future perspectives of optimization: my vie · 2014. 10. 24. · future perspectives of...

26
Proceedings of the Twenty-Sixth RAMP Symposium Hosei University, Tokyo, October 16-17, 2014 Future perspectives of optimization: My view Martin Grötschel 1Abstract When thinking about the future of optimization one has to take a broad perspec- tive; disciplines such as operations research (OR), computer science, applied mathematics, and scientific computing need to be taken into account as well as emerging fields such as data science and MSO (which is an abbreviation of modelling, simulation and optimization). Optimization (and its close relatives mentioned before) are, in a sense, dicult disciplines since they are becoming more and more interdisciplinary. And moreover, in the academic world, they are heterogeneous as they may be located in departments or faculties of mathematics, manage- ment science, economics, computer science, industrial or other types of engineering. In industry, the positioning of OR and optimization specialists is similarly fuzzy. There is almost no situa- tion where OR or optimization form the core of some organization. All this makes it somewhat dicult to pursue “clean” OR/optimization careers in industry or academia. What makes it worse is that the names used for denoting the activities are unstable. They are changing over time and from country to country. Even worse, the various names are not well understood some not at all by the general public, some have dierent interpretations depending on the user community. It is interesting to observe that all this is a weakness of the field, but it is also a strength, as I will point out. In this talk I will elaborate on my view of the past and future of optimization and its relatives and my conclusion is that it is very bright, if appropriately “positioned and managed”. Keywords optimization, operations research, mathematical programming, future perspectives 1 Zuse Institute, TU und MATHEON Berlin Zuse Institute Berlin, Takustraße 7, 14195 Berlin, Germany E-mail address: [email protected] 133

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Page 1: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Proceedings of the Twenty-Sixth RAMP SymposiumHosei University, Tokyo, October 16-17, 2014

Future perspectives of optimization: My view

Martin Grötschel1∗

Abstract When thinking about the future of optimization one has to take a broad perspec-tive; disciplines such as operations research (OR), computer science, applied mathematics, andscientific computing need to be taken into account as well as emerging fields such as data scienceand MSO (which is an abbreviation of modelling, simulation and optimization).

Optimization (and its close relatives mentioned before) are, in a sense, difficult disciplines sincethey are becoming more and more interdisciplinary. And moreover, in the academic world, theyare heterogeneous as they may be located in departments or faculties of mathematics, manage-ment science, economics, computer science, industrial or other types of engineering. In industry,the positioning of OR and optimization specialists is similarly fuzzy. There is almost no situa-tion where OR or optimization form the core of some organization. All this makes it somewhatdifficult to pursue “clean” OR/optimization careers in industry or academia.

What makes it worse is that the names used for denoting the activities are unstable. Theyare changing over time and from country to country. Even worse, the various names are notwell understood ― some not at all by the general public, some have different interpretations ―depending on the user community.

It is interesting to observe that all this is a weakness of the field, but it is also a strength, as Iwill point out. In this talk I will elaborate on my view of the past and future of optimizationand its relatives and my conclusion is that it is very bright, if appropriately “positioned andmanaged”.

Keywords optimization, operations research, mathematical programming, future perspectives

1 Zuse Institute, TU und MATHEON BerlinZuse Institute Berlin, Takustraße 7, 14195 Berlin, Germany

∗ E-mail address: [email protected]

- 133 -

Page 2: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Futu

re p

ersp

ectiv

es o

f op

timiz

atio

n:

My

view

26th

RAM

P Sy

mpo

sium

Toky

o, J

apan

, Oct

ober

17, 2

014

Mar

tin G

röts

chel

Zuse

Ins

titut

e, T

echn

isch

e U

nive

rsitä

t an

dM

ATH

EON

Berli

n

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

2

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

3

My

abst

ract

Whe

n th

inki

ng a

bout

the

futu

re o

f op

timiz

atio

n on

e ha

s to

tak

e a

broa

d pe

rspe

ctiv

e: d

isci

plin

es s

uch

as

�op

erat

ions

res

earc

h (O

R),

�co

mpu

ter

scie

nce,

appl

ied

mat

hem

atic

s, a

nd

�sc

ient

ific

com

putin

g ne

ed t

o be

tak

en in

to a

ccou

nt a

s w

ell a

s em

ergi

ng f

ield

s su

ch a

s �

data

sci

ence

and

MSO

(an

abb

revi

atio

n of

mod

ellin

g, s

imul

atio

n an

d op

timiz

atio

n).

Mar

tin G

röts

chel

4

- 134 -

Page 3: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

My

abst

ract

�O

ptim

izat

ion

(and

its

clos

e re

lativ

es m

entio

ned

befo

re)

are,

in

a se

nse,

diff

icul

t di

scip

lines

sin

ce t

hey

are

beco

min

g m

ore

and

mor

e in

terd

isci

plin

ary.

�An

d m

oreo

ver,

in t

he a

cade

mic

wor

ld, t

hey

are

hete

roge

neou

s as

th

ey m

ay b

e lo

cate

d in

dep

artm

ents

or

facu

lties

of

mat

hem

atic

s,

man

agem

ent

scie

nce,

eco

nom

ics,

com

pute

r sc

ienc

e, in

dust

rial o

r ot

her

type

s of

eng

inee

ring.

In in

dust

ry, t

he p

ositi

onin

g of

OR

and

optim

izat

ion

spec

ialis

ts is

si

mila

rly fu

zzy.

The

re is

alm

ost

no s

ituat

ion

whe

re O

R or

optim

izat

ion

form

s th

e co

re o

f so

me

orga

niza

tion.

All t

his

mak

es it

som

ewha

t di

ffic

ult

to p

ursu

e “c

lean

” O

R/op

timiz

atio

n ca

reer

s in

indu

stry

or

acad

emia

.

Mar

tin G

röts

chel

5

My

abst

ract

�W

hat

mak

es it

wor

se is

tha

t th

e na

mes

use

d fo

r de

notin

g th

e ac

tiviti

es a

re u

nsta

ble.

The

y ar

e ch

angi

ng o

ver

time

and

from

co

untr

y to

cou

ntry

. �

Even

wor

se, t

he v

ario

us n

ames

are

not

wel

l und

erst

ood

–so

me

not

at a

ll by

the

gen

eral

pub

lic, s

ome

have

diff

eren

t in

terp

reta

tions

depe

ndin

g on

the

use

r co

mm

unity

. �

It is

inte

rest

ing

to o

bser

ve t

hat

all t

his

is a

wea

knes

s of

the

fie

ld,

but

it is

als

o a

stre

ngth

, as

I w

ill p

oint

out

. �

In t

his

talk

I w

ill e

labo

rate

on

my

view

of

the

past

and

futu

re o

f op

timiz

atio

n an

d its

rel

ativ

es a

nd m

y co

nclu

sion

is t

hat

it is

ver

y br

ight

, if a

ppro

pria

tely

“po

sitio

ned

and

man

aged

”.

Mar

tin G

röts

chel

6

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

7M

artin

Grö

tsch

el8

- 135 -

Page 4: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Curr

ent

Stru

ctur

e of

ZIB

Mar

tin G

röts

chel

9

ZIB

Mar

tin G

röts

chel

10

Eval

uatio

n of

ZIB

on N

ovem

ber

24-2

5, 2

014

Mar

tin G

röts

chel

11M

artin

Grö

tsch

el12

- 136 -

Page 5: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

MAT

HEO

N

Mar

tin G

röts

chel

13

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

14

Opt

imiz

atio

net

c.Th

e in

itial

nam

ew

as�

Prog

ram

min

gor

�M

athe

mat

ical

prog

ram

min

gRo

ot o

fth

ena

me?

(se

eG

eorg

e D

antz

ig‘s

expl

anat

ion)

In G

erm

an:

�O

ptim

ieru

ngBu

t th

enpr

ogra

mm

ing

was

hig

hjac

ked

byco

mpu

ter

scie

ntis

tsan

dth

ena

me

chan

ged

to�

Opt

imiz

atio

nor

�O

ptim

isat

ion

�M

athe

mat

ical

optim

iz(s

)atio

nJu

st lo

okat

MO

S

Mar

tin G

röts

chel

15

MO

S/M

PS

Mar

tin G

röts

chel

16

- 137 -

Page 6: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Whe

redo

espr

ogra

mm

ing

com

efr

om?

Mar

tin G

röts

chel

17

Wha

t na

mes

do

we

know

for

OR?

Engl

ish:

Ope

ratio

ns R

esea

rch

(Nor

th A

mer

ica

and

mos

t ot

her

coun

trie

s)O

pera

tiona

l Res

earc

h (U

nite

d Ki

ngdo

m)

OR:

The

sci

ence

of

bett

er (

INFO

RMS)

INFO

RMS

rece

ntly

coi

ned

Anal

ytic

s

Ger

man

:U

nter

nehm

ensf

orsc

hung

(Wes

t G

erm

any)

U

nter

nehm

ungs

fors

chun

g(W

est

Ger

man

y)O

pera

tions

fors

chun

g(E

ast

Ger

man

y)no

w m

ostly

Ope

ratio

ns R

esea

rch

and

man

y m

ore

nam

es e

lsew

here

Mar

tin G

röts

chel

18

ORM

S-To

day:

Aug

ust

2013

, vol

. 40,

No.

4

Mar

tin G

röts

chel

19

How

doe

s “a

naly

tics”

tran

slat

e in

to o

ther

lang

uage

s? D

oes

it ha

ve th

e sa

me

impa

ct in

ot

her c

ultu

res

as is

bei

ng w

itnes

sed

in N

orth

Am

eric

a? In

Ital

ian,

the

liter

al tr

ansl

atio

n is

“ana

lytic

a,” a

love

ly, ly

rical

Ital

ian

wor

d, th

at h

as li

ttle

rele

vanc

e or

mea

ning

in th

e co

ntex

t in

whi

ch w

e de

scrib

e it.

The

Ger

man

O.R

. Soc

iety

has

adop

ted

the

busi

ness

ana

lytic

ste

rm, a

s ev

iden

ce b

y th

eir f

orth

com

ing

conf

eren

ce “B

usin

ess

Ana

lytic

s an

d O

pera

tions

Res

earc

h.” M

arco

bbec

ke, c

hair

of o

pera

tions

rese

arch

at R

WTH

Aac

hen

Uni

vers

ity in

Aac

hen,

G

erm

any,

wen

t as

far a

s tw

eetin

g th

at “a

naly

tics

sim

ply

is a

goo

d na

me,

no

mat

ter

wha

t.” (s

ee F

igur

e 1.

)M

y Ve

rizon

col

leag

ue a

nd IN

FOR

MS

Pas

t Pre

side

nt R

ina

Sch

neur

men

tione

d th

at a

le

ctur

e sh

e re

cent

ly g

ave

on a

trip

to th

e Te

chni

onin

Isra

el tr

igge

red

a si

mila

r co

nver

satio

n on

this

topi

c. T

he c

oncl

usio

n w

as th

at a

naly

tics

was

a d

iffic

ult c

once

pt to

tra

nsla

te.

Mar

tin G

röts

chel

20

EURO

Gol

d M

edal

win

ners

on

Ope

ratio

nal R

esea

rch

�S.

Vaj

da, (

artic

le o

n E

URO

Gol

d M

edal

Cer

emon

y)“T

he t

hree

age

s of

Ope

ratio

nal R

esea

rch”

,Eu

rope

an J

ourn

al o

f O

pera

tiona

l Res

earc

h 45

(199

0)13

1-13

4“I

bel

ieve

tha

t th

e te

rm f

its a

wkw

ardl

y th

ose

activ

ities

w

hich

OR

com

pris

es n

ow, b

ut it

is t

oo la

te t

o ch

ange

.”�

R. L

. Ack

off,

“The

futu

re o

f O

pera

tiona

l Res

earc

h is

pas

t”Jo

urna

l of

the

Ope

ratio

nal S

ocie

ty 3

0(19

79)9

3-10

4

�J.

Kra

rup,

“EU

RO G

old

Med

al 1

986:

A p

arab

le o

n tw

o-le

vel

para

llelis

m”,

Euro

pean

Jou

rnal

of

Ope

ratio

nal R

esea

rch

38(1

989)

274-

276

“…an

inte

rdis

cipl

inar

y ba

star

d lik

e op

erat

iona

l res

earc

h…”

- 138 -

Page 7: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Mar

tin G

röts

chel

21

EURO

Gol

d M

edal

win

ners

on

Ope

ratio

nal R

esea

rch

(pos

itive

guy

s)�

P. H

anse

n, “

A sh

ort

disc

ussi

on o

f th

e O

R cr

isis

”Eu

rope

an J

ourn

al o

f O

pera

tiona

l Res

earc

h 38

(198

9)27

7-28

1“N

o ge

nera

l agr

eem

ent

seem

s to

hav

e be

en r

each

ed a

bout

its

met

hodo

logy

, and

the

dire

ctio

ns in

whi

ch it

sho

uld

evol

ve. …

Ther

e ar

e m

any

way

s to

live

a li

fe o

f O

R, t

o di

scov

er n

ew r

esul

ts a

nd

appl

y th

em, a

nd t

hus

to e

njoy

OR’

s tr

uth

and

beau

ty.”

�R.

Bur

kard

, “O

R U

topi

a”

Euro

pean

Jou

rnal

of

Ope

ratio

nal R

esea

rch

119(

1999

)224

-234

“The

bor

ders

of

OR

Uto

pia

have

yet

ano

ther

qua

lity:

peo

ple

can

com

e an

d go

, with

out

pass

port

. The

re is

no

quot

a fo

r fo

reig

ners

…O

R U

topi

a…is

a p

eace

ful b

orde

r be

twee

n O

R, m

athe

mat

ics,

and

co

mpu

ter

scie

nce,

…m

anag

emen

t sc

ienc

e, e

cono

my,

logi

stic

s, …

Nam

e co

nsul

tant

sar

ene

eded

Exam

ple:

DFG

-For

schu

ngsz

entr

ums

(FZT

86)

Mat

hem

atik

für

Schl

üsse

ltech

nolo

gien

: M

odel

lieru

ng, S

imul

atio

n un

d O

ptim

ieru

ngre

aler

Pro

zess

eD

FG R

esea

rch

Cent

er (

FZT

86)

Mat

hem

atic

s fo

rke

yte

chno

logi

es:

Mod

ellin

g, s

imul

atio

n, a

ndop

timiz

atio

nof

rea

l-wor

ldpr

oces

ses

beca

me

MAT

HEO

N

The

issu

eis

not

just

goo

dsc

ienc

ebu

t go

odsc

ienc

em

arke

ting.

Mar

tin G

röts

chel

22

MAT

HEO

Nap

plic

atio

n in

200

1

Mar

tin G

röts

chel

23

MATHEON

Term

inol

ogy

(for

thi

s le

ctur

e)

Mor

eove

r, it

has

beco

me

clea

r th

at a

ll th

ree

of t

he fo

llow

ing

scie

ntifi

c ac

tiviti

es

�m

odel

ing

�si

mul

atio

n�

optim

izat

ion

are

nece

ssar

y fo

r th

e so

lutio

n of

rea

l-wor

ld p

robl

ems

and

that

the

y sh

ould

be

cons

ider

ed jo

intly

in a

ll so

lutio

n ap

proa

ches

. Ver

y re

cent

ly,

it ha

s be

com

e fa

shio

nabl

e to

abb

revi

ate

the

com

bine

d ef

fort

s by

�M

SOI

will

follo

w t

his

tren

d (p

artly

) in

my

lect

ure.

In fa

ct, M

athe

on, a

s I

will

exp

lain

late

r w

as o

ne o

f th

e tr

ends

ette

rs in

th

is d

irect

ion,

as

the

next

slid

e sh

ows:

Mar

tin G

röts

chel

24

- 139 -

Page 8: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

New

Dev

elop

men

ts

Mar

tin G

röts

chel

25

MSO

as

a Ke

y En

ablin

gTec

hnol

ogy

(KET

)

Mar

tin G

röts

chel

26

MSO

as

a Fu

ture

and

Emer

ging

Tec

hnol

ogy

(FET

)

Mar

tin G

röts

chel

27

Nam

esO

ur fie

ld is

und

er n

amin

g pr

essu

re!

New

con

cept

s/ab

brev

iatio

ns/n

ames

are

inve

nted

tha

t ar

e in

co

mpe

titio

n w

ith o

ptim

izat

ion

and

oper

atio

ns r

esea

rch,

ad

ditio

nally

con

trib

utin

g to

the

con

fusi

on.

Mar

tin G

röts

chel

28

- 140 -

Page 9: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

29M

artin

Grö

tsch

el30

Ope

ratio

ns R

esea

rch/

Opt

imiz

atio

n:ap

proa

ched

as

a su

bjec

tAs

a t

opic

in m

athe

mat

ics

�op

timiz

atio

n�

mat

hem

atic

al p

rogr

amm

ing

As a

top

ic in

man

agem

ent

scie

nce

/ bu

sine

ss a

dmin

istr

atio

n�

oper

atio

ns m

anag

emen

t�

man

agem

ent

engi

neer

ing

As a

top

ic in

eng

inee

ring

�in

dust

rial e

ngin

eerin

g�

supp

ly c

hain

man

agem

ent/

flexi

ble

man

ufac

turin

g

As a

top

ic in

com

pute

r sc

ienc

eAs

a t

opic

in p

sych

olog

y/so

ciol

ogy

Syst

ems

Theo

ry/C

yber

netic

sD

ecis

ion

Scie

nces

, Dec

isio

n Ai

d…

Mar

tin G

röts

chel

31

de W

erra

’s sw

eep

D. d

e W

erra

: “W

hat

is m

y ob

ject

ive

func

tion?

”Eu

rope

an J

ourn

al o

f O

pera

tiona

l Res

earc

h 99

(199

7)20

7-21

9

2. O

R is

a p

ure

scie

nce.

3. O

R is

an

open

sci

ence

.4.

OR

relie

s on

bas

ic s

cien

ces

and

on li

fe s

cien

ces.

5. O

R is

a n

atur

al s

cien

ce.

6. O

R is

an

art.

7. O

R do

es m

iracl

es.

Dom

iniq

ue fo

rgot

: O

R is

an

appl

ied

scie

nce.

Mar

tin G

röts

chel

32

Acad

emic

OR/

Opt

in B

erlin

(one

typ

ical

exa

mpl

e)Te

chni

sche

Uni

vers

ität

Berli

n �

Faku

ltät

IV -

Elek

trot

echn

ikun

d In

form

atik

�In

stitu

tfü

r W

irtsc

haft

sinf

orm

atik

und

Qua

ntita

tive

Met

hode

n�

Ope

ratio

ns R

esea

rch

(OR)

�Fa

kultä

tVI

II W

irtsc

haft

und

Man

agem

ent

�Fa

chge

biet

Prod

uktio

nsm

anag

emen

t

�Fa

kultä

tII

Mat

hem

atik

und

Nat

urw

isse

nsch

afte

n�

Inst

itut

für

Mat

hem

atik

�Ar

beits

grup

peAl

gorit

hmis

che

und

Dis

kret

eM

athe

mat

ik

Frei

eU

nive

rsitä

tBe

rlin

�Fa

chbe

reic

hW

irtsc

haft

swis

sens

chaf

t�

Inst

itut

für

Prod

uktio

n, W

irtsc

haft

sinf

orm

atik

und

OR

Hum

bold

t U

nive

rsitä

tBe

rlin

�W

irtsc

haft

swis

sens

chaf

tlich

eFa

kultä

t�

Inst

itut

für

Ope

ratio

ns R

esea

rch

Plus

sev

eral

wor

king

grou

psin

the

mat

hem

atic

alin

stitu

tes

in v

ario

usbr

anch

esof

mat

hs.

- 141 -

Page 10: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

33M

artin

Grö

tsch

el

34 Typi

calo

ptim

izat

ion

prob

lem

s

max

()

min

()

()0,

1,2,...,

()0,

1,2,...,

()

i j

nfxor

fx

gx

ik

hx

jm

xandxS

d

��

�(

)

min

0 nT

x

cx

Axa

Bxb

x � d t _^

`

min

0

(0,1

)

T

i i

cx

Axa

Bxb

x xforsomei

xforsomei

d t � �'

linea

rpr

ogra

mLP

(line

ar)

(mix

ed-)

inte

ger

prog

ram

IP, M

IP

„gen

eral

“(n

onlin

ear)

prog

ram

NLP

prog

ram

= o

ptim

izat

ion

prob

lem

Mar

tin G

röts

chel

35

Spec

ial „

sim

ple“

co

mbi

nato

rialo

ptim

izat

ion

prob

lem

s�

Find

ing

a�

min

imum

span

ning

tree

�sh

orte

stpa

th�

max

imum

mat

chin

g�

max

imal

flow

thro

ugh

a ne

twor

k�

cost

-min

imal

flo

w�

solv

able

in p

olyn

omia

ltim

e (a

ndve

ryfa

st in

pra

ctic

e)

Mar

tin G

röts

chel

36

Spec

ial „

hard

“ co

mbi

nato

rialo

ptim

izat

ion

prob

lem

s�

trav

ellin

g sa

lesm

an p

robl

em�

loca

tion

und

rout

ing

�se

t-pa

ckin

g, p

artit

ioni

ng, -

cove

ring

�m

ax-c

ut�

linea

r or

derin

g�

sche

dulin

g (w

ith a

few

eas

y ex

cept

ions

)�

node

and

edg

e co

lour

ing

�…

�N

P-ha

rd (

in t

he s

ense

of

com

plex

ity t

heor

y)Th

e m

ost

succ

essf

ul s

olut

ion

tech

niqu

es e

mpl

oy

linea

r pr

ogra

mm

ing

as a

bou

ndin

g pr

oced

ure.

- 142 -

Page 11: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

37

Ope

ratio

ns R

esea

rch,

Ja

n 20

02,

pp. 3

—15

, upd

ated

in 2

004)

Algo

rithm

s (m

achi

ne in

depe

nden

t):

Pr

imal

ver

sus

best

of

Prim

al/D

ual/B

arrie

r3,

300x

Mac

hine

s (w

orks

tatio

ns o

PCs)

:1,

600x

NET

: A

lgor

ithm

×M

achi

ne5,

300,

000x

(2 m

onth

s/53

0000

0 ~

=1

seco

nd)Cou

rtesy

Bob

Bix

by

Prog

ress

in L

P: 1

988—

2004

110100

1000

1000

0

1000

00

012345678910

1.2ĺ

2.1

2.1ĺ

33ĺ

44ĺ

55ĺ

66ĺ

6.5

6.5ĺ

7.1

7.1ĺ

88ĺ

99ĺ

1010ĺ

11

Cumulative Speedup

Version-to-Version Speedup

CP

LEX

Ver

sion

-to-

Vers

ion

Pai

rs

V-V

Spe

edup

Cum

ulat

ive

Spe

edup

Mature�Du

al�

Simplex:�1

994

Mined

�The

oretical

Backlog:�1998

2953

0x

Mix

ed I

nteg

er S

peed

ups

1991

-200

8 Cou

rtesy

Bob

Bix

by

Com

mer

cial

opt

imiz

atio

nso

ftw

are

�CP

LEX

�G

urob

i�

XPRE

SS�

MO

SEK

�…

Mar

tin G

röts

chel

39

The

SCIP

Opt

imiz

atio

n Su

ite o

f ZI

BTh

e SC

IP O

ptim

izat

ion

Suite

is a

too

lbox

for

gene

ratin

g an

d so

lvin

g m

ixed

inte

ger

prog

ram

s. I

t co

nsis

ts o

f th

e fo

llow

ing

part

s:

SCIP

: a

mix

ed in

tege

r pr

ogra

mm

ing

solv

er a

nd c

onst

rain

t pr

ogra

mm

ing

fram

ewor

kSo

Plex

: a

linea

r pr

ogra

mm

ing

solv

erZI

MPL

: a

mix

ed in

tege

r pr

ogra

mm

ing

mod

elin

g la

ngua

geG

CG:

a ge

neric

bra

nch-

cut-

and-

pric

e so

lver

UG

: a

para

llel f

ram

ewor

k fo

r so

lvin

g m

ixed

inte

ger

(line

ar a

nd

nonl

inea

r) p

rogr

ams

The

user

can

eas

ily g

ener

ate

linea

r pr

ogra

ms

and

mix

ed in

tege

r pr

ogra

ms

with

th

e m

odel

ing

lang

uage

ZIM

PL. T

he r

esul

ting

mod

el c

an d

irect

ly b

e lo

aded

into

SC

IP a

nd s

olve

d. I

n th

e so

lutio

n pr

oces

s SC

IP m

ay u

se S

oPle

xas

und

erly

ing

LP

solv

er.

Sinc

e al

l fiv

e co

mpo

nent

s ar

e av

aila

ble

in s

ourc

e co

de a

nd fre

e fo

r ac

adem

ic

use,

the

y ar

e an

idea

l too

l for

aca

dem

ic r

esea

rch

purp

oses

and

for

teac

hing

m

ixed

inte

ger

prog

ram

min

g.M

artin

Grö

tsch

el40

- 143 -

Page 12: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

http

://s

cip.

zib.

de/

Mar

tin G

röts

chel

41

His

tory

ofth

eSC

IP O

ptim

izat

ion

Suite

1996

SoP

lex

–Se

quen

tial o

bj. s

imPl

ex(R

. Wun

derli

ng[n

ow I

BM])

1998

SIP

–So

lvin

gIn

tege

r Pr

ogra

ms

(A. M

artin

[no

wU

Erla

ngen

])10

/200

2 Be

ginn

ing

of S

CIP

deve

lopm

ent

(T. A

chte

rber

g[n

ow G

urob

i])08

/200

3 Ch

ipde

sign

ver

ifica

tion

Cons

trai

ntPr

ogra

mm

ing

10/2

004

ZIM

PL –

Zuse

Ins

t. M

ath.

Pro

gram

min

gLa

ngua

ge (

T. K

och)

09/2

005

Firs

t pu

blic

ver

sion

0.8

of

SCIP

09/2

007

SCIP

1.0

rel

ease

, ZIB

Opt

imiz

atio

nSu

ite (

Sopl

ex, S

CIP,

ZIM

PL)

11/2

008

Dev

elop

men

t of

GCG

sta

rted

(G

. Gam

rath

)01

/200

9 G

as t

rans

port

opt

imiz

atio

n

nonl

inea

r03

/200

9 Be

ginn

ing

of U

G d

evel

opm

ent

(Y. S

hina

no)

09/2

009

Beal

e-O

rcha

rd-H

ays

Priz

e(T

. Ach

terb

erg)

04/2

010

Supp

ly-C

hain

man

agem

ent

) ex

trem

ely

larg

e LP

s/M

IPs

12/2

010

Goo

gle

Rese

arch

Aw

ard

2011

08/2

012

Vers

ion

3.0.

0, f

irst

rele

ases

of

GCG

and

UG

SCIP

Opt

imiz

atio

nSu

ite (

Sopl

ex, S

CIP,

ZIM

PL, G

CG, U

G)

Mar

tin G

röts

chel

42

BMBF

-For

schu

ngsc

ampu

s M

odal

Mar

tin G

röts

chel

43M

artin

Grö

tsch

el44

SoPl

exSe

quen

tial o

bjec

t-or

ient

ed s

impl

ex

SoPl

ex is

an

impl

emen

tatio

n of

the

rev

ised

sim

plex

alg

orith

m. I

t fe

atur

es p

rimal

and

dua

l sol

ving

rou

tines

for

linea

r pr

ogra

ms

and

is

impl

emen

ted

as a

C+

+ c

lass

libr

ary

that

can

be

used

with

oth

er

prog

ram

s.

Rol

and

Wun

derli

ng,

Par

alle

ler u

nd O

bjek

torie

ntie

rter

Sim

plex

-Alg

orith

mus

, D

isse

rtatio

n, T

U B

erlin

,199

7

now

empl

oyed

byIB

M, d

evel

opin

g C

PLE

X’s

LP

tech

nolo

gy

- 144 -

Page 13: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Zim

plZi

mpl

is a

litt

le la

ngua

ge t

o tr

ansl

ate

the

mat

hem

atic

al m

odel

of

a pr

oble

m

into

a li

near

or

(mix

ed-)

inte

ger

mat

hem

atic

al p

rogr

am e

xpre

ssed

in

.lp o

r .m

ps f

ile fo

rmat

whi

ch c

an b

e re

ad a

nd (

hope

fully

) so

lved

by

a LP

or

MIP

sol

ver.

Thor

sten

Koc

h, R

apid

Mat

hem

atic

al P

rogr

amm

ing,

Dis

sert

atio

n, T

U

Berli

n 20

04

(aw

arde

d w

ith t

he D

isse

rtat

ion

Priz

e 20

05 o

f th

e G

esel

lsch

aft

für

Ope

ratio

ns R

esea

rch)

Mar

tinG

röts

chel

45

SCIP

h

ttp:

//sc

ip.z

ib.d

e/To

bias

Ach

terb

erg,

Tob

ias,

Con

stra

int I

nteg

er

Prog

ram

min

g , D

isse

rtat

ion,

TU

Ber

lin, 2

007

Dis

sert

atio

n Pr

ize

2008

of

the

Ges

ells

chaf

tfü

r O

pera

tions

Res

earc

h (G

OR)

G

eorg

e B.

Dan

tzig

Dis

sert

atio

n Aw

ard

2008

of

the

Ins

titut

e of

Ope

ratio

ns R

esea

rch

and

the

Man

agem

ent

Scie

nces

(IN

FORM

S),

2nd

priz

e)

Beal

e-O

rcha

rd-H

ays

Priz

e 20

09 o

f th

e M

athe

mat

ical

Opt

imiz

atio

n So

ciet

y fo

r th

e pa

per:

To

bias

Ach

terb

erg,

“SCI

P: S

olvi

ng c

onst

rain

t in

tege

r pr

ogra

ms”

,M

athe

mat

ical

Pro

gram

min

g Co

mpu

tatio

n, 1

(20

09),

pp.

1-4

1.

Now

em

ploy

ed b

y IB

M, d

evel

opin

g CP

LEX’

s M

IP t

echn

olog

y

Mar

tinG

röts

chel

46

GCG

G

ener

ic C

olum

n G

ener

atio

n

Mar

tin G

röts

chel

47

GCG

exte

nds

the

bran

ch-c

ut-a

nd-p

rice

fram

ewor

k S

CIP

to a

gen

eric

bra

nch-

cut-a

nd-p

rice

solv

er.

�pe

rform

s D

antz

ig-W

olfe

dec

ompo

sitio

n fo

r de

tect

ed o

r pro

vide

d st

ruct

ure

�S

olve

s re

form

ulat

ion

with

bra

nch-

and-

pric

e ap

proa

ch�

pric

ing

prob

lem

s so

lved

as

MIP

s�

gene

ric b

ranc

hing

rule

s fo

r bra

nch-

and-

pric

eP

rovi

des

easy

acc

ess

to a

noth

erst

ate-

of-th

e-ar

t MIP

sol

ving

tech

nolo

gy.

Ger

ald

Gam

rath

, G

ener

ic B

ranc

h-C

ut-a

nd-P

rice,

D

iplo

ma

Thes

is, T

U B

erlin

, 201

0

Cur

rent

ly d

evel

oped

in c

oope

ratio

n w

ith

RW

TH A

ache

n, a

lso

fund

ed b

y S

PP

1307

UG

U

biqu

ity G

ener

ator

Fra

mew

ork

Mar

tin G

röts

chel

48

UG

is a

gen

eric

fram

ewor

k to

par

alle

lize

bran

ch-

and-

boun

d ba

sed

solv

ers

(e.g

., M

IP, M

INLP

, E

xact

IP) i

n a

dist

ribut

ed o

r sha

red

mem

ory

com

putin

g en

viro

nmen

t.•

Exp

loits

pow

erfu

l per

form

ance

of s

tate

-of-t

he-a

rt "b

ase

solv

ers"

, suc

h as

SC

IP, C

PLE

X, e

tc.

•W

ithou

t the

nee

d fo

r bas

e so

lver

par

alle

lizat

ion Yu

ji S

hina

no,

A G

ener

aliz

edU

tility

for

Par

alle

l Bra

nch-

and-

Bou

ndA

lgor

ithm

us,

Dis

serta

tion,

Tok

yo

Uni

vers

ity o

fSci

ence

,199

7

- 145 -

Page 14: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Mar

tin G

röts

chel

49

Curr

ent

ZIB

LP/M

IP/S

CIP

Gro

up

Mar

tinG

röts

chel

50

Form

er Z

IB L

P/M

IP/S

CIP

Gro

up

Mar

tinG

röts

chel

51

The

big

trip

le�

Mod

ellin

g�

Sim

ulat

ion

�O

ptim

izat

ion

�M

SO (

new

buz

z w

ord/

abbr

evia

tion,

in p

artic

ular

use

d in

ap

plie

d m

athe

mat

ics)

Mar

tin G

röts

chel

52

- 146 -

Page 15: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

The

Real

Pro

blem

Pure

Mat

hem

atic

sCo

mpu

ter

Scie

nce

Mat

hem

atic

al

Mod

el

Mat

hem

atic

al

Theo

ry

Des

ign

of G

ood

Solu

tion

Algo

rithm

s

Algo

rithm

icIm

plem

enta

tion

Num

eric

alSo

lutio

n

Qui

ck C

heck

:H

euris

tics

Har

d-w

are

Soft

-w

are

Dat

aG

UI

Prac

titio

ner

Spec

ialis

tM

odel

ling

Sim

ulat

ion

Opt

imiz

atio

n

Educ

atio

n

The

Appl

icat

ion

Driv

en A

ppro

ach

Sim

ulat

ion

Impl

emen

tatio

n in

Pra

ctic

e

The

prob

lem

solv

ing

cycl

e

Mar

tin G

röts

chel

54

Mat

hem

atic

al M

odel

ling:

W

hat

isth

at?

Begi

nnin

gw

ithob

serv

atio

ns�

ofou

ren

viro

nmen

t�

a pr

oble

min

pra

ctic

eof

part

icul

arin

tere

stor

�a

phys

ical

, ch

emic

al, o

rbi

olog

ical

phen

omen

on

and

with

guid

ing/

tailo

red

expe

rimen

ts:

the

atte

mpt

ofa

form

al r

epre

sent

atio

nvi

a

„mat

hem

atic

alco

ncep

ts“

(var

iabl

es, e

quat

ions

, in

equa

litie

s, o

bjec

tive

func

tions

, etc

.), a

imin

gat

the

utili

zatio

nof

mat

hem

atic

alth

eorie

san

dto

ols.

Conf

usio

n:Th

ere

are

man

yot

her

way

sof

mod

ellin

g�

com

pute

rm

odel

s�

busi

ness

mod

el�

arch

itect

ural

mod

els

�ch

emic

alm

odel

s�

med

ical

mod

els

�...

Mar

tin G

röts

chel

55M

artin

Grö

tsch

el56

Sim

ulat

ion

Sim

ulat

ion,

Sim

ulat

or o

r si

mul

ate

are

deriv

ed f

rom

the

latin

wor

dssimulare

and similis.

They

mea

n: p

rete

ndto

beor

the

sam

e so

rt.

- 147 -

Page 16: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Mar

tin G

röts

chel

57

Sim

ulat

ion

„Com

puta

tion“

of

seve

ral (

clos

e to

rea

lity)

var

iant

s of

a

mat

hem

atic

al m

odel

laim

img

at:

�„v

alid

atio

n“of

the

corr

ectn

ess

of a

mod

el�

inve

stig

atio

n of

typ

ical

inst

ance

s in

the

mod

el fra

mew

ork,

e.g

., to

av

oid

expe

rimen

ts o

r to

tes

t so

me

func

tiona

lity

(cra

sh-t

est)

�go

od p

redi

ctio

ns (

wea

ther

)�

com

puta

tion

of r

easo

nabl

e so

lutio

ns fo

r th

e co

ntro

l of

a sy

stem

in

prac

tice

(con

trol

of

tran

spor

t an

d lo

gist

ics-

syst

ems)

58

Sim

ulat

ion

Com

puta

tion

of in

stan

ces

vary

ing

seve

ral p

aram

eter

s Pa

ram

eter

s of

a c

ar c

rash

tes

t, e

.g.:

sp

eed,

mat

eria

l stif

fnes

s, v

ario

us a

ngle

s

3D-r

econ

stru

ctio

n of

a s

cull

from

a m

agne

to-r

eson

ance

to

mog

rafic

inve

stig

atio

n

Kaly

anm

oyD

eb:

The

grea

tco

nfus

ion

From

his

boo

k: „

Mul

ti-ob

ject

ive

optim

izat

ion

usin

g ev

olut

iona

ry a

lgor

ithm

s“ (

Wile

y, 2

001)

Preface

Opt

imiz

atio

nis

a pr

oced

ure

of f

indi

ngan

dco

mpa

ring

feas

ible

solu

tions

until

nobe

tter

solu

tion

can

befo

und.

(Re

ally

?)

Clas

sica

lopt

imiz

atio

nm

etho

dsca

nat

best

find

one

solu

tion

in o

nesi

mul

atio

nru

n, t

here

bym

akin

gth

ose

met

hods

inco

nven

ient

toso

lve

mul

ti-ob

ject

ive

optim

izat

ion

prob

lem

s. (

???)

Evol

utio

nary

algo

rithm

s(E

As),

on

the

othe

rha

nd, c

anfin

d m

ultip

le

optim

also

lutio

nsin

one

sing

lesi

mul

atio

nru

ndu

e to

thei

rpo

pula

tion-

appr

oach

. (Tr

ue?)

Thu

s, E

As a

reid

eal c

andi

date

sfo

rso

lvin

gm

ulti-

obje

ctiv

eop

timiz

atio

npr

oble

ms.

(Ve

ryco

nvin

cing

!)

Kaly

anm

oyD

eb:

The

grea

tco

nfus

ion

From

his

boo

k: „

Mul

ti-ob

ject

ive

optim

izat

ion

usin

g ev

olut

iona

ry

algo

rithm

s“ (

Wile

y, 2

001)

Cons

trai

nts

are

inev

itabl

ein

any

real

-wor

ldop

timiz

atio

npr

oble

m. (

A de

epob

serv

atio

n)

In o

rder

tow

iden

the

appl

icab

ility

of a

n op

timiz

atio

nal

gorit

hmin

var

ious

diffe

rent

pro

blem

dom

ains

, nat

ural

and

phys

ical

prin

cipl

esar

em

imic

ked

tode

velo

pro

bust

optim

izat

ion

algo

rithm

s. E

volu

tiona

ryal

gorit

hms

and

sim

ulat

edan

neal

ing

are

two

exam

ples

of s

uch

algo

rithm

s. (

Jugg

ling

wor

ds)

But

I ha

vele

arne

dab

out

mar

ketin

g: „

pow

erfu

l“.

- 148 -

Page 17: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Exam

ples

Alm

ost

all f

rom

ZIB

proj

ects

Mar

tin G

röts

chel

61M

artin

Grö

tsch

el62

Her

litz

at F

alke

nsee

(Be

rlin)

Opt

imiz

atio

nan

d co

ntro

lof

tran

spor

tde

vice

s(s

uch

asel

evat

ors,

sta

cker

cran

es)

in fa

ctor

ies

Her

litz,

Fal

kens

ee

Mar

tin G

röts

chel

64

Prin

ted

Circ

uit

Boar

d:D

rillin

g an

d As

sem

bly

Mac

hine

s

- 149 -

Page 18: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Tele

com

mun

icat

ion

netw

ork

desi

gnM

ATH

EON

B3

65

Logi

cal c

onne

ctio

nsPh

ysic

al c

onne

ctio

ns

Net

wor

k de

sign

MAT

HEO

NB3

66

Logi

cal c

onne

ctio

ns:

solu

tion

Phys

ical

con

nect

ions

: so

lutio

n

Mar

tin G

röts

chel

67

Regi

on B

erlin

-D

resd

en

2877

ca

rrie

rs

50 c

hann

els

Inte

rfere

nce

redu

ctio

n:83

.6%

A Pr

ojec

t w

ith B

HP

Billi

ton

Mar

tin G

röts

chel

68

- 150 -

Page 19: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Mar

tin

Grö

tsch

el69

Som

e TS

P W

orld

Rec

ords

year

auth

ors

# c

ities

# v

aria

bles

1954

DFJ

42/4

982

0/11

46

1977

G12

071

40

1987

PR53

214

1,24

6

1988

GH

666

221,

445

1991

PR2,

392

2,85

9,63

6

1992

ABCC

3,03

84,

613,

203

1994

ABCC

7,39

727

,354

,106

1998

ABCC

13,5

0991

,239

,786

2001

ABCC

15,1

1211

4,17

8,71

6

2004

ABCC

24,9

7831

1,93

7,75

3

num

ber

of c

ities

2000

xin

crea

se

4,00

0,00

0tim

espr

oble

msi

zein

crea

se

in ~

60ye

ars

2005

W. C

ook,

D. E

psin

oza,

M. G

oyco

olea

33,8

10

5

71,5

41,1

45

2006

pla

85,9

00

solv

ed3,

646,

412,

050

varia

bles

Tele

com

mun

icat

ion

topi

cs:

Har

dwar

e an

d lo

gist

ics

(ZIB

and

MAT

HEO

N)

Des

igni

ngm

obile

pho

nes

�Ta

sk p

artit

ioni

ng�

Chip

des

ign

(VLS

I)�

Com

pone

ntde

sign

Prod

ucin

gM

obile

Pho

nes

�Pr

oduc

tion

faci

lity

layo

ut�

Cont

rolo

fCN

C m

achi

nes

�Co

ntro

lof

robo

ts�

Cutt

ing

and

wel

ding

�Pr

inte

dCi

rcui

t Bo

ards

�Vi

a m

inim

izat

ion

�Co

mpo

nent

Plac

emen

t�

Mou

ntin

gD

evic

es�

Rout

ing

�Lo

t si

zing

�Sc

hedu

ling

�Lo

gist

ics

Mar

ketin

g an

dD

istr

ibut

ion

of M

obile

Pho

nes

Mar

tinG

röts

chel

70

Opt

imiz

atio

nin

Pub

lic T

rans

it

Railw

ay O

ptim

izat

ion

and

Inte

ger

Prog

ram

min

g71

Slid

e of

IVU

Multicom.

Flow

Set

Partitioning

Integrated

Scheduling

Other

Mar

tin G

röts

chel

72

Vehi

cle

sche

dulin

gin

pub

lictr

ansp

ort

mor

ning

pea

k

68

- 151 -

Page 20: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Publ

ic T

rans

port

Pro

ject

s (Z

IB a

nd M

athe

on)

Buss

es(B

erlin

and

els

ewhe

re)

�Te

lebu

s(T

rans

port

atio

n of

di

sabl

ed p

erso

ns)

�Bu

s Ci

rcul

atio

n�

Bus

driv

er S

ched

ulin

g�

Inte

grat

ed V

ehic

le a

nd D

river

Sc

hedu

ling

�Ti

met

able

Exc

hang

eSu

bway

s an

d Li

ght

Railw

ays

�Su

bway

Tim

e Ta

blin

g�

Vehi

cle

Sche

dulin

g

Infr

astr

uctu

re P

lann

ing

�Li

ne P

lani

ng�

Net

wor

k Pl

anni

ng (

Pots

dam

)�

Fare

Pla

ning

Airli

nes

�Ai

rline

Cre

w S

ched

ulin

g�

Tail

Assi

gnm

ent:

Rob

ustn

ess

Railw

ays

�Ra

ilway

Tra

ck A

lloca

tion

�IC

E Ci

rcul

atio

nSp

in-O

ffs :

LBW

, Int

rane

tz

Opt

imiz

atio

n O

verv

iew

73

Appl

icat

ions

(ge

nera

l top

ics)

Area

s w

ith s

igni

fican

t op

timiz

atio

n de

man

d:�

Indu

stria

l pro

duct

ion

(con

trol

of

CNC

mac

hine

s, a

ssem

bly

line

optim

izat

ion,

rob

ot c

ontr

ol,…

)�

Min

ing

(Sch

edul

ing,

roc

k da

mag

e an

d fr

actu

re m

odel

s, …

)�

Hea

lth c

are

& m

edic

ine

(sup

port

for

oper

atio

ns, d

rug

desi

gn,…

)�

Ener

gy (

optim

izat

ion

of e

nerg

y pr

oduc

tion

and

mix

, uni

t co

mm

itmen

t,…

)�

Reso

urce

pla

nnin

g (e

nviro

nmen

tal i

ssue

s,...

)�

Fina

ncia

l mat

hem

atic

s (m

odel

ling

of r

isk,

…)

�In

fras

truc

ture

pla

nnin

g (p

ublic

tra

nspo

rt, w

ater

, str

eet,

gas

,…

netw

orks

, har

bor

desi

gn)

�Ag

ricul

ture

(no

per

sona

l exp

erie

nce,

but

…)

�Te

leco

mm

unic

atio

n �

Logi

stic

s &

Tra

ffic

and

Tra

nspo

rt

I ca

n go

on

fore

ver

Mar

tinG

röts

chel

74

Isth

ere

mor

eth

anop

timiz

atio

n?�

Dat

a (c

olle

ctin

g da

ta, m

akin

g th

em c

orre

ct, u

pdat

ing,

...)

�D

ata

secu

rity,

priv

acy

and

long

ter

m a

rchi

ving

�To

day:

Big

dat

a in

all

med

ia�

Test

pro

blem

s�

Mod

elin

g La

ngua

ges

�D

ecis

ion

Mak

ing:

Dec

isio

n H

euris

tics

�Ps

ycho

logy

/Soc

iolo

gy�

Gam

e Th

eory

and

Bou

nded

Rat

iona

lity

�M

echa

nism

Des

ign

�Sa

fety

�In

tegr

atio

n of

diff

eren

t vi

ews

Mar

tin G

röts

chel

75

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

76

- 152 -

Page 21: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Failu

res

ofO

R/O

ptim

izat

ion

1.In

abili

ty t

o co

me

up w

ith a

“go

od”

nam

e.2.

Inab

ility

to

mak

e th

e su

bjec

t a

trad

emar

k.3.

OR/

Opt

imiz

atio

n re

mai

ns “

fuzz

y” t

o th

e ou

tsid

er.

4.O

R vi

rtua

lly u

nkno

wn

in t

he p

ublic

med

ia.

5.O

ptim

izat

ion

has

(at

leas

t in

Ger

man

y) u

nwan

ted

conn

otat

ions

(la

bor

unio

ns).

6.Pr

omis

es o

f O

R/O

ptim

izat

ion

mad

e in

the

six

ties

and

seve

ntie

s co

uld

not

be fu

lfille

d. T

his

led

to t

he s

hut-

dow

n of

man

y O

R de

part

men

ts in

indu

stry

and

aca

dem

ia.

7.To

o m

athe

mat

ical

ly o

rient

ed o

ptim

izer

s (ig

norin

g, e

.g.,

data

ha

ndlin

g an

d ps

ycho

logy

of

the

wor

k fo

rce)

stil

l do

not

deliv

er.

8.Ac

adem

ic fo

cus

on p

ublis

habl

e bu

t pr

actic

ally

irre

leva

nt r

esul

ts

(e.g

. wor

st-c

ase

or a

vera

ge-c

ase

perf

orm

ance

of

heur

istic

s).

Mar

tin G

röts

chel

77

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

78

Sim

ple

answ

ers

Theo

ry a

nd a

lgor

ithm

s �

Cont

inue

dev

elop

ing

the

mat

hem

atic

al s

olut

ion

tech

nolo

gy.

Inte

grat

e so

lutio

n te

chno

logi

es, e

.g.,

�lin

ear

�no

nlin

ear

�co

mbi

nato

rial

�in

tege

r�

mix

ed-in

tege

r�

stoc

hast

ic�

robu

st�

onlin

e�

real

-tim

e�

mul

ti-ob

ject

ive

�un

cert

ain

and

not

nece

ssar

ily r

elia

ble

data

�...

Mar

tin G

röts

chel

79

Sim

ple

answ

ers

Prac

tice

�Fo

cus

on r

eal a

nd n

ot o

n ar

tific

ial p

robl

ems.

�Th

e w

orld

is fu

ll of

exc

iting

new

uns

olve

d qu

estio

ns.

�Co

oper

ate

with

oth

er d

isci

plin

es:

They

all

need

us!

�Al

l gra

nd c

halle

nges

hav

e op

timiz

atio

n as

pect

s su

ch a

s m

akin

g be

st u

se o

f sc

arce

res

ourc

es. P

artic

ipat

e in

the

ir so

lutio

n!

Mar

tin G

röts

chel

80

- 153 -

Page 22: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Prob

lem�classes

81

CP Constraint

Programming

MINLP

CIP

MIP LP

SAT

IP

Constraint�Integer�

Programming

Mixed

�Integer�N

onͲline

arProgramming

Integer�Linear

Programming

Line

arProgramming

Mixed

�Integer�

Line

ar�Program

ming

Satisfiability

Net

wor

k, L

ine

and

Fare

Plan

ning

(Pot

sdam

)

Opt

imiz

atio

n O

verv

iew

82

Mar

tinG

röts

chel

Mod

ellin

gAs

pect

sof

Gas

Tra

nspo

rtat

ion

Non

linea

r N

onco

nvex

:•

Loss

of

pres

sure

ove

r pi

pes:

•Po

wer

of

com

pres

sor:

Mix

ed-I

nteg

er:

•Fl

ow d

irect

ion

•Co

uplin

g co

nstr

aint

s

Mar

tinG

röts

chel

Mod

ellin

gAs

pect

sof

Gas

Tra

nspo

rtat

ion

Unc

erta

inty

:•

Stoc

hast

ic n

omin

atio

n at

exi

ts•

Unk

now

nno

min

atio

n at

ent

ries

Cons

trai

nt I

nteg

er P

rogr

amm

ing:

•co

mbi

nes

SAT,

MIP

, and

CP

¾st

rong

mod

elin

g ca

pabi

lity

¾fu

ll po

wer

of

MIP

sol

ving

tec

hniq

ues

- 154 -

Page 23: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

85

Goa

l:In

tegr

atio

n of

mul

ti-la

yer b

ackb

one

and

regi

onal

net

wor

ksFu

ture

net

wor

ks: I

P/E

ther

net l

ayer

ove

r sha

red

optic

al fi

ber l

ayer

Hug

e ne

twor

ks (9

00 n

odes

), co

mbi

ne d

iffer

ent s

ervi

ces/

tech

nolo

gies

Mor

e st

ruct

ure:

hie

rarc

hica

l rou

ting

Mul

ti-la

yer

mul

ti-le

vel P

lann

ing

Cou

rtesy

NS

N

Hau

ptve

rteile

rC

entra

l Offi

ceD

TAG

: ~8.

000

Kern

netz

stan

dort

Poi

nt o

fPre

senc

e P

OP

DTA

G: 7

3

Traf

fic c

lass

es:

deriv

ede

man

dm

atric

esfo

rac

cess

poin

ts(c

entra

loffi

ces)

chea

pte

chno

logy

expe

nsiv

e te

chno

logy

LER

: Lab

el E

dge

Rou

ter

LSR

: Lab

el S

witc

h R

oute

r

Bro

adba

nd re

mot

e ac

cess

serv

er

Mar

tin G

röts

chel

86

Cont

ribut

ions

to

answ

erin

g so

me

HAR

D q

uest

ions

Wha

t do

I m

ean?

We

shou

ld s

tart

add

ress

ing

polit

ical

ly r

elev

ant

“glo

bal q

uest

ions

” se

rious

ly.

Mar

tin G

röts

chel

87

Hig

h Q

ualit

y Pu

blic

Tra

nspo

rtat

ion:

Mat

hem

atic

al, S

ocia

l, Po

litic

al, a

nd B

usin

ess

Aspe

cts

Wha

t is

a "

good

" pu

blic

tra

nspo

rtat

ion

syst

em?

Can

such

a s

yste

m r

esul

t fr

om d

ereg

ulat

ion?

H

ow d

oes

one

regu

late

/der

egul

ate,

e.g

., th

e ra

ilway

sys

tem

of

a co

untr

y, p

rope

rly?

We

are

curr

ently

inve

stig

atin

g su

ch a

nd r

elat

ed is

sues

whi

ch a

re

high

ly r

elev

ant

for

ever

ybod

y’s

ever

yday

life

. The

re a

re m

ore

ques

tions

tha

n an

swer

s.

Sim

ilar

ques

tions

in�

Elec

tric

ity p

rodu

ctio

n an

d di

strib

utio

n�

Gas

tra

nspo

rt�

In g

ener

al:

Ener

gy�

Fina

ncia

l mar

kets

�Po

litic

al d

ecis

ion

mak

ing

(Ger

man

vot

ing

syst

em)

�Li

fe s

cien

ces

and

heal

th c

are

... Mar

tin G

röts

chel

88

- 155 -

Page 24: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Net

wor

ks

Appl

icat

ion

Area

B –

Net

wor

ks89

Net

wor

ks:

A M

ATH

EON

Visi

on

Appl

icat

ion

Area

B –

Net

wor

ks90

Net

wor

ks:

Indu

stry

Par

tner

s

Appl

icat

ion

Area

B –

Net

wor

ks91

acat

ech

Ger

man

Nat

iona

lAc

adem

y of

Engi

neer

ing

2010

92

- 156 -

Page 25: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Som

e bi

g “O

R st

uff”

tha

t is

not

opt

imiz

atio

n�

Inte

grat

ion

of a

ppro

ache

s to

mod

elin

g of

pro

blem

s an

d pr

oble

m s

olvi

ng (

engi

neer

ing,

man

agem

ent

scie

nce,

co

mpu

ter

scie

nce,

law

,...)

�Bi

g D

ata:

“D

ata

Scie

nce”

is a

new

key

wor

d th

at m

ay c

ut

sign

ifica

ntly

into

the

dom

ain

of O

R �

Dec

isio

n M

akin

g: D

ecis

ion

Heu

ristic

s/M

echa

nism

s in

So

ciol

ogy

Psyc

holo

gy a

nd t

he N

euro

Scie

nces

Mar

tin G

röts

chel

93

ORM

S-To

day:

Aug

ust

2013

, vol

. 40,

No.

4

Mar

tin G

röts

chel

94

Rega

rdle

ss, t

he u

nive

rsal

app

reci

atio

n an

d re

cogn

ition

of

the

pow

er o

f ap

plyi

ng o

ur a

naly

tical

too

lbox

for

bett

er

deci

sion

-mak

ing

is p

erva

sive

. The

inte

rest

in m

athe

mat

ical

m

odel

ing

and

crea

tive

appl

icat

ions

of

data

(es

peci

ally

whe

n th

e w

ord

“big

” is

use

d) is

glo

bal.

This

invi

gora

ted

inte

rest

is

help

ing

driv

e m

ore

stud

ents

to

lear

n ou

r fie

ld, a

s w

ell a

s gr

eate

r le

vera

ge a

nd a

pplic

atio

n of

ope

ratio

ns r

esea

rch

theo

ry a

nd p

ract

ice.

In

the

wor

ds o

f W

illia

m S

hake

spea

re,

“A r

ose

by a

ny o

ther

nam

e w

ould

sm

ell a

s sw

eet.”

Cont

ents

1.O

utlin

e2.

Whe

re d

o I

com

e fr

om?

3.N

amin

g bu

sine

ssO

pini

ons

and

Fact

s4.

Wha

t ar

e O

R an

d op

timiz

atio

n?

Opi

nion

s an

d Fa

cts

5.Su

cces

s st

orie

s6.

Failu

res?

7.

Wha

t sh

ould

OR/

optim

izat

ion

do?

8.Co

nclu

sion

s

Mar

tin G

röts

chel

95M

artin

Grö

tsch

el96

Dire

ctio

nsI

am m

ysel

f a

pers

on p

refe

rrin

g to

add

ress

que

stio

ns

�th

at c

an b

e qu

antif

ied

prec

isel

y �

that

hav

e cl

ean

data

and

that

hav

e cl

ear

obje

ctiv

es a

nd

�th

at c

an b

e m

odel

ed n

icel

y.H

owev

er, I

thi

nk w

e sh

ould

sta

rt a

ddre

ssin

g pr

oble

ms

mor

e

serio

usly

�th

at c

an’t

be q

uant

ified

pre

cise

ly

�th

at d

on’t

have

cle

an d

ata

and

�th

at d

on’t

have

cle

ar o

bjec

tives

and

that

can

’t be

mod

eled

nic

ely.

but

that

are

of

high

pol

itica

l and

soc

ial r

elev

ance

.O

R/O

pt h

as t

he p

oten

tial f

or d

oing

tha

t an

d ha

s be

gun

to

cont

ribut

e to

suc

h is

sues

!

- 157 -

Page 26: Future perspectives of optimization: My vie · 2014. 10. 24. · Future perspectives of optimization: My view ... and MSO (which is an abbreviation of modelling, simulation and optimization)

Mar

tin G

röts

chel

97

Scie

nce

in t

he V

iew

of

the

Publ

ic

I am

con

cern

ed s

ince

I s

ee d

ownf

alls

of

scie

ntifi

c fie

lds

such

as

nucl

ear

tech

nolo

gy t

hat

has

mad

e m

any

prom

ises

and

bro

ught

fear

.

The

sam

e is

pre

sent

ly h

appe

ning

to

biot

echn

olog

y(m

any

peop

le a

re

sim

ply

afra

id o

f th

e pr

ogre

ss a

nnou

nced

).

Sim

ilar

tend

enci

es a

re c

urre

ntly

com

ing

up in

nan

ote

chno

logy

.

I se

e a

begi

nnin

g of

a r

educ

tion

of “

trus

t in

sci

ence

”.

Mar

tin G

röts

chel

98

OR/

Opt

imiz

atio

n in

the

Vie

w o

f th

e Pu

blic

O

R ha

s to

wat

ch o

ut t

hat

it ke

eps

the

right

bal

ance

and

peo

ple

do n

ot s

tart

get

ting

afra

id o

f O

R an

d op

timiz

atio

n.

I se

e te

nden

cies

in p

ublic

tal

ks o

f co

mpa

ny b

osse

s, p

oliti

cian

s,

jour

nalis

ts, a

nd u

nion

lead

ers

that

opt

imiz

atio

n m

eans

not

hing

but

el

imin

atin

g jo

bs, c

uttin

g do

wn

serv

ices

, etc

.

Mar

tin G

röts

chel

99

My

advi

ce�

Don

’t ca

re t

oo m

uch

abou

t de

finiti

ons

of O

R an

d op

timiz

atio

n an

d al

l the

var

iatio

ns.

�Be

fle

xibl

e.�

Enjo

y th

e st

uff

that

you

do.

�Po

sitio

n yo

urse

lf de

pend

ing

on y

our

own

need

s, g

oals

, and

w

ishe

s an

d th

at o

f yo

ur c

ompa

ny o

r ac

adem

ic in

stitu

tion.

�An

d ta

lk a

bout

wha

t yo

u ar

e do

ing

and

how

it im

pact

s so

ciet

y an

d in

dust

ry p

ositi

vely

, not

onl

y to

aca

dem

ic a

nd in

dust

ry

peop

le b

ut a

lso

to t

he g

ener

al p

ublic

.

Mar

tin G

röts

chel

100

The

OR/

Opt

imiz

atio

n m

iracl

eIn

my

opin

ion,

it is

a m

iracl

e th

at O

R/O

ptim

izat

ion

has

su

rviv

ed s

o w

ell t

hrou

gh t

he la

st 6

0 ye

ars,

hav

ing

unde

rgon

e m

any

batt

les,

spl

its, (

re-)

unifi

catio

ns a

nd n

ame

chan

ges.

Th

is is

goo

d si

gn fo

r ro

bust

hea

lth a

nd in

dica

tor

for

long

evity

of

the

fie

ld –

inde

pend

ent

of t

he n

ame

mut

atio

ns.

- 158 -