Pseudocode in LyX

Fair warning: This post is for LyX users only. When I’m writing a paper or presentation in LaTeX (using LyX, of course) and want to include a program chunk or algorithm in pseudocode, I favor the algorithmicx package (and specifically the algpseudocode style). There being no intrinsic support for the package in LyX, I have …

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B.S.-ing Precisely

In a recent blog post titled “Excessive Precision“, John D. Cook points out the foolishness of articulating results to an arbitrarily high degree of precision when the inputs are themselves not that precise. To quote him: Excessive precision is not the mark of the expert. Nor is it the mark of the layman. It’s the …

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Coordinating Variable Signs

Someone asked me today (or yesterday, depending on whose time zone you go by) how to force a group of variables in an optimization model to take the same sign (all nonpositive or all nonnegative). Assuming that all the variables are bounded, you just need one new binary variable and a few constraints. Assume that …

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NP Confusion

I just finished reading a somewhat provocative article on the CIO website, titled “10 reasons to ignore computer science degrees” (when hiring programmers). While I’m not in the business of hiring coders (although I recent was hired as a “student programmer” on a grant — the Universe has a sense of humor), I find myself …

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Selecting Box Sizes

Someone posted an interesting question about box sizes on Mathematics Stack Exchange. He (well, his girlfriend to be precise) has a set of historical documents that need to be preserved in boxes (apparently using a separate box for each document). He wants to find a solution that minimizes the total surface area of the boxes …

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Usefulness of Computer Science: An Example

I thought I would follow up on my June 29 post, “Does Computer Science Help with OR?“, by giving a quick example of how exposure to fundamentals of computer science recently helped me. A current research project involves optimization models containing large numbers of what are basically set covering constraints, constraints of the form \(\displaystyle …

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Does Computer Science Help with OR?

Fair warning: tl/dr. After reading a blog post yesterday by John D. Cook, “Does computer science help you program?“, I decided to throw in my two cents (convert to euros at your own risk) on a related topic: does computer science (which I will extend to including programming) help you as an OR/IE/management science/analytics professional? …

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Callback Cuts That Repeat

The following post is specific to the CPLEX integer programming solver. I have no idea whether it applies to other solvers, or even which other solver have cut callbacks. Every so often, a user will discover that a callback routine they wrote has “rediscovered” a cut it previously generated. This can be a bit concerning …

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Grouping Rows of a Matrix

I spent a large chunk of yesterday afternoon doing something I thought would be simple (relatively speaking) in LaTeX. I wanted to group rows of a matrix (actually, in my case, a vector) with right braces, and label the groups. An example of what I wanted is in the image below. This seems to me …

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Big M and Integrality Tolerance

A change I made to an answer I posted on OR-Exchange, based on a comment from a well-informed user of OR-X, might be worth repeating here on the blog. It has to do with issues that can occur when using “big M” type integer programming models, a topic I’ve covered here before. As I mentioned …

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More on “Core Points”

A few additions to yesterday’s post occurred to me belatedly. First, it may be a good idea to check whether your alleged core point \(y^0\) is actually in the relative interior of the integer hull \(\mathrm{conv}(Y)\). A sufficient condition is that, when you substitute \(y^0\) into the constraints, all inequality constraints including variable bounds have …

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Finding a “Core Point”

In a famous (or at least relatively famous) paper [1], Magnanti and Wong suggest a method to accelerate the progress of Benders decomposition for certain mixed-integer programs by sharpening “optimality” cuts. Their approach requires the determination of what they call a core point. I’ll try to follow their notation as much as possible. Let \(Y\) …

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Creating A New MIME Type

I struggled a bit this afternoon creating a new MIME type and associating it with a particular application, so I’m going to archive the solution here for future reference. This was on a Linux Mint system, but I found the key information in a GNOME documentation page, so I suspect it works for Ubuntu and …

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Thread Safety

As I noted in yesterday’s post, one of the major changes associated with the new “generic” callback structure in CPLEX is that users now bear the responsibility of making their callbacks thread-safe. As I also noted yesterday, this is pretty new stuff for me. So I’m going to try to share what I know about thread …

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CPLEX 12.8: Generic Callbacks

IBM is getting ready to release CPLEX 12.8, and I had the opportunity to attend a presentation about by Xavier Nodet at the 2017 INFORMS annual meeting. Here are links to two presentations by Xavier: CPLEX Optimization Studio 12.8 – What’s New and CPLEX 12.8 – the Generic Callback. As with any new release, there …

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Minimizing a Median

\( \def\xorder#1{x_{\left(#1\right)}} \def\xset{\mathbb{X}} \def\xvec{\mathbf{x}} \)A somewhat odd (to me) question was asked on a forum recently. Assume that you have continuous variables \(x_{1},\dots,x_{N}\) that are subject to some constraints. For simplicity, I’ll just write \(\xvec=(x_{1},\dots,x_{N})\in\xset\). I’m going to assume that \(\xset\) is compact, and so in particular the \(x_{i}\) are bounded. The questioner wanted to …

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Rolling Horizons

I keep seeing questions posted by people looking for help as they struggle to optimize linear programs (or, worse, integer linear programs) with tens of millions of variables. In my conscious mind, I know that commercial optimizers such as CPLEX allow models that large (at least if you have enough memory) and can often solve …

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Memory Minimization

As I grow older, I’m starting to forget things (such as all the math I ever learned) … but that’s not the reason for the title of this post. A somewhat interesting question popped up on Mathematics StackExchange. It combines a basic sequencing problem (ordering the processing of computational tasks) with a single resource constraint …

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Premature Obituaries

[T]he report of my death was an exaggeration. (Mark Twain, 1897) In a recent blog post, “Data Science Is Not Dead“, Jean-Francois Puget discussed and dissented with a post by Jeroen ter Heerdt titled “Data Science is dead.” Barring the possibility that Schroedinger shoved data science into a box and sealed it, both assertions cannot …

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If This and That Then Whatever

I was asked a question that reduced to the following: if \(x\), \(y\) and \(z\) are all binary variables, how do we handle (in an integer programming model) the requirement “if \(x=1\) and \(y=1\) then \(z=1\)”? In the absence of any constraints on \(z\) when the antecedent is not true, this is very easy: add …

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Update Error: Wrong Architecture

Yesterday I ran into one of those mystifying glitches that, will infrequent, serve as a reminder that Linux is not for the faint of heart. When I booted my desktop system (Linux Mint 18.1 Serena), the system tray icon for the software updater was displaying a red “X” that indicates it tried and failed to …

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Adventures with TeX Live

Since I use the Linux Mint operating system, the obvious (if not only) choice for a LaTeX distribution is TeX Live. (If you are not familiar with, or are not interested in, the LaTeX typesetting system, you have already read too far in this post.) On Mint, Ubuntu and other Debian-type operating systems, you typically …

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MSU Students Do Microfinance

Several years ago, I found out about Kiva.org, an online “microfinance” site where individuals can make small loans ($25 is the standard increment at Kiva) to entrepreneurs in low income settings. The entrepreneurs actually apply for larger amounts, which they typically receive from third-party “field partners”. The entrepreneurs repay the loans with interest to the …

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Another Absolute Value Question

Someone asked whether it is possible to eliminate the absolute value from the constraint \(Lx\le |y| \le Ux\) (where \(L\ge 0\) and \(U>0\) are constants, \(x\) is a binary variable, and \(y\) is a continuous variable). The answer is yes, but what it takes depends on whether \(L=0\) or \(L>0\). The easy case is when …

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Fischetti on Benders Decomposition

I just came across slides for a presentation that Matteo Fischetti (University of Padova) gave at the Lunteren Conference on the Mathematics of Operations Research a few days ago. Matteo is both expert at and dare I say an advocate of Benders decomposition. I use Benders decomposition (or variants of it) rather extensively in my …

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Pro Bono Analytics Is Growing Social

Pro Bono Analytics is a program by INFORMS (the Institute for Operations Research and the Management Sciences, for the acronym-averse), “the largest society in the world for professionals in the field of operations research (O.R.), management science, and analytics”. PBA “connects our members and other analytics professionals with nonprofit organizations working in underserved and developing communities”. …

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Mapping Trackball Buttons

For years, I’ve used a Logitech M570 wireless trackball with my Linux Mint PC. I generally prefer trackballs to mice — no need to lift and reposition after a bunch of movement — and I find that using my thumb, rather than my index finger (or, if I’m in a bad mood, my middle finger) …

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Mint Upgrade Woes

As I mentioned a couple of months ago, I upgraded a laptop from Linux Mint 17.3 (“Rebecca”) to 18.0 (“Sarah”) with minimal difficulties. My laptop serves as a guinea pig for these things. Once I’m sure things work fine on the laptop, I’ll consider upgrading my desktop as well. A few days ago I finally …

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MIP Models in R with OMPR

A number of R libraries now exist for formulating and solving various types of mathematical programs in R (or formulating them in R and solving them with external solvers). For a comprehensive listing, see the Optimization and Mathematical Programming task view on CRAN. I decided to experiment with Dirk Schumacher’s OMPR package for R. OMPR …

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Surviving an nVidia Driver Update

Scenario: I’m running Linux Mint 17.3 Rebecca (based on Ubuntu 14.04) on a PC with a GeForce 6150SE nForce 430 graphics card. My desktop environment is Cinnamon. The graphics card is a bit long in the tooth, but it’s been running fine with the supported nVidia proprietary driver for quite some time. Unfortunately, having no …

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Mint Upgrade Problem Solved

I decided to upgrade first my laptop (the canary in the mine shaft), then my desktop (assuming the canary lived), from Linux Mint 17.3 (“Rebecca”) to 18.0 (“Sarah”). The “old school” approach would be to download the distribution to a CD/DVD, or create a bootable version on a USB stick, test it and then install …

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DNS on Home WiFi

DNS on Home WiFi Like a lot of people, I have a home WiFi network, and I recently changed my Internet service provider. That required replacing my cable modem. Both the old and new modems provided a DHCP service that doled out local IP addresses to devices connecting to the home WiFi network. Both modems …

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Better Estimate, Worse Result

I thought I might use a few graphs to help explain an answer I posted on Quora recently. First, I’ll repeat the question here: In parametric optimization with unknown parameters, does a better estimator of the parameter always lead to better solutions to the actual problem? Here we’re trying to minimize f(x,θ) with respect to …

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Hovering Over Shiny Plots

I’m following up on yesterday’s post, “Formatting in a Shiny App“. One of the features I added to my Shiny application was the ability to identify a point in a plot by hovering over it. Since I wanted to do this in several different plots, and did not want to reproduce the logic each time, …

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Formatting in a Shiny App

I’ve been updating a Shiny (web-based interactive R) application, during the course of which I needed to make a couple of cosmetic fixes. Both proved to be oddly difficult. Extensive use of Google (I think I melted one of their cloud servers) eventually turned up enough clues to get both done. I’m going to record …

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Some R Resources

(Should I have spelled the last word in the title “ResouRces” or “resouRces”? The R community has a bit of a fascination about capitalizing the letter “r” as often as possible.) Anyway, getting down to business, I thought I’d post links to a few resources related to the R statistical language/system/ecology that I think may …

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Connecting Bluetooth Headphones

I recently picked up a pair of Bluetooth headphones (Mixcder ShareMe 7) for use with my laptop (which runs Linux Mint). Getting them to connect properly was a bit of an adventure. After I had things (mostly) sorted out, I decided to script the steps necessary to get them working so that I could just …

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