Let’s Energize the Future: INFORMS 2010

It’s just been too long since I last blogged.  INFORMS is always very exciting and it’s about to start.  And… it’s in one of my favorite cities this time: Austin, TX.   I’m looking forward to the conference, being in Austin again and seeing my alma mater, professors and friends.

Link to:  Official Conference Blog

A Question: Does anyone know of an app to make your own conference schedule?  Or… Is there a way to add the itinerary one creates using the “Search the Program” and put it in the iPhone (or, other) calendar?  That would come in very handy and also help for a more ‘green’ conference.

Hello INFORMS 2009

INFORMS is in full swing.  Check out the conference Blog Central for up close and personal views.

So much talk recently about the Nobel prize.  Did you know that tomorrow (Mon) at INFORMS, you can see a Nobel Laureate speak?   Harry Markowitz .  Here is the session info.

Markowitz is also the recipient of the John von Neumann Prize.  Today, 2009 recipients were awarded: Yurii Nesterov (Catholic University of Louvain) and Yinyu Ye (Stanford University).

See also other awards. Congratulations to all award recipients!

Best Job in America: Systems Engineer

According to CNN Money, Systems Engineers have the best job in America! They estimate the job growth in this field at about 45% over the next 10 years. Take a look at the full list of the top 5o jobs. You can examine them in terms of the quality of life, median salary, benefit to society, job satisfaction, future growth potential and more.

• #3 on the list is Professor.  I guess it is hard to beat being a professor at a Systems Engineering department!
• 10% of the jobs on the list contain the word “analyst”:  #9 – Intelligence Analyst,  #17 – Business Analyst, IT,  #21 – Senior Financial Analyst,  #40 – Applications Systems Analyst,  #49 – Financial Research Analyst.
• Other related jobs that made the list are #37 – Quality Control Engineer and #38 –  Manufacturing Engineer.

Search Trends: Stochastic Programming

I am back to playing with Google trends (see an earlier post which has other search trends).  This time, I checked the search trends for ‘stochastic programming‘.  Here are the results:

Once again, the graph is normalized such that the average search traffic for ‘stochastic programming’ is 1.00.

There is no traffic before October 2006!  I am surprised (and disappointed).  Along with periods of non-activity, there seems to be a decrease in the number of searches until about mid-2008. After this point, it seems fairly stable.

What really surprised me was the region listing. Take a look:

The data is again scaled such that the highest number is represented as 1.0.   Looking at this graph it  is impossible not to wonder how come the searches on ‘stochastic programming’ from the US is much lower than from Iran?

According to Google:

To rank the top regions, cities, or languages, Google Trends first looks at a sample of all Google searches to determine the areas or languages from which we received the most searches for your first term. Then, for those top cities, Google Trends calculates the ratio of searches for your term coming from each city divided by total Google searches coming from the same city.

Looks like among all the searches originating from the US (or, Singapore or Iran), that is an estimate of the fraction of searches that are on ‘stochastic programming’.   We can get a better idea of relative interest in this term across countries from the web traffic statistics of www.stoprog.org -the official stochastic programming community home page.  (This is also the first link that comes up on a Google search on ‘stochastic programming’ after some ads.) The measurements on stoprog.org are taken since 11 May 2002.

The fraction of visitors to stoprog.org from the US is highest (35.60%).  The second highest is UK, at about 6% and number 10 on the list is Spain (1.8%).  Approximately 1/3 of all visitors to the site (33.10% to be exact) are outside of these top-10 countries, combined all together as “The rest” in the graph.

Unquenchable: Univ. of AZ prof. on Daily Show with Jon Stewart

The blog is beginning to feel like a string of announcements of media appearances by professors, but this is fun (and, serious at the same time).  Last Thursday, Jon Stewart’s guest was U of A professor Robert Glennon, who spoke about his book on the water-supply crisis…   Make sure to check out Jon Stewart’s ingenious ideas on how to solve water-supply problems!

You can find a video here.

My favorite quotes:  JS:  “Should we be mad at you for living in AZ?” …  RG: “That’s in Phoenix!”

As always, I want to mention that operations research has a lot to offer on this topic.  For instance, I have been collaborating with some folks who know a lot more about hydraulics than I ever will on using operations research methods to efficiently use and re-use water.

Andy Philpott on TV & Business Week

Learned it from M.Trick’s tweet:    Andy Philpott, one of the 2009 Edelman award finalists, was on TVNZ.   Check it out. This work was also featured in Business Week in late April.

OR/MS Recession? *

*:  I borrow the title from a section in the CORS/INFORMS Meeting Newsletter Vol.2, Ed.1.  (It was just too good to change and parts of this post will cite the stuff from this article.)

A little while ago, Mike Trick wrote about the declining membership numbers of the INFORMS society.  Right around that time I was at the CORS/INFORMS meeting and saw the google search trends on OR/MS…  Seeing these back to back was a little scary at first.  I cannot put the graph from the newsletter, so, I did the google trend search myself. Here are the results:

“operations research…

1.70

“management science”

1.00

Scale is based on the average worldwide traffic of “management science” in all years.   That is, average number of searches on “management science” is scaled to be 1.

Since 2004, there is a decline in the search of these terms although the decline seem to have stabilized in the recent years. Overall, it looks like an “OR/MS Recession”. (This was the tittle of the CORS meeting newsletter article. By the way, I searched online for the conference newsletter which was distributed on the tables in the main room but could not find an electronic version (or, blog)!)

I cannot say I like the trend.  If we want to put a positive spin on it, perhaps it is because people do know about these terms and don’t need to search as much.  But…  Operations research and management science is a hard field to describe.  Is it math?  Is it computer science?  Management science seems somewhat more approachable to me.  Our blogs aim to promote the word (e.g., see the subtitle of this blog).  Heck, we even have an algorithm to describe it.  Perhaps it is a function of the fact that we have yet to agree upon a unified term for describing the field (by ourselves and by others).   Operations research, management science, analytics, numerati, …   INFORMS society has a magazine called “Analytics“.  This word seems to be used more often, especially in the mainstream media. I added ‘analytics’ to the trend search and take a look:

“operations research…

0.08

“management science”

0.04

“analytics”

1.00

Scale is based on the average worldwide traffic of “analytics” in all years.

What happened in later 2005?  Number of “analytics” searches peaked. What made the word so sexy all of a sudden?  Does anyone know?

In search of the answer for the spike, a simple google search on analytics brings up Google analytics (GA).  GA provides website traffic information and statistics for free.  The Wikipedia page on Google analytics states: “The Google-branded version was rolled-out in November 2005”.  Looks like that might be the spike in the graph.

Anyway, I personally prefer ‘operations research’. The more we use it, the more it will stick.

Any thoughts on the decline the OR/MS searches?  Why is it happenning?  (This was a question posed in the newsletter with selected answers at a later issue but I missed it and cannot find it online!)

2010 Optimization Society Conference Theme: Energy, Sustainability and Climate Change

In 2006, INFORMS Optimization Society started organizing biannual conferences.  These conferences are centered around a theme and happen in the “off” years of the ICS (INFORMS Computing Society) conferences.  The third OSC (Optimization Society Conference) will be held in Gainesville, Florida on February 26 – 28, 2010.  The theme of this one is Energy, Sustainability and Climate Change.

For more information, take a look at the conference website.

Gurobi 1.1 is now available – you can download a 6-month free trial version

If you haven’t already heard (e.g., through this blog post or this one), Gurobi 1.1 is now available.  You can download a free trial version from Gurobi’s website.  The trial version is valid for 6 months and it includes all solvers but has restrictions on problem size (500 variables and 500 constraints).

I was curious to see their pricing.  There are different options but just to give you an idea, for academic licenses (strictly forbidden for commercial use) a 1-year, 100 simultaneous-use floating license costs $2500 with a yearly renewal charge of $500.   A perpetual single user, single machine license with unlimited use is $850.

I can’t wait to get my hands on Gurobi and try it out. Unfortunately it has to wait a little due to a very busy travel schedule in the next month.

Sneak Peek at CPLEX 12.0

I am at the INFORMS Western Regional Conference. It is in Tempe, AZ and is right before the Practice Conference. So, we got a sneak peek at some of the new optimization software before tomorrow’s pre-practice conference technology workshops where Gurobi, Xpress-MP, AIMMS, LINDO, Microsoft (solver foundation), Frontline (makers of Risk Solver platform), Maximal Software (MPL), SAS as well as CPLEX and others will all have workshops. It is an exciting time for the software side of operations research and I am sure you’ll soon be able to find more information about these workshops at the conference’s official blog. But here’s a sneak peek at CPLEX 12.0:

{Before I continue, I just want to mention that the information below comes from the notes I took and not from official sources so I hope there is no error.}

I think one of the most important changes in CPLEX 12.0 is its interoperability with other software. This is great news both for practitioners and researchers in operations research. What I mean by interoperability?  In this version of CPLEX,

• you’ll be able to connect with MS Excel (both through macros and directly from a user interface),
• you’ll be able to use it with MATLAB, and
• it allows Python plug-ins or more correctly Python modules.

I don’t know much about Python but you can find more information at William Hart’s blog. I met Bill at the conference and as he was explaining, this is like Firefox’s add-ins that allow one to increase the functionality of the software and allow for customization. This, I think, might be a great thing to have.

On the technical side, some of the new developments in CPLEX 12.0 include:

• multicommodity flow cuts, and
• enhanced heuristics among other things.

For parallel processing,

• the shared-memory parallel processing now comes under the standard licensing.

Please note that this is only for shared-memory parallel processing (multi-core machines) and not for distributed-memory, clusters of computers, etc. Barrier method gets on average 1.4-2 times performance speedup and MIPs get 1.3-1.75 times on 4 threads.

One other thing to mention: The effectiveness of CPLEX 12.0 becomes more apparent on ‘hard’ problems. For instance, initial tests indicate for models that solve within 1 second (985 models total), 90% of them tie between CPLEX 11 and 12 and 7% of the time CPLEX 12 wins. However, for problems that take between 1,000-10,000 seconds to solve (292 models) CPLEX 12 wins 61% of the time with 11% tied for both versions. Note that a win is defined if a version is faster than the other by at least 10%.

It is an exciting time for OR software.  The accomplishmets so far have been great but there is much to do and this is such a crucial step for OR to become more widespread, so, I hope progress comes fast.