2009 INFORMS Practice Conference
April 26-28, 2009    Sheraton Phoenix Downtown   Phoenix, Arizona
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Pre-Conference Technology Workshops
Sunday, April 26

Take advantage of in-depth training in software solutions provided by leading analytic companies. There is no charge for these workshops if you register for the INFORMS Conference - sign up when you register. Workshops are offered in three time slots: 9:00am-12:00pm, 12:00pm-3:00pm and 3:00pm-6:00pm – choose only one workshop for each session. If you already registered for the conference and want to add any workshops, call 800-446-3676, ext 591.


You can also sign up for the Soft-Skills Workshop, also offered on Sunday. Click here for information on the Soft-Skills Workshop.

9:00am-12:00pm Workshops
Risk Visualization: Shining a Light on Uncertainty
Sam Savage and Jeff Perkinson.
Technology has changed our perception of risk and uncertainty as profoundly as the light bulb changed our perception of darkness. Technology doesn’t eliminate risk and uncertainty, but can be used effectively to illuminate them.

Probabilities, statistics, distributions and risks are typically described with numbers and obscured by complex formulas. They can also be seen as shapes. Risk visualization is the software-enabled approach of transforming risks into animated shapes. This methodology encourages its users to visually play with and explore risk mitigation design. Risk visualization maps the most probable paths to success, thereby enabling innovation and optimization.


Microsoft Solver Foundation
Microsoft Solver Foundation is a pure, managed code runtime for mathematical programming, modeling, and optimization. Microsoft Solver Foundation provides solvers and services to a broad community of users: from Excel users and analysts to programmers working on business critical scheduling, configuration, risk management and planning solutions. It provides services for model validation, parallel solving and workload scheduling, model interchange, and declarative data binding via LINQ and other NETFx technologies. As an open framework designed for third party extensibility, it exposes facilities for users to plug-in their own solvers while still leveraging all of the modeling services and capabilities of Microsoft Solver Foundation.


12:00pm-3:00pm Workshops
AIMMS-Paragon Decision Technology
Bringing the Power of OR Further than Your Desktop
Ming Fang and Peter Niewesteeg
In many situations, an optimization model doesn’t get much further than the desktop of the developer. As a result, a lot of the potential benefits are lost. In this workshop, we will show how AIMMS can help you to get more value out of your OR model.

In the first part of this demo we will focus on building an optimization model using AIMMS, as a good model is the first step of bringing OR further. However, in order to communicate the model and its results, an advanced GUI is needed. That is the reason why we will also demonstrate the capabilities that AIMMS has for building a graphical user interface. This includes objects like Pivot table, Network object, bar chart, pie chart, line chart and Gantt chart. So you can build a complete end-user application.

In the second part of this demo, we will focus on the ability and deploy optimization-based models further into the organization (or your customer’s organization) so these models can really create the benefits intended and become a powerful tool or driver for business decisions made every day by (non-OR) employees. We will do this by using examples from customers. Join us to learn how to bring OR from your desktop to the rest of your organization (no AIMMS experience is needed). www.aimms.com/workshops


The Hybrid Optimization System Comet
This tutorial is an in-depth introduction to Comet, a hybrid optimization system combining mathematical programming, constraint programming and constraint-based local search. The tutorial will review the underlying technologies and illustrate how they can be used to solve industrial problems in transportation, manufacturing, rostering, resource allocation and disaster management. The tutorial will also discuss how these technologies can be integrated to solve complex applications. No expertise in Comet is necessary.


Fast Track Optimization Modeling using Xpress-MP
This workshop will provide participants with insight into new modeling and optimization techniques; and first-hand accounts from leading business practitioners on how they are currently using optimization to solve practical problems. The workshop will be divided into two sessions. Modeling experts from FICO will present the first session, which will be technical in nature, touching on novel ways of modeling existing business problems using linear, mixed integer and quadratic programming techniques. Xpress-MP users will present the second session, which will focus on business applications of Xpress-MP, including demonstrations of how to use Xpress-MP to optimize business processes and make smarter decisions.


Frontline Systems, Inc.
Reduce Cost and Control Risk with Your Excel Model and Our Solvers
Attend this workshop for a first look at Risk Solver Platform V9.5, third-generation software for simulation, conventional optimization and stochastic optimization, upward compatible from the Excel Solver.  Learn how you can build a model yourself in Excel, with elements like random variables, chance constraints and recourse decisions, easily run multiple parameterized simulations and optimizations, quickly create charts and graphs of results, and apply robust optimization, stochastic programming and simulation optimization methods, using your multi-core PC for speed. You’ll come away with a new enthusiasm for what you can do, and a free trial CD of software tools to do it!


Maximal Software, Inc.
Optimization Modeling with MPL: Integrating Optimization in Real-World Business Applications
The workshop focuses on optimization modeling and how to embed optimization models into end-user applications. It is designed to teach the participants how to develop their own optimization models, connecting them to data sources, and solve the models using state-of-the-art, industrial strength solvers. The speakers will take you through all the steps of implementing O.R. projects using optimization software tools from Maximal Software, IBM-ILOG and GUROBI. Participants will leave with an excellent overview of optimization modeling and a good working knowledge of how to successfully build optimization applications.

At the end of the workshop, we will also go over some of the major changes that happened in the optimization field during 2008 and what impact they are likely to have in the future, as well as introducing several new special programs by Maximal Software; where we are now, among other things, giving away development copies of our MPL software. For more information and a detailed schedule of the workshop, please go to:


3:00pm-6:00pm Workshops
Gurobi Optimization, Inc.
Using the Gurobi Solver
Bob Bixby, Zonghao Gu, Ed Rothberg
The workshop will begin with an introduction to Gurobi and our product offering. This will be followed by a description of the product design both in terms of accessibility and the underlying algorithmic framework. This framework has been built from the ground up to provide maximum flexibility in exploiting modern strategies for solving mixed-integer programs. Finally, the majority of the workshop will be devoted to providing hands-on experience in how to use the Gurobi solver and libraries to build, solve and tune performance on real-world models. These examples will illustrate the C, C++, Java, Python and .NET (Microsoft Solver Foundation) APIs.


ILOG, an IBM Company
IBM ILOG Optimization Technical Forum and Mixer
Join the ILOG and IBM experts for an informative and interactive OR preconference event – the first ever IBM ILOG Optimization Technical Forum. Brenda Dietrich, IBM Fellow and VP of Business Analytics and Mathematical Science, will explore the current and future roles of optimization within the world of IBM. Ed Klotz, IBM ILOG CPLEX® Product Expert, and John Gregory, IBM ILOG CPLEX Product Manager, will share a technical preview and demo of the performance and usability enhancements in the new CPLEX 12. Plus, attendees are invited to share their personal experiences and product feedback in an interactive forum with key product executives, for a chance to help guide IBM ILOG Optimization product strategy at this historical moment in ILOG and IBM history. The forum will close with a special VIP mixer with appetizers and cocktails, courtesy of IBM and ILOG. Don’t miss this preconference event where you will learn more about the latest release of CPLEX, the world’s most trusted and widely-used optimization software for mission critical applications, and our bright future with IBM.


Innovative Scheduling, Inc.
What it Takes to Build OR-Based Decision Support Systems: Case Studies from the Field
Ravindra K. Ahuja
The practice of operations research is filled with applications that have failed to deliver the goods or meet company’s expectations. In this workshop, you will learn what it takes to build successful operations research based decision support systems and how theory can be brought to practice to create success stories for the discipline. Through actual case studies from the field, you will learn what works and what does not work, and what makes or breaks such an application. We will describe the business problems that needed to be solved, how we modeled them through OR techniques, and packaged them within decision support systems. We will also give demonstrations of these systems. We will share with you the difficulties we encountered, how we addressed them and the lessons we learned. We hope that you will be a better practitioner after attending this workshop!


LINDO Systems, Inc.
New Optimization Software Tools for Planning Under Uncertainty
Learn to apply optimization under uncertainty, scenario planning, and stochastic programming in situations such as:
• Multi-period portfolio planning facing uncertain prices, interest and exchange rates,
• Petroleum exploration planning,
• Fuel purchasing facing uncertain demand,
• Electricity generator unit commitment given uncertain demand and supply,
• Exercising options facing uncertain prices,
• Capacity and production planning facing uncertain demands,
• Metal blending facing uncertain scrap qualities,
• Revenue management in the hospitality and transport industries,
• Assigning vehicle type facing uncertain route demand.
Leave the workshop with powerful trial software and plenty of useful modeling examples.


Building and Solving Optimization Models with OPTMODEL
Ivan Oliveira and Rob Pratt
In this workshop we’ll explore the versatile capabilities of OPTMODEL for interactive optimization modeling. OPTMODEL combines power and accessibility, providing customized optimization syntax that is integrated into the SAS programming language. OPTMODEL makes it easy for you to build, use, maintain and update a wide range of optimization models. OPTMODEL also integrates with SAS data handling, analytical (statistics, forecasting, data mining, etc.) and reporting capabilities, enabling you to coordinate optimization work with these critical supporting and follow-on activities.

Business-oriented examples will illustrate OPTMODEL’s many features, including its unified syntax for LP, MILP, QP and NLP models and its support for customized solution methods.

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