Check out the Pre-Conference Technology Workshops Sunday, April 18.

Track 7: Software Tutorials- Monday

9:10am-10:00am
Decision Frameworks, Inc.
Using Decision Analysis Framing, Expert Interviewing and Value of Information Techniques and Tools to Design a Better Pilot Project
Ellen Coopersmith, Founder and Consultant

When designing a test of a new technology, teams and their managers often find themselves in a natural battle. Technical professionals ask for more wells, longer test durations, and more data; decision makers look to reduce cost and quickly demonstrate good performance. From the perspective of an economic evaluation, the key differences between pilot designs are cost and accuracy. The only way to justify spending more money on a pilot is to quantify the increase in accuracy achieved. This can be a difficult task that many teams avoid. Invariably they agree to a cheaper test design, not knowing if a larger test would provide more value or if they might be backed into a corner when the pilot results eventually come in. This DA tutorial shows how to use practical decision analysis (DA) techniques and the DTrio DA framing workflow and value of information (VOI) software to optimize the design of a pilot project. It demonstrates how to use decision-framing techniques to construct alternative piloting strategies and to identify and characterize the key uncertainties in the commercialization process. The tutorial also demonstrates how to integrate value of information techniques to estimate (1) the incremental value of each piloting strategy, and (2) how much more confidently the team can recommend a commercial sanction decision at the conclusion of each pilot.

10:30am-11:20pm
AIMMS (Paragon Decision Technology)
Robust Optimization: We Do the Hard Work for You!
Paco Cruz, Director; Peter Nieuwesteeg, Senior AIMMS Specialist

How are you going to take advantage of robust optimization without being an expert in that field? Did you ever read something about robust optimization but got all confused? Join us in this session where we will demonstrate the ability of AIMMS to handle uncertainty in your optimization model through robust optimization. Extending your model for robust optimization may be as simple as introducing a range for the coefficients instead of a single value. We will show you how you can extend your deterministic model so that it becomes a robust model. This will be demonstrated using several examples, so that you can see that formulating and solving robust optimization can be pretty straightforward.

11:30am-12:20pm
IBM ILOG Optimization Products
IBM ILOG Optimization Software
Martin Shell, Senior Technical Account Manager

IBM ILOG optimization software supports the rapid development and deployment of both mathematical and constraint programming models from either a powerful integrated development environment using the Optimization Programming Language (OPL), programmatic APIs or other 3rd party modeling interfaces. In this tutorial we will explore the comprehensive capabilities offered, including model development, tuning, analysis and deployment options for models built on IBM ILOG CPLEX and IBM ILOG CP Optimizer engines. We will review new features in these engines, the OPL-CPLEX Developer Edition modeling environment and IBM ILOG ODM Enterprise Edition application development and deployment tool.

1:50pm-2:40pm
Gurobi Optimization
How Easy Is It to Migrate My Existing Model to the Gurobi Optimizer?
Greg Glockner, Technical Support Manager

So, you already have a model written for another solver, but now you’re ready to find out how much faster the Gurobi Optimizer can solve your problem. This tutorial will show you how easy it is to modify your existing model to work with the Gurobi Optimizer. When you’re done, you’ll be ready to start migrating all your models over to Gurobi.

3:40pm-4:30pm
Innovative Scheduling, Inc.
What It Takes to Turn Models into Decision Support Systems
Ravindra K. Ahuja, President

In this tutorial, we will share with the audience our experiences about what it takes to build successful model-based systems and how theory can be brought to practice to create success stories for the discipline. We will describe several business problems, their modeling, algorithmic development and packaging into decision support systems. We will explain the difficulties encountered, how we addressed them, and the lessons learned. We will also describe our approach of turning models into decision support systems in a rapid development mode.

Track 9: Software Tutorials- Monday

9:10am-10:00am
AdapChain
AdapLink: Integration for OR - What it Looks Like, How it Works and Why You Need it
Svenne Juul, President

A common theme in many real-life stories about implementation of optimization software sounds like this - "This solution would be great, if only the data was better integrated." During this tutorial we will demonstrate why AdapLink should be the Extraction, Transformation and Load (ETL) solution for your OR project. AdapLink can through integration of data from diverse sources, seamless and efficient application of business rules, and a friendly user interface, provide the back-end that allows your OR application to shine.

10:30am-11:20pm
Forio Business Simulations
Data Visualization and Simulation Design for a Global Audience
Michael Bean, President

Simulations and data visualizations that run in web browsers have the advantages of global accessibility, simple distribution and the ability to monitor simulation usage. However, simulations need to be modified in order to effectively use the online medium. Online simulations need to be engaging the user, accessible in multiple formats, simple to navigate and correspond to the user's learning objectives. Usability design is critical to create data visualizations and simulations that will be used by a diverse, global audience with limited knowledge of simulation, short attention spans and unarticulated use objectives. We will demonstrate how to create web simulations and use free drag-and-drop tools to create data visualizations for exploring what-if scenarios. We will discuss commonly occurring web simulation design challenges and potential solutions, and show examples of web simulations that have been used by thousands of users. A series of guidelines for creating simulations online will also be provided.

11:30am-12:20pm
LINDO Systems, Inc.
Efficient Tools for Optimization Modeling
Mark Wiley, VP Marketing; Gautier Laude, Software Development Manager

Learn how easy it is to quickly build complex linear, nonlinear, global and integer optimization models; incorporate uncertainty into your optimization models; easily access data from Excel and databases; and seamlessly embed a solver into your own application. Find out about the latest stochastic programming/scenario planning enhancements. See a demonstration of the newest releases of: LINDO API - a callable solver engine; LINGO - an integrated modeling language and solvers; and What'sBest! - a large-scale solver for Excel. We'll illustrate the features and benefits of each and provide a brief modeling tutorial.

1:50pm-2:40pm
SAS/OR
Building and Solving Optimization Models with OPTMODEL
Ed Hughes, Product Manager

SAS/OR is the primary SAS product for operations research, encompassing optimization, scheduling and simulation. Foremost among SAS/OR’s optimization modules is OPTMODEL, featuring a powerful and intuitive algebraic language designed specifically for optimization modeling and providing unified support for LP, MILP, QP and NLP models. We’ll demonstrate how OPTMODEL delivers value through the clarity and flexibility of its syntax. We’ll also illustrate OPTMODEL’s support for both standard and customized algorithms in addressing more challenging optimization problems. We’ll explore how OPTMODEL’s integration into the SAS language enables coordination with SAS data, analytic and reporting capabilities to create optimization-based solutions to business problems.

3:40pm-4:30pm
AMPL Optimization LLC
Attacking Hard Mixed-Integer Optimization Problems Through the AMPL Modeling Language
Robert Fourer, Principal

There are many tricks for formulating complex optimization models by use of integer variables, but what’s to be done when even advanced solvers can’t produce acceptable solutions in a reasonable time? Sometimes it pays to “cheat” a bit on the formulation. By restricting the search space in ways that might theoretically change the result but that are highly unlikely to make a difference in practice, the desired solution may be obtained much faster. A series of examples shows how substantial improvements can be achieved through carefully focused troubleshooting and experimentation facilitated by the power and flexibility of AMPL and its solver interfaces.

Track 16: Software Tutorials- Tuesday

9:10am-10:00am
FICO
Building Optimization Applications in FICO Xpress
Oliver Bastert, Product Management
This tutorial will focus on developing and deploying complete optimization applications using FICO’s array of mathematical modeling and optimization tools. These tools can be used for modeling, solving, analyzing, and visualizing optimization problems, and integrating them seamlessly in business applications. During this tutorial we will explain how Xpress-Mosel, Xpress-IVE and Xpress-Application Developer can decrease development time for new optimization applications and enable you and your customers to make smarter decisions. The proven technologies offered by FICO can be used in range of applications such as supply chain management, transportation, finance, energy, manufacturing, retail, insurance and manufacturing industries, to name a few.

10:30am-11:20am
Vanguard Software
Vanguard System Optimizer: Optimizing Problems that Defy Traditional Techniques
Rob Suggs, CEO

Many business problems defy traditional optimization techniques because they contain complicated, yet real-world, structures or uncertainty. Uniquely designed for grid computing, the new Optimizer feature of Vanguard System gives you the power to optimize any business problem. We will demonstrate the Vanguard System Optimizer on a wide range of problems and illustrate how this capability is integrated with Vanguard’s advanced forecasting, Web-based collaboration, and interactive Web-based reporting features.

11:30am-12:20pm
American Optimal Decisions
Portfolio Safeguard by AORDA: Nonlinear Mixed-Integer Optimization Package
Sergey Sarykalin, Vice President

Portfolio Safeguard is an advanced nonlinear mixed-integer optimization package used in risk management, financial engineering, military, medical and other applications. Design and solve complex optimization problems with built-in functions (linear, quadratic, maximum, st. dev., variance, probability, VaR, CVaR, cardinality, fixed-charge, etc.). For example, for the following problem--minimize: Value-at-Risk of Loss subject to: Cardinality Constraint (number of non-zeros <= 1500). The essential part of the PSG code is - Problem: type=minimize; Objective: ar_risk(0.9, matrix_scenarios); Constraint: cardinality(matrix_weights), upper_bound=1500. See real-life case studies (with downloadable data and problem statements) in Windows, MATLAB, C++, Run-File at www.aorda.com/aod/psg.action.

Track 17: Software Tutorials- Tuesday

9:10am-10:00am
Cogentus
Stakeholders – Assumption of Difference
Ian Seed, CEO Cogentus

Decision-making has tended to focus on a single audience group that can come to a consensus and the decision maker (DM) then decides. The real world unfortunately doesn’t behave in this simplistic way - there are often several groups with conflicting value systems and rarely a single DM. This tutorial will provide participants with an innovative approach to account for differing stakeholder perspectives when making key decisions using MCDA and Promax software.

10:30am-11:20am
Maximal Software, Inc.
Why is Maximal now giving away FREE development copies of MPL for Windows and MPL for Python?
Bjarni Kristjansson, President

In today's challenging economy, many companies are now looking for ways to save on their IT budget, including purchasing optimization software. We at Maximal Software have now decided to fundamentally change how we sell our software, by greatly reducing how much you pay for development copies of MPL, in many cases bringing the actual cost down to zero. We will go over each of the following new programs, and explain in detail how they work:

In the second part of the tutorial, we will introduce "MPL for Python,” a new scripting and library interface for the MPL Modeling Language. MPL has been distributed with a standard GUI interface for development and object-oriented library (OptiMax) for deployment for many years now. With the advent of advanced scripting language frameworks such as Python, which are becoming increasingly popular, there are now new opportunities for integrating optimization into real-world applications. With "MPL for Python" we are introducing a new scripting and component library interface that takes full advantage of the many powerful features of Python.

11:30am-12:20pm
Frontline Systems, Inc.
High Productivity Modeling in Excel for Risk Analysis and Robust Optimization
Daniel H. Fylstra, President

The path to better decisions can be shorter: more than ever, models for risk analysis and optimal resource allocation in an uncertain world can be built more easily in Microsoft Excel, scaled up to large size, and solved on a desktop or an Intranet or Web Server. Robust optimization and stochastic programming models that once required scarce expertise and long development cycles are easy to create and solve in Excel. Software that exploits multi-core PCs in both optimization and simulation yields faster-than-ever solutions. This session focuses on how practitioners can build models, get results quickly, and communicate results to decision-makers.