with Tags:
optimization
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## 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 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 |

## 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 |

## 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 |

## 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 |

## 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 |

## 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 |

## 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 |

## 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 |

## 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 |

## 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 |

## 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 sub-grids 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 |

## 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 |

## 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 |

## 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 |