Invited Session Thu.2.H 1058

Thursday, 13:15 - 14:45 h, Room: H 1058

Cluster 10: Implementations & software [...]

Modeling languages and software II

 

Chair: Robert Fourer

 

 

Thursday, 13:15 - 13:40 h, Room: H 1058, Talk 1

Ronald Hochreiter
Optimization modeling using R

 

Abstract:
Simplifying the task of modeling optimization problems is an important task. Many commercial products have been created to support the modeling process, but none of these products has been adopted by a significantly large number of users. As soon as real-world decision problems under uncertainty have to be modeled, flexible and quick changes to the underlying model are necessary. Simplifications are crucial to implement such optimization models into some business process successfully. Furthermore, the learning overhead for users should be minimized. In this talk, we outline an approach on how to simplify optimization modeling using R and external optimization modeling languages as well as by building model generators for specific application problems. Examples from the areas of Finance and Energy will substantiate the applicability of the chosen approach.

 

 

Thursday, 13:45 - 14:10 h, Room: H 1058, Talk 2

Arnaud Schulz
Enterprise-class optimization-based solutions with CPLEX Optimization Studio and SPSS predictive analytics

Coauthors: Vincent Beraudier, Frederic Delhoume

 

Abstract:
The talk will focus on the integration of different analytics such as optimization (prescriptive analytics) and predictive analytics based on ILOG optimization and SPSS.
The presentation will showcase the synergy of these two worlds. The key integration piece will be presented, that is, the connector between prescriptive (optimization) and predictive analytics (SPSS Modeler), existing in the OPL language, integrated in the the CPLEX Studio Integrated Development Environment.
With this connector statistical algorithms/methods are available to feed with data any optimization model either written for math programming (CPLEX Optimizer) or constraint programming (CP Optimizer).
This opens up the door for decision makers at line-of-business, IT professionals and analytics practitioners to take advantage of out-of-the-box capabilities for implementing custom planning and scheduling solutions, collaborative planning processes, to name a few.

 

 

Thursday, 14:15 - 14:40 h, Room: H 1058, Talk 3

Leo Lopes
Network optimization and beyond in SAS/OR Software

 

Abstract:
This paper demonstrates new features in the OPTMODEL procedure for network and combinatorial optimization. With PROC OPTMODEL, you can access a variety of network-based solvers by using only problem definitions instead of explicit formulations, greatly enhancing performance and scalability. You can also access most of the functionality of the SAS System by merging invocations of other SAS procedures with mathematical programming constructs that are built into the PROC OPTMODEL modeling language. The results can populate sets and arrays that can be processed further both within the modeling language itself and by using the full power of the SAS System.

 

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