Bixby, Gu, and Rothberg leave ILOG

I arrived at the INFORMS Practice Meeting, and one of the first people I met was Bob Bixby. I had heard some rumors, and noticed that the affiliation on his badge was Rice University, so I was eager to chat with him. I wrote about Bixby last year when he was the IFORS Distinguished Lecturer at the EURO Conference. I think Bixby has been the most influential person in our field over the last fifteen years or so, and that influence has been primarily through a computer code he created. Though he began his career as a top-notch combinatorial mathematician, he decided at one point to write the world’s best linear programming code. This code, called CPLEX, has had a tremendous influence on the practice of operations research, greatly expanding our field’s reach and influence. Bixby’s company was eventually bought by ILOG, a company that also does constraint programming and business rules systems (see Simon Holloway’s view of ILOG from someone versed in business rules), and ILOG has consistently improved CPLEX and provided support for the team developing it. Bixby has had a number of roles within ILOG, including Chief Science Officer.

Bixby, along with two on the CPLEX team, Ed Rothberg and Zonghao Gu, have left CPLEX in the last few months. This puts the IP/LP software world in a tremendous state of flux. On the positive side, three of the best people in our field will be able to spread their skills to other companies (Bob was cagey on where he is thinking about going, and I have not talked to Rothberg or Gu). On the negative side, there are now questions about two (with the Fair Isaac purchase of Dash Optimization) of the top codes that underly much of linear/integer programming based research and practice. Of course, CPLEX has a large (15 person perhaps) development team, and no one is irreplaceable, but that is a lot of change in a short period.

8:50 PM Correction. Ed Rothberg was not on the CPLEX team when he left ILOG. Further corrections as conditions warrant!

9:40 Addition.  Just so the following is not buried in the comments, here is the response from Irv Lustig from ILOG:

Further corrections to Mike’s post:

Bob Bixby has not been working on CPLEX for 4 or 5 years. Ed Rothberg has not been working on CPLEX for 2 years. Both of them had been working on ILOG’s FPO product. So only Gu has left the CPLEX R&D team.

As mentioned by Mike, ILOG acquired CPLEX over 10 years ago, and it is quite unusual in the software industry for a founder of an acquired company to remain more than 4 years after the acquisition. We were fortunate that Bob stayed for the 10+ years that he did.

I was also one of the original CPLEX developers, and I have not touched the code in over 10 years, moving on to other roles within ILOG. It is a testament to CPLEX and ILOG that we have replaced Bob, Ed and myself with new developers, and we have recently hired very good talent to improve the CPLEX product. The CPLEX product will survive just fine after these departures of our friends and colleagues.

Poker and Operations Research

I just attended a fantastic talk by Michael Bowling of the University of Alberta entitled “AI After Dark: Computers Playing Poker” where he described work by the U of A Computer Poker Research Group. Like most artificial intelligence research (particularly in games), there is no veneer of trying to mimic the human brain in this work: it is all about algorithms to compute optimal strategies, which puts it solidly within operations research by my view.

Much of his talk revolved around a recent “Man-Machine Poker Championship” where a program they have developed played against two professional poker players: Phil “The Unabomber” Laak and Ali Eslami. Laak is known from TV appearances; I haven’t seen Eslami, but he has a computer science background and understands the work the U of A researchers do, so that might make him an even more formidable opponent. The results were, at one level, inconclusive. The humans (playing in “duplicate” poker) won two of the four 500 deal matches, lost one, and one was tied. The overall amount of money “lost” by the computer was very small. I have no doubt that most humans facing professionals would have lost a lot more. So having a competitive program is already a big step. Like most who lose at poker, Michael claimed “bad luck” but he has the technical skills to correct for the luck, and was pretty convincing that the computer outplayed the humans.

One interesting aspect is that the program does no “opponent analysis” yet, though that is an extremely active research area (75% of the U of A’s efforts, Michael said). Given a couple more years, I am pretty confident that these programs will start giving the pros a run for their money. Michael said that one goal of their work could be stated: they want to make Phil Helmuth cry. That seems a little less likely.

On the technical side, the presentation concentrated on some new ways for systems to learn to solve huge (1000000000000 state) extensive form games. They have a neat system for having systems learn by playing against themselves. It takes a month of serious computation to tune the poker player, but the method may have other applications in economics. Check out Michael’s publications for more information.

Definitely one of the best talks I have heard in a long time!

Gene Woolsey and Consulting in Operations Research

Gene Woolsey is one of my favorite people in OR, though I have met him just a couple of times. Gene has very strong views on how OR should be taught, and he implements them at the Colorado School of Mines. A key aspect of his approach is that OR is about doing and solving problems. And no problem can be solved without spending significant amounts of time with the people currently doing the job. So if you think you have a stocking problem at a grocery store, most of us OR people would ask for data, create models, solve them, and send back the results, without ever setting foot in a store. Gene (or, more likely now, his students) would spend days working with the stock people in the grocery store, and gain a hands-on understanding of the real situation. More often than not, this allows Gene to understand what the real problem is, and to avoid wasting time on unneeded analysis.  I will confess I like this approach much more in the abstract than in practice. I worked for a while on US Postal System reorganization without spending much time at all in a postal sorting facility. That is not the way Gene would do it!

Gene writes a regular column in Interfaces, my favorite OR journal (make sure your organization or university subscribes if you are at all serious about OR) entitled “The Fifth Column”. In general, the column is about doing OR, particularly doing OR as a consultant. In the November, 2007 issue, he wrote on “How to Consult and Not Be Paid”. It is a great column that hits a bit close to home (most of my consulting seems to be of the unpaid nature). In short, Gene gets a call from a possible client. He comes up immediately with an insightful, clever, and very easy to implement solution. And then he blurts it out. The prospective client thanks him profusely, hangs up, and that is all there is. Learning not to blurt out solutions is a good lesson!

Soo-Haeng Cho and the Influenza Vaccine

I’ve been back in the US for about six weeks now, and am getting used to being back in my academic life. A sign of the slowness of this transition, however, is that our operations management group here at the Tepper School is hiring a junior faculty person, and I didn’t notice, so I have missed most of the job talks. I feel bad about that: the best part of hiring is seeing the best new research from around the world.

Lasts week, Soo-Haeng Cho interviewed here (and did very well by all reports). Soo-Haeng works in a number of areas of operations management, including the use of OM methods in medical decisions. He has a very nice paper on choosing the correct flu vaccine each year. This issue has been in the news recently (including CNN ) because the current vaccine is missing quite a few of the flu bugs. Cho’s paper talks about many of the issues that go into the choice of vaccine, not all of which are reasonably covered by the popular press. In particular, I hadn’t realized the strong advantage of doing the same as last year in terms of getting reliable vaccines out to people.  From his paper:

The production yields of strains are variable and unknown owing to its biological characteristic (Matthews 2006). Moreover, yield uncertainty is increased significantly when a vaccine strain is changed. The magnitude of this challenge is illustrated in the following quote from an industry representative (Committee
2003):
“certainly the best way to ensure this predictability of supply is not to recommend any [strain] changes, … a second best way is to minimize the number of strain changes. Each new strain can yield anywhere from 50 to 120 percent of the average strain.”
Thus, even if a new virus strain is predominant, a change is made only when the benefit from improved efficacy outweighs the risk associated with making the change in production. For instance, although new A/Fujian-like virus strains were widely spreading during the 2002-3 season, the Committee did not select
that strain because it was not suitable for large-scale manufacturing.

It is clear that understanding the medical decision making requires the understanding of manufacturing operations, which I think is a great theme in the upcoming years for our field.

Death of Mike Rothkopf

Mike Rothkopf, former president of INFORMS, died while swimming on the campus of Penn State.

A regular natatorium patron, the 68-year-old supply chain information systems professor appeared to be “just relaxing” — floating on his back — when concerned lifeguards tapped him on the shoulder at about 8 a.m. yesterday, said Tom Griffiths, manager of aquatic facilities.

Three student lifeguards and three professional staff members attempted to revive the unresponsive Rothkopf using an automated external defibrillator and mouth-to-mouth resuscitation, Griffiths said. Rothkopf was pronounced dead at Mount Nittany Medical Center at about 9:15 a.m. His cause of death was unknown by press time yesterday, the hospital’s nurse supervisor said.

Mike had recently moved to Penn State after a long career at Rutgers. A former editor of Interfaces, Mike was passionate about the need for academics and practitioners in our field to communicate more and have more (and better) interactions. He was a tremendous force in our field, and will be sorely missed for his insights, his common-sense, and the wisdom he gained throughout his career.

 

Andy Boyd, Pricing, and “The Engines of Our Ingenuity”

Andy Boyd, formerly chief scientist of PROS (he is actually still on their scientific board, but is not an active employee) visited CMU today as part of our CART (Center for Analytical Research in Technology) seminar series. He talked about the challenges those in pricing research face. The main point he made is that it is very difficult to figure out demand curves (hence elasticity of demand) through data. Having even lots and lots of transaction level data doesn’t help much in generating demand curves. This is not a new insight (economists refer to these sorts of issues as “identification problems”) but it was interesting to hear this from someone who has made a living doing pricing for the last decade. Without demand curves, how can pricing be done? Airlines have enough separate flights (for which you can assume no substitution) to do a fair amount of experimentation. How can other areas get similar data? Further, Andy makes the point that without understanding the sales process, it is impossible to interpret any data. For instance, for a given kind of car, there will be a few sales at a low value, lots of sales at a medium value, and a few sales at a high value. This does not mean that the demand for cars goes up then down as a function of price! Since car prices are generally negotiated, only a few of the best negotiators will get the lowest price.

Andy makes a strong case that operations research needs to be applied more in the entire sales domain, from customer segmentation through pricing to negotiation. The lack of underpinning in something as fundamental as a demand curve is a little disconcerting, but he stressed for many markets (those without “posted prices”), demand curves may be the wrong modeling approach in the first place.

Andy is now “semi-retired” (I guess he did well when PROS went public) but certainly seems to have lots going on. Once a week, he does a radio show on the Houston public radio radio station. The show is called Engines of Our Ingenuity and Andy does his version on Thursdays. The transcripts are available for the shows. Andy is normally referred to as “guest scientist” but he is sometimes called “operations researcher”, which makes me happy. A recent show of his was on operations research legend George Dantzig, concentrating on his development of the simplex algorithm and his lack of Nobel Prize. Other episodes involve the four color theorem, mathematical models, parallel computing, and operations research itself, along with much, much more. John Lienard is the driving force behind The Engines of Our Ingenuity.

Also, Andy has a new book out on pricing entitled The Future of Pricing: How Airline Ticket Pricing has Inspired a Revolution. Andy and I go back more than twenty years: it was great to see him and see all the amazing things he is doing, even if he is “semi-retired”.

Wonderful OR Video

Bnet.com, which bills itself as “the go-to place for management” has a wonderful video on operations research, with Vijay Mehrotra from San Francisco State University. Vijay writes the ever-fascinating “Was it Something I Said” column in OR/MS Today, and his site has all his past columns.

In the video, Vijay gives three reasons why OR is more important:  faster computers, niche marketing and outsourcing.  I like these themes (though I generally go with faster computers, more and better data, and better algorithms):  they are appealing to the business-school audience and are, I think, important reasons why OR is being used more.

Vijay has lots of things going on: I highly recommend wandering through his site. My only disappointment is that the “occasional weblog” on his front page is broken: he is someone worth reading!

Sheldon Jacobson and OR Videos

The October, 2007 issue of OR/MS Today has a short article by Sheldon Jacobson of the University of Illinois on creating videos about the work he and his lab does. There are two videos: one on pediatric vaccines and one on airline security (I love the variety of work you can do in OR!) (they are a little slow-loading). It is too bad that they aren’t YouTube videos, where more people can see them (and the technology allows better incremental loading), but I am extremely impressed with the professionalism that went into the videos. Of course, it is not cheap:

When it comes to video production, you get what you pay for. As a rule, the videos cost $1,000 per minute of the final product. Using a cell phone camera to film yourself speaking about your work will result in predictably poor quality. The professionals in the video production industry — the producer, videographer and editor — have a wealth of experience (and some interesting tricks of the trade) to make you and your work come to life.

Check out Sheldon’s page for more about the impact this work (and others he has done) has had.

Death of Lloyd Clarke

Lloyd Clarke of ILOG, who most of us in the linear/integer programming community knew, was killed last week in a bicycling accident. From the ILOG announcement:

Lloyd was an active member of the INFORMS community, serving on the advisory council for several INFORMS Practice meetings, and as the industry liaison and practitioner program chair for several INFORMS general meetings. He was known among his friends and colleagues for his kindness, his devotion to both work and family, his sense of humor, his seemingly boundless enthusiasm for whatever task he undertook, and his infectious sense of optimism. In addition to enjoying photography, Lloyd was an avid bicyclist, typically biking more than 150 miles per week. The one small comfort we can take is that he died doing something he loved.

ILOG has put together a fund in his memory. His local paper has a short article on Lloyd and the accident.

I have a son a little younger than Lloyd’s daughter: stories like this remind me to give him a hug every day before I leave.

Update November 10.  Be sure to read the comments for a response to the news reports about the fault of the accident.