Month: February 2009

Kurt Spielberg Passing

There is news from Monique Guignard, via a complicated path, that Kurt Spielberg has passed away, struck by a passing car outside the Philadelphia Museum of Art.  Kurt did a lot of work on how to make integer programming and relaxation methods really work in practice.   This work started in the 60s and continued right to the present. I did not know Kurt, but I continually came across his work whenever I thought I had a good idea (particularly when I was working on lagrangian relaxations):  typically Kurt got there decades before I did.

Annals of Operations Research has recently published an article by Kurt on his 40+ years at IBM (my university subscribes, of course, but I did find a copy on the web).  It is a fascinating story!  Kurt was one (the last?) of the “old style” people in operations research who began in physics and simply started solving operations research problems.  What a career Kurt had! He retired from IBM in 1990, but continued to be active in consulting, contract work, and grant support for his remaining years The paper shows his enthusiasm for optimization remained clear to the end.

Viewing Wednesday evening 7 to 9pm and Thursday morning 9 to 10am in the Schetter Funeral Home 304 W. Rt. 70, Cherry Hill, NJ. Mass of Christian Burial Thursday 11am in St. Peter Celestine RC Church, Cherry Hill, NJ. Interment Colestown Cemetery Cherry Hill, NJ.

Have you Registered for INFORMS Practice?

The INFORMS Practice Conference is one of my favorite conferences. It is here that I get most of my stories for my classes and get inspired about the areas I work in. I also get inspired about Operations Research in general: it is a great field, and this conference shows the wonderful things we do.

If you haven’t been to a Practice Conference, it is nothing like the big fall conferences.  The Practice Conference is seen as a “Listener’s Conference”:  unlike the main conference where anyone can present, only invited speakers present at the Practice Conference.  The quality of talks given by invited speakers ranges from good to unbelievably amazing (in contrast with the fall conference where the lower bound is much, much, much lower).  There are very few parallel sessions (no more than 5 or 6) and there are lots of opportunities for interaction, greatly enhancing the social capital of the conference.

Unfortunately, it is not a cheap conference.  Running a conference of the quality of the Practice conference takes money.  So if you are planning to go, be sure to register by February 27 to save yourself $150 or so.

Of course, one highlight of the conference is the  Edelman Competition.

I already have my registration in!

Visual Display of the Stimulus Package

Further to the $787 billion stimulus package (or 78 NSF Stimulus Package, as I like to call it), my finance colleague Bryan Routledge has done a wordle of the summary of the appropriations bill. Here it is (from www.wordle.net):

Stimulus Package Wordl
Stimulus Package Wordle

There is a lot to like in that picture. Certainly “science”, “research”, “grants” and “billion” go together quite nicely.

I want my 78 NSFs!

Three times a day, I trek across campus with a group of colleagues, most of whom are in finance and economics.  Conversation, not surprisingly, has often been on the financial mess the world is in.  How different the world would be if people in operations research ruled the world!  We’d need a little more centralization, of course, since our models tend to work better if we can impose “best” solutions.  And, undoubtedly, we would forget a constraint or two along the way, and perhaps ignore some stochastic elements that are a little hard to handle.  But I think we probably would have avoided the nuttiness that resulted in things like Iceland going bankrupt.

Now we are in the midst of yet another bailout.  This one seems to have a few more rules (as opposed to last year’s bailout that seems to have completely disappeared with no effect).  Among other things, it limits compensation for some of the bankers to a mere $500,000.  Of course, this has the bankers all in a tizzy:  we need multi-million dollar compensation to keep the best people!  Well, yes, given the past success of these people, perhaps we should pay them more just to keep them out of the more important parts of the economy, like food production and the manufacture of real things (though don’t get me started on the auto industry in the US)!

The new stimulus package includes good news that the National Science Foundation received an additional $3 billion, bringing its budget up to about $10 billion.  That number really puts the $787 billion stimulus package in perspective.  Instead of getting 78 NSFs we are getting … what exactly?

Added 6:20PM. As one of my less kind colleagues noted, this is exactly what I need for my proposals “ranked in the bottom 2%”.  Finally summer support!

New Life for the Operations Research Resources Page?

I have previously written about my frustration handling the INFORMS OR/MS Resources Page.  I wrote:

As announced last year, it is unclear whether this resource page will continue. On one hand I started this back in 1994, so it is sad to see it go after 15 years. On the other hand, the internet has changed a lot since then. There was no Google back then, so simply finding stuff was hard to do. Now, it seems that the age of “hand edited” links is at an end (if it wasn’t so five years ago). Keeping these pages up to date is ferociously difficult. And the spammers are unrelenting (and I don’t have the heart to change software again to combat them). So, there is every possibility that these pages will go away on April 15, 2009.

Jim Orlin may well have made the suggestion to save the Resources Page.  In short, he suggests combining the strengths of the Resources Page with the strengths of Google.  We can use the URLs within the resources page to seed a specialized google search.  I have tried to do this in the past (in fact, long before google with my own crawlers) but it never worked quite right.  Google seems to have it right now.

I see a number of real advantages of this approach.  For the user, when you want OR/MS pages, they need not be lost in the long google output.  For the Resources page, if you want to show up on the search, you need to keep the URL up to date and accurate.  The searches will be better because the URLs will be verified as OR/MS relevant.  Overall, I think this is the change that could breath new life into the Resources Page.

Want to check out the search?  I’m still working on it, before I put it on the resources page, but here it is in an experimental version:

The Edelmans are here!

The January-February 2009 issue of Interfaces is now online, which means the papers from the 2008 Edelmans have now arrived.  My only disappointment is that my “OR Techniques for Consultants” course was moved up 7 weeks, so this year’s students had to make due with last year’s papers.

The papers include:

Test Gurobi yourself!

In keeping with an unusually awesome collection of comments, Daniel Fylstra of Frontline Systems wrote regarding the new linear/integer programming software from Gurobi (apologies for the self-linking, but, hey!, it’s my blog!):

Although Gurobi Optimization plans to offer the Gurobi Solver directly (with its own APIs and tool set) starting in April, it’s available in a full commercial release this month (February) as embedded in several modeling systems (AIMMS, Frontline, GAMS, MPL). We have it available for download right now (15 day free trial with no other restrictions) at http://www.solver.com/gurobi. You can run the Mittleman benchmarks yourself, or solve your own models in MPS, LP and OSIL format using a little program GurobiEval that we include. You can create models from scratch, and solve them with Gurobi, either in Excel with our modeling system, Risk Solver Platform, or in C, C++, C#, VB6, VB.NET, Java or MATLAB using our Solver Platform SDK.

This is excellent news, and I look forward to experimenting with the new software.

If this level of comments keeps up, I’ll have to initiate a “quote of the week”!

Keep the Operations Research Name!

A few years ago, INFORMS spent significant amounts of money on its “Science of Better” campaign in an effort to brand the phrase “Operations Research”.  This was not an easy or uncontroversial decision.  Even choosing “Operations Research” was controversial.  Practically everyone agrees that it is a lousy name for a field:  it is uninformative and easily confused with many other fields.  But it is the historical name for the field, and trying to rebrand our field with a new name looked (and looks) hopeless.  So “Operations Research” it is, and the Science of Better campaign tried to get people to associate the phrase with success, competitive advantage, and all sorts of other good things.  People like Tom Cook, Irv Lustig, and many others put in tremendous efforts to get this campaign going.

By its nature, an advertising campaign for an idea is a hard thing to do, particularly for a society  of just 12,000 or so.  Spending a million or two was possible, but not tens or hundreds of millions.  That 30 second ad at the Super Bowl was right out.  The campaign did lots of interesting things, some of which (like the website and the enhanced Edelman Award) continue, but it is hard to find a meter that moved because of the campaign.  Despite that, I am very happy we had the campaign:  it reminded a lot of us as to the value of our field, and let others know of that value.

However, just as cities like Pittsburgh get tremendous advertising by being backdrops for national sporting event telecasts, our field gets its best advertising just in how departments and schools get mentioned.  In the New York Times today there is an article on how students at Princeton are having trouble getting jobs on Wall Street.  While the overall tenor of the article is depressing, the phrases that include operations research are very nice:

Despite being in the rigorous Operations Research and Financial Engineering program, …

…vast armies of Wall Street recruiters have traditionally taken over the historic Nassau Inn nearby to woo not just Operations Research and Financial Engineering whizzes but innocent art history majors as well.

Sure, it would be better to have been part of an article on how everyone in operations research is getting a $250,000 job and guaranteed life-fulfillment, but having the New York Times readers associate “operations research” with rigor and woo-ability is an association that we literally cannot buy.

So if you are part of a department (either in academia or business) considering replacing “operations research” with a trendier name (“analytics”, “business intelligence”, “information engineering” and so on), you might want to fight that move:  consider the fate of all the groups who went with “eBusiness” and “web” ten years ago.  And those of you who changed to something more “with-it”:  come on back!  There is still room under the umbrella for you.  You can be part of the “operations research” success.

Note added 7PM: I see the tagline on the Edelman Page is “The Best of Applied Analytics”.  Even INFORMS (INFAA?) isn’t immune to trendy names.

What stops you from using Open Source in Operations Research?

In the discussion of CPLEX versus Gurobi software, the discussion took an interesting turn when it came to open source (like that of COIN-OR).  Sebastian, bemoaning the cost of commercial packages such as CPLEX said:

I think another long-term way to make OR feasible in situations where the cost of Cplex cannot be justified is to invest in the long term development of open source alternatives. The COIN-OR solvers are quite good already (for LP and general non-linear programs they are even competitive with state-of-the-art). Moreover the CPL license IBM chose is very liberal and allows the solvers to be tightly integrated into commercial products without further obligations.

If more companies would support the development as a long-term investment it could be in their best interest.

Shiva, an OR practitioner for a decade replied:

Sebastian: We did investigate open-source methods (including COIN), but after reading the fine print, legal departments tend to shoot it down with prejudice to avoid exposing the company to potential lawsuits down the road. It was another frustrating experience, since like all O.R folks, I love what COIN’s been doing.

Larry, of IEOR Tools, replied:

Shiva, Great points on barrier to entry. I too have been caught in that world of justifying an IT expense for the sake of desicion modeling. For instance, one kind find a decision analysis by just using a spreadsheet. Is it optimal? No. Does it offer a solution? Yes. The key is to justify the long term gains of optimal decision processes. I believe that is the trick.

Yet I have definitely found a great niche and I think the OR community can great help with this issue. Open Source software has the added benefit of community support, development, and implementation without the cost structures. It’s something I have started talking about on my blog. I believe it can have profound affects on the OR community.

I repeat all this because this is one of the best exchanges we have had on MTORB.  I am part of COIN-OR (a member of the “Strategic Leadership Board”, though I feel at sea at this compared with my more experienced colleagues).  And it does interest me why more people don’t use COIN-OR.  For me, there are issues with documentation:  I don’t have a lot of time when I learn a new tool, and much open source stuff doesn’t have documentation and examples at the level of commercial software.  I spent a summer working with Symphony, now at COIN-OR, and it was great fun.  I even put together a document on my experience that was part of the distribution at one point.  But I am not sure how many summers I can spend on working through new software.  So I use COIN-OR software but not as much as I should.

I am also interested in why people do use COIN-OR and other open source tools.  I very much welcome thoughts on this issue, and thank Sebastian, Shiva, and Larry for getting this going.