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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]

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 
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 
Perception Matters
I lenjoyed reading the following from Dear Mona, Which Is The Fastest CheckOut Lane At The Grocery Store? (You should read it all, as it provides an interesting crash course on queuing theory in practice): After airline passengers wouldn’t stop complaining about the time they spent at baggage claim (even when more staff were added and wait times fell) a Houston airport simply moved the arrival gates so that passengers spent more of their “wait” time walking to... [More]
Tags: optimization psychology analytics 
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]

TrackML Challenge
I just won a gold medal for my 9th rank in the TrackML challenge hosted on Kaggle . That challenge was proposed by CERN (Centre Européen de Recherche Nucléaire). The problem was to reconstruct the trajectories of high energy physics particle from the tracks they leave in the detectors used at CERN. The data we were given was actually a simulation of forthcoming detectors at CERN. Here is how the challenge is described by CERN: To explore what our universe is made of, scientists at... [More]

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 
Start With A Question
The view that storing large amounts of data is enough to get insights out of it is losing ground, fortunately. It is a well known fact that data gathering should have a purpose. See for instance this citation this citation from 1942, shared by Dr Kuonen : A more recent way of saying it is 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... [More]

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 
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 
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 
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 
CPLEX 12.5.1
Update on June 28 2015. A more recent release of CPLEX is now available, namely CPLEX 12.6.2 . 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... [More]

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 
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]

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. 
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 
Interactive Optimization
In my last post I discussed how gamification could be used to overcome the resistance to automated decision making systems. The case discussed in my previous post was about a system that computes retail prices for hotel rooms. The point of gaming was to show that human intervention would degrade the business outcome. Prices set by humans lead to less revenue than prices set by the system. Interesting comments on that post made me realize that I have been a bit extreme in my will to make a point. While I stand by my... [More]
Tags: optimization decision analytics 
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 
Decision makers need decision support
How can you make an optimization application be accepted by decision makers? The answer I gave that in my last post was to provide interactive applications. It so happens that colleagues of mine already discussed that in an IBM book Optimization and Decision Support Design Guide I can't resist quoting some of it given how it captures what I tried to express in my previous post. Decision makers need decision support Decision makers will not use any analytics tool unless they trust it. Trust arises... [More]
Tags: decision optimization analytics 