AIMMS Contest

I can’t resist competitions in operations research.  It brings out the competitor in me, even if it is more like ESPN and sports:  I like to watch others doing the work!

AIMMS (whose software I use in class) is sponsoring their second modeling competition, in conjunction with this year’s MOPTA (Modeling and Optimization: Theory and Applications) conference.  Last year’s competition was on scheduling trucks subject to maintenance requirements.  This year’s competition is on creating financial portfolios that embed tax issues:

Classical models used in portfolio optimization focus on return and risk. More complicated models take into account the effect of trading costs. In this case study your team will have to develop a tool to optimize a portfolio in the presence of different tax rules.

Financial models are not really my thing, but the case looks rich and interesting.  I think next year when we do the course, we might just assign the competition as the course project and see if our students can come up with a competitive result.

If anyone at CMU would like to take this on, and would like some faculty support (arranging for an independent study or similar), let me know:  it looks like  a lot of fun.

(In the interest of full disclosure, I should note that my colleague Willem van Hoeve arranged to get the AIMMS software for free for our course.   With AIMMS, we use Gurobi under their standard (free) academic licenses.)

Yo Trick! Where’ve you been?

I was annoyed at myself this morning when I realized that January was almost over and I had only 3 blog posts.  Since my goal is 3/week, it is clear that I am getting the year off on the wrong foot.   I could, of course, put in eight or so posts on being too busy to post (kinda like a tweet I had about being too busy to tweet!) but I don’t think my audience would fall for that:  being OR people, they are pretty smart and can see through such an obvious ploy.

But it has been an interesting month, so I thought I would update on some of things that are happening in my life.  Perhaps this will also help with the question “What does a faculty member do all day long?”

I’ll begin with teaching, since this is a pretty heavy teaching period, with two courses and three sections:

The first course is “Mining Data for Decision Making”, a course that I created back in 2000 for our MBA students.  This course is extremely popular with the MBAs and I ended with with full classes (80 students each) for the two sections, with about 40 on the waiting list.  After a couple less-than-stellar lectures, I got it whittled down to 7 left on the waiting list by the time the add-drop deadline came by.  One quick vignette:  In an early class, we talk about supermarket affinity cards and how much information you give supermarkets about yourself when you use their cards.  I point out that in return for that information, supermarkets give you discounts and perhaps can better tune their advertising efforts to your individual interests.  Of course, this can work against you:  if a supermarket believes that you will certainly buy a particular salsa, do you think they will give you a coupon for that salsa?  Should they give you such a coupon?  Since their actions are unclear, it is uncertain whether they are helping or hurting you with the information you give them.

That night, we got an automated call from our local supermarket saying that some hash browns we bought a few months ago were tainted with listeria (my wife’s response: “You cook once a month and even then you poison us!”).  They knew we bought the hash browns from the affinity card data, showing an advantage for using the card and providing correct contact data.

The other course I am involved with is Operations Research Implementations.  Our goal in this MBA course is to get way beyond the “four variable, three constraint” formulations and to get students doing things that look more like real-world projects.  We were lucky had had 20 students sign up, which is an ideal size for this type of course.  We chose AIMMS as our modeling package, with Gurobi as the underlying software. I am co-teaching this course with Willem van Hoeve. My main goal was to learn how to use AIMMS, and it has gone very well so far.  I also continue to be very impressed with the Gurobi solver.

For this course, students do a project (in teams), either from us or chosen on their own.  The ones we offered were

  1. Truck contracting (ala work I did with the postal service)
  2. Sports scheduling for a purpose-built little league complex
  3. Inbound distribution routing
  4. Wildlife corridor design

One group has already decided to do a project on their own:  ad placement in an online environment.  We’ll see whether other groups have their own ideas of if they are going to pick from the above).

More later on about doing academic administration, journal activities, and all the other things faculty members do.

Congratulations to Tom Magnanti

magnantiTom Magnanti has been appointed President of the Singapore University of Technology and Design, Singapore’s so-called “fourth university”.  Tom, of course, is one of the preeminent researchers and administrators in operations research.  He has written lots of influential papers and books.  His book with Bradly and Hax on Applied Mathematical Programming had a huge effect on me (take that Russ Ackoff) and is the sort of book the field badly needs now.

Tom was President of INFORMS while I was on the Board (he was President two before me, so we had some pretty in-depth interactions) and he was President of IFORS when I joined that board.  I know him well and he is a heck of a nice (and effective!) guy.

The new university is an exciting operation:  what would you do if you were given free reign to create a top-notch engineering and design school from scratch?  Tom, with his experience as Dean of Engineering at MIT, is a fantastic choice to lead this endeavor.  It is great to have an operations researcher in charge, and Tom is another example of operations research as a path to administrative success.

Modeling as a Teachable Skill

New post on the INFORMS Blog on a panel discussion I attended on how to teach modeling:

I just attended a nice “panel discussion” on Teaching the Art of Modeling, put together by Jim Orlin (MIT), Stephen Powell and Rob Shumsky (both from Dartmouth).  This was not your normal INFORMS session!  The panelists decided to do this as an “active learning” session, so audience members had to work throughout the session.  The first exercise was to think about how to model a hypothetical, but real-sounding problem:  “Suppose the Red Cross was considering paying people for their blood donations.  How would you provide them with a model that could help them understand the tradeoffs.”  That (paraphrased) was all the information we got.  We were then given 10 minutes or so to work individually on addressing this.  The idea would be that this would be the first 10 minutes of whatever multiple-hour process we would go through to get a “real” model.  Where would you start?

For many, the starting point was brainstorming:  putting down a whole set of issues to be considered and items that might go into the model.  For others, it was graphing some of the anticipated relationships between key issues.  Others still used techniques such as influence diagrams to help organize their thoughts.  Be a hard-core mathematical programming, I thought in terms of objectives, variables and constraints, and was pretty far along with my nonlinear, nonconvex mixed integer program when time was called.

Stephen Powell then asked some audience members what they did, eliciting the strategies given above.  He has experimented with this problem with students and learned a number of things about what they do (presumably either inexperienced or novice at modeling).  First, even for students who have taken modeling courses, it is surprising how little of what we teach gets used in this context.  Students, when faced with a fuzzy modeling problem, often do some combination of the following:

  1. They grab on to data like a lifeboat, prompty multiplying or dividing every number in sight in the hope of getting the “right answer” the professor is looking for.  The Red Cross example has no numbers, so they might make some up just to get going.
  2. They dispense with modeling and go straight to the answer: “This is a bad idea because …”
  3. They adopt inefficient methods and are unable to step back and recognize how inefficient they have become.
  4. They overuse brainstorming relative to any aspect of structured problem solving that they might have been taught.

If there is a column of numbers, you can bet that many students will immediately run a regression!

After discussing these results (there are a couple papers in the Journal of the Operational Research Society on “How Novices Formulate Models” that covers this), Jim and Rob were given a problem new to them (on a model for deciding on the best morgtage to get) and they showed how an influence diagram approach would be used to begin understanding and modeling.

Powell and his co-author Robert Batt have a book entitled Modeling for Insight (Wiley:  one of the exhibitors here) .

It was great to see a session that required the audience to do some work!  While I was not completely convinced by the modeling approach presented (give me my objective, variables, and constraints!), I was convinced about active learning as a way to make 90 minutes go by much faster and in a much more effective way.

Best Place for Undergraduate Engineering?

No, I am not going back to get a bachelor’s degree (actually, only my graduate degrees are in industrial engineering:  my bachelor’s is in math and computer science, so maybe I should go back!).  The son of a colleague of mine is planning to take engineering and wonders where to go.

In my mind, one of the main purposes of a university education is to get you fired up about some topic.  This “firing up” is kinda like lightning:  it is hard to tell when it is going to happen.  But enthusiastic faculty and an well-thought-out (and innovative) curriculum go a long way in improving the odds.

Is there any university that you have seen that you have really thought:  boy, that would be a great
place to get an undergraduate engineering degree?  While my colleague’s son is mainly interested in US or Canada, east of the Mississippi, I’d be happy to hear about any place for comparisons sake.

Operations Research Key to MBAs

Stacy Blackman, in the blog “Back to B-School”, has a short summary of the ideas of Matthew Stewart, author of The Management Myth, a book highly critical of of the world of MBA education. Since I primarily teach operations research in the Tepper MBA program, I was heartened by Stewart’s views:

While Stewart believes that highly specialized studies in areas such as process-oriented, operations research can be useful training for managers, it’s the case-study oriented, generalist programs such as Harvard Business School that are less useful. Stewart says this is a problem of content:

In order to produce generalist courses, business school professors have been forced to invent subjects called strategy, called organizational behavior, and so on. They’re pretty much pseudo-sciences, and when you use them as a basis for instruction, you’re really teaching people how to master arcane jargon that has minimal connection to the real world, as opposed to teaching them to really think.

Stewart would like to see MBA programs focus not only on business but on broader subjects that would be useful to developing knowledge and critical thinking, such as political theory or evolutionary biology. At the same time, he believes greater specialization is key. “Forget all this nonsense about general case studies and teach how logistics operations work in a complicated supply organization. Give them a real specialization as opposed to a phony one,” says Stewart.

I wouldn’t go as far as Stewart, at least as projected in these quotes, since I do believe there are useful insights from strategy and organizational behavior, primarily through the more formal, less “war story” teaching that you get at some business schools (including the Tepper School).

Maybe we can see a resurgence of operations research in business schools!

Advice to Doctoral Students

Noah Snyder, a doctoral student in mathematics at Berkeley, has a wonderful post on how to be a successful doctoral student (I lost track on where I saw this:  if it is from an OR blog, please let me know so I can give credit Thanks to Yiorgos Adamopoulos for his tweet on this).  While there is an emphasis on the situation in mathematics, I think the advice he gives is great (for the most part).  His thoughts revolve around the topics:

  • Prioritize reading readable sources
  • Build narratives
  • Study other mathematician’s taste
  • Do one early side project
  • Find a clump of other graduate students
  • Cast a wide net when looking for an advisor
  • Don’t just work on one thing
  • Don’t graduate until you have to

I particularly like his “build narratives” advice.  Every good piece of research has a story behind it.  Why is this research being done?  How does it fit?  Why should people care about this research (hint:  “The literature has a hole which I have now filled” is not a particularly evocative story)?  Once that story is found, research directions are clear, and the whole enterprise takes on a new life.  Note that the narratives are not the same as a popularization (like, say, a blog posting);  the example Noah gives is pretty technical:

In the 80s knot polynomials went through the following transition. First people thought about towers of algebras, then they replaced those with skein theory, then they related those to quantum groups. Attempts at categorification has gone backwards through this progression. First Frankel and Crane wanted to categorify quantum groups, when that proved difficult Khovanov instead categorified the skein theory. Finally, in Khovanov’s HOMFLY homology paper he went all the way back to categorifying towers of algebras and replacing them with towers of categories.

There is a narrative there, and it is one that will resonate with the research audience.

About 22 years ago, when I was a doctoral student trying to finish my dissertation, I had a terrible time putting things together.  I had lots of papers (it was a great time to be a doctoral student at Georgia Tech:  lots of great young faculty to work with) but I couldn’t put it together into a dissertation.  I remember getting snowed in during a rare Atlanta snowstorm and sitting down with a stack of index cards, on which I wrote all that I knew about or wanted to explore further.  I spent the next day or two shuffling the cards and putting them in different groupings and orders.  Out of that, a story finally appeared.  I don’t think it was a great story (the title of my dissertation was “Networks with Specially Structured Side Constraints”), but it was enough of a story to shape the disseration and provide a research agenda for the first years after graduation.

I see a lot of students who present work who don’t go beyond “My advisor told me this was a good problem”.  I think thinking about the narrative would do a lot of us good.

The only piece of advice I would disagree with from Noah’s post is the last one, where he suggests delaying graduation.  This may be forced by his field, which is extremely competitive, but I strongly disagree with that advice in operations research.  In general, I think students should get what they can out of a doctoral program, and push themselves to move on.  Our doctoral students make perhaps $20,000 a year or a bit more:  a comfortable graduate student living, of course.  But faculty salaries will be many times that amount, and even postdocs will pay better.  Don’t stay in school hoping for that one more paper that will put you over the top.  If you have only one more paper in you, you won’t last in this field anyway.  If you have more than that, do them at the next phase of your career.

I am not suggesting rushing through your doctoral program, but once you finish your fifth year here at CMU (we admit students from the bachelors degree, and give a masters degree along the way), we’d really like for you to think about moving on, and I think that is a pretty good general outline.

If you are a doctoral student, or a researcher of any age for that matter, I highly recommend reading Noah’s comments.

Autism and enthusiasms

The New York Times has an article on “Reaching an Autistic Teenager” describing an approach for teaching autistic kids, who generally are extremely self-absorbed and difficult to reach. The approach, where teachers and students alike work out how the day will go, with students learning to learn and to interact, sounds fantastic: I would have loved to have been part of that growing up.

Perhaps a reason for my enthusiasm comes from the following line in the article:

Children with autism — especially Asperger’s — are famous for all-consuming interests in Match-box cars, bus maps, train schedules, oscillating fans, Civil War battles, baseball statistics, black holes, dinosaurs, chess, or Star Wars.

Hmmm… for me would be “yes, yes, yes, no, yes, yes, yes, yes, yes, and yes”. And perhaps a bonus point for combining two and being fascinated with baseball schedules. You may draw your own conclusions.

Closing of the Florida International University Industrial and Systems Engineering Department

Florida International University is planning to shut down 17 degree programs, including industrial and systems engineering. I have good feelings for FIU, since my first doctoral graduate took a position there (in the business school; he has long since moved on), but it is shocking that a popular and important degree such as IE would not be offered. Here is the situation according the Miami Herald:

Florida International University has proposed eliminating 17 undergraduate and graduate degree programs, including some related to teaching, nursing and engineering, and laying off scores of employees in an effort to cope with deep budget cutbacks from the state Legislature.

Staff and faculty in the industrial engineering department say the decision to cut their program came as a shock, and was made without consulting them. Industrial engineering is a popular area of study, with 300 students currently enrolled in undergraduate or graduate level programs. Currently enrolled students would be able to finish their degrees over the next three years, after which the faculty and staff would be laid off, said Martha Centeno, associate professor in industrial engineering.

The INFORMS student chapter of FIU has been very active and has sent a plea for help and support:

We are currently pursuing a degree in Industrial & Systems Engineering (ISE) at FIU. FIU with no reasonable justification has proposed to permanently close our department. This decision will impact the current students, alumni, South Florida community and industry.

As students, we will be working on a degree which will not have the same value as it has today, having a degree from a department which does not exist is not the same as having a degree from a department which is stable and strong as it currently is.

This is the situation of over 300 students. We would like to encourage you to sign the petition that we, as students, are preparing for the Governor. The petition can be signed at the following link

We need your help more than ever to reach our goal to stop the closure of our department. It would be highly appreciated if you could send letter to the FIU’s president stating how important and valuable Industrial Engineering is, and foward this email to all Informs members. We are counting with your support to keep open a department that is strong, healthy and needed for the community. More information can be found at the following web site
Thank you so much for your valuable time, understanding and support.
Sincerely yours,
Industrial and Systems Engineering Student Body


Change in attire

Since today was

  1. The first working day after classes ended last week, and
  2. Warm and sunny in Pittsburgh,

I went to work in shorts and sandals. In honor of this, I would like to direct your attention to an article in Inside Higher Ed by Erik M. Jensen entitled “A Call for Professional Attire“. In the article, Jensen notes the standard sartorial choices of professors:

Professors, it’s been said, are the worst-dressed middle-class occupational group in America.

He offers a Uniform Uniform Code:

Faculty members shall, when on college grounds or on college business, dress in a way that would not embarrass their mothers, unless their mothers are under age 50 and are therefore likely to be immune to embarrassment from scruffy dressing, in which case faculty members shall dress in a way that would not embarrass my mother.

A response by the economist Brad Delong brings out how dress needs to change depending on the audience:

With math-oriented students, however, a tie tells them that I spend too little time thinking about isomorphisms.

For the record, when I teach MBAs, I teach the first class in a suit and tie. The second class, I take off the jacket half-way through. The third class, I take off the jacket immediately. The jacket is never to be seen again: I trust my students assume I take it off in my office, though it never leaves my closet. Later in the course, I might lose the tie for a couple of lectures if the course is going well; If the course is going poorly, I put on “power ties” of increasing power until I get the course going well again. When doing video teaching, I used to wear shorts with a shirt and tie, but the new system in place shows all of me, so I am back to wearing big-boy pants for all my classes. I only change the structure of my facial hair in the middle of a course if it is going so poorly that I need to subtly get across the idea of “new beginnings”. And I often wear shorts and am otherwise an embarrassment to my mother outside of teaching days.