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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 short,... [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 Wednesday of every... [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 compelled to... [More]
Tags: big_data optimization analytics 
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 instance... [More]
Tags: big_data analytics 
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, including me,... [More]
Tags: artificial_intelligence constraint_programming optimization 
The Orange Juice Algorithm
Update on May 20. A recent Network World paper discloses that Coca Cola is indeed using our optimization software for the orange juice application I originally described in the blog entry below. 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... [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: optimization book 
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 spread as of today. Let's look at the question... [More]
Tags: spss ilog predictive analytics prescriptive optimization 
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 optimization business 
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 speedup is... [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 less money at a time,... [More]
Tags: optimization 
Do More With Less
Most past use of Operations Research (OR) were about lowering cost, or other resource usage metrics. We now see more and more use of OR to generate more revenue, see for instance this example There is also a middle ground, where OR is used to achieve more while using less resources. In short, OR is used to do more with less . A great example is described in this video, by a very enthusiastic user of analytics and optimization. Facing an aging infrastructure and numerous customer complaints, the District of... [More]
Tags: smarter_water optimization analytics 
Decision Optimization
Decision management is a hot topic these days. At IBM it is defined as a combination of predictive analytics and business rules . Used separately or in combination, these analytics techniques provide a powerful way
to automate, optimize, and govern repeatable business decisions. Readers interested in learning more about decision management should have a look at Jame's Taylor's site in addition to IBM's decision management pages . Wait a minute. We just wrote three sentences about decision making, didn't we? Isn't mathematical... [More]
Tags: analytics decision optimization 
Analytics Challenges
Baruch Schieber and I just published a point of view on analytics that can be found here . This paper isn't a technical paper. It is aimed at executives who want to know the essentials about a given topic, analytics in this case. Baruch works at IBM Research where he is managing the optimization center. I work at IBM software group where I lead the use of analytics within industry solutions. Given analytics is covered in many papers, blogs, books, etc, we tried to shed some lights on topics that aren't t discussed that much. We focussed on... [More]
Tags: challenges analytics opportunities 
How Zara Really Grew Into the World s Largest Fashion Retailer
The New York Times recently published an interesting paper on How Zara Grew Into the World’s Largest Fashion Retailer . The paper describes the Fast Fashion business model that fuels Zara' growth. What the paper doesn't say is that mathematical optimization played a key role in enabling this business model. More precisely, Zara worked with MIT and UCLA on several business problems. There are few publications, I pasted their abstracts below. Clearance Pricing Optimization for a FastFashion Retailer Fastfashion
retailers such as Zara... [More]
Tags: zara customer analytics optimization retail 
NP Or Not NP? That Is The Question
A recent blog entry on TSP and NP completeness made me write the long overdue entry I wanted to write about complexity of optimization problems. It comes in play when customers ask this simple question: My problem takes too long to solve, what can I do? I'm pretty sure most optimization professionals heard this question at least once. I already blogged about it in my It Is Too Slow entry without actually answering it (clever isn't it?) Here are various ways to answer it depending on your own agenda. As
an employee of one of the largest... [More]
Tags: analytics optimization complexity 
Faster To What?
MarcAndre Carle had a great tweet about INFORMS 2012 conference : # orms is definitely the science of better: each software presented at # INFORMS2012 is better than its competitors This triggered two interesting blog entries by Nathan Brixius and MarcAndre Carle on what it means to be better for a mathematical optimization solver. Not surprisingly the discussion focuses rapidly on better= faster , given speed is the easiest to measure among the dimensions Nathan outlined. I agree with most of what Nathan and MarcAndre wrote and I... [More]
Tags: development lifecycle optimization 
ODME 3.7 Announce
We also just announced a new release of our IBM ILOG ODM Enterprise product. This product complements CPLEX by providing a platform for advanced analytics solutions based on
optimization, with outofthebox features such as 'whatif' analysis,
userfriendly GUIs, and a repeatable implementation process for
deploying enterprisewide, decision support. It includes features like a business data model, business user interfaces, client server architecture, data server, support for whatif analysis at the business level, etc. These... [More]

CPLEX 12.5 Announce
Update on June 28 2015. A more recent release of CPLEX is now available, namely CPLEX 12.6.2 . We just announced a new release of IBM CPLEX Optimization Studio. Interested readers can read the full announcement letter . Planned dates for availability are: November 16, 2012: Electronic availability November 23, 2012: Media availability Highlights for this release include enhancements that help improve Integrated Development Environment (IDE) modeling productivity and optimizer performance.
IDE... [More]
Tags: release announce optimization 
Optimization And Simulation Can Be Used Together
Optimization and Simulation are two different techniques that can be used to optimize a given system (system is used in a very broad sense here). In Optimization And Simulation Are Not The same I provided an example where optimization was the tool of choice when people might think that simulation was the tool of choice. As a conclusion of that post I discussed when optimization was best, and when simulation was best. What I didn't discuss though was when both should be used together. Here is such case. Simply put, simulation is required... [More]
Tags: simulation analytics 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 
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 
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]

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 
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 
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 
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 
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 