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Optimization, Operations Research and the Edelman Prize

This year, I have the distinct honor of chairing the committee to award the Franz Edelman Award, given out by INFORMS for the best work that “attests to the contributions of operations research and analytics in both the profit and non-profit sectors”.  This competition has been incredibly inspiring to me throughout my career.  Just this year, as a judge, I got to see extremely high-quality presentations on eradicating polio throughout the world, bringing high-speed internet to all of Australia, facilitating long kidney exchange chains, and more.  I have seen dozens of presentations over my years as an Edelman enthusiast and judge, and I always leave with the same feeling: “Wow, I wish I had done that!”.

There is nothing that makes me more enthusiastic about the current state and future prospects of operations research than the Edelman awards.  And, as a judge, I get to see all the work that doesn’t even make the finals, much of which is similarly inspiring.  Operations Research is having a tremendous effect on the world, and the Edelman Prize papers are just the (very high quality) tip of the iceberg.

I was very pleased when the editors of Optima, the newsletter of the Optimization Society of INFORMS, the newsletter of the Mathematical Optimization Society, asked me to write about the relationship between optimization and the Edelman Prize.  The result is in their current issue.  In this issue, the editors published work by the 2013 winner of the Edelman, work on optimizing dike heights in the Netherlands, a fantastic piece of work that has saved the Netherlands billions in unneeded spending.  My article appears on page 6.  Here is one extract on why the Edelman is good for the world of optimization:

There are many reasons why those in optimization should be interested in, and should support, the Edelman award.

The first, and perhaps most important, is the visibility the Edelman competition gets within an organization. A traditional part of an Edelman presentation is a video of a company CEO extolling the benefits of the project. While, in many cases, the CEO has already known about the project, this provides a great opportunity to solidify his or her understanding of the role of optimization in the success of the company. With improved understanding comes willingness to further support optimization within the firm, which leads to more investment in the field, which is good for optimization. As a side note, I find it a personal treat to watch CEOs speak of optimization with enthusiasm: they may not truly understand what they mean when they say “lagrangian based constrained optimization” but they can make a very convincing case for it.

Despite the humorous tone, I do believe this is very important:  our field needs to be known at the highest levels, and the Edelman assures this happens, at least for the finalists.  And, as I make clear in the article: it is not just optimization.  This is all of operations research.

There are dozens of great OR projects done each year that end up submitted to the Edelman Award.  I suspect there are hundreds or thousands of equally great projects done each year that don’t choose to submit (it is only four pages!).  I am hoping for a bumper crop of them to show up in the submissions this year.  Due date is not until October, but putting together the first nomination would make a great summer project.

Blogging and the Changing World of Education

As a blogger, I have been a failure in the last six months.  I barely have enough time to tweet, let alone sit down for these extensively researched, tightly edited, and deeply insightful missives that characterize my blog.  I tell you, 1005 words on finding love through optimization doesn’t just happen!

phdtimeI have my excuses, of course.  As the fabulous PHD Comics points out, most of us academics seem somewhat overbooked, despite the freedom to set much of our schedule.  I am not alone in being congenitally unable to turn down “opportunities” when they come by.  “Help hire a Norwegian professor?” Sounds fun! “Be the external examiner for a French habilitation degree?” I am sure I’ll learn a lot!  “Referee another paper?” How long can that take?  “Fly to Australia for a few days to do a research center review?”  Count me in!  And that was just four weeks in February.

All this is in addition to my day job that includes a more-than-healthy dose of academic administration.  Between doing my part to run a top business school and to move along in research, not to mention family time, including picking up the leavings of a hundred pound Bernese Mountain Dog (the “Mountain” in the name comes from said leavings) and entertaining a truly remarkable nine-year-old son, my time is pretty well booked up.

And then something new comes along.  For me, this newness is something I had a hand in putting together: the Tepper School’s new FlexMBA program.  This program offers our flagship MBA program in a hybrid online/onsite structure.  Every seven weeks or so, students in the program gather at one of CMU’s campuses (we have them in Pittsburgh, Silicon Valley, and New York, we have not yet used our Qatar campus) and spend a couple days intensively starting their new courses.  This is followed by six weeks of mixed synchronous and asynchronous course material.  Asynchronous material is stuff the students can do in their own time: videos, readings, assignments, and so on.  The synchronous lesson is a bit more than an hour in a group, meeting via a group video conference, going over any issues in the material and working on case studies, sample problems, and so on.  The course ends with exams or other evaluations back on campus before starting the next courses.

Our commitment is to offer the same program as our full-time residential MBA and our part-time in-Pittsburgh MBA.  So this means, the same courses, faculty, learning objectives, and evaluations that our local students take.

We started this program last September with 29 students, and so far it has gone great.  The students are highly motivated, smart, hard-working, and engaged.  And the faculty have been amazing: they have put in tons of work to adapt their courses to this new structure.  Fortunately, we have some top-notch staff to keep things working.  Unlike some other MBA programs, we have not partnered with any outside firm on this.  If we are going to offer our degree, we want it to be our degree.

I have just finished my own course in this program.  I teach our “Statistical Decision Making” course.  This is a core course all MBA students take and revolves around multiple regression and simulation (the interesting relationships between these topics can wait for another day).  This is not the most natural course for me:  my research and background is more  on the optimization side, but I very much enjoy the course.  And teaching this course has made clear to me the real promise of the hot phrase “business analytics”:  the best of business analytics will combine the predictive analytics of statistics and machine learning with the prescriptive analytics of optimization, again a topic for another day.

My initial meeting with the students concentrated on an overview of the course and an introduction to the software through some inspiring cases.  We then moved on the the six-week distance phase.  Each of the six modules that make up a course is composed of four to eight topics.  For instance, one of my modules on multiple regression includes the topic “Identifying and Handling Muliticollinearity”.  (Briefly: multicollearity occurs when you do regression with two or more variables that can substitute for each other; imagine predicting height using both left-foot-length and right-foot-length as data).  That section of the module consists of

  • A reading from their textbook on the subject
  • One 8 minute video from me on “identifying multicollinearity”
  • One 6 minute video from me on “handling multicollinerity”
  • A three minute video of me using our statistical software to show how it occurs in the software (I separate this out so we can change software without redoing the entire course)
  • A question or two on the weekly assignment.

It would be better if I also had a quiz to check understanding of the topic, along with further pointers to additional readings.

So my course, which I previously thought of as 12 lectures, is now 35 or so topics, each with readings, videos, and software demonstrations.  While there are some relationships between the topics, much is independent, so it would be possible, for instance, to pull out the simulation portion and replace it with other topics if desired.  Or we can now repackage the material as some supplementary material for executive education courses.  The possibilities are endless.

Putting all this together was a blast, and I now understand the structure of the course, how things fit together, and how to improve the course.  For instance, there are topics that clearly don’t fit in this course, and would be better elsewhere in the curriculum.  We can simply move those topics to other courses.  And there are linkages between topics that I did not see before I broke down the course this finely.

I look forward to doing this for our more “operations research” type courses (as some of my colleagues have already done).  Operations Research seems an ideal topic for this sort of structure.  Due to its mathematical underpinnings and need for organized thinking, students sometimes find this subject difficult.  By forcing the faculty to think about it in digestible pieces, I think we will end up doing a better job of educating students.

Creating this course was tremendously time consuming.  I had not taken my own advise to get most of the course prepared before the start of the semester, so I was constantly struggling to stay ahead of the students.  But next year should go easier:  I can substitute out some of the videos, extend the current structure with some additional quizzes and the like, adapt to any new technologies we add to the program, and generally engage in the continuous improvement we want in all our courses.

But perhaps next year, I won’t have to take a hiatus from blogging to get my teaching done!

 

Russia really owned this podium

Back in 2010, Canada’s  goal was to “own the podium” at the Winter Olympics.  What “owning the podium” meant was open to interpretation.  Some argued for “most gold medals”; others opted for “most overall medals”; still others had point values for the different types of medals.  Some argued for normalizing by population (which was won, for London 2012, by Grenada with one medal and a population of 110,821, trailed by Jamaica, Trididad and Tobago, New Zealand, Bahamas, and Slovenia) (*). Others think the whole issue is silly: people win medals, not countries.  But still, each Olympics, the question remains: Who won the podium?

I suggested dividing the podium by the fraction of “reasonable” medal weightings that lead to a win by each country.  A “reasonable” weighting is one that treats gold at least as valuable as silver; silver at least as valuable as gold; no medal as a negative weight; and with total weighting of 1.  By that measure, in Vancouver 2010, the US won with 54.75% of the podium compared to Canada’s 45.25%.  In London 2012, the US owned the entire podium.

The Sochi Olympics have just finished and the result is…. Russia in a rout.  Here are the medal standings:

 

2014medals

Since Russia has more Gold medals than anyone else plus more “Gold+Silver” plus more overall, there are no reasonable weightings for gold, silver, and bronze that result in anyone but the Russian Federation from winning.

Nonetheless, I think Canada will take golds in Mens and Womens hockey along with Mens and Womens curling (among others) and declare this a successful Olympics.

———————————————————————————

(*)  I note that some sports limit the number of entries by each country, giving a disadvantage to larger countries for population based rankings (there is only one US hockey team, for instance but Lithuania also gets just one).

Own a Ton of Operations Research History

dantzigOr perhaps own two tons of Operations Research History (I am not sure how much 70 bankers boxes weigh)!  And not just any history:  this is the mathematics library of George B. Dantzig, available by “private treaty” (i.e.: there is a price;  if you pay it, you get the whole library) from PBA Galleries.  I suspect everyone who reads this blog knows who Dantzig was, but just in case: he is the Father of Operations Research.  His fundamental work on the simplex algorithm for linear programming and other work should have won the Economics Nobel Prize. He had a very long (spanning the 1940s practically to the end of his life in 2005) , and very influential, career.  You can read more about him in this article by Cottle, Johnson, and Wets.

At the auction site, there are also some reminiscences from his daughter Jessica Dantzig Klass.   She talks about some of the books in the library:

I found two copies of Beitraege zur Theorie der linearen Ungleichungen, Theodore S. Motzkin’s dissertation, translated “Contributions to the Theory of Linear Inequalities.” This work anticipated the development of linear programming by fourteen years and is probably the reason Motzkin is known as the “grandfather of linear programming”. A close family friend, Ted, as he was known, was a gentle, mild mannered man, with intense eyes, and a sweet smile, and he “lived” mathematics, even keeping small pieces of paper by his bed, so that when he had an idea at night he would be able to write it down. His dissertation is interesting from an historic perspective; bridging the gap between Fourier and my father’s work. Ted, a student at the University of Basel in Switzerland, was awarded his Ph.D. in 1933, but it was not published until 1936 in Jerusalem. One can trace the mathematical lineage of Motzkin’s advisor, Alexander Ostrowski, back to Gauss. And until his untimely death in 1970, Motzkin was my husband’s Ph.D. advisor at UCLA.

I don’t know how expensive the collection is (and I certainly don’t have room for 70 bankers boxes of material), but it would be great if an organization (INFORMS, are you listening) or a historically-minding researcher picked this up.  I suspect in the future, there will be far fewer libraries from great researchers.  I know that my own “library” is really nothing more than the hard drive on whatever computer I am using.

Scheduling Major League Baseball

ESPN has a new “30 for 30″ short video on the scheduling of Major League Baseball.  In the video, they outline the story of Henry and Holly Stephenson who provided Major League Baseball with its schedule for twenty-five years.  They were eventually supplanted by some people with a computer program.  Those people are Doug Bureman, George Nemhauser, Kelly Easton, and me, doing business as “Sports Scheduling Group”.

It was fascinating to hear the story of the Stephensons, and a little heart-breaking to hear them finally losing a job they obviously loved.  I have never met Henry or Holly, and they have no reason to think good thoughts about me.  But I think an awful lot of them.

I began working on baseball scheduling in 1994, and it took ten years of hard work (first Doug and me, then the four of us) before MLB selected our schedule for play.

Why were we successful in 2004 and not in 1994? At the core, technology changed. The computers we used in 2004 were 1000 times faster than the 1994 computers. And the underlying optimization software was at least 1000 times faster. So technology made us at least one million times faster. And that made all the difference. Since then, computers and algorithms have made us 1000 times faster still.  And, in addition, we learned quite a bit about how to best do complicated sports scheduling problems.

Another way to see this is that in 1994, despite my doctorate and my experience and my techniques, I was 1 millionth of the scheduler that the Stephensons were. Henry and Holly Stephenson are truly scheduling savants, able to see patterns that no other human can see. But eventually technological advances overtook them.

More recently, those advances allowed us to provide the 2013 schedule with interleague play in every time slot (due to the odd number of teams in each league), something not attempted before. I am confident that we are now uniquely placed to provide such intricate schedules. But that does not take away from my admiration of the Stephensons: I am in awe of what they could do.

 

 

In Praise of Poster Sessions

At the recent INFORMS (Institute for Operations Research and the Management Sciences) conference, I was a judge for one of the days for the poster session (or “Interactive Session”, as INFORMS prefers).  As a judge, I first spent five minutes each with three participants.  After making recommendations for finalists, the entire judging panel (a dozen or so people) then spent five minutes each with five finalists.  We then crowned a third place, second place, and first place winner.

A week after the conference, I can describe in detail what each of those eight researchers (all students, I believe) did.  I can give you the strengths and weaknesses of the research of the eight posters, and can use them as examples of work that goes on in our field.  If I were hiring, I know at least two or three people I would love to have at the Tepper School.   All this with forty minutes of engagement.

Contrast this with the presentations I saw in the “regular” sessions.  I attended four sessions (not including my own, nor tutorials or plenaries).  Each was ninety minutes long, so that makes six hours.  During that time, I saw about 14 presentations.  I remember about half of them.  I didn’t really get a chance to ask questions, and I tuned out of some once I really understood what they were going to inflict on me.  Again, there were at least two or three people I would love to have at the Tepper School, some of whom are already here (and I didn’t tune out of those!), but, overall, the talks I saw did not turn out to be as memorable as the interactive presentations.

Worse, consider the plight of a student I know.  He was to give a talk in a “regular” session.  There were two people in the room other than the speakers.  Two speakers did not show.  The other talks were on nothing at all similar to what the student had done, so everyone in the room spent his talk reading the bulletin wondering where they would rather be.  No questions, no interaction.

Or another student who ended up with just ten minutes to present because the session chair allowed the other, more senior, people to run over.  Or another student I saw who had a delightful talk curtailed by technological and other issues.  A PhD comic seems particularly appropriate here:

PhD Comics take on Conference presentations

So, I guess my question is: “Why don’t we have more poster interactive sessions?”  Or even all poster sessions, except for the tutorials and plenary presentations.  It is good for the presenter and good for the participants!

Note added:  This also reminds me of having a five minute video as an adjunct to a paper, as this one sent to me by Les Servi.  It is a great way to determine if a paper is worth further study.

INFORMS 2013: “Dessert? I like Dessert!”

I have posted to the INFORMS Conference blog again, this time on “Dessert? I like Dessert!”.

INFORMS Conferences and Reading the Tags

It is time again for the highlight of the operations research calendar: the INFORMS Annual meeting.  As always, I will be blogging at the INFORMS site, with a copy here.  But really: check out the INFORMS blogging site.  Lots of bloggers and lots of activity.

Here is my first entry this year:

The INFORMS 2013 conference is ready to start.  I think I was the second registrant to check in, since the doctoral colloquium is starting early tomorrow.

As you look at people’s name badges, you may be struck by the tags associated with them.  For instance, I ended up with seven tags in my registration envelope, which I think is the largest number of tags I have gotten since I was on the board.  Those tags identify participants by some of the special things they are doing at the conference.

informs2013 tagsGoing down though my tags, they run as follows:

  1. Colloquium.  I am speaking at the student colloquium about how to handle the service issues in the profession.  For instance, if you do too much service, you might end up with seven tags in your registration envelope.
  2. Coffee with a Member.  This is a great program that matches up first-time attendees with more seasoned people.  After 4PM, this turns out to be “Beer with a Member”.
  3. I’m going Green.  I chose not to get a printed program (which weighs about 2 pounds).  I am using a really cool app instead.
  4. I tweet @informs2013.  I don’t always tweet, but when I do, I tweet @informs2013.  Like all the cool kids
  5. Blogger.  Like, this thing.
  6. 25+ Year Member.  I’m old…
  7. Fellow.  … who did a few things in order to get that nice yellow tag (which I am unironically proud of).

The most important thing to know about those tags is the following

If you see someone with three or more tags, you can ask them anything.

Anyone with multiple tags is truly (and unironically) part of the community.  So if you are lost, or confused, or just looking for someone to talk to, grab someone with multiple tags.  They are committed to INFORMS.  If you have a question, they will find someone who will have the answer.  If you are lost, they will work to get you found.  And if you don’t have someone else to talk to, they will be happy to talk to you (ask them about their tags).  They will talk about INFORMS and the field so much that you will likely need to find another three-tag member for rescue.  Because they believe in the field and in INFORMS.   And they want you to have a successful conference.

As for seven-tag members, approach them with caution.  They are so into the organization that you might end up on a committee!

I am looking forward to the conference, and hope to make a few more friends in the next few days.

 

The Pirates have not clinched a non-losing season

nl_standingsThe newspapers here are full of news that the Pittsburgh Pirates (Major League Baseball) have broken a twenty-year reign of mediocrity by guaranteeing a non-losing season.  Since they have won 81 games in a 162 game season, that seems self-evident.

But those of us in operations research know enough to check out the details before leaping to a conclusion.  Consider the following situation:

1) The Pirates proceed to lose all their remaining games to end up at 81-81.

2) St. Louis and Cincinnati pass the Pirates, to win the division and the first wild-card.

3) Arizona ends up at 81-81 also, with all other teams (except division winners) with a worse record.

The Pirates would then play Arizona a one-game tie-breaker to determine who the second wild-card team is.  Suppose (horrors!) they lose again.  Where does the game count?  It turns out that tie-breaking  games count in the regular season records, as Wikipedia confirms.  So Pittsburgh would end up 81-82, for another losing season.  Note that it has to be a one-game tie-breaker:  subsequent playoff games are not included in regular season records.

I don’t think anyone is losing sleep over this possibility.  But a correct computer system for determining clinching of non-losing seasons would have to take this into account.   Having worked on such a system for another professional sports league, I can assure you that all the difficulty is in these near (but not quite) impossible events.  99% of the code handles cases that have never occurred, and are unlikely to occur in our lifetimes.

Note that if Pittsburgh wins one more game, then they are guaranteed a winning season:  a tie-breaker can’t turn their record into a losing (or .500) season.

Update 9/9: With the win tonight, the Pirates guarantee a winning season.  Now the streak is truly broken!  Go Bucs!

 

COIN-OR needs a new web site

A long, long time ago (1995 to be exact), INFORMS asked for volunteers to put together its website.  While I was hesitant (I was an untenured assistant professor), I decided to apply, and I became the editor of INFORMS Online.  There are few decisions that had such wide-ranging, and unforeseen, effects.  I met people (like Brian Borchers, Matt Saltzman, and many others) who have been good friends and colleagues to this day.  I worked with an amazing staff, many of whom (like my good friend Mary Magrogan) are still with INFORMS.  And I learned a lot about how to distribute information to a large, distributed organization (getting significant information from the members would have to wait for later generations of web masters).  Eventually I became President of INFORMS (for the year 2002) and Vice President for IFORS.  And, it turned out, I eventually even got tenure.  There are few decisions I have made that have changed my life so much.

One of my favorite organizations, COIN-OR,  is looking for someone to help with their website issues.   COIN-OR is a major force for open source resources in operations research. While I won’t guarantee it will change your life, I highly recommend getting involved in organizations like COIN-OR:  you meet people, you learn a lot, and somehow, life seems to work out better when you are involved in things.  Here is the announcement:

General overview:

The COIN-OR foundation is a non-profit foundation that hosts 50+ open source software projects. Currently, the Web site is hand-crafted HTML (www.coin-or.org). Pages are hosted in subversion and checked out from there. Pages describing individual project are rendered from XML (see, e.g.,https://projects.coin-or.org/SYMPHONY/browser/conf/projDesc.xml and http://www.coin-or.org/projects/SYMPHONY.xml). Project source code is hosted in subversion with TRAC providing an integrated wiki and bug tracking (see, e.g., https://projects.coin-or.org/SYMPHONY). A mailman list serve is used for support, user feedback, etc. (see http://list.coin-or.org/mailman/listinfo/). Individual projects get Web space in the form of pages checked our from subversion (see, e.g., https://projects.coin-or.org/SYMPHONY/browser/html and http://www.coin-or.org/SYMPHONY/index.htm)

The general idea is to give the site a complete makeover to give it a more modern look and feel, social media integration, Web *.* capabilities. We implemented a test site in WordPress to play with ideas.

http://wptest.coin-or.org/

Specific design goals:

1. Move site to a CMS that will allow easier maintenance, ability to grant edit permission to individual pages, ability to edit in the browser, etc. Currently, WordPress seems to do all we need and we are familiar with WordPress. We’re open to other suggestions, however.
2. With the move to CMS, upgrade look and feel of the site and add capabilities, as follows:
– Implement forums for support and user feedback. Should include the ability to have general high-level forums, as well as individual forums for each project. Users should be able to create accounts on the site and post to the forums. Forums should be moderated (or at least should have the ability to moderate.
– Upgrade TRAC to the latest version, integrate support for git, and integrate the look and feel into the overall Web site.
– Implement single sign-on for the Web site (forums), the TRAC site, subversion. and git (so far, the best solution for this seems to be OpenID). Support ability to require e-mail address for valid registration and to capture basic demographic information (again, OpenID seems the easiest option).
– Implement download form that asks downloaders to fill out a form with basic demographic information (possibly requiring some sort of account creation).
– Support the ability to auto-generate project information pages from XML templates checked out from the subversion repos of individual projects, as with current site.
– Support blog(s) for posting news items. Each project should have its own blog, but these individual blogs could be hosted on the sites of individual projects (see 3 below).
– Support an events calendar.
3. Support the creation of individual sites for each project using the same CMS (WordPress allows this).
4. Ideally, create a separate site for the foundation itself.


Dr. Ted Ralphs
Associate Professor, Lehigh University
(610) 628-1280
ted ‘at’ lehigh ‘dot’ edu
coral.ie.lehigh.edu/~ted

If you are interested, contact Ted:  the COIN-OR group is a great group to work with!