The story of the Monte Carlo Algorithm

George Dyson is Freeman’s son. I believe this talk was given at SciFoo or Foo Camp. More Ulam (neither he nor von Neumann were really logicians, at least not primarily). Wikipedia on Monte Carlo Methods. I first learned these in Caltech’s Physics 129: Mathematical Methods, which used the textbook by Mathews and Walker. This book was …

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SOLVED: Problem with Impressive

I’ve written before (here and here) about using the open-source Impressive program to display PDF presentations. It’s been quite a while since I used it, or any other presentation software for that matter — retired geezers don’t do a lot of presenting — but I’ll be helping the INFORMS Student Chapter at the University of …

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Tale of the Loose Cable

Friday I used my laptop (Acer Aspire V5-131, Linux Mint 17.3) at a coffee shop with no problems. Saturday it wouldn’t boot. The specific error message was: Broadcom UNDI PXE2.1 v15.0.1 <blah blah blah> PXE-E61: Media test failure, check cable PXE-M0F: Exiting Broadcom PXE ROM No bootable device — insert boot disk and press any …

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Moore’s Law and AI

By now you’ve probably heard that Moore’s Law is really dead. So dead that the semiconductor industry roadmap for keeping it on track has more or less been abandoned: see, e.g., here, here or here. (Reported on this blog 2 years ago!) What I have not yet seen discussed is how a significantly reduced rate …

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DeepMind and Demis Hassabis

Recent profile in the Guardian; 15 facts about Hassabis. The mastery of Atari games through reinforcement learning deep neural nets is described here (Nature). See also Deep Neural Nets and Go: AlphaGo beats European champion. Guardian: … “We’re really lucky,” says Hassabis, who compares his company to the Apollo programme and Manhattan Project for both …

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Oracle Java 8 Update

For quite a while, I was getting security nags from Firefox every time a web site wanted to run a Java applet. Firefox would tell me I needed to upgrade to the latest version of Java. That would have been fine, except that I was already running the latest Java (1.8.0_66 as of this writing). …

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Producing Reproducible R Code

A tip in the Google+ Statistics and R community led me to the reprex package for R. Quoting the author (Professor Jennifer Bryan, University of British Columbia), the purpose of reprex is to [r]ender reproducible example code to Markdown suitable for use in code-oriented websites, such as StackOverflow.com or GitHub. Much has been written about …

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Another OR Educational Resource

Two years ago (two years and one day if you’re being picky), I posted a pointer to a Spanish language web site hosted by Francisco Yuraszeck (professor at the Universidad Técnica Federico Santa María in Viña del Mar, Chile). The site, Gestión de Operaciones, is listed in the resources box on the right. Recently, Francisco …

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More Shiny Hacks

In a previous entry, I posted code for hack I came up with to add vertical scrolling to the sidebar of a web-based application I’m developing in Shiny (using shinydashboard). Since then, I’ve bumped into two more issues, leading to two more hacks that I’ll describe here. First, I should point out that I’m using …

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Deep Learning in Nature

When I travel I often carry a stack of issues of Nature and Science to read (and then discard) on the plane.The article below is a nice review of the current state of the art in deep neural networks. See earlier posts Neural Networks and Deep Learning 1 and 2, and Back to the Deep. …

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Shiny Hack: Vertical Scrollbar

I bumped into a scrolling issue while writing a web-based application in Shiny, using the shinydashboard package. Actually, there were two separate problems. The browser apparently cannot discern page height. In Firefox and Chrome, this resulted in vertical scrollbars that could scroll well beyond the bottom of a page. That’s mildly odd, but not a …

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The rJava Nightmare

I like R. I like Java. I hate the rJava package, or more precisely I hate installing or updating it. Something (often multiple somethings) always goes wrong. I forget that for some reason I need to invoke root privileges when installing it. It needs a C++ library that I could swear I have, except I …

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Selecting the Least Qualifying Index

Something along the following lines cropped up recently, regarding a discrete optimization model. Suppose that we have a collection of binary variables $x_i \in B, \, i \in 1,\dots,N$ in an optimization model, where $B=\{0, 1\}$. The values of the $x_i$ will of course be dictated by the combination of the constraints and objective function. …

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Alternative Versions of R

Fair warning: most of this post is specific to Linux users, and in fact to users of Debian-based distributions (e.g., Debian, Ubuntu or Mint). The first section, however, may be of interest to R users on any platform. An alternative to “official” R By “official” R, I mean the version of R issued by the …

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Feelings of Rejection

This is a quick (?) recap of an answer I posted on a support forum earlier today. I will couch it in terms somewhat specific to CPLEX, but with minor tweaks it should apply to other mixed-integer programming solvers as well. It is possible to “warm start” CPLEX (and, I’m pretty sure, at least some …

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New kids on the blockchain

WSJ reports on institutional interest in blockchain technologies. WSJ: Nasdaq OMX Group Inc. is testing a new use of the technology that underpins the digital currency bitcoin, in a bid to transform the trading of shares in private companies. The experiment joins a slew of financial-industry forays into bitcoin-related technology. If the effort is deemed …

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Model Credibility

Someone asked an interesting question on a support forum recently. The gist was: “How do I confirm that my model is correct?” On the occasions that I taught simulation modeling, this was a standard topic. Looking back, I don’t recall spending nearly as much time on it when teaching optimization, which was a mistake on …

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The Monty Hall Evolver

The Monty Hall problem is very famous (Wikipedia, NYT). It is so famous because it so easily fools almost everyone the first time they hear about it, including people with doctorate degrees in various STEM fields. There are three doors. Behind one is a big prize, a car, and behind the two others are goats. …

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Optimization Pro and Con

A tweet by Nate Brixius (@natebrix) led me to read the article “The Natural Order and Divine Order of Optimization” published by the Wisconsin Institute for Discovery, a rebuttal/counterpoint to a New York Times Magazine article titled “A Sucker is Optimized Every Minute“. The former sings the praises of optimization (somewhat) and the latter vilifies …

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An SSH Glitch

Something weird happened with SSH today, and I’m documenting it here in case it happens again. I was minding my own business, doing some coding, on a project that is under version control using Git. After committing some changes, I was ready to push them up to the remote (a GitLab server here at Michigan …

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Formulating Optimization Models

Periodically, on OR Exchange and other forums, I encounter what are surely homework problems involving the construction of optimization models. “The Acme Anvil Corporation makes two types of anvils, blue ones and red ones. Blue anvil use 185 kg. of steel and have a gross revenue of $325 each; red anvils …” Really? Does anyone …

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Partitioning with Binary Variables

Armed with the contents of my last two posts (“The Geometry of a Linear Program“, “Branching Partitions the Feasible Region“), I think I’m ready to get to the question that motivated all this. Let me quickly enumerate a few key take-aways from those posts: The branch and bound method for solving an integer linear program …

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Back to the deep

The Chronicle has a nice profile of Geoffrey Hinton, which details some of the history behind neural nets and deep learning. See also Neural networks and deep learning and its sequel. The recent flourishing of deep neural nets is not primarily due to theoretical advances, but rather the appearance of GPUs and large training data …

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