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.

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 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.


An Operations Research Nobel?

This entry is a copy of an blog posting I made for the INFORMS Phoenix conference blog.

The Nobel Prize committee has never quite taken to operations research.  If George Dantzig  was not awarded the prize, it is hard to see what our field has to do in order to be recognized.  But many recipients are well-known in our field and their research has drawn from, and inspired, research in operations research.  This year’s Economics award recognizes two  economists, Al Roth and Lloyd Shapley, who are very well known in our field, and have strong ties to INFORMS and its predecessor organizations.

Shapley was recognized by ORSA with the von Neumann Theory Prize in 1981.  Here is part of the citation:

Lloyd Shapley has dominated game theory for the thirty-seven years since von Neumann and Morgenstern published their path-breaking book, The Theory of Games and Economic Behavior. Shapley’s key ideas include his inventions of convex games; stochastic games; the “Shapley” value for cooperative games; and his development of the theory of the core, including his independent discovery of the famous Bondareva-Shapley Theorem about the non-emptiness of the core. He has made important contributions to network flow theory and to non-atomic game theory. His work on the core influenced the development of fixed-point and complementarity theory, and his work on stochastic games influenced the development of dynamic programming. His individual work and his joint research with Martin Shubik has helped build bridges between game theory, economics, political science, and practice. Roth received the Lanchester Prize

Roth received the Lanchester Prize in 1990 for the book with coauthor Mari Ida Sotomayor, Two-Sided Matching: a Study in Game Theoretic Modeling and Analysis (Cambridge University Press, 1990).  The citation read, in part:

n their book, Alvin Roth and Mari lda Oliveira Sotomayor use policy evaluation and empirical observation as a guide to deep mathematical analysis. They demonstrate in precise, insightful detail how game theory in general, and matching markets in particular evolved into fields that are grounded in strong theory and, at the same time, are quite relevant to real issues of practice. The theory of matching markets, to which the authors have been major contributors, originated with the famous 1962 Gale-Shapley paper, ‘College Admissions and the Stability of Marriage.

The Prize Page notes that Roth’s comments included the following:

When I received my PhD in Operations Research almost 20 years ago, game theory was as much at home in O.R. as in any other discipline. Today I sit in an economics department, and the situation is very different. Game theory has grown enormously and become the backbone of modern economic theory, but in operations research it seems to be studied and used relatively little. This is an enormous missed opportunity, and one of our hopes for the book is that it should help explain the nature of this opportunity.

I don’t know if Roth’s comments hold today.  Certainly, game theory provides a strong underpinning to what we do, particularly in areas like supply chain and marketing with multiple actors with different objectives. And that area has grown tremendously since Roth’s comments in 1990.  There are more than 200 papers at this conference that have some aspect of game theory in their abstract.  So our field is certainly active in this area.  But there is a tremendous amount of work in the economics literature also.

Congratulations to Roth and Shapley.  It might not be a pure “Operations Research Nobel” but it is pretty darn close.

Image credits: From the official Nobel Prize page.

George Nemhauser and Laurence Wolsey win von Neumann Theory Prize

twitter report has George Nemhauser of Georgia Tech winning the von Neumann Theory Prize from INFORMS.


Turns out that you can confirm this at the online conference program:  George Nemhauser and Laurence Wolsey are this year’s von Neumann Prize winners.  This is great news!  George and Laurence are two of my favorite people in the field.  I know George better than Laurence, since he and I are partners in our small sports scheduling company, so I work with him pretty closely.  And I did take a few courses from him when I was a doctoral student at George Tech a century or two ago.   I have interacted often with Wolsey at conferences, and he was kind enough to host me in Louvain years ago. The book George and Laurence wrote is a classic of integer programming and I am actually stunned they did not receive this award years ago.

But this is my blog, not George or Laurence’s, so let me say two things about me in this context:

  1. George and I have a paper that we wrote back in the late 1990s on scheduling Atlantic Coast Conference basketball.  It is dated now, of course (you can solve this problem in seconds rather than hours), but it remains one of my favorite papers, and I think it was pretty influential in kindling interest in sports scheduling optimization.  I wrote it over a 3 day period while snowed in during a year I spent at MIT.  The published version is almost identical to what I wrote in those three days.  I see it is one of George’s top 15 cited papers, but that probably is not the reason he got the von Neumann.  Note that George’s most cited work is his textbook with Wolsey:  Google Scholar is a bit confused about this.
  2. Last year’s winner of the von Neumann was Gerard Cornuejols, who is my colleague at the Tepper School.  Looks like “closeness to Michael Trick” is a key criterion for the von Neumann, though actually being Michael Trick is too close to get the bonus points.

Assuming the rumor is true, Congratulations George and Laurence!


Become an Operations Research Editor!

While the popular conception of a university professor is someone who stares at arcane notation on a whiteboard until interrupted by the need to teach pesky undergraduates, there are many more activities that are part of the professorial portfolio.  We drink coffee with colleagues, gossip about departmental politics, attend conferences in far-flung locales, referee papers, train doctoral students, write blog entries, tweet, volunteer for professional societies, and much more.  There are a ton of things that can go into a professional life.

One key professional role is that of editor of a professional journal.  Editing a journal is not a job to take on lightly.  It requires a 3-5 year commitment and that commitment is contuous.  Except for editing the “big journals” like Management Science or Operations Research, an editorship is not terrifically time consuming, requiring just a few hours per week.  But it requires those hours each and every week:  nothing will kill a journal quicker than an on-and-off editor who only responds when crises have grown so large as to not be ignored.

In return for that time, the editor can have a unique and personal effect on a journal.  The editor’s judgement will determine the quality of the journal, and the editor’s energy will define the scope and creativity in the journal.

There are two journals that are looking for editors for which this scope and creativity issue is particularly important:

  1. INFORMS Journal on Education.  ITE is an online-only journal of INFORMS with a goal of advancing education in OR/MS.  The journal has published pieces on educational theory, case studies, surveys, curricula, and much more.  I have found the journal to be very useful as I prepare my classes, and I have published in it.  This would be a great post for a creative researcher with a passion for educational issues.  Nominations are due June 30, 2012
  2. Surveys in Operations Research and Management Science.  I am even closer to this journal, since I am one of the thee (along with Jan Karel Lenstra and Bert Zwart) co-editors.  This journal was designed as the followup to the well-regarded Handbooks in ORMS that Jan Karel Lenstra and George Nemhauser handled for a decade or so.  The idea was to publish high quality surveys (like in Handbooks) without the lead time required by the Handbooks.  Like many new journals, it has been a real task to get off the ground, but we will have published three years worth of journals at the changeover.  This journal needs a highly-energetic, well-connected editor who can give it near undivided attention over the next few years to put the journal on solid footing.  It is an Elsevier journal which gives it some disadvantages (some choose not to work with commercial publishers) and advantages (editorial support is very, very good).  I’ve greatly enjoyed working with Jan Karel and Bert and the rest of the team on this, but it needs an individual or group which is less scattered in their interests than I am at this point.  Applications are due July 31, 2012.

Taking on a journal is a big responsibility, but it can be very rewarding. Short of doing Lanchester Prize level work, it is one of the best opportunities you have to have a real effect on the field.

All Hail the Mighty Rose (and Mary and David and the rest of the gang at INFORMS)

A bit over a year ago, INFORMS took over sponsorship of OR-Exchange, a question and answer site for operations research and analytics.  And when I say “sponsorship”, I mean they agreed to host the site and provide all the infrastructure for the system.  It was a generous offer to a community that had been struggling to find a reliable home.

Since then, OR-Exchange has, in some ways, thrived.  There are more than 600 questions, more than two thousand answers, and scores of participants.  Almost every question gets some sort of answer, and often three or four useful responses.  The site has avoided (much) spam through the diligence of the administrators (users who receive enough karma through their engagement with the site).

But it has not all be “rosy” (a bad pun, for reasons you will see!).  The system response has been, charitably, atrocious, with countless errors, time-outs, and just plain slow days.  The INFORMS people tried, but nothing seemed to help much and the open-source community that created the underlying software (OSQA) couldn’t help enough to get things working well.

So those of us who believed in OR-Exchange put up with the slowness because the system was useful.  And fun.  But we did hope for a day when the system worked better, hoping that would encourage more to join us.

This week, that day has come.  Through the work of new INFORMS IT head-honcho Rose Futchko along with INFORMS people such as David Wirth, Mary Leszczynski, and (in earlier efforts) Herman Strom and undoubtedly others (let me know so I can add to the Hall of Heros), the problems seem to have been fixed.  The system is noticeably faster and more stable.  For proof, I offer the following giving the load times of the front page of OR-Exchange every hour for the past seven days (lower is better: every horizontal line marks 10 seconds).  See if you can figure out when the new system went in.

Of course, it might go all pear-shaped (in a wonderful expression I learned in New Zealand) over the next days, but things are looking awfully good (“Don’t jinx it Trick, ye eejit you!”).

If you haven’t yet discovered the joys of OR-Exchange, now would be a pretty good time.  You are far less likely to be greeted with a 500 error!

“For S/He’s a Jolly Good [INFORMS] Fellow!”

Further to INFORMS recognitions, now is the time to nominate people for INFORMS Fellow.  I was on the board when plans for the Fellow’s program got underway and I, like many, was a little leery.  Way back in the early 1950s, the Operations Research Society of America (ORSA) started a Fellow’s program that led almost immediately to the creation of  The Institute for Management Science (TIMS) by those who were not selected as Fellows (this is an oversimplification, and I wasn’t there:  how old do you think I am!).  I know of many organizations ripped apart by arguments over who gets to be a Fellow and who isn’t.  It is really awful when a Fellows program gets to be a schoolyard argument over who gets to sit in the treehouse.

On the other hand, practically the first question asked for nomination to the National Academy of Science (or Engineering) is “Is the candidate a Fellow of their professional society”.  Without this designation, operations research people are at a disadvantage.  So the Fellows program came in to being (Jim Bean, my predecessor as President of INFORMS, played a big role in designing and implementing the program).

I was fortunate to be President of INFORMS for the inaugural class in 2002, so I got to shake hands with Dantzig, Arrow, and a host of others.  It was a great thrill (forever memorialized in an OR/MS Today article where it looks like all the famous people are shaking hands with a cardboard cutout of me!).   And, while I know there are those who are not Fellows who should be (fewer and fewer every year), the society has seemed to survive this program.

The process for Fellows is now in the hands of the existing Fellows.  They (well, “We” since I became a Fellow a few years back) have put out a call for nominations:

The Fellow Award recognizes members who have made significant contributions to the advancement of operations research and the management sciences. The contributions of a nominee will be evaluated in each of the following five categories and contributions must be outstanding in at least one category: research, practice, management, education, and service. INFORMS will name its tenth set of Fellows at the INFORMS Annual Meeting 2012 in Phoenix, AZ, in October 2012. The nomination deadline is June 30, 2012.

Remember – a maximum of four reference letters, including the letter from the nominator, may be submitted.

[The complete nomination guidelines are at]:http://www.informs.org/Connect-with-People/Fellows/INFORMS-Fellows-Nomination-Procedure

The complete list of current Fellows is at http://www.informs.org/Connect-with-People/Fellows/Fellows-Alphabetical-List

COIN-OR Cup, 2011 edition

COIN-OR is a project to spur open-source activities in operations research.  I am a big supporter of this activity, to the extent that I was part of its Strategic Leadership Board for a term until I did them an even bigger favor by stepping aside for people who could be even better at this than I (not that such people were exactly rare:  my time on SLB corresponded to a somewhat over-committed time for me).

Every year COIN-OR gives out an award called the COIN-OR INFORMS Cup.  This year’s winner has just been announced, and I think the committee has made an inspired choice:

The submission “OpenSolver: Open Source Optimisation for Excel using COIN-OR”, by Andrew Mason and Iain Dunning, has been selected as the winner of the 2011 edition of the COIN-OR INFORMS Cup. OpenSolver is an “Open Source linear and integer optimizer for Microsoft Excel. OpenSolver is an Excel VBA add-in that extends Excel’s built-in Solver with a more powerful Linear Programming solver.” (from http://opensolver.org)

This year’s award recognizes that lots and lots of people want to use top-notch optimization code, but would like to stay in the world of Excel.  The authors of this work (who I am very proud to say come from the University of Auckland (at least in Andrew’s case), where I was a visitor in 2007) have done a great job in integrated the optimization codes from COIN-OR into an easy-to-use interface in Excel.  It is a fantastic piece of work (that I blogged about previously) and one that I believe does a tremendous amount of good for the world of operations research.  If you can model in Excel’s Solver, then you can plug in OpenSolver and start using the COIN-OR solvers with no limits on problem size.  I am also delighted to see that that they have moved to CPL licensing, rather than GPL, which was my only whine in my original post.

Congratulations Andrew and Iain.  If you would like to celebrate this award, there is a reception to attend, thanks to IBM:

All entrants and their supporters are welcome to join in the celebration and regale (rile) the prize winners.

Date: Sunday, November 13
Time: 8pm-10pm

Location: The Fox and Hound
330 North Tryon St.
Charlotte, NC 28202
(Directions: http://tinyurl.com/75zhm7k)

The celebration is sponsored by IBM.

Good work by the committee:

The COIN-OR INFORMS Cup committee:

Pietro Belotti
Matthew Galati
R. Kipp Martin
Stefan Vigerske

Kiwis and open source rule!

This entry also occurs in the INFORMS Conference blog.