American Optimal Decisions
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)
Essential part of the PSG code is - Problem: type=minimize; Objective: var_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.
Stakeholders – Assumption of Difference
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 workshop will provide participants with an innovative approach to account for differing stakeholder perspectives when making key decisions using MCDA and Promax software.
Decision Frameworks, L.P.
TreeTop – The Decision Tree Software for the Next Generation
Stuck with the limitations of Excel add-ins? Dealing with problems of long-in-the-tooth development code? Come take a look at how TreeTop can generate your tornados and trees when performing simple to sophisticated decision tree analysis. TreeTop links to any Microsoft Excel model and makes Excel its “add-in.” Built on the .Net framework using X-box 360 graphics and a customized “lazy calculation engine,” TreeTop boasts maximum calculation speed and end node capability while hosting a uniquely designed user interface. This new look interface improves your ability to build tornado diagrams and decision trees, create your own decision metrics, review the results in tree and tornado formats, combine strategies and compare them with cumulative probability comparison curves. This technology demonstration will walk through the next generation workflow for decision tree analysis – interactively building two different offshore development concept evaluations, gaining insight from them and developing a hybrid appraisal-first-then-develop strategy evaluation – using TreeTop.
Forio Business Simulations
Bring your laptop and by the end of our workshop you’ll have your simulation running on the web in a free Forio Simulate account. If you don’t have a laptop you can pair up with someone during the workshop and collaborate to produce a web simulation. The session will start with an introduction to Forio Simulate. First we will help you get your model running. Then we will introduce Simulate’s drag-and-drop interface designer and you will be able to develop on your own simulation user interface with help from Forio.
Bring a laptop.
Maximal Software, Inc.
Optimization Modeling with MPL and Python: 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. In the second part of the workshop, we will demonstrate the new "MPL for Python," a scripting and library interface for the MPL Modeling Language that takes full advantage of the many powerful features of Python. We will be introducing as well several new special programs by Maximal Software, where we are now giving away FREE development copies of our MPL software. For more information and a detailed schedule of the workshop, click here.
AdapLink: Integration and Data management for OR - How AdapLink Can be Used to Overcome Typical OR Data Challenges
While it is the excitement of OR that gets projects started, it is often mundane data issues that make OR projects struggle. This workshop will demonstrate how AdapLink can be used to solve a number of common OR data-challenges like: (1) combining dynamic data from multiple sources; (2) spotting and solving data quality issues through application of business rules; (3) providing users with just the right amount of control over rules and data; (4) and other challenges. During this workshop, Svenne Juul, President of AdapChain, we will demonstrate why you should consider AdapLink as the Extraction, Transformation and Load (ETL) solution for your OR project.
Solving Super-Size Problems with FICO Xpress Optimization Suite
Some optimization problems are just too big for many applications to solve. If you’re dealing with super-size problems like this, join us to learn how to tackle massively large problems using the FICO Xpress Optimization Suite. You will see two techniques for problem decomposition using the unique Mosel modeling language, and hear case studies showing how FICO solved super-size problems in supply chain optimization and retail space planning. This workshop will also explore novel ways of modeling existing business problems using linear, mixed integer and quadratic programming techniques.
Free solar charger to the first 50 attendees!
Gurobi Optimization, Inc.
Solving Difficult LP and MIP Problems with Gurobi Optimizer 3.0
The workshop, presented by Robert Bixby and Greg Glockner, will begin with an overview of the new capabilities of Gurobi Optimizer Version 3.0, including our new parallel barrier optimizer and our new .NET API. Next we will touch on some of the unique functionality of the Gurobi Optimizer, both old and new, that allows it to tackle the most difficult optimization models. Then, we will demonstrate how to easily set up and solve various types of difficult problems using Gurobi Optimizer V3.0.
We know it’s lunch time, so we’ll have plenty of snacks and drinks for you!
Innovative Scheduling, Inc.
Solving Complex Scheduling Problems Through Decomposition and Network Flows
In the past few years, we have had considerable success in solving some very large-scale and complex planning and scheduling problems arising in the field of logistics and transportation. In this interactive three-hour workshop led by Ravindra K. Ahuja we will take some of these applications and explain how we modeled these problems, decomposed into smaller problems, and used innovative network flow techniques to solve the overall problem. We will also describe how to package these applications into decision support systems so that non-experts in operations research can use them. We invite students and academicians, as well as practitioners, to attend the workshop, and we will ensure that it is an invaluable learning experience for them.
Boxed lunch will be provided to all attendees.
Vanguard System Optimizer: Optimizing Problems that Defy Traditional Techniques
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.
Frontline Systems, Inc.
Optimization and Simulation Models from Excel to Your Intranet or Web Server
See how easily you can go from a prototype model in Microsoft Excel to a full-scale application on your corporate server – in just minutes with Frontline Systems’ Risk Solver Platform V9.6 and Solver Platform SDK V10.0. We’ll take you step by step from creating a model in Excel to solving that model directly in a multi-core application using C++, C# or Java on Windows or Linux. Solve conventional LP/MIP models, nonlinear and non-smooth models, and use robust optimization, stochastic programming and simulation optimization methods. Learn what you can do, and take away a free trial software CD to do it!
Build and Deploy Corporate Planning and Scheduling Applications Using IBM ILOG Optimization Platform Technologies
IBM ILOG Optimization platform technologies support the complete software application lifecycle, from development-centric activities (model development, testing, application prototyping) through deployment and on-going maintenance of business optimization applications. In this tutorial we explore IBM’s product support for both development and deployment aspects of successful enterprise-class optimization-based applications. (1) OR experts are integral to the successful development and maintenance of successful optimization-based IT projects. We will highlight the latest features for model development, testing and tuning in IBM ILOG CPLEX, CP Optimizer and OPL. (2) OR experts, IT and line-of-business managers must collaborate to develop and maintain mission-critical planning and scheduling systems to support complex operations. We provide a deeper dive into IBM ILOG ODM Enterprise, a platform facilitating enterprise deployment of optimization-based planning and scheduling solutions.
LINDO Systems, Inc.
Applying the Latest Optimization Tools from LINDO Systems
Come learn how to use the latest optimization capabilities, including, linear, quadratic, nonlinear, global and stochastic optimization for problems of financial planning, production planning, supply chain management, engineering design and more. We will cover the newest features of our modeling language interface, Excel add-in and callable API library packages. Leave with full-featured trial versions of all three products and the knowledge you need to jump-start your next project.
Solving Business Optimization Problems with OPTMODEL
OPTMODEL provides a powerful, unified syntax for building, using and maintaining a wide range of optimization models, including LP, MILP, QP and general NLP. OPTMODEL supports both standard and customized optimization algorithms and integrates fully with SAS strengths in data handling, analytics (statistics, data mining, forecasting, etc.) and reporting. We’ll illustrate OPTMODEL’s capabilities with a mix of classical models and case studies drawn from our successful work with customers across a broad range of industries.