Sunday, July 26, 2009

GLPK 4.39 released today

Andrew released GLPK version 4.39 today with some changes to the API. Some of the enhancements include the following
  • DIMACS format
  • reading plain data formats
  • reading and writing CPLEX formats
GLPK is the GNU Linear Programming Kit. GLPK is free to use, modify, and redistributed as based on the GNU Public License. GLPK can be used to solve linear programming, mixed integer programming, and related problems.

Wednesday, July 22, 2009

Idahostatesmen: Going beyond Vietnam, remembering McNamara for research

The Idahostatesmen.com has a good article on McNamara's influence on the field of Operations Research. Also in the article there is a good review of the history of Operations Research and how it has come to be a integral tool for industrial economic decision making. A great plug for Operations Research is how the author Lotterman, an economist teacher and writer, describes its broad appeal to many industries and not just its military roots.

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

Netflix grand prize in its final week

The race to the finish of the Netflix grand prize is in its final week. As it stands right now the leading team for the final grand prize is BellKor's Pragmatic Chaos.


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

Four open source mind mapping applications

Ostatic.com features four applications that can be used in the Mind Mapping process. Mind Mapping is the visual exercise of combining like ideas, thoughts, and processes together in an organized "mapped" diagram. Typical usage of Mind Mapping is for use on new projects, sharing thoughts for new ideas, and brainstorming exercises.

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:

Ostatic author Lisa Hoover does a great job explaining the merits of each application. I suggest giving these applications a try the next time new ideas need to "mined" in your organization.

Tuesday, July 7, 2009

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.

Thursday, July 2, 2009

GLPK enters the OR/MS Today's software listing


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 help-glpk@gnu.org (Help-GLPK info page).

Wednesday, July 1, 2009

Gender gap diminishing in Mathematics

I'm surprised our Operations Research blogging friend Laura of Punk Rock Operations Research has not brought this issue to our attention. Well let me oblige if I may. A blog article by Sharon Begley of Newsweek early last month shows that the math gender gap is not what it used to be in the past. The statistics bear out in a couple of studies that girls are reaching a parity with boys in the subject of mathematics. Yet Sharon explains in the article the there is still proof that the stereotype still exists. One notable reason is the lack of females who have won the noted Fields Medal. I was surprised to hear that there has not been one female to win the award.

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.