Live data from Hacker News

Applied Mathematical Programming (1977)

web.mit.edu

41–50 of 57 posts

Re: Applied Mathematical Programming (1977)

#41
post #35

Earlier quoted context omitted.

> A fact of life: Nearly always people with money, power, and optimization problems don't understand optimization, fear and resent those who do, and choose just to avoid the subject. Food for thought: the solution to real-world optimization problems is often dictated by constraints instead of optimal values. This means that if you fail to understand the constraints, or even fail to identify them, then whatever your s…

Naw, you list some mistakes, but I didn't make any of those. > From your anecdotes you were the one tasked with clarifying things to them. From the sound of it, you didn't accomplished that, and it was unclear to stakeholders whether your output even provided any value worth keeping. First, for any application, there has to be some practical interest. My view, there isn't much. The schools of math, engineering, and b…

I don't think I got my point across. The constraints I've referred to aren't a reference to how problems are formulated, but what leads decision-makers to make decisions. The goal of any number-cruncher in a corporate environment, whether they are data scientists, machine learning engineers, operations research specialist, etc., is to advise decision-makers on what are their options. If they stop collaborating and start to lift barriers and create problems, instead of adding value they turn themselves into a bigger problem. And I'm not even touching on the problem of gains.

Adding to that, decision-making is all about tradeoffs. All problems have sensitivity to input parameters. This means that there are always choices that can be made to have different solutions if decision-makers are willing to accept the tradeoffs. They always do, because not all constraints and requirements are expressed or expressable in a problem statement. More to the point, the output of an optimization problem is not reaching the optimal point, but to improve on the current performance.

Not everything in life can be limited or summarized in crisp values. Moreso in the business world. Do you understand what I'm saying?

> Savings? 1% would have been $millions a year.

That's your projection. And 1% of anything is completely irrevelant, I might add. No wonder the project was killed.

I worked in projects that we could advise cost improvements of around 4% and the project was slashed as well. What's the year on year variance though? 1% is a fraction of inflation. How many meetings would they need to meet a ceiling of 1%? Is 1% the value-added of a PhD? Do you get what I'm saying?

Re: Applied Mathematical Programming (1977)

#44

Earlier quoted context omitted.

The tools probably have changed but the fundamental language is the same. The same way that you need to wire your brain to see how a problem can be casted as a dynamic programming one, you also need to learn how to formulate problems as integer/linear programming ones. For example all of the "hard" leetcode problems can be casted as math programming ones. But the interviewers will not appreciate this solution approac…

> But the interviewers will not appreciate this solution approach lol. I once witnessed a programmer with a PhD in Maths find closed form formulas for a lot of questions where it was expected to write some code with loops building/accumulating a result. As a simple example, to explain what was going on, if the question would be "calculate the 100th fibonacci number", she would just use Binet's formula to do so (as op…

That's one thing that made me lost interest in computing. I felt we programmers are in fact centuries late to the party.

Re: Applied Mathematical Programming (1977)

#45

Earlier quoted context omitted.

> But the interviewers will not appreciate this solution approach lol. I once witnessed a programmer with a PhD in Maths find closed form formulas for a lot of questions where it was expected to write some code with loops building/accumulating a result. As a simple example, to explain what was going on, if the question would be "calculate the 100th fibonacci number", she would just use Binet's formula to do so (as op…

That's one thing that made me lost interest in computing. I felt we programmers are in fact centuries late to the party.

late to discovering proofs and thereoms, only a little bit late to apply them to real world problems.

Re: Applied Mathematical Programming (1977)

#46
post #35

Earlier quoted context omitted.

Naw, you list some mistakes, but I didn't make any of those. > From your anecdotes you were the one tasked with clarifying things to them. From the sound of it, you didn't accomplished that, and it was unclear to stakeholders whether your output even provided any value worth keeping. First, for any application, there has to be some practical interest. My view, there isn't much. The schools of math, engineering, and b…

I don't think I got my point across. The constraints I've referred to aren't a reference to how problems are formulated, but what leads decision-makers to make decisions. The goal of any number-cruncher in a corporate environment, whether they are data scientists, machine learning engineers, operations research specialist, etc., is to advise decision-makers on what are their options. If they stop collaborating and st…

I believe I get fully what you are saying.

At one point, we need a correction: The optimization was to schedule the fleet for FedEx. They were spending big time money on the airplane operations, and a better schedule, saving even 1% of that, would amount to maybe $millions a year, at any rate, money worth saving and where, in comparison, my work cost peanuts. At FedEx at the time, the 1%, the automation of the fleet scheduling, the business planning potential, made the project worthwhile.

The "decision maker" was F. Smith, founder, COB, CEO. My office was next to his. On paper I reported to a Senior VP, but in reality reported directly to Smith. Smith wrote a memo giving the optimization problem to me -- I still have a copy. The project was approved, and by passing all the executive considerations you mentioned. The project was not "killed". Instead, due to (a) commuting between Memphis and Maryland where my wife was in her Ph.D. program, (b) wanting to stay in Maryland, where I'd done the best work for FedEx and saved it the first time (access to consultants and time sharing computing), (c) the Senior VP I was reporting to telling me there "was no money in the budget for me", and (d) the promised stock very late, I left for the Ph.D.

I got Smith to approve the project by explaining "Integer linear programming set covering" to him for this application: (i) Take all or a reasonably large subset of all the reasonable tours from Memphis and back. All the planes were the same, French Falcons, .... (ii) For each tour, program standard means of evaluating flight times and costs and find the cost of the tour. Throw out some tours for however goofy reasons, e.g., can't fly over this city at that time of day. Note, some of the costs and constraints were really goofy, way beyond what could be converted to software even for non-linear integer programming. Such is the magic of set covering enumeration.

(iii) Intuitively regard each tour as a piece in a jigsaw puzzle where have lots of extra pieces, each piece has a cost, and want to cover. "set covering", the board exactly at minimum total cost. That's when Smith understood the work well enough to approve it as my project. Considering what airplanes cost, my project was not very expensive.

(iv) Now have a 0-1 integer linear program with one row for each city and one column for each tour. In a column, a row i = 1 to 90 is 1 if the tour serves city i and a 0 otherwise. The cost of that column is just the cost of the tour. The right side is all 1s. The constraints are all >=. With 90 US cities, there were only 90 rows in the linear program. So, use some LP (linear programming) software to get solutions feasible and optimal or nearly so. At some point if necessary just use old branch and bound. Worth a try. My computing was VM/CMS time sharing on relatively large IBM mainframes.

"1% is a fraction of inflation." Maybe you are saying that CEOs should have optimization involved only for super big aspects of the company, like Ike's work on D-day, and ignoring a 1% reduction in the cost of M1 rifle ammunition. Well, not then at FedEx. Fleet operating costs were by far the biggest expense of the company and .... Even for D-day, such a 1% reduction might have been worthwhile but to be handled by some Colonel and not Ike!!

Your other points seem to be correct. One response is when working for US national security, some of the problems were "strategic" for the US and where ... would be as you describe "advising" "options" at no higher than some mid-level uniform in the Pentagon and not for the POTUS. But for my work in the commercial economy, I never was trying to advize the CEO of some $800 billion company on some crucial decision. And I didn't work on enough problems to encounter many of the considerations you listed.

Again, my main point here was just the "applied" optimization in the book title in the OP. My experience, academic, military, commercial, student, professor, research and applications, indicates that outside of the US military there is nearly nothing real about "applied" optimization -- optimization applications are nearly like hen's teeth.

Maybe Amazon, Walmart, Google, Microsoft, and a few of the largest companies have an office of planning and analysis on the organization chart reporting to some VP for something or other and there occasionally develop/run some optimization models, but I never saw any evidence of such. Sure, such an "office" would have to do the TLC of the CEO you mentioned. I'd guess that such an "office" would get their optimization done with a lot of contact with some professors, but the only professors I ever saw doing any such work were the few I contacted. I just didn't see any credible evidence of "applied" optimization in the US commercial economy.

Now, in the last 10 years or so, everything about such optimization -- data collection, data manipulation, word processing for the math, the basic desktop computing, statistical tools, and, sure, Gurobi, etc. are just MUCH better. Soooo, maybe now the US commercial world is ready to exploit optimization like Dantzig, Kuhn, Tucker, Arrow, Hurwicz, Nemhauser, etc. intended. Maybe.

If I got an offer, now, for such work I'd turn it down and stay with my startup. (a) You're talking too much in office politics; that's not one of my specialties; and I have none of that in my startup. (b) I know the math for my startup, all nicely written up with TeX, but I'm rusty on a lot of the rest of math. E.g., for Lagrangian relaxation I'd look at my notes for the last time I did that. For some of the classic integer programming on graphs, I'd go for my grad school notes. For anything in probability, I'd want to review the Radon-Nikodym theorem and conditional expectation, all the standard theorems on convergence of random variables, etc. (c) From the time I got the offer, I'd have to start spending my money, and I might get fired before I even got that back -- such a job would be a gamble where I could lose money significant for me.

Again, my post here was just to object to "applied" for optimization. No way am I looking for a job; not now; not any more; not again. Instead I'm staying with my startup.

Re: Applied Mathematical Programming (1977)

#47
post #19

"Applied ..."? On the Optimization Ph.D. qualifying exam, got a "High Pass" and the best score in the class. In optimization answered a question in the Kuhn-Tucker constraint qualifications and had the paper accepted quickly in Mathematical Programming . Taught linear programming in a well-known business school for 5 years. NYC had a few users, in a loose group, of linear programming but were not very good at it. Som…

Hey I'm just replying because I currently have a BSc with Honors in math and a double major with econ but I'm having trouble in the current market. I also am interested in pursuing a master's in combinatorics or optimization. Is there anything you recommend besides not getting the PhD?

Re: Applied Mathematical Programming (1977)

#50

Currently doing this Discrete Optimization course by Pascal Van Hentenryck and it is great: https://www.coursera.org/learn/discrete-optimization It has only week on Linear Programming which is nicely done but I think the real value is that it starts with the much more playful Constraint programming and focuses on intuitions and keeping you both entertained and trained which is really hard to do. The course comes with…

Thanks for sharing! interesting course, enrolled as well
Post reply on HN