Decision Optimization

INFORMS 2015 

6 days ago

These are the presentations made by the IBM Decision Optimization team at INFORMS, Philadelphia, November 2015.

Andrea Tramontani, CPLEX Keeps Getting Better
We present some of the new features and algorithmic techniques that have been recently added to IBM ILOG CPLEX Optimizer, and we give detailed benchmark results that demonstrate the performance improvements achieved in latest CPLEX versions.

INFORMS2015-CPLEX-keeps-getting-better.pdf

Alain Chabrier, Xavier Ceugniet, Stéphane Michel, Descriptive, Predictive and Prescriptive Analysis for and by Business Users
Visual analytics tools such as Watson Analytics provide easy ways for business users to benefit of descriptive and predictive analytics. Using configuration and elicitation of constraints and goals based on suggestions and natural language, we show how prescriptive analytics can also be supported and more complex business problems solved using the combinations of the 3 analytics area. We illustrate with a campaign marketing optimization use case.

INFORMS2015-Descriptive-Predictive-and-Prescriptive-Analysis-for-and-by-Business-Users.pdf

Pierre Bonami, Andrea Tramontani, Recent Advances in CPLEX for Mixed Integer Nonlinear Optimization
We present some of the new algorithmic techniques that have been recently added to the IBM CPLEX solver to address nonlinear optimization models. We focus in particular on mixed integer second order cone programming and quadratic optimization. We present extensive computational analysis to assess the performance gain from these techniques.

INFORMS2015-Recent-Advances-in-CPLEX-for-Mixed-Integer-Nonlinear-Optimization.pdf

Roland Wunderling, Jean-François Puget, Symmetry: What LP Can Learn from MIP
Symmetry has long been exploited in the solution of mixed integer programs. While LP does not suffer from the same combinatorial explosion of the search space due to symmetry as MIP does, symmetries can be identified and exploited for LP as well. We will evaluate the effect of doing so.

INFORMS2015-Symmetry-What-LP-Can-Learn-from-MIP.pdf

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