First INFORMS Blog Challenge

INFORMS has announced the results of the first Blog Challenge and it is a great success.  Fourteen bloggers had a post on the subject “OR and the Holidays” (including me!).    January’s Challenge moves into current events with the topic “OR and Politics”.  If you post on that subject, be sure to email graphics@mail.informs.org with the pointer.

New Year’s Resolutions from Dr. O.R. Field

In a tremendous coup for the blog, I am delighted to present this interview with Dr. Operations Research Field where she sums up the year 2010 and presents her resolutions for the upcoming year.

MT: Dr. Field …

OR: Please, call me O.R.: all my friends do, though some call me M.S. for some reason.  I’ve actually had lots of names in the past.

MT: OK, O.R., thanks for seeing me. I can’t help but notice that you are …

OR: A woman? Yes, well, as an artificial personification of an abstract idea, I can appear as I choose. This year, with the INFORMS President, President-Elect, five Vice Presidents, and interim Executive Director all women, it seems most representative of the field. Not to mention women like MIT’s interim Dean of Engineering, IBM Research’s Vice President of Business Analytics and Mathematical Sciences, and my three of my favorite bloggers (Anna, Laura and Aurelie). And we all know that WORMS has the best panel discussions and receptions!

MT: Well, you are looking very healthy. There were rumors that you were dying. How do you feel?

OR: Dying? Me? Not a chance! I’m sixty years old and healthy as a horse. People have been talking about me dying for decades, and I keep outliving them all. I don’t think there is any chance of me dying anytime soon.

MT: Funny, I could have sworn you were dying. Any proof that you are actually healthy?

OR: Look at the parties I throw every year (that is “professional meetings” when discussing reimbursements with department heads). The last party I threw in Austin drew more than 4600 people! I remember ten years ago I would hold two parties a year and be lucky to get 2000 at either one of them. Any my European parties (and what parties they are!) are also breaking records every year.

MT: Wow, that is pretty amazing. Any other signs of success?

OR: Well, the Edelman Awards showed how international I got, with finalists from the U.S., Mexico, Germany, Canada, and South Africa. INDEVAL from Mexico won with a nifty way of optimally clearing trades in a financial market, meaning financial firms didn’t have to leave loads of cash lying around.

MT: That was a cool paper.  What else?

OR: I love to see all the blogging, tweeting, and other things going on.  OR-Exchange looks to be getting a critical mass of participants, replacing the dear departed sci.op-research.

MT: Hey, that’s not dead!

OR: It does seem to be the place to go if you want a solution manual or cheap shoes.  But lots of other things are replacing it, so I think I’ll survive its loss.

MT Well, what is up for Dr. O.R. Field in the upcoming year? Have you made any New Year’s resolutions?

OR: Hey, that’s pretty clever. By bringing in the holiday, you can enter this post in INFORMS’ December Blog Challenge!

As it happens, I have made resolutions for the upcoming year. Here are a few of them

First, I resolve to embrace and define business analytics.  But, as I recently read…

MT: If people write me, I’ll let you know where you read this..

OR: …Thanks… there is a tremendous risk that business analytics will be conflated with predictive analytics, like data mining, just as the line between business intelligence and descriptive analytics became very fuzzy.  Business analytics has got to go beyond prediction to actual decision making, prescriptive analytics if you will, where complicated decisions are made based on the results of predictive and descriptive analytics.  So the best business analytics will go beyond “Should I send this person a catalog” to “Based on these three predictive models, how should I optimally allocated my marketing budget in the face of these various constraints”.  It is that level that I have the most to add.  And I’d really like to be more famous!

MT: I agree!  I wrote about that in the context of revenue management:  you can use data mining models to provide real-time input into a hotel reservation system to provide a much more profitable and effective overbooking system.  You really need to take ownership of this!

OR: I hope that the revamped INFORMS conference in the spring will really have an effect on how people think about me and business analytics.

My second resolution is to pay more attention to robustness in my models.

MT: You mean like the work of Bertsimas, Ben-Tal and many others?

OR: That is one type of robustness, but I meant something a bit broader.  Let me give you an example:  I was recently flying to one of my parties and had to change planes in Detroit.  Now, a bunch of things have to come together in order for the flight to go.  You need a plane, a pilot, a first officer, a flight attendant and so on on.  Now, if the pilot is on a flight coming in from Pittsburgh, the first officer is on a flight from Montreal, the flight attendant is coming in from Des Moines, and the plane is from Albuquerque, then what is the chance that my flight is going to go?

MT: Pretty small?

OR: Right! Zilch, zero, nix, nada, zippo.  There is no way that plane is going out on time, since it is delayed if even one of those multiple planes is late.  This system may be optimized, but it is certainly not robust.

But if the plane and the whole crew worked together, then my flight would have been late only if one previous plane was late.  This is a much more robust system.

MT: I blogged about David Ryan’s work on this years ago.

OR: Well, I guess no one reads your blog, because it is a huge issue.  Imagine if the financial system was designed with robustness in mind.  We might not know where the uncertainty is coming from (just like we don’t know what plane is late), but the system would better adapt to whatever weird things happen.

MT: Kinda like methods for avoiding bus bunching.

OR: You bet, but on a much larger scale.

My third resolution is to do a better job at getting the word out about me and the wonderful things I do.  We’ve got a few bloggers and a magazine or two but we have to do more!

MT: Well, I’ll do my part!

OR: I hope so.  I don’t want to see any  more disgraces like this year when you had only one blog post in August and two in October.  I almost unfriended you on Facebook for that!

MT: Sorry, I guess I better put that down as my resolution.

So, O.R. any final comments?

OR: Well, three resolutions don’t seem to be enough for me:  I’d welcome any resolutions people might suggest.  And may you all have an optimal New Year!

MT: Happy New Year from me too!  And feel free to add your resolutions to the comments and I will be sure that O.R. sees them.

New Article at the OR Forum

There is a new article at the the OR Forum (part of the journal Operations Research) on High Leverage Interventions: how can operations research have more impact? David Lane of the London School of Economics describes three historical cases and draws some conclusions from them for today’s issues. You can read the paper and the commentaries on the site. Feel free to comment there if you have thoughts on the issues raised by the paper.

Are You Ready to Lead INFORMS?

INFORMS is looking for a new Executive Director. This is a full-time staff position, unlike the volunteer elected positions like President and the various Vice-Presidencies. This position is one of the most important in our field, and certainly the most important job that does not require a PhD in operations research (though such a degree would be valuable!). It is only through the efforts of the staff that the main activities of INFORMS gets done. Even activities that are primarily volunteer-driven (like local chapter meetings, for instance) are aided by support staff at the INFORMS office. Without a good leader, INFORMS will be much less capable of getting things done, to the detriment of our field.

Here is the full announcement from the INFORMS mailing list:

INFORMS has retained JDG Associates, a firm with expertise in association executive recruitment, to conduct the search for a new INFORMS Executive Director. We welcome any suggestions from the membership of possible candidates for the position. The ideal candidate will be a strong leader, experienced in strategic planning and able to strengthen existing key programs (publications and meetings), in addition to introducing new service offerings in the field of analytics. Previous association management experience is preferred. Experience or knowledge of operations research, management science and/or business analytics is a plus.

Please contact Paul Belford, Principal, JDG Associates, Ltd, 1700 Research Blvd, #103, Rockville, MD 20850; 301-340-2210; belford@jdgsearch.com

If you know someone, be sure to let the search firm know about them! Here is some more information about the position from JDG.

Operations Research, Sudoko, Rogo, and Puzzles

A few years back, Sudoko became a craze with seemingly everyone spending their time solving these puzzles.  The puzzle is quite simple:  take a nine by nine grid, partially filled in with numbers from one to nine, and complete it so that every row, column, and non-overlapping 3×3 square contains the numbers one through nine exactly once each.  While the grid contains numbers, there is no mathematics involved:  using the letters a-i would work as well.  But you can use mathematics (in the form of logic) to solve the puzzle.  To solve these by hand, puzzlers quickly learn logical rules, from the simple (“If only one square is open in a row, then you know what number goes there”) to advanced (say, alternate pair exclusion).  One can even use the methods of operations research (say, constraint programming or integer programming) to solve Sudoko puzzles.   It does not seem to discourage human solvers to know that these techniques can solve any Sudoko problem in milliseconds.

There is often a close relationship between puzzles and the methods of operations research, particularly networks or discrete mathematics.  Finding a path in a maze is nothing more than a shortest path problem;  “logic” puzzles (“Smith, Jones, and Robinson are (not respectively) a trucker, a fireman, and an engineer, who live in …”, followed by facts, leading to “What is the name of the engineer?”) can be handled through integer programming, and so on.  People, for some reason, like to do combinatorial search in their spare time.

Hamish Waterer, with whom I shared an office in New Zealand and who is now at Newcastle in Australia, pointed out to me a puzzle that has even closer ties to operations research: Rogo.  In Rogo, the goal is to find a loop through a grid of fixed length that contains as many reward points as possible.    So, for this example (taken from the Rogo site)

the goal in this example is to find a loop of no more than 12 steps that includes as many points as possible.   The loop must be a real loop:  it must return where it started and can’t cross itself or double back. Steps can be either horizontal or vertical:  they cannot be diagonal.  The loop cannot include any of the black squares.  Here is the solution:

Rogo was created by two faculty members (Nicola Petty and Shane Dye)  at the University of Canterbury in Christchurch, New Zealand.  Not surprisingly, Nicola and Shane teach management science there:  the problem has a very strong operations research flavor.  This is a form of the Prize Collecting Traveling Salesman problem, originally studied by my colleague Egon Balas (in the regular PCTSP, there is a penalty for distance traveled:  in Rogo, there is an upper bound).

If you want to play around with this, you can get the iPhone (touch, pad, etc.) app. Creating a solver would make a nice undergraduate project (and I suspect there are at least a few master’s theses and perhaps a doctoral dissertation on algorithmic aspects of creating and solving these).

The Great Operations Research Blog Challenge

At the recent INFORMS conference, a group of bloggORs (get it?) got together to discuss what sort of common activities we could do.  While we all read each others work, and periodically repost each others work, for the most part we work alone.  That is generally a good idea:  we each have a style to our blog (I wouldn’t dare to talk about vampires, for instance, leaving that to the expert).  But we are a community.  I point to all the OR blogs I can find and provide a feed of the latest posts in my sidebar;  we sit on panels together; there is the odd off-blog conversation about blogging and OR issues.  How can we strengthen that community?

Inspired by the Carnival of Mathematics , the group decided it would be fun to have a monthly theme on which we could all write.  All the resulting entries could then be collected at the end of the month.  The INFORMS Blog was elected to be the coordinator of this activity, and has just announced the first monthly Blog Challenge:

Topic for December 2010: O.R. and the Holidays

Open to all bloggers! All you have to do is a write a post on your site on that topic then send the pointer to graphics@mail.informs.org.  Given there are a couple dozen blogs in my “OR Blog Roll”, it would be great to get a big response to this. No prizes, but, as the announcement says:

What’s in it for the bloggers? Widespread fame by being listed on the INFORMS home page. Or at least a bump in readers and an increase in standing and influence in the operations research blogosphere.

Everyone Needs to Know Some Statistics Part n+1

I have previously written on how decision makers (and journalists) need to know some elementary probability and statistics to prevent them from making horrendously terrible decisions.  Coincidentally, Twitter’s @ORatWork (John Poppelaars) has provided a pointer to an excellent example of how easily organizations can get messed up on some very simple things.

As reported by the blog Bad Science, Stonewall (a UK-based lesbian, gay and bisexual charity) released a report stating that the average coming out age has been dropping.  This was deemed a good enough source to get coverage in the Guardian. Let’s check out the evidence:

The average coming out age has fallen by over 20 years in Britain, according to Stonewall’s latest online poll.

The poll, which had 1,536 respondents, found that lesbian, gay and bisexual people aged 60 and over came out at 37 on average. People aged 18 and under are coming out at 15 on average.

Oh dear!  I guess the most obvious statement is that it would be truly astounding if people aged 18 and under had come out at age 37!    Such a survey does not, and can not (based just on that question), answer any questions about the average coming out age.  There is an obvious sampling bias:  asking people who are 18 when they come out ignores gays, lesbians, and bisexuals who are 18 but come out at age 40!  This survey question is practically guaranteed to show a decrease in coming out age, whether it is truly decreasing, staying the same, or even increasing.  How both the charity and news organizations who report on this can’t see this immediately baffles me.

But people collect statistics without considering whether the data address the question they have.  They get nice reports, they pick out a few numbers, and the press release practically writes itself.  And they publish and report nonsense.  Bad Science discusses how the question “Are people coming out earlier” might be addressed.

I spent this morning discussing the MBA curriculum for the Tepper School, with an emphasis on the content and timing of our quantitative, business analytics skills.  This example goes to the top of my “If a student doesn’t get this without prodding, then the student should not get a Tepper MBA” list.

Added December 2. Best tweet I saw on this issue (from @sarumbear):

#Stonewall ‘s survey has found that on average, as people get older, they get older. http://bit.ly/gT731O #fail