantum computer, and (b) because reported results show a dramatic speedup compared to CPLEX. The paper used three series of test problems for the comparison. We have revisited and improved CPLEX results dramatically... [More]

Technical Lessons Learned While Selling Optimization To Business Users
Update on Sept 6 2013: slides and replay for this presentation are available in our developerWorks community . For those who missed my EUROINFORMS talk here is a replay in the context of our virtual user group series. It follow presentations on topics such as latest CPLEX release , or constraint programming . The presentation focus is on how to make business people use optimization more. I'll review various issues discussed in this blog, and more, as well as potential ways to address them. This... [More]

More On Absolute Value
I needed to model an absolute value in a MIP model. I could have used one of the methods described in the very good review by Paul Rubin , but another method seemed better suited to my special case. I am given a binary variable z and an integer variable x such that 0 <= x <= 2 z = abs(x1) The rest of the model is such that we cannot assume we minimize z. This is therefore a non convex constraint. The method I used works for any function of x . In order to model z = f(x) we introduce one binary x i... [More]
Tags: modeling 
Un Peu de Math
The following was triggered by a mathematical problem proposed by Vincent Granville. The problem was to compute the maximum value q(n) of a function related to the well known metrics Spearman's footrule , or L1. This would then be used in a new stat isti cal corr elat io n based on ranked variables that would be very useful for Big Data applications. I'll refer readers to Granville's article for more details. At first sight this seemed quite diffficult, and Granville launched a... [More]
Tags: mathematics big_data analytics 
Un Peu de Math avec CPLEX
There is one thing I didn't disclose in my previous post (Un Peu de Math) on the Analytic Bridge Mathematical Competition : I used CPLEX to refine and validate various hypothesis. As usual, my first try wasn't very convincing, and I had to rely on better understanding of the problem to solve it efficiently. Let me start with a statement of the optimization problem to be solved. A permutation x is a function such that x(i) is in the set {0,1,...,n1} for all i in that set.... [More]
Tags: modeling mathematics 
Practical Guidelines for Solving Difficult Mixed Integer Programs
Update on Sept 30 2013: Ed Klotz has co authored a paper with Alexandra M. Newman on that very topic, worth a read. They also have a related paper on Practical guidelines for solving difficult linear programs Update on Sept 6 2013: slides and replay for Ed Klotz presentation are available in our developerWorks community . Ed Klotz will present on our next virtual user group webinar. Ed is the worldwide expert on how to tune CPLEX and reformulate models in order to get better... [More]

Optimizing Real Time Decision Making
Why would a taxi company ever wait before dispatching cars to calling customers? The answer may surprise you: it is for decreasing customer waiting time. Yes, you read it correctly: they wait before responding in order to decrease customer waiting time. I'm not making this up. It is precisely what a customer of ours, a taxi company, is doing. The answer looks quite counter intuitive, isn't it? Let's use a simple example to explain why it makes sense. It is a simplified view of what dispatchers at taxi... [More]
Tags: optimization analytics 
Slides and Replays for our Virtual User Group Sessions
You missed one of our webinar? You'd like to be able to catch up? We heard you, and made our material (slides and recording) available in our developerWorks community . Please contact Kitte Knight at kknight@us.ibm.com for an invitation to the webinars or for access to recordings. Here is the current list of topics that were covered so far. Slides and recordings are availalable for each of theses. Practical Guidelines for Solving Difficult Mixed Integer Programs Even with stateoftheart hardware and software,... [More]

IBM Support Technical Exchange Webcasts
Update on Sept 20. Here is the agenda for the remainder of 2013. Mark your calendars for these upcoming webcasts. Examples of Flow Control in OP L on October 2,2013, 8 AM PDT GMT(7), by Nikhila Arkalgud and Scott Rux Database Connectivity in OPL on November 5,2013, 8 AM PDT GMT(7), by Guang Feng and Liyuan Wang Constructing a baseline model in LogicNet Plus on November 12, 8 AM PDT GMT(7), by Matt Cummins and Aneesha Panicker Comparison of CPLEX and OPL APIs on December 3,2013, 8 AM PDT GMT(7), by Nikhila Arkalgud and Scott Rux... [More]

CPLEX 12.6 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 release 12.6 of IBM ILOG CPLEX Optimization Studio. Planned release dates are December 6, 2013: Electronic availability January 6, 2014: Media availability Version 12.6 delivers: Improved solution times on difficult mixedinteger problems Improved solution times on scheduling problems A new algorithm to provide a global optimum for problems with nonconvex quadratic objectives A new algorithm that... [More]
Tags: analytics optimization cplex 
Analytics Education Series
Stephan Jou and I created an education series around analytics for IBM employees earlier this year. Given the success and the quality of presentations it was decided to make this series available outside IBM at no cost for participants. This curriculum is focused on the science, not the products, as we're interested in providing you with descriptions of the purpose and science behind the various analytics methods. It's a veritable 360 degree review of analytics including topics like descriptive analytics, statistics, data... [More]
Tags: education analytics 
Benchmarking Is Tricky
We benchmark all the time. Why? There are mainly two reasons. First, our customers keep asking for performance improvements, as they apply CPLEX to larger and more complex problems. We therefore need to make sure newer releases of CPLEX are faster for our customers. The only way to know is to benchmark our code. Second, marketing people like to be able to claim speedup in their messaging. Indeed, this boils down to a simple number that can be reused everywhere. The latter is a nice side effect,... [More]
Tags: cplex benchmark analytics 