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.

Earth Day

Happy Earth Day everyone!

Here’s a list of activities at U of A on Earth Day… (Living in a fragile ecosystem here in Arizona makes the Earth Day even more important for us. And, I have to say the resilience of life in the desert is quite fascinating.)

Just want to mention that OR has a lot to offer to make the world a more livable, sustainable place… (More detailed posts on this will come soon.)

OR in the Media -Getting the word out on “Operations Research”

I was just looking through the latest issue (April 09) of ORMS Today and saw that INFORMS has partnered with Discoveries + Breakthroughs Inside Science (DBIS). What is DBIS?  In their own words:

Supported by a coalition of scientific and engineering professional societies and a generous contribution from the National Science Foundation, DBIS promotes awareness of and appreciation for the role science, technology, engineering and mathematics professionals play in our daily lives.

How does DBIS promote science, engineering and math?  By providing newscasts to local TV stations that subscribe to DBIS. The website indicates that DBIS produces twelve 90-second segments per month and each segment is reviewed for scientific accuracy.

23 professional societies including INFORMS, Institute of Electrical and Electronics Engineers-USA (IEEE), American Society of Civil Engineers (ASCE), American Mathematical Society (AMS) and American Physical Society (APS) are members of DBIS.  A full list can be found here.

I just search for the words “operations research” and it came with 12 links to newscasts.  Two stories have “operations researchers” in their title some others have “computer scientists”, “civil engineers”, etc.

If you want to submit your research story to be newscast, you can find the instructions and DBIS story criteria (along with the two ‘pure’ OR stories that appeared in the media) in this page.

After NSF Grants Conference – Part II: Engineering and OR Research Themes

Robert Smith, NSF OR program director, spoke about the NSF Engineering directorate at the conference. He gave some details about the OR program’s mission (I will come that later) but first, I want to talk about “engineering research themes.” To support fundamental research and education, the engineering directorate has identified cross-cutting research and education themes. These themes evolve over time and adapt to the needs of emerging research. The current engineering themes are:

1. Cognitive engineering: Intersection of engineering and cognitive sciences
2. Competitive manufacturing and service enterprises
3. Complexity in engineered and natural systems
4. Energy, water, and the environment
5. Systems nanotechnology

From a personal perspective, I think theme #1 is a facsinating topic. After all, our brains (and bodies) can be viewed as  facsinating ‘engineered systems’.  An example of research in this theme is devices that augment the senses.  Theme #2 is close to most of us that work in the OM/OR/IE area as well as theme #4 (energy, water and environment); see for instance, the GreenOR blog.  Many in the OR community also works with complex engineered and natural systems (theme #3), one such complex system that comes to mind is the air traffic system.  All in all, it looks like operations research has a lot to offer. . .

. . .which brings me to the OR program’s mission statement and research areas. I am grateful to Robert Smith for allowing me to share this with the community.

Mission: To support fundamental research leading to the creation of innovative mathematical models, analysis, and algorithms for optimal or near optimal decision-making in the design and operation of manufacturing, service and other complex systems.

Traditional Areas of Research in the field include the following (and there is still a lot more to contribute to these areas):

Discrete and Continuous Optimization,

Stochastic Modeling and Analysis

Most of the funding goes to the traditional areas but several emerging research thrusts include:

Intelligent Transportation Systems (OR, SES, and MES Programs)

Oracle Based Optimization Algorithms (e.g., optimization based on simulations of complex systems)

Self-Optimizing Systems (observe, learn, adapt)

The last emerging area is especially interesting to me. As Prof. Smith was explaining, it is not only data-driven optimization models that adapt to changing data but also models that adapt themselves as well.

After NSF Regional Grants Conference – Part I: Transitioning to Research.gov

As promised, I am writing about the conferences as I attend them (this is the first one!). I came back from the NSF regional grants conference and wanted to share a few things. It is not on stimulus though, so, if this is what you are looking for, you can skip the rest.

Has Grants.gov ever contributed to a gray hair of yours?  If not, then, you’re one of the lucky ones.  Grants.gov is based on a really good idea that is to combine all grant agencies under one roof and to provide a common interface for all grant functions.  In practice, it serves well for searching a variety of funding opportunities.  the proposal submission and tracking functions, on the other hand, has been known to cause some headaches (or, a few gray hairs).

NSF’s remedy for this is Research.gov. This was basically described as “Fastlane on steroids”. It will be very much like Fastlane and will eventually have all the same functions and more.  However, Research.gov will provide information not only for NSF but for other participating agencies as well. For instance, you would be able to see all your submitted proposals and their status through Research.gov. You will be able to access all reviews, submit annual reports, etc. regardless of the agency, through the same system.

Besides NSF, current partner agencies are NASA, DoD (including AFOSR, DTRA, ARO) and USDA/CSREES. This list is expected to grow. You can find more info here.

There is a beta site.  One of the first functions -grants application status- will be up and running soon.  The NSF Fastlane ID and password will be used to access Research.gov and if Fastlane un/pw is changed, this will be automatically reflected in Research.gov.

I hope this will provide a common web portal for many funding agencies and will be as easy and quick as Fastlane.