[ANN] OpenOpt 0.27 (optimization), FuncDesigner 0.17 (auto differentiation)

2009-12-16T09:44:51Z

Hi all, I'm glad to inform you about release of OpenOpt 0.27 (numerical optimization framework), FuncDesigner 0.17 (CAS with automatic differentiation, convenient modelling of linear/nonlinear functions, can use convenient modelling for some OpenOpt optimization problems and systems of linear/nonlinear equations, possibly sparse or overdetermined), DerApproximator 0.17 (finite-differences derivatives approximation, get or check user-supplied).

These packages are written in Python language + NumPy; license BSD allows to use it in both free and closed-code soft

See also changelog for details: http://openopt.org/Changelog

Regards, D.

P.S. Please excuse me if the message is beyond allowed ones, I will not post those here any more in the case.

Tools for analyzing LP matrixes/solutions

2009-12-15T02:00:34Z

In my government office, we use Harvey Greenberg's ANALYZE program to examine LP results, especially shadow prices and their relationship to the LP matrix. Can you suggest some more modern software, or should I just buckle down and re-implement my favorite ANALYZE features in Excel?

A good simulation project

2010-03-08T09:20:59Z

I am taking a graduate level simulation course and I am looking for an interesting simulation topic to work on. If you have an idea or you would like to simulate your current problem I will be happy to do it for you (specially if you are working on an analytical model in a paper and would like to see simulations)

I am more interested in theoretical challenges in simulation and not the software side (I mean I do not like to do a huge classical ARENA model but I am willing to put in a lot of effort in writing my own codes)

I appreciate it if you could give me some ideas either here or by sending an email to "Mark Alen (linux_jvm@yahoo.com)"

Thank you

What is your favorite OR video?

2009-11-30T07:55:39Z

I'd like to ask a Reddit style question. I am wondering: what is your favorite online video related to OR?

Links are greatly appreciated :)

OR methods for fraud prediction and detection?

2010-03-01T03:31:41Z

I'm interested in hearing methods OR methods for fraud prediction. I'm aware of the classical methods like Logistic Regression. Perhaps there are some other methods.

How to determine useful signals for prediction models?

2010-01-06T08:14:46Z

With regards to this blog post. I have collected a number of datasets for different contributing variables to homicide incidents. I would like to know which of these variables is significantly contributing to the number of homicide in the area. I was planning to use our archaic friend, ANOVA, to see if there is any significant effect from each of these variables and then include the dominating ones in my model.

I just want to know if there is any better (or perhaps more modern) tool to find good signals. perhaps Bayesian Inference? :)

How do you deal emotionally with macabre data sources?

2010-01-18T14:48:30Z

I've been working on the Analytics X Prize, which deals with predicting homicide rates. I find that I naturally look forward to new datapoints that to validate my model. Unfortunately, these anticipated "new datapoints" are new criminal homicides.

When you're working with datasets that record human tragedies, how do you deal emotionally with the fact that more data would make your job easier, validate your work, etc., but that more data also means more tragedy?

I imagine this would apply similarly to people who study disaster response. When something like the Haiti earthquake hits, the human in them must be horrified, but doesn't the researcher in them also naturally look forward to the research opportunities this sort of event creates?

How do you keep your analysis work from making you callous?

References for Submodular/supermodular optimization

2010-02-03T06:30:27Z

I am wondering if you know good references to learn about submodularity. I want to know the basics and perhaps some applications.

Other references about developing algorithms for optimization of submodular functions would also help.

Does COIN-OR have specialized and efficient network-flow algorithm implementations?

2010-02-04T16:21:10Z

e.g. specialized algorithms for mincost network flows, max flows, generalized network flows, etc. Do such projects exist or are they plans for this?

Do OR people publish in conferences?

2010-02-01T09:17:29Z

I have a paper that seems like good fit for CP-AI-OR but the people whose work I am primarily building upon have all published in places like Management Science, EJOR, C&OR etc.

Do OR people read conference proceedings or is it all about journals in this area?

Open source/free MIP Solver

2009-11-18T08:20:00Z

I am solving big optimization models (more than 100k variables) with the academic version of CPLEX but I'd like to see if I can find an open source alternative, I solve mixed integer problems (MILP) and CPLEX works great but it is very expensive if I graduate (which will hopefully happen someday in the future). so I really need to find an alternative or start writing my own optimization library (which will be painful)

Any suggestion/insight would be much appreciated

Any feedback on GLPK or lp_solve?

Do Good Operations Research Jokes Exist?

2009-12-11T01:24:23Z

Inspired by a question on math overflow, let me ask: "Do good operations research jokes exist?" Alternatively, "Do bad operations research jokes exist?"

Applications in social networks?

2010-01-24T03:12:49Z

I run an "OR Implementations" course where students do a project. Normally the project requires modeling a linear or integer program, implementing it (within AIMMS this year), and then developing extensions based on feedback.

I have a group of students who badly want to do something in the social networks area (blogs, twitter, facebook, etc.), ideally with a marketing slant. Any ideas of an application that would work well?

What is a free constraint

2010-01-22T19:58:09Z

Hey,

When looking through Coin-Or, I found they were referring to a constraint type called "free constraint". For instance here.

Does any one know what a free constraint is?

Thanks

Robust Group-Ranking Algorithms

2009-12-24T09:39:57Z

I am looking for a group-ranking algorithm (similar to Google's PageRank algorithm) that can help me solve the following problem:

In a large sparse graph every node can rate other nodes, an arc from node i to node j shows that i has rated j; and the arc-weight,r, which is a number in [0,1] shows how high the rating is. The graph is large (number of vertices>5000) and sparse (average number of adjacent arcs to each node is <5) many nodes do not have any adjacent arc coming in or going out and many only have incoming arcs, some only have outgoing arcs. Few have both incoming and outgoing arcs.

The question is how can we assign a ranking to each node such that the ranking is robust (a small group of nodes cannot push up their own ranking by down voting others)

I appreciate if you could please point out one or two valuable papers related to this question.

Note: If sparsity makes it difficult (or impossible) you can assume that the graph is dense.

Update It seems my problem definition was confusing. Here are some more explanations: Let's assume we have a web graph (although my problem is not related to the web at all). each page links to other pages. some pages are orphans (no incoming arc). But I want to rank the pages. Google does the same thing with their PageRank algorithm. Let's assume that the resulting Markov chain is irreducible and positive recurrent (it makes the problem much easier and better defined). The problem here is that each state rates only a subset of the state space.

The following are a number of related articles that I believe are very close:

I am looking for a public domain algorithm similar to HITS

Extracting Gomory cuts out of Cgl (Coin-or)

2010-01-05T02:19:58Z

Hey,

I'm trying to extract Cgl Gomory cuts out of the Cgl (Cut Generation Library) of Coin-Or The following is the code I'm using to extract the cuts -

OsiCuts cutlist;
CglGomory * gomory = new CglGomory();
gomory->setLimit(100);
gomory->generateCuts(*sym, cutlist) ;

where sym is an instance of OsiSymSolverInterface (the OsiSolverInterface for Symphony). Unfortunately the code is segfaulting at generateCuts somewhere inside the method as far as I've been able to determine using gdb.

Extraction of CglProbing cuts is likewise segfaulting again inside the generateCuts method of the CglProbing class.

All other cuts seem to be working fine.

If someone could shed some light on this or even better, post/link to an example file using these cuts or a tutorial of some sort, that would great. If there's an example/tutorial for extracting cuts out of some other solver like SCIP instead of Coin-OR, that would work too.

Thanks

How accurate is the 1-tree lowerbound for the TSP?

2010-01-06T11:50:56Z

I'm having trouble finding an answer to this question:

How accurately does a 1-tree reflect the weight of an optimal tour?

I know there are lots papers studying the various ways optimise a 1-tree (by trying to find a 1-tree where every node has degree 2) but I'm interested in a simple non-optimised 1-tree.

I'm particularly interested in a theoretical justification.

CP and Integer programming

2009-12-31T20:17:06Z

Hi everybody,

Does anyone know a good reference or tutorial in the spirit of the book "Model building in mathematical programming" for Constraint Programming techniques for solving MIPs?

Thanks in advance Regards, Shahin

RSS feed for this site

2009-12-14T19:36:30Z

I subscribe to the RSS feed for OR-Exchange (in Thunderbird). Apparently it only shows new questions, not new responses/comments, so I can't tell from T-bird when something has been added to an existing question. Anyone know a polynomial-time workaround?

A Challenge: Seasonal Demand and Managing Seasonal Staff

2009-12-23T02:14:13Z

I have been thinking about an interesting problem that I've recently found on the BNet channel. My question is inspired by this video.

As Christmas break is approaching, I thought it would be fun to have a Princeton style challenge here. The history of Princeton style challenges can be traced back to the early stages of the inception of Operations Research as a science. Here is how it works:

A case is presented by the challenger
One key problem in that case study is highlighted
Each participant can suggest one paper that can solve the problem
People vote on each paper and ultimately one paper will be chosen as the best answer

There are only three rules:

You should not devise your own solution and you can just point out a relevant peer reviewed article
The paper that you propose should have been published after the publication of the EOQ model in 1913
Each participant can only nominate one paper and you cannot say something like "Combine Roundy's paper with Clark and Scarf model"

And here is the challenge:

"Too Good Gourmet" is a small business whose products are cookie gifts for special holidays. During holiday seasons they have to ramp up the production and hire twice as the number of their regular staff and after the holiday season they have to scale down quickly as demand drops dramatically. The co-founder of "Too Good Gourmet", Jennifer Finley, talks about their problem in minute 2:00 of this video. As an educated OR person you need to propose a model that works better than what is currently being used by the founders of the business who do not have any OR background. Suggest only one paper that can help them in solving their staffing/planning/utilization problem throughout the year.

Have a great break and happy holidays!

Best Christmas Oriented Operations Research Problem/Solution?

2009-12-24T04:05:31Z

What is the best Christmas oriented operations research issue you have seen? I'll start off with a brief blog post I made on how far Santa and his reindeer have to travel: http://mat.tepper.cmu.edu/blog/?p=494. Have you seen other papers/posts/articles?

Where do you go to get your operations research questions answered?

2009-11-12T16:52:42Z

What sites do you use to find answers to questions about specific operations research questions?

What are the next big OR applications?

2009-11-13T02:07:48Z

Operations Research has changed the world of Military Logistics, Supply Chains, Operations Management, Airlines, and lately Finance. What are the new areas where OR will have a significant impact in the next few years? What new fields can a student of OR today expect to work on, say 5-10 years from now?

What are best online resources for OR practitioners?

2009-12-10T15:57:39Z

A graduating MS student of mine asked the following:

I would also like your advice on a last question: I want to keep in touch with current trends and innovations in the transportation and supply chain industry, especially in transportation networks, modelling, optimization algorithms and so on. Basically, everything that we studied in class, right from inventory control to the bullwhip effect. Can you please suggest the best way for me to do this? I do not want to be outdated at any point.

I gave him my answer, but wondered if this group had any advice about the best online resources available for practitioners to stay current on developments in our field? Although the student asked only about OR techniques for supply chain analysis, please feel free to answer more generally.

How do you decide whether MIP or CP is more appropriate?

2009-12-01T15:34:56Z

What are some guidelines for deciding whether a MIP or CP approach is more appropriate for modeling an optimization problem? Or in what cases should CP be used instead of MIP?

Is Real Analysis used in Operations Research?

2009-12-04T05:14:49Z

If so, in what cases would it be used? Just asking because I'm interested in OR for graduate school and I'm having a hard time staying motivated for Real Analysis.

Should we allow announcements?

2009-11-24T22:51:21Z

As originally designed, OR-Exchange only allowed questions and answers. Should we also allow announcements (like job postings, conferences announcements and so on)? To experiment, I have updated the system to allow announcements with the following note in the faq:

Experimentally, we also welcome announcements in operations research. This includes conferences, job announcements, and other related announcements. Please note that these will be very closely moderated: anything that looks off topic will be deleted. Please don't be insulted, but it is important that this remain an operations research area. Please use a tag to mark such announcements as part of the title. The tags are [JOB], [CONF], and [MISC] for non questions.

The non-question policy will be periodically reviewed to be sure that or-exchange continues with its primary goal of providing an area for questions and answers in operations research.

This is all heavily moderated for relevance, initially by me (Michael Trick) but eventually by a larger group of people consistently involved in OR-Exchange.

Question: Is this a good direction?

What is the idea behind Black Friday sales?

2009-11-21T23:33:30Z

I am puzzled by the idea of Black Friday sales. I am really wondering why retailers hold a Black Friday sale?

Do they just want to get rid of the inventory before Christmas?
Do they actually make money on that day?
Is it simply a marketing technique and they loose money on that day in order to promote their brand?
Are there any scholarly article on it (I searched Google Scholar didn't find anything interesting)

I am asking this because all of the major retailers hold this sale so there should be clearly some benefits for them!

What Operations Research Surveys are Needed?

2009-11-12T15:20:32Z

Together with Jan Karel Lenstra and Bert Zwart, I'm starting the journal Surveys in Operations Research and Management Science (it is a continuation of Handbooks in ORMS). What topics really need a survey? The area should be be reasonably narrow (not "integer programming") but broad enough that there is enough to survey. It should be topical and there should not be really recent quality surveys out there.

How can we improve OR related articles on Wikipedia

2009-11-27T13:13:20Z

Some of the OR related articles on Wikipedia are inaccurate (see this for example) and Wikipedia does not have articles on interesting OR topics (for example there is no article on the ordering policies or join replenishment ideas)

OR articles on Wikipedia obviously need some attention.

My question is how can we join forces to improve these articles?

I have made a project page on Wikipedia there is a "To do list" on that page in which you can insert the articles that need attention and request new articles. If you would like to help in edits you can also add your user name to the list of contributors and we will ask for your inputs as we work on articles.

Even if you do not like to edit Wikipedia articles please consider helping with populating the to do list and I will try to work on those articles as much as possible

What other methods can we use in order to improve Wikipedia in our field?

Update: The project now has its own user box. If you want to show your passion about Operations Research you can place this tag {{User OR}} on your Wikipedia profile page

Top Questions - OR-Exchange