Most popular 2011 IEOR Tools blog articles

The most popular IEOR Tools blog articles of 2011.  It is time for reflection and I like to do this every year.  It gives me perspective about what is being read.  It is also an interesting look at our interests.  This year seems to be about our thirst for software tools and how to use them.  Also books are still big for reference materials.

1. Open Source Replacements for Operations Research and Analytics Software
2. R Tutorial: Add confidence intervals to a dot chart
3. Science of Matchmaking
4. Data Mining Books list
5. Physicist cuts airplane boarding time in half
6. R again in Google Summer of Code
7. Moneyball coming to the big screen
8. Baseball and Decision Analytics
9. Question and Answer sites for Analytics and Operations Research
10. Sports analytics summer blog reading recommendations

What did we learn from the Space Shuttle program

The NASA Space Shuttle program ended this past week with STS-135.  I still remember watching the shuttle launches as a boy.  They filled my head with dreams of space exploration and new discoveries.  As I grew older I took an interest in engineering and studied to be one in a university.  There I discovered the enormity of the engineering marvel that was the Space Shuttle program.

Discover published an article this week on what was the debacle of the Space Shuttle program.  A lot of good and interesting points made by Amos Zeeberg in this article.  The Space Shuttle was originally designed to be a cost effective way of getting man and technology into space.  The program definitely did not deliver on that promise or projection.  Also the Space Shuttle was considered to have only a risk of failure of 1 in 100,000.  I don't know if that is remotely true.  As we unfortunately know the true risk of failure was 2 in 135.  Space travel is risky no matter how it is done.

So from an engineer's point of view, albeit one that was not involved with the space program, what can we really learn from the Shuttle Program.  I believe applying Industrial Engineer and Operations Research principles we could come to some conclusions.  I don't personally think the Shuttle missions were a total debacle.  As an Engineer there is always something to learn even if there is a failure.  Edison said it best that he didn't fail 1000 times trying to develop a light bulb, only he learned 1000 ways on how not to build one.

Firstly, risk needs to be measured from a micro and macro perspective.  There are many systems that lead to failure.  Each system has a life all of its own.  The risk could be as simple as an O-Ring to as complicated as a practical study of landing on the Moon.  Risks can be measured and weighed from different perspectives of time, cost, and quality of delivery of promise.  When all risks are measured than perspective can be put into place as to delivery of a promise.  Perhaps the Shuttle program didn't deliver on all promises.  Yet it did prove many things that reusable vehicles were ahead of its time.  We can learn a lot from the Shuttle Program on examining risks of promise and making sure that we evaluate different objectives and goals.

Secondly, engineering and management should be a cultivated relationship that needs to understand each others' strengths and goals.  Engineering has the design in its best interest.  Management has the mission in its best interest.  The design and mission are unique and have there own set of goals.  Yes there are going to be risks weighed in both the design and mission.  The complexity is when merging the risks of the design and mission together.  The magnitude of the NASA Space Shuttle Program magnified the relationship between engineering and management.  The best and the worst was brought to light.  The engineering marvel of creating a reusable vehicle is magnificent.  The managerial feat of sending man into space with a reusable vehicle on more than 100 missions is not insignificant.  The importance of merging design and mission together was a great learning experience with the Space Shuttle program.  We have already seen fruits of that success.  Missions to Mars and beyond the Solar System have proven that success.

The NASA Shuttle Program was not an outright debacle.  There was a lot to learn from the process.  No it did not deliver on all initial expectations.  Yet it did deliver on this young boy's dreams of discovery and knowledge.  Once an Engineer, always an Engineer.  I hope that we will never cease to learn and improve from our failures.

In Memorium of Dr. Paul Jensen

I received discouraging news last week that we lost a colleague in the Operations Research and INFORMS community.  Dr. Paul Jensen passed away peacefully on April 4, 2011.  Dr. Jensen served a number of years at the Univ. of Texas in Austin as a great contributor to the Operations Research community and researcher.  As recently as 2007 Dr. Jensen was awarded the INFORMS Prize for the Teaching of ORMS Practice.

I unfortunately did not know Dr. Jensen personally.  I was first introduced to his ORMM website through my graduate courses at SMU.  The ORMM website is a great resource to help educate the principles of Operations Research methods.  I was also able to use some of his Excel modeling add-ons in practice to demonstrate optimization problems.

Dr. James Cochran is going to hold a special session in memorium of Dr. Jensen.  This message from Dr. Cochran was sent on Dr. Jensen's ORMM mailing list.

Dear friends and colleagues,

Paul was a good friend and colleague.  I know each of us will miss him (as will many other friends throughout the OR community) and each of us is very sorry for the loss suffered by Margaret and the rest of Paul's family.

I will chair a special INFORM-ED sponsored session in Paul's memory at the 2011 INFORMS Conference in Charlotte (November 13-16).  Several of Paul's many friends will speak on his contributions to operations research education and share personal stories and remembrances about Paul.  Margaret and Paul's children will be invited to attend, and I hope each of you will also be able to attend (I'll try to reserve some time at the end of the session during which members of the audience will have an opportunity to share their thoughts).

INFORMS Transactions on Education (the online journal for which I am Editor in Chief) will also publish a special issue devoted to Paul's influence on OR education.  Dave Morton has kindly agreed to edit this special issue, so I am certain it will be a fine tribute to Paul.

Sincerely,

Jim

2 years of blogging with IEOR Tools

I forgot I was going to make a mention but on Nov. 21 was officially two years of blogging about Industrial Engineering and Operations Research Tools.  I have really enjoyed writing about this space and reading all of the contributions.  I have no intentions of quitting and hope to make many more contributions.

An update to the blog is that I'm starting to contribute Amazon content to the site.  Amazon has been a valuable resource for linking books on content matter.  I've thought about adding a website that will be a "store" or compilation of some of the better resources with Amazon being a partner.  I thought I would bring this up with the readers first to see if this would be a valuable addition to this blog.  It would be a clearinghouse or aggregator for all the best tools and resources in Operations Research, Industrial Engineering, Analytics and Data Mining.  I'm not sure there is anything on the internet besides doing searches in Google or Amazon.  I hope the site would be nice layout to help easily find resources.

Since it is the holiday season I would like to send my warmest regards to all those reading.  I thank you so much for your readership.  I wish you and your family a safe and happy holidays. 

IBM's furious Analytics aquisitions

Is anyone keeping up with IBM and their propensity to obtain Analytics based companies?  Let's see if we can do a recap of IBM in the news in the last couple of years. 

• Acquires COGNOS for $5.0 billion in November 2007
• Acquires ILOG for $0.34 billion in July 2008
• Acquires SPSS for $1.2 billion in the same month July 2008
• Acquires Netezza for $1.7 billion in September 2010

In actuality there is an estimated $12 billion dollars of 23 Analytics based companies that IBM has acquired in the last few years.  That is quite a leap for a hardware/software/IT company.  IEOR Tools has talked about IBM's emergence as an analytics company before with new analytic centers and acquisitions.  I think its safe to assume that IBM is the de-facto analytics champion in the world right now.

So what does this mean for Operations Research and their professionals?  I believe it means the sky is the limit now.  This is a grand opportunity for the Operations Research community.  In fact I would even say that if INFORMS does not take advantage of the recent demand for analytics and decision sciences then they are missing this big picture.  Jobs should be plentiful in the foreseeable future.  There should be plenty of work to keep management happy and help drive value into organizations.  This may even be the dawn of a new day for Operations Research and Analytics.  There is so much buzz now it will leave a ringing in your ears.  Sure I might be a little optimistic but I think any news is good news right now in this economy.

I also believe that IBM is not done.  I think IBM is going to evolve even more in the Analytics realm.  Perhaps getting more involved in the software within Operations Research and statistics.  Its just a guess but who knows if SAS, Matlab, or even contributing to open source projects like R, RapidMiner  or Weka.  This is an exciting time none of the less for Operations Research. 

What did the new PvsNP proof prove?

I normally don't like to blog about mathematical theory.  I usually leave that for the smart people and theorists.  Yet there is an interesting article out this week from the Science section of the New York Times about the new PvsNP proof from Vinay Deolalikar.  The article is not your typical topical subject matter about what the mathematicians are working on next.  The article instead is about the explosion of activity and dialogue on the internet and around the world about this proof in the mathematical community.  The author is suggesting that the likes of which have not been seen before with these types of theoretical discussions.  I would have to agree with the author.  I also find it very ironic that the Old Grey Lady is reporting on this as well.  Since really the only thing that can really be proven, as this article suggests, is that the old media is nearly dead and the new media has supplanted it.

This brings another interesting thought to how problems are solved now.  The mathematical community is closer now than it ever has been.  This is the age of online crowd sourcing.  If I have an question about Operations Research I go to OR-Exchange.  If I am looking for a professional network contact I go to LinkedIn or INFORMS.  If I need to read about the interests of the Operations Research communities I will go to their blogs.  The convergence of ideas, thoughts, and knowledge is closer now and is only going to get even closer. 

This article is one of the reasons why I am such an advocate of open source software with organizations like GNU and COIN-OR. Open source brings the best of bringing thoughts and ideas together to create a quality product.  Sure there are licensing issues.  This article is a good metaphor in that software licensing is like the "old media".  Licensing is trying to catch up with the new technology but there are still a lot of kinks to work out.  There are even suggestions now that software patents should even eliminated.  I'm not sure what will happen but I do know that open source software is driving a lot of innovation in a much shorter time frame.

So yes I find it ironic that the New York Times is reporting on this proof as if it is new news.  Maybe I'm just too close to the subject so I understand it a little better than the rest of the New York Times readers.  Yet if you are anywhere near the mathematical world you would have already seen the proof and had your own conjectures.   Even if that is the case we can prove now that information and knowledge is faster and easier to obtain than ever.

New Look for IEOR Tools

I think I'm following the trend of a lot of OR bloggers and updating the look of the site.  I'm not sure if it is a more modern Web 2.0 look but at least its a little more refined.  I finally got around to fixing the font on the title.  Anyway let me know if you like it.

World Bank opens data to the public for open research

Press release this week from the World Bank Group states the World Bank will release free access to data. According to the article there is over 2,000 financial, business, health, economic and human development statistics available for free to research.

The World Bank has created a new website to access the free data at data.worldbank.org. Skimming over the Data Catalog shows a great amount of variety in the data sets. There are tables on Global Finance, Education Statistics, Poverty in developing countries, Gender, Business, Debt, Governance just to name a few.

This is very encouraging that the World Bank will offer data openly in this manner. Openness can be a great asset to the research community and help drive improvements and reform where needed. I definitely cheer the World Bank for allowing this data to become public.

OR-Exchange in the top 50

Per Stack Exchange's directory of sites OR-Exchange has moved into the Top 50. This is good news for those in favor of keeping OR-Exchange a resource for the Operations Research community. There have been a lot of good questions asked this week. Although I threw a proverbial OR question about OR solvers some of the good ones include...

What file format for problem definition is suitable for OR-Exchange?

References for conjecture: Any regression can be translated into a math model

Please keep the questions and answers coming for OR-Exchange. For those that don't know about OR-Exchange I had a recent blog post about promoting this website for the Operations Research community.

OR-Exchange Needs Your Help

Michael Trick, maintainer of the OR-Exchange site, is finding himself in a predicament. Apparently the owners of Stack Exchange that make OR-Exchange possible are changing their terms of service and providing an ultimatum to the lower trafficked pages. OR-Exchange will have to shut down if it can not meet the new requirements.

I'm a fan of OR-Exchange. OR-Exchange is a great place to share ideas with the Operations Research community and find answers to questions. OR-Exchange is in the model of digg.com and reddit.com where you can vote up the questions and answers that you find favorable. That means value content will always rise to the top for easy dissemination.

Some people may argue that there is already a lot of information on the internet with Operations Research and that I can't argue against. The value of OR-Exchange is the dynamic collaboration with the Operations Research community. There can be value in posting Q&A topics and getting the community to answer to vote up and comment.

I urge you to give OR-Exchange a try to help promote this project. Otherwise we might lose a great resource.

Math is the New Cool for Employers

While parusing AnalyticBridge, Vincent Granville posted an article from the Wall Street Journal online that New Hiring Formula Values Math Pros. The WSJ article states that more and more companies are looking to statistics, data mining, and machine learning experts. Computer Science is waning compared to analytic experts. From the article...

The most desirable candidates, employers say, can have a variety of experience and educational backgrounds. Companies say specific degrees are less important than a focus on data-mining techniques.

This is definitely a trend I've been seeing. Companies want to see value delivered from their employees instead of just data management. I'm encouraged for the Industrial Engineering and Operations Research field and am looking forward to see how it takes off.

Legal issues with Data Visualization: AT&T and Verizon "Map For That"

CmdrTaco of Slashdot has a recent entry on AT&T sues Verizon over "Map For That" Advertising. CmdrTaco has a good point in that this story is about a lawsuit over data visualization. Sure there has been litigation in the past with false advertising. Yet this lawsuit is pointing to a topic that Operations Research practitioners take a great interest.

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.

IBM to open health analytics center in Dallas

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.

Understanding economies with video games?

Reuters has an article about a research study being conducted to study virtual economies in video games. Now these games are not your Pac-man's or even the newer Halo varieties. These games are massively mutli-player worlds that connect thousands of game players from all over the world in a virtual universe. A lot of these massive online games, also know as MMORPGs (massive multi-player online role-playing games) have an intricate trading economy included as part of the game itself. One researcher, Edward Castronova, is studying the economies of these games and how it compares to real world economies.

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.

Pi at a new record 2.5 trillion decimals

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.

IEOR Tools update: New Tools links

I just thought I would bring to the attention that I have added a few links to the IEOR Tools Web Forums and Resources.

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.

IBM buys SPSS analytics company

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.

Netflix prize has come to a dramatic end

The Netflix Grand Prize challenge has come to an end and it was a real race to the finish. It looked like the award was going to go to the team of BellKor's Pragmatic Chaos. Yet in a surprise, and perhaps very cunning move, a new team emerged known as The Ensemble.

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.

Robert McNamara, a pioneer in Operations Research

Robert McNamara (1916-2009) passed away this week leaving an interesting, diverse legacy to the world. McNamara is most notable as the Secretary of Defense during the Kennedy and Johnson administration during a time of extreme global conflict, most notable the Vietnam War. Yet not so familiar was McNamara's legacy to promoting Operations Research and the idea of applying mathematical principles to help decide large scale organizational challenges.

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.

Operations Research recent software releases

Here is an aggregate of software stories of some tools that have been released to the Operations Research community lately.

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 updates
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.

MiniZinc released
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.