vendredi 15 avril 2011

Informs Analytics, some feedback

I’m just back from Informs Analytics. I was there with 4 of my colleagues from n-Side. We were presenting posters about our products (this is a picture of my poster)

It was really a nice experience and a nice organization. If you feel sometimes alone or isolated doing optimization… Go there ! You’ll see that analytics (the new buzzword for OR) is used in every big organizations.

It was also fun to put a face on names that you know from Internet (like Natan Brixius having a blog on Microsoft Solver Foundation, Bob Fourer from Ampl and many others from Or-Exchange).

I was also very seduced by the presentations on Knitro solver (non linear continuous optimization) made by Richard Waltz. Continuous optimization is a technology that we use a lot at n-Side and we learned a lot there thanks to Richard!

I also attended a presentation given by Greg Glockner (Gurobi) on how to debug/detect numerical issues of a MIP. He is a great presenter! I didn’t know for instance that if you write in a MIP a constraint like y <= 10000000000 x with x a binary variable, you can get into troubles and have y taking positive values even without forcing x to 1 due to rounding errors. I found it a bit fun. CP doesn’t have those kinds of numeric issues because it is discrete by nature.

Of course the battle of MIP solver was more fierce than ever (FICO, CPLEX, GUROBI, …). It seems that they are fighting for some percents of speed-up on some benchmarks (mittleman bench among others). Honestly, I’m not sure it really matters to the end user. First, we even don’t know what kind of problems is present in those benchmarks. Second, what I would like to see is how easy it is to make a column generation, a branch and price or a new cut…

The Edelman award was really impressive. A bit like a Hollywood show The winner was MIDWEST ISO. They converted a local electricity market to a larger regional one resulting in lower electricity costs and more efficient market. Of course all that taking the constraints of the network into account. That was really great to me and my colleague to see this winner because we have a very similar product at n-Side where we are in charge of coupling the European market.

My main regret was that CP doesn’t have the status it should have at INFORMS. The only place where I’ve seen a CP application was on the Monsanto poster of my friend Ravichandran Venkatesh. They use CP to solve a kind of hybrid placement/scheduling problem for greenhouses.

The reason may be that CP is too focused on the AI community and less on Informs. This is sad because many of the problems solved there could be solved by CP or by hybridization with CP. For instance I’ve seen a presentation given by Fico where they try to build optimal planograms for supermarkets. A planogram is something like that:

They use a column generation for that. Great! But they have a log of sequence like constraints (regular, stretch…). So I’ve told them that CP would be very appropriate to do that.

In conclusion, It would be nice to see in the future more CP there. For instance I would enjoy seeing Google winning the Edelman award solving a real application with his new CP Solver ;-).

3 commentaires:

  1. Excellent with some feedback and impressions on the analytics conference, since I could not go myself. Maybe I see you next time :-)

  2. You ask un question tres important! I am also not sure why CP doesn't yet have the profile of LP etc. I think it is just a case of promotion and marketing and I'm sure it will gain prominence in the next few years
    Pete en australie

  3. Pete,

    I share your point on marketing.
    But the community can also change that slightly. CP researchers don't hesitate to publish in Constraints Journal, AAAI, IJCAI and I find it great!. But we do much less effort to plublish at informs conference or in OR journals.

    As Jean-Charles aslo explained to me, the internal marketing battle between Solver and Cplex (probably lost by solver :-( ...) may also be responsible for the lack of visibility of CP.