Data analysis and processing information is only going to grow in this data rich economy. Organizations are going to be looking for people who can not just sift through the data but also relate it to business decision analysis. I believe that Operations Research could really see a "re-birth" if you will. I'm going to be looking forward to 2010.
More important than a BI expert, though, are programmer/analysts who can relate the nitty-gritty of data tables, database joins and data structure to business requirements. "That's what I'm finding is more valuable to us at this stage in getting BI established and used by the business
Thursday, December 31, 2009
Tuesday, December 29, 2009
Friday, December 18, 2009
Saturday, December 12, 2009
Friday, November 20, 2009
After posting that article I could think of many different examples of the Flaw of Averages. Some that come to mind in industrial operations include average rate of production, average time to complete a task, average demand for a product. I have had to deal with each of these scenarios often having to come up with better suggestions to management to deal with the operational challenge other than using an average value. I would love to hear other great examples.
Thursday, November 12, 2009
Based on a request from a blog reader Michael Trick has set up the OR-Exchange as a social networking way to get Operations Research related questions and answers. It is an experiment to see if it would be beneficial to the Operations Research community. For those of us that have used the common Usenet groups in the past we have recently seen it degrade into a chasm of spam. Hopefully with these new networking sites this will help remedy that networking need in the Operations Research community.
On another note Analytic Bridge and LinkedIn is also a very good networking and discussion social networking tool. There are many "Groups" that one can join at LinkedIn to join with common Operations Research interests. Here are links to the following social networking sites devoted to all things Operations Research.
LinkedIn INFORMS group
LinkedIn DataShaping Advanved Analytics group
Tuesday, November 10, 2009
Wednesday, November 4, 2009
Data visualization is often seen as a great tool for comparison. I remember first seeing this TV ad from Verizon and thinking how amazed the difference in coverage between the two carriers. Data visualization can have a great impact on the recipients of the information. Often times the contrasts can be very startling. In fact so startling to AT&T that they are willing to sue over the data visualization chart by Verizon.
If there is anything to learn from this is that Data Visualization might be more important than we take for granted in Operations Research. As practitioners we often are trying to determine ways to improve our soft skills to help implement our ideas to management. Data Visualization can be a great tool in our tool bag to help deliver important results to the decision makers. Perhaps software applications could be developed to transfer output results of an optimization program to a data visualization chart. I am starting to get more interested in Data Visualization the more I think about it.
Tuesday, November 3, 2009
- New API routines. Mostly with graphs.
- New branching and MIP heuristics
- And of course some bug fixes
IEOR Tools also had a feature on GLPK on how to use it in the Windows environment as IEOR Tools tutorial: Using GLPK in Windows.
Friday, October 30, 2009
IBM is opening a Health Analytics Solution Center in Dallas, TX as announced by the Dallas Morning News. It will employ 100 analytics and technology consultants in the regional area.
This is an interesting deal for Dallas as it may have ramifications for EDS and Perot Systems, Dell's new aquisition, which are both based in the Dallas area.
Yet from an Operations Research and Analytics point of view the most interesting excerpt from the article is this...
IBM did not specify how much it would invest in Dallas, but it plans to invest more than $10 billion companywide to build its capabilities around business analytics. As part of the plan, the company expects to retrain or hire up to 4,000 new analytics consultants globally.
IBM's Business Analytics and Optimization segment is expected to grow at around 10 percent this year, and to between 15 and 20 percent from 2010 onward, accounting for more than $2 billion in sales in 2010, Haswell said.
The field of Analytics and Operations Research is definitely growing which is a good sign. If IBM's projections are accurate than they could be perhaps the premier Analytics and Operations Research company worldwide. This is a trend by IBM that was seen early this year as it acquired ILOG. As a whole for Operations Research and Business Analytics it seems this is a good time to be in the field.
Wednesday, October 28, 2009
Bruce Buckiet of NJIT predicts that the Yankees are going to win the World Series as covered by Science Daily. Bruce's model predicts a 70 percent chance that the Yankees will beat the Phillies. You can follow Bruce's predictions on his website http://m.njit.edu/~bukiet/baseball/playoffs09.htm. Bruce has game to game predictions for the best of seven series including the probably outcomes of each possible starting pitcher.
Baseball is no stranger to Operations Research. Michael Trick is a member of the Sports Scheduling Group that assists MLB in scheduling their games for the past three years.
Wednesday, October 14, 2009
According to a report from BusinessWeek IBM has won a contract with the U.S. Special Operations Command to apply their analytical analysis. There is a long standing of tradition of the U.S. military using Operations Research to help optimize its operations, as the article alludes.
More interestingly that this article demonstrates is that IBM is increasingly becoming a go-to company for Operations Research services. This no doubt is an objective of IBM as a whole with their recent ILOG aquisition. I would be willing to bet that there will be more interesting news from IBM in the future.
Tuesday, October 13, 2009
I've never really thought of being a data-driven culture could have its drawbacks. As an analyst I see only the merits of having data. But there are people who like to think way outside the box and not agree with me. This could be a good thing to learn as an Operations Research practitioner. There are definitely some soft-skills we could learn to help implement our data-driven ideas in our respective organizations.
There is one thing that I didn't agree with from Irene Au in the article. Here's here quote from the article...
"That's why we have a significant team of designers who bring unique skills to the teams they work with. Data informs decision-making but it's less useful for conceiving and building conceptually new directions. It's most useful for optimising and refining an established concept."While I agree it's good to get other people's ideas to the table I do not agree on how data is less useful for conceiving and building new concepts. Maybe I'm taking her a little out of context but I could argue how data can help shape new ideas of thinking. I've done that a lot in my career. In fact the whole field of data mining pretty much defines this as their objective.
I definitely think there could be things to learn from examining the cultures of the organizations we work. Implementing Operations Research ideas and recommendations can be difficult. Perhaps it takes examining our organization and finding how others define optimality.
Thursday, October 8, 2009
Here is a good online review by OStatic.com of the mathematical software project Sage. There is definitely a trend now in open source mathematical software that is getting recognition outside of the mathematic and Operations Research communities.
Tuesday, October 6, 2009
These massive online games can be a seen as a model of real world implementation. One thing Operations Research analysts need is data and these types of online games could provide a lot of information. Perhaps an augmented reality could be modeled in these games to provide experimentation and research into areas of Operations Research. One example is in the case of sampling plans. Often times inspecting and sampling requires destruction of the item to be inspected. Sampling plans can reduce that destruction requirement but what if no destruction is needed at all. Perhaps a simulated world could "produce" the said item and data could be taken from this simulated production process.
On a different note the gaming business (which is a multi-billion dollar market) could learn some from Operations Research work. The mathematics involved in developing these massive games is getting more and more complicated. The games are more and more relying on physics, statistics, predictive analysis, and optimized outcomes.
I've talked about having fun in Operations Research before yet this could be on a much bigger scale and could be research focused. I'm not the first one to think of Operations Research and virtual gaming. Paul Jensen, of Jensen's Operations Research Models and Methods website fame, has a Second Life implementation of his popular instructional website.
Friday, October 2, 2009
Wednesday, September 23, 2009
Monday, September 21, 2009
This is Neil Hunt, Chief Product Officer at Netflix.
To everyone who participated in the Netflix Prize: You've made this a truly remarkable contest and you've brought great innovation to the field. We applaud you for your contributions and we hope you've enjoyed the journey. We look forward to announcing a winner of the $1M Grand Prize in late September.
And, like so many great movies, there will be a sequel.
The advances spurred by the Netflix Prize have so impressed us that we’re planning Netflix Prize 2, a new big money contest with some new twists.
Here’s one: three years was a long time to compete in Prize 1, so the next contest will be a shorter time limited race, with grand prizes for the best results at 6 and 18 months.
While the first contest has been remarkable, we think Netflix Prize 2 will be more challenging, more fun, and even more useful to the field.
Stay tuned for more details when we announce the winners of Prize 1 in September.
So any of you that were eager to get involved stay tuned for more information.
Wednesday, September 16, 2009
Michael Trick has a great piece about entering your open source operations research project for the COIN-OR Cup. The COIN-OR Cup is an award to the contributions of open source software for Operations Research. The award will be presented in person at the INFORMS 2009 Meeting in San Diego.
I strongly suggest entering in your submissions to the COIN-OR Cup. As you know the IEOR Tools blog strongly supports the open source movement in Operations Research. According to the COIN-OR website the submission must contain
- A synopsis of an effective use of COIN-OR or valuable contribution to COIN-OR (or both!).
- An explanation of its significance.
Friday, September 11, 2009
Last night I had the pleasure of listening to a transportation panel hosted by the INFORMS Dallas/Fort Worth Chapter. The transportation panel featured key Operations Research representatives from airline, travel management, and rail road industries . The panel also included professors in engineering, supply chain, and business that specialize in the transportation industry. All in all the exchange was very interesting and I learned a lot about an industry I know very little.
The panel brought two things that I believe is very common and clear in Operations Research. Those issues are of relevance and soft-skills (or interpersonal skills). These themes were pretty concurrent among industry and academia. Industry stressed that often times they would need to sell their abilities and technical decision analysis know-how. Also industry panelists stressed that the importance of being able to relate to other people within the organization to explain ideas about problems. The academics stressed a lot of the same points. Academics challenge is to grow strong Operations Research students with good "hard" technical skills but also have interpersonal strengths in a highly competitive market.
Relevance and interpersonal skills are very common themes in Operations Research. I know I've had to develop each of those skills in my career. Perhaps the Industrial Engineer and Operations Research tool bag can be expanded to help in these areas. There are great tools that help in each of these areas. Perhaps I can feature more of those on this blog in the future.
Friday, September 4, 2009
For those who may have missed it this past couple of weeks a new record for the number of decimal places was established for Pi. Here is a post from Pink Tentacle on the new accomplishment.
The calculation was done by the Center of Computation Sciences at the University of Tsukuba. For those geeks in all of us it was done with a 640 node super computer called T2K Open Supercomputer. Each node is a Appro Xtreme-X3 Server - AMD Quad Opteron Quad Core 2.3 GHz. The super computer can calculate 95.4 trillion floating point operations per second. That can be one quick optimization computer.
Tuesday, September 1, 2009
Data is only data until it becomes information. If there is no point of reference then the data will just exist. It is when data becomes logical and leads to value is when it becomes information. Visualization is a great tool for helping to give data a point of reference. Yet using the wrong tools can lead just more obscure data that does not offer any value to its intended recipient.
David's post is great example of this issue within Industrial Engineering and Operations Research. It is important to frame data sets that will offer value to the intended audience. A good practioner will know the value of the data and provide it in a way that will best convey its purpose.
Thursday, August 27, 2009
The first is Open Source Mathematics. This site is devoted to sharing Open Source mathematical software and developments. I would hope that this site develops as this is an area I would like to see increase greatly. It seems the site owner is definitely a proponent of Sage. That is a good segway to my next link.
The next link is Sage. Sage is an open source mathematics software system. Sage is very similar to Matlab, Mathmatica, or NumPy. From the Sage website...
Sage can be used to study general and advanced, pure and applied mathematics. This includes a huge range of mathematics, including algebra, calculus, elementary to very advanced number theory, cryptography, numerical computation, commutative algebra, group theory, combinatorics, graph theory, exact linear algebra and much more. It combines various software packages and seamlessly integrates their functionality into a common experience. It is well suited for education, studying and research.
Be sure to look at the Sage tour for more information and functionality.
Next link from DevelopSpace.net is Open Source Engineering Tools. As you can guess there is a variety of open source tools for the Engineering practioner. Unfortunately it is sorely lacking in mathematical and numerical applications. I might volunteer and help out where I can. I am sure they would want the extra assistance. As an aside here is a Linux.com article about DevelopSpace.net and their concept.
The last link is Opennovation.org. A self described open source engineering portal for news, links, resources of open source engineering software. The list is very complete for most types of engineering disciplines. Although I would like to see more Industrial Engineering at this site as well. Very good and looking forward to seeing more developments at Opennovation.org.
Wednesday, August 26, 2009
It currently has special objects to help draw entity relationship diagrams, UML diagrams, flowcharts, network diagrams, and many other diagrams. It is also possible to add support for new shapes by writing simple XML files, using a subset of SVG to draw the shape.
It can load and save diagrams to a custom XML format (gzipped by default, to save space), can export diagrams to a number of formats, including EPS, SVG, XFIG, WMF and PNG, and can print diagrams (including ones that span multiple pages).
Dia is available to download for Windows and Linux. The tutorial even explains how to download and install for each operating system.
The Industrial Engineer can really use Dia for a number of projects. Just to name a few include flowcharting process flows, diagramming models of queues, and mind mapping exercises.
The BeginningLinux.com tutorial does a great job of detailing the steps to get projects started. I find that tutorials with pictures or screenshots tend to be the best. This tutorial has plenty of screenshots to guide the beginner diagrammer.
As I have mentioned before there are great alternative IEOR Tools available in the free and open source community. Give Dia a try and let me know about your experience.
Monday, August 24, 2009
It is the flaw of averages that causes businessmen, engineers, generals and others to underestimate risk in the face of uncertainty.How true is that statement. As a practitioner of Operations Research in the business world I often am not just providing solutions for my employer but also playing referee. I'm not sure how many times I have had to tell a manager or associate to recheck their assumptions before they bring their analysis up the chain of command. One of my previous bosses had a great phrase that he would tell me, "Does it pass the smell test?" In other words can you step back and say with certainty that your assumptions are right on the mark.
Sam Savage has a great point about flawed analysis based on assumptions alone. The crucial emphasis should be on the assumptions themselves. All good analysis should make sure that the assumptions are correct and reflect the real world implications. The article cites the recent problems with the home mortgage crisis. A lot of assumptions in the risk models that gave AAA ratings to mortgage-backed securities were not taking into account future market cycles and risk.
So should averages be used in analysis? By all means, no pun intended. Statistical inferences and generalities require average value of numerical populations. Averages do have their place in analysis when comparing samples. Yet so do standard deviations, variance, correlation, and so on. There is more to risk modeling than just the simple average.
Tuesday, August 18, 2009
Thanks to the expert mathematical minds at the University of Ottawa they have found that in the event of a zombie attack we would be wiped out rather quickly. Their answer is to attack "quickly and aggressively" according to the study. Their report was published in the book "Infectious Diseases Modeling Research Progress". Treehugger and Wired also covered this story.
Apparently the modeling research was developed to study unfamiliar diseases. The modeling can be used to find the affects of swine flu and SARS. And in this case apparently from the affects of zombie attack outbreaks! Perhaps we should all be prepared.
Thursday, August 6, 2009
The Open Road blog has an interesting article about interconnecting "meta-address books". In this article Matt Asay explains how open source companies are trying to optimally connect people together by the meta-data they place in the internet cloud such as using Open-Xchange.
One such example they describe is PeopleMaps from 7-Degrees. By leveraging what they know about someone online they can use that data to connect with other people of related interests, business, and other potential connections. According to the 7-Degrees website they use their own industry-leading path-finding algorithms to enable the connections between the users.
Perhaps Operations Research has a big future with social networks.
Thursday, July 30, 2009
Strategypage.com has an article about the Army troops using Operations Research help predict enemy activity. The article is praising the efforts of the Army "geeks" that uses Operations Research tools to find enemy IED's, predict enemy hotbeds, and help plan supply routes and enemy engagements in Afghanistan and Iraq.
The Army uses several different tools to help find particular operations objectives. Pattern analysis and data mining is used, with the aid of digital image intelligence, to spot IED's and those responsible for planting the bombs. Predictive analysis is used to determine supply routes that may have heavy enemy activity. The predictive reports are reported to convoys and explosive disposal units to help quickly deliver operations' supplies.
Tuesday, July 28, 2009
IBM is going further into the business analytics field with the acquisition of SPSS for $1.2 billion as reported by the Wall Street Journal. From the article, IBM is expanding its business analytics focus as the demand increases from its customers for decision-based analysis. On the forefront of client's needs is to cut costs.
This is really interesting and should really boost recognition to field of Operations Research. IBM seems to be positioning itself as the world leader in business analytics. The article says that business analytics is going to grow by 4% to $25 billion world-wide market for the year.
Monday, July 27, 2009
There is already a lot of buzz about the finish of the competition. Perhaps the first to talk of the finish was in the Operations Research blog-sphere with Sebastian Pokutta's blog. Sebastian did a great job of alerting the final days activities and keeping us up to date.
Among other places on the web include Slashdot's netflix update story. Techcrunch also submitted an article about the final push to the end of the netflix grand prize.
All in all I think this is great exposure to mathematics decision analysis, operations research, and machine learning. Regardless of your thoughts of the outcome I would have to give Netflix a lot of credit for hosting this competition and promoting it publically.
Sunday, July 26, 2009
- DIMACS format
- reading plain data formats
- reading and writing CPLEX formats
Wednesday, July 22, 2009
An interesting note on this article is it asks the reader to look beyond the military influences of McNamara. The comments to the story paint another picture of McNamara that is more grim. Using Operations Research for decision analysis has many consequences, intended or otherwise. When one applies mathematics to decision making one needs to understand what the outcome implies to the whole system. Often times the optimal decision may lead to true objective optimality for some economic benefit but yet can lead to a totally different ethical result.
A case in point. I remember one academic discussion about one of the airline industry's revenue management models. The Operations Research team found that it was more economically optimal to "bump" passengers. Yet from a marketing and customer service standpoint how long could such a policy last? The management teams decided to put a cap on the number of passenger bumps that were allowed on the models imposing an economical constraint.
Michael Trick describes a great example of this in his blog on the perils of statistical significance. Sometimes one needs to holistically understand the problem set before inferences and key insights can be understood. Perhaps the greatest achievement McNamara taught us was not his grasp of mathematical knowledge but what do we do with the optimal solution set.
Monday, July 20, 2009
The leading team is a group effort of a few teams' combined entries. They use a number of machine learning techniques to arrive at their movie rating prediction outcome.
The combined effort team stands to win $1,000,000 for their efforts. That is unless someone can unseat them before the end of the 30 day challenge which ends July 26th.
Tuesday, July 14, 2009
The Industrial Engineer can find a lot of uses with these mind mapping tools. Uses can range from thoughts on cost reductions, new ideas for process flow, and helping identify supply chain alternatives. The mind map tool can be used in virtually any industry and organization.
The tools featured in the article include:
Tuesday, July 7, 2009
McNamara was known as the original Whiz Kids by the Ford Motor Company. He used his know-how from World War II to help Ford reduce costs and improve organizational efficiency. Some of his most notable contributions came with planning, management control systems, and developing a recruitment program for maintaining talent within the company.
As Secretary of Defense McNamara continued to promote systems thinking and analysis. McNamara stressed holistic views of management for all types of programs within the Defense Department. He mainly used civilian systems analysts as they were more independent from the day-to-day military rigor and could think with an outside point of view. One notable achievement was instituting the Planning, Programming, and Budgeting System implemented by his Comptroller Charles Hitch.
McNamara also served as head of the World Bank. He started programs that would evaluate the effectiveness of World Bank funded projects.
McNamara will be noted in history most likely for his political influences. Yet there will be no doubt about his role in promoting the science of applied mathematics to better decision making.
Thursday, July 2, 2009
GLPK, the GNU Linear Programming Kit, has entered the OR/MS Today's Software Product Listing in the most current issue (June 2009). GLPK enters a list of software optimization toolkits that rank with the best in the world for Operations Research. This is a very exclusive list and this means a lot to the Free Software movement.
GLPK is distributed under direction of the Free Software Foundation, Inc. GLPK is maintained by Andrew Makhorin. GLPK is free software which means that the source code is free for peer review and collaboration. Andrew relies on the GLPK community to help implement new features and to minimize bugs in the source code. You can often read about the exploits of GLPK and Andrew in the mailing list at email@example.com (Help-GLPK info page).
Wednesday, July 1, 2009
I am curious if this is true in the field of Operations Research. I personally know many women in the field of Operations Research. I know from my experience in Engineering that there is less women in the field but it definitely seems to be trending positive. I'm not sure what the future holds for Operations Research but I for one welcome our female friends.
Friday, June 26, 2009
(Photograph by Linda Reynolds/Flying Wing Films)
Those that study the history of Operations Research know that a lot of its genesis came from World War II. British experts used mathematical principles to identify the optimal places to locate the new radar technology to identify incoming enemy aircraft. A lot of the credit can go to the work at Bawdsey Research Station under the supervision of A. P. Rowe. A. P. Rowe's team analyzed and improved upon how the radar would track targets and setup optimal conditions for the radar activities. An excellent article on the work of the World War II researchers can be found at Wikipedia.
Yet Hitler's Nazi army was developing a secret "stealth" plane that fortunately never took flight. Scientists at Northrop Gruman have recreated the Horten 2-29 at their facilities. Surprisingly they discovered that using legacy World War II radar equipment that it did indeed would be radar resistant. Perhaps if the Nazi army had a fleet of these planes Operations Research would not be where it is today? Thank goodness to the efforts of A. P. Rowe and other leading mathematicians that they were able to institute foundations in Operations Research. Another reason to thank the founding fathers of modern day Operations Research.
Monday, June 22, 2009
Machine Learning (wikipedia) is the science of applying algorithms and formulas to allow machines to learn based on given data or other input. This is a growing field as technology advances the processing power of computers.
Thursday, June 18, 2009
Here is a great essay about What Open Source shares with Science from ZDNet UK. The essay writer basically explains that science and open source software share essentially the same underpinnings of the scientific method. That idea that hypothesis, theories, experiments, thoughts and ideas should be documented and shared with the rest of the (scientific) community. From the essay...
The speed of progress is greatly enhanced by virtue of the fact the practitioners of Science publish not only results, but methodology, and techniques. In programmatic terms, this is equivalent to both the binary and the source code. This not only helps 'bootstrap' others into the field, to learn from the examples set, but makes it possible for others to verify or refute the results (or techniques) under investigation.
I've postulated before that proprietary software might be a hindrance to Operations Research. This essay does a great job explaining my point. In order to advance Operations Research concepts in software the best thing for the field is to allow peer review. This will only allow the field to grow and prosper. Otherwise are we not just competing against our own peers?
Tuesday, June 9, 2009
This release enables solver options, and you can actually utilize different methods to solve your problems. If you wish, you can now setup pymprog into your python onsite packages. You can either download the zip or the tgz archive. Documentations are also online at:http://pymprog.sf.netPyMathProg is a Python reincarnation of GLPK and the GNU MathProg modelling language. The Python programming language is simpler to use than most languages and a quick learning curve.
Monday, June 8, 2009
Here is a list of things an Operation Research professional can do for fun. If you can think of any more please do not hesitate to add in the comments section.
1. Project Euler
This is one of my favorite problem solving websites. It is not explicitly Operations Research as more applied mathematics. Yet it is very interesting to try to determine ways to solve some mathematical, numerical, and logical word problems. It will more than likely require the use of some computer programming skills.
2. Netflix Prize
A couple of years ago Netflix, the movie DVD-to-the-door rental company, decided to open up to the public ways to improve its movie recommendation engine. The rules were very straight forward. Given a user defined list of movies find similar movies that the Netflix users might pick. Netflix would provide a pretty comprehensive data set of user lists. Numerous people and organizations have provided suggestions. There is even a leaderboard based on RMSE. Oh yea, and the prize is $1,000,000. That ought to get you interested.
3. Volunteering with High School Operations Research
High School OR is a volunteer organization that helps to bring Operations Research to the high school level. High School OR develops and maintains workshops for high school teachers so that they may use Operations Research in the classroom. This is a great way to get the Operations Research profession to the younger generations. High School Operations Research is sponsored by INFORMS.
4. Math tutoring
The Operations Research professional can use their skills to help elementary, high school and even college students in mathematics. This can be an excellent way to contribute to the community. Perhaps even to make a little more money on the side. There will always be a need to provide math assistance since students are subjected to more and more testing. There can be a great intrinsic reward to helping those achieve their fullest potential. This can also be a great way to show how math can lead to a future profession, specifically Operations Research.
5. Contribute at the COIN-OR project
Open source software is growing in the Operations Research community. Paraphrasing from the COIN-OR website...
COIN-OR's goal is to help gather a community for software in Operations Research what open literature in the past did for mathematics.There are many ways to help with COIN-OR open source projects. I describe these ways in an IEOR Tools post Top 5 Things to Get Involved with Open Source in Operations Research. There are many ways to contribute to Open Source projects. You need not be a programmer to get involved. You may be a debugger, tester, or even help with documentation. The ways are limitless to get involved. Open Source in Operations Research can be a fun way to learn new ways to solve those classic optimization problems.
Wednesday, June 3, 2009
Apparently Wolfram Alpha will return several algorithm resources to find global, constrained, and local points on a graph. Sure this isn't mathematical programming but I bet we can search further.
Second I used the keyword "linear programing" and got the following return.
Wolfram Alpha returned a mathematica function for applying linear programming algorithm. I put in an example from the Definition site and it return a set of optimized values. This is very interesting indeed. Of course this is very simple but it would be really interesting to benchmark the Wolfram|Alpha website for some more complex formula and data sets.
I am very intrigued by the possibilities this could lead to for the Operations Research community. This is a free service provided by Wolfram|Alpha. Could there be more community-based or "cloud" services for the Operations Research community. Currently the NEOS Server project provides a free optimization solver. Wolfram|Alpha has a variety data sources as well as other mathematical formulations. Perhaps this is the future of optimization solvers.
Tuesday, May 26, 2009
Currently PyMathProg is at version 0.1.1. PyMathProg is a python implementation of the free software optimization solver kit GLPK. PyMathProg connects via PyGLPK. PyMathProg gives the option of installing via Windows or Linux.
Friday, May 22, 2009
Gurobi free trial
As pointed out by many blogs (Yet Another Math Programming blog and OPSRES blog) Gurobi has released their free trial version 1.1 for download.
OpenOpt, the python optimization tool kit, has updated their Global Solver kit with PSwarm 4.1 solver which will help with some minor optimization speedups.
Hakank of the Constraint Programming Blog announced the release of MiniZinc version 1.0. MiniZinc is a constraint programming modeling language which is free software released under a BSD-style license. Hakank does a complete write-up of all the features of MiniZinc and its derivative software packages.
Tuesday, May 19, 2009
The DFW INFORMS chapter had a interesting meeting last week at Sabre Headquarters in South Lake, TX. The topic of discussion was "Applying OR in Brazil to solve real world challenges with OPTMODEL and SAS." Mary Grace Crissey of SAS did a wonderful job of showcasing SAS projects and how the challenges in Brazil were tackled. We had great side discussions throughout the evening. One such side discussion, that is nothing new, is the ambiguity of the "name" Operations Research. This is and will be the defining discussion of our profession in Operations Research.
One idea in the evening was to look to academia for a naming solution. Well that discussion quickly fell into disarray because Operations Research has its roots in Mathematics, Engineering, Management, Supply Chain, Computer Science and the list seems to go on and on. After the meeting I thought about it for a while. I remembered a post on Michael Trick's blog about using wordle for data visualization. I thought of using the INFORMS ORMS Education programs link site to create a wordle of Operations Research programs in the U.S. The picture on this post is a result of that wordle exercise.
So what do we learn from this wordle? Well its interesting to note the neither the word Operations nor Research are the most pronounced words. The biggest words are Engineering, Management, and Industrial. So is Operations Research really Engineering Management? Would it help if Operations Research were an accredited program by ABET or something similar? How does managment and engineering work together? Those terms almost seem polar opposites. Well I'm not sure we really solved a whole lot but it is interesting to look at how the education programs in the U.S. view Operations Research.
Wednesday, May 13, 2009
Wall Street is looking to Open Source software amid the current financial crisis. In this article from WallStreet and Technology titled Wall Street Opens Doors to Open Source Technologies the author Ivy Schmerken explains the merits of using Open Source software on business. Of course it comes as no surprise that the motivating factor is cost. Yet interestingly in the article the author explains that companies are also looking beyond cost and saying the community driven efforts are helping the bottom line as well. Often times the community is providing a technical support relationship and even goes as far as getting support from competitors.
One Open Source project that is featured is the R-project being used by a predictive analytics user. There is belief that Open Source will surpass proprietary projects in shear volume of contribution and evolve more quickly with technological advancement. From the article...
"People realize now that the open source project -- which really has worldwide buy-in from top experts from whatever field -- is perhaps a more secure and future-proof method of development than going with a proprietary vendor who can never keep with the worldwide community," says Colin Magee, VP sales and marketing at Revolution ComputingOpen Source software will have a large impact on how the economy rebounds. The cost is hard to compete. The support from the community is very difficult to replicate. Now the article does mention there are skeptics to Open Source success as there could be hidden costs. I find the argument could be made the same for proprietary projects. I only see Open Source to continue to make an impact in the business market place.
Now you may be wondering why I would endorse Paul Jensen as someone who advocates Open Source software. My main focus it to promote tools for the Operations Research community. Paul Jensen provides these tools to the public domain. His website is full of Operations Research instruction and detailed case studies. Dr. Jensen is doing a great service to the field of Operations Research and I hope he continues to provide wonderful resources.
As an aside I would love to see the same type of devotion to OpenOffice Calc as Paul Jensen has to Excel. I hope someone with the same spirit could start a similar project.
Some of my favorites include:
Professor Leon Lesdon, The Importance of Operations Research - a good introductory video and an interesting case study.
Operations Research - by bnet. a great overview of the field of Operations Research even if it is a promotion.
Learn about OR and the Edelman Award - I'm sure this was developed for an INFORMS conference. Offers a great look at Operations Research and the award for excellence in Operations Research.
Monday, May 11, 2009
What I find interesting about the concept of the Let Simon Decide website is its possibility in the field of Operations Research or more simply the science of decision making. Perhaps a similar website could be created for business rules. Perhaps there can be simplified tools that can help one find the right path to the answer. From an organization and business rules process perspective there could be limitless scenarios. Can "Simon" decide the optimal transportation network? Can "Simon" decide the best resources to meet the given task?
Finding answers to life's questions can be difficult but maybe the process itself need not be complex. Sometimes we get so bogged down trying to find the answer that we lose sight of the process. I find myself in that trap a lot. The process to find the answer could be greatly simplified with the right tools in place. The medium of the Internet, I believe, can help greatly as a method for these decision making tools. Information is readily available in many different forms and many times freely. The right tools in place can help the decision maker point to a path that leads them to the answer with information gathered from anywhere in the world. Time will tell if we could simply go to a website and ask "What is the allocation of resources to maximize my time?" Now that would be an interesting website.
Monday, May 4, 2009
Its great to see that Open Source is providing a good niche for the slow economy. The Open Source price tag (i.e. free) especially does well for the bottom line of any IT organization. The Linux desktop has broken the 1% market share for the first time in its history. I feel that is only going to increase.
I would like to see more Operations Research companies be included in the future. IBM is definitely making their presence known with ILOG. I would like to see IBM use their Open Source prowess in the Operations Research realm. COIN-OR is a great place in the Operations Reserach community to showcase Open Source advancements.
Monday, April 27, 2009
Yet you don't have to be an old school hacker or a lawyer to get involved in Open Source projects. There are plenty of ways to get involved with Operations Research software on the free and open source side. Here are the Top 5 ways to get involved in my perceived order.
1. Use Open Source software
There is no greater way to get involved than to be a user of the product. Evangelism is best for Open Source projects. If you have a need for an optimization modeling engine or program be sure to look at the great lists of free and open source projects in Operations Research. A great resource for open source Operations Research projects can be found at COIN-OR projects. The Free Software Foundation has a great list as well for free mathematical software projects.
2. Get involved in the Open Source software community
The community is the best way to learn about software projects. The internet is filled with mailing lists, web forums, blogs, chat rooms, and any other new media for transmitting messages. There is no shortage of discussion with Operations Research and software. Each project usually has a main forum to discuss project improvements and support (typically in a mailing list format). Be sure to subscribe to the forum and get involved by asking questions of how to use the open source software and to get involved.
3. Bug tracking
I once heard a wise remark about customer service.
For every good service you get you may tell 10 people, but for every bad service you get you'll tell 100 people how lowsy it was.Bug tracking is very important to any software project whether it is proprietary or open source. This is an invaluable service to the software project. Tracking bugs can be as easy as sending an email to a project developer about an issue you have found. You can also get involved on their specific bug tracking platform and file formal bug tracking reports. If a software project exists it will have bugs. It is nearly an axiom of existence for software projects. If you want to help a project let them know that bugs exist.
I believe that the Open Source community gets a really bad wrap for having bad documentation. In some cases this may be true but I believe since the source code of the project is available to everyone then it sort of gives a "pass" to have formal documentation. Yet there is a lot of great documentation on Open Source projects available to the community from volunteers. It could be as simple as providing how-to tutorials or hosting a formal project website with online community forums. Documentation is needed on many different levels for an open source project. It usually depends on the need of the community as to the type of documentation. Yet invariably there will be demand for simple instructions to using the software.
5. Software development
If you have a clear talent to program then why not get involved in developing software for open source projects. This is a great way to expand your skills as a programmer and to understand how Operations Research works on a more deeper technical level. Many times you need not be a superior programmer to offer constructive assistance. Sometimes simple bug-work needs to be done and some programming help can get that accomplished. Perhaps there is a specific need in the field of Operations Research that is lacking development on the software side. Software development need not be limited to a closed source model. You can find it can help on your resume as well.
Monday, April 20, 2009
The books I recommend the most are The Cathedral and the Bazaar, Free Culture, Free and Open Source Software Development (pdf), Producing Open Source Software - How to run a Successful Free Project (pdf).
Friday, April 17, 2009
As I mentioned in an earlier post GLPK is getting a lot of increased attention. There seems to be limitless platforms that can be implemented with GLPK. One new platform released this week by Yingjie Lan is PyMathProg. PyMathProg is self-proclaimed as an implementation of GLPK in the Python programming language environment that uses AMPL and GNU MathProg.
Python is a programming language that is getting more and more popular in the math and science realm. Python is very simple to use and could be considered a scripting language compared to other programming languages like C and Java. The Operations Research community can benefit greatly from having modeling platforms like PyMathProg to learn, implement, and expand capabilities. I will be looking forward to seeing PyMathProg's developements.
You can read more about PyMathProg at the Sourceforge project site
Wednesday, April 15, 2009
A new book was released this week on business rules called JBoss Drools Business Rules published by Packt. JBoss Drools Business Rules is a informational book intended for JBoss Drools implmentation and practice. The idea of the book is to help implement JBoss Drools to develop easy to understand business rules applications within a Business Rules Management System.
For those new to JBoss Drools, Drools is an open source business rules management system that is free to download, use, embed and distribute. From the Drools website...
Drools is a business rule management system (BRMS) and an enhanced Rules Engine implementation, ReteOO, based on Charles Forgy's Rete algorithm tailored for the JVM. More importantly, Drools provides for Declarative Programming and is flexible enough to match the semantics of your problem domain with Domain Specific Languages, graphical editing tools, web based tools and developer productivity tools.
Monday, April 13, 2009
Never fear because there are a number of methods to getting GLPK to work on a Windows environment. In this tutorial I will explain some simple ways to get GLPK to work even if you are using Windows. I have listed them in no specific order. These methods are just a number of ways to accomplish the task of getting GLPK working in Windows. I will leave it up to the Operations Research practitioner to figure out which method is best.
1) Command line shell
Perhaps the easiest method to get GLPK working is to invoke GLPK from the command line. Thanks to some help from the free software community there was a Windows binary created for glpsol, aptly called glpsol.exe. Glpsol is the free optimization model engine of GLPK. You can find the work for glpsol.exe at http://winglpk.sourceforge.net/ with some documentation and installation instructions.
Simply use 'cmd' from windows Run to bring up the command line shell. Then use 'glpsol.exe (name of model file)' to execute an optimization model.
2) GLPK for Windows installer
This method makes for a easy way to setup and install GLPK in the Windows environment. It is not necessarily needed but it does bring all of the dependencies together to make sure that GLPK will work from the moment it is installed. You can find more about this project at http://gnuwin32.sourceforge.net/packages/glpk.htm. After this is installed then you can use glpsol.exe from the command line as mentioned above. NOTE: As of writing this blog entry the installer is setup for GLPK version 4.34.
3) Windows IDE like GUSEK
GUSEK is a full feature Windows IDE based solely on GLPK. This method removes a lot of the guesswork with installing GLPK and also creates a full mathematical programming environment on the Windows desktop. The GUI is very familiar to Windows users. The is also a stdout window that allows the model results to be viewed right alongside the GLPK model code. Currently his is my preferred usage of GLPK at the moment.
You can read an IEOR Tools interview with the developer of GUSEK.
4) Develop code with GLPK API
GLPK is technically a software toolkit and it is natively developed in ANSI C. Therefore one could develop modeling software based on the GLPK API. There has been a lot of work already done in this area already for other programming languages that are compatible in th Windows environment. Here are some to name a couple.
VBA from Help-glpk mail archive:
5) Emulate a Unix environment in Windows
Emulating a Unix/Linux environment is basically a bypass to get straight to GLPK since most linux distributions can install GLPK natively or from source easily. There is a number of applications that lets you setup a Linux-variant on a Windows machine. This method is not for the novice computer user. Basically one would install the emulation software on Windows. Then install the Linux distribution within that emulated environment. Once Linux in installed then the user can install GLPK on the system.
qemu - qemu on Windows
Thursday, April 9, 2009
Interesting article from Forbes on how Mark Eisner, an Operations Research professor, found a quirk in the Social Security benefits claims. Mark found an unusual code in the Social Security plan that allows him to claim spousal benefits. In doing so Mark could build up delayed retirement credits on his own personal benefits. Clever thinking and good sleuthing Mark. The article then goes on to explain the best way to maximize your Social Security. As for me I'm not banking on it to much, pun intended.
Wednesday, April 8, 2009
One thing that always holds true with American baseball is the fans who love to talk numbers. Among a few things include batting average, home runs, stolen bases, earned runs, and strikeouts. It is definitely a playing ground not just for athletes but also for the mathematical and statistical fans.
Operations Research is not a stranger to baseball either. Michael Trick is part of the Sports Scheduling Group LLC whose client includes Major League Baseball. The Sports Scheduling Group analyzes team and league dependencies and formulates the baseball schedule every year. Then there are the predictive fans of baseball. Bruce Buckiet of New Jersey Institute of Technology determines most likely playoff bound teams for Major League Baseball. Buckiet was featured in the journal Operations Research and more can be found of his formula on his website.
Tuesday, April 7, 2009
I've decided to switch from Knoppix to Morphix. Knoppix was getting difficult because it easily got bloated with software. I had a hard time trying to get rid of software in order for everything to fit within 700MB. Morphix is based on Knoppix and was designed to be customizable, hence its name is a derivative of morphing and knoppix. Its base design is only 150MB which leaves a lot of room to add new software.
I've also settled on a name for this Linux distribution. I'm calling it IEORToolsOS. I know it is not very orignial but I wanted it to be readily recognizable of its function for existence. Also I can use this blog as a website for updates.
I'm still in the thought process of how to host the completed software project. I've not heard back from Google Code yet. I might have to host it myself. I've created a web server before that I hosted myself but it requires a dynamic IP address which wasn't too robust. I'll keep my options open.
Wednesday, April 1, 2009
A little bit about my example I contributed. At my place of work I am currently working with a team to develop new workforce shift schedules. They need to determine a shift scenario that will meet the minimum demands on a given day. Demands vary by day of the week. I used GUSEK to develop the workforce shift model and GLPK to solve for optimality. The model is basically a set coverage mixed integer linear program. The particularly useful nature of this model is that different shift scenarios can be experimented to find an optimal shift for the given demand.
I encourage other Operations Research analysts to contribute to Open Source projects. You need not be a coder or know a programming language to contribute. You may contribute just by being a user that can relay bugs back to the project leaders. You may also contribute by providing documentation or updates to a website. The simplest way to contribute is to tell others about the merits of the Open Source project
Monday, March 30, 2009
o3 Magazine has a great informational article on an Introduction to Open Source. The author John Buswell does a magnificent job showing the process of implementing an Open Source project and getting to the end user. John does a great job of showing the benefits of the Open Source model and explaining the lack of benefit to the closed proprietary model.
Notice in the article the explanation of the Open Source lifecycle. For us Industrial Engineers it looks very similar to the Continuous Improvement process. In fact one could argue the the Open Source lifecycle is indeed a Lean Thinking process.
John also does a great job of showing the benefits of end user support for an Open Source project. This is often considered one of the drawbacks of implementing Open Source projects within an organization. John explains that the Open Source is not limited by a closed source model and that the end user can find new and different ways to solve their project implementation needs.
This article is a great read for those unfamiliar with Open Source.
Thursday, March 26, 2009
Next I tried to get setup on an Open Source project hosting service. I first tried SourceForge since a lot of good Open Source projects are hosted on that site. They were not willing to comply with my request since a Linux distribution will take up a lot of space. I don't blame them. I probably would have said the same thing. Now I'm trying Google Code. I haven't heard back from them but I'm holding out hope since I know they have huge server farms that can accomodate the space.
The last update is on the development of the IEORToolsOS. I tried creating a custom variant of the Knoppix (homepage) Linux distribution. I used the latest version of Knoppix 6.01 stable. I removed some packages that I thought weren't needed such as gimp. Here are the packages I included
GLPK, OpenOpt, lp-solve, SciPy
I found that I didn't remove enough space because the final size of the project came out to be 1.3GB. I need it to be between 700-800MB to fit on a CD. Still some more work to do on that.
Yet I decided to give it a try and boot it on a PC emulation program called qemu. It did not go so well. I do not think I was able to copy all of the files over correctly. So there is much more work to be done.
Wednesday, March 25, 2009
Currently the Google Summer of Code 2009 is taking applications from students at the college level. The Google Summer of Code is a sponsorship of Open Source projects that students can get a stipend for their work on those projects. Students must apply just like an internship and with an acceptance they can start to collaborate on any number of projects. This is Google's 5th year of sponsoring this program to promote Open Source software.
There are a couple of projects that are Operations Research related that I encourage students to review. The R Foundation for Statistical Computing is sponsoring several projects on statistical software implementations. These projects include informational portals to R packages, recursive partitioning algorithms, metrics analyzers and monitors. The Center for the Study of Complex Systems, Univ. of Michigan is sponsoring projects on grid computing and its use with complex mathematical models. The software projects include Gridsweeper enhancements, Tools for Analysis of Computational ExperimentS, and developing libraries for Agent-Based Models.
Here is a complete list of accepted Google Summer of Code organizations for 2009.
The Google Summer of Code program has done a great job of advocating Open Source software. I would like to see more involvement from the Operations Research community. I'm surprised to see very little involvement from IBM. Perhaps there is still more work to do in the Operations Research community to show the benefits of Open Source software.