INFORMS 2007 Conference on O.R. Practice :: April 29-May 1, 2007

Sunday, April 29, 2007
There is no charge for these workshops if you register for the INFORMS Conference. Sign up when you register for the conference. If you already registered for the conference and want to add a workshop(s), call Lynn Murray, 800-343-0062, x200.

Turning a Cool Idea into a Sustainable Solution
The workshop is focused on understanding and overcoming some of the many pitfalls that can prevent a good idea from becoming a valuable and sustainable optimization solution. The topic is illustrated with examples from the supply chain space. The workshop will not discuss mathematical model formulation in depth, but rather focus on how to structure projects for maximum effect and minimum time, risk and cost.

Software Tools and Components: Linear, Nonlinear and Stochastic Programming Using AMPL and Its Extensions
Workshop presenters are Cormac Lucas and Christian Valente, CARISMA/Brunel University and OptiRisk Systems; and Robert Fourer, Northwestern University and AMPL Optimization LLC. In the first part of this workshop, participants will gain an understanding of how to use the AMPL modeling language to formulate problems, to test algorithmic approaches and to implement decision support systems. At the same time, the AMPL Studio user interface, modeling syntax and solver controls will be introduced.

The next part will consider introducing uncertainty into an optimization model, with a discussion of how risk constraints and risk decisions can enhance model formulations. The SAMPL stochastic extensions to AMPL and the SPInE stochastic modeling environment will be illustrated, using an asset and liability management problem as an example. Finally, the use of COM objects to implement decision support system applications will be shown.

Introduction to Crystal Ball
This practical workshop is just what you need to learn spreadsheet risk analysis with Crystal Ball! Through hands-on instruction and real-world case studies, the workshop will teach you the basics of Monte Carlo simulation, how to develop Crystal Ball models, how to gain insights from simulation results, and how to present your findings to peers, management or clients. Get this instruction from one of Crystal Ball’s expert trainers, Brian Malejan. Brian holds a statistics degree from the University of Denver. While attending the University of Denver, Brian studied everything from financial forecasting to statistical quality control as well as completing independent studies.

Optimization Modeling with MPL: Integrating Optimization in Real-World Business Applications
The workshop focuses on optimization modeling and how to embed optimization models into applications. It is designed to teach the participants how to develop their own optimization models, link them to data sources and solve the models using state-of-the-art, industrial strength solvers. The speakers will take you through all the steps of an optimization project using optimization software tools from Maximal Software, ILOG and ARKI Consulting. Participants will leave with an excellent overview of optimization modeling and a good working knowledge of how to successfully build optimization applications.

Building and Solving Optimization Models with OPTMODEL
Presenters: Manoj Chari and Rob Pratt, SAS R&D.
OPTMODEL from SAS provides powerful, accessible optimization modeling, integrated with the SAS programming language and with SAS data handling, analytical (statistics, forecasting, data mining, etc.), and reporting capabilities. OPTMODEL makes it easier for you to build, solve, review, maintain and update your optimization models. In this workshop we’ll use business-oriented examples to explore the versatile capabilities of OPTMODEL, including:

You’ll see why OPTMODEL is an excellent choice for a broad range of optimization needs.

Applying the Art of AIMMS
Presenters: Peter Nieuwesteeg, Senior AIMMS Specialist; Ximena Cerda, AIMMS Specialist.
Come and find out why AIMMS is the preferred modeling tool for OR professionals! During this half-day workshop you will experience the value of AIMMS when creating tailored Decision Support Systems. Based on a deterministic optimization model we will show the tools AIMMS offers to build an effective and complete end-user application. This includes model formulation, data management and GUI building in AIMMS.

Since deterministic models do not always provide a robust solution, you will learn about the ability to solve a mathematical model with uncertainty to optimality in AIMMS without changing the actual structure of the deterministic model (our stochastic support options). You can register for this workshop by checking the workshop box on the registration form, or by contacting us directly at workshops@aimms.com. To get a head start, apply for a free trial copy of AIMMS at www.aimms.com.

Fast Track Modeling and Optimization for OR Practitioners
This workshop will provide participants with an insight into new modeling and optimization techniques, and their applications in the industry. Experts from Dash Optimization will present a technical session, touching on novel ways of modeling existing business problems using linear, mixed integer, quadratic, non-linear, stochastic and constraint programming techniques. Further, a few business applications of Xpress-MP will also be presented describing ways in which Xpress-MP has been used to optimize business processes. For more information please contact info@dahoptimization.com.

Risk Analysis, Simulation and Optimization - from Excel Models to Deployed
Applications
Many business problems involve allocating scarce resources, and most
problems involve uncertainty. Learn how to model and solve these problems
using powerful, low-cost, open architecture tools for Windows and Linux,
from Frontline Systems, the leader in spreadsheet optimization and developer
of the Solver in Excel. See how easy it is to build Monte Carlo simulation
models with Excel and Risk Solver, build optimization models with Premium
Solver, and combine them to find optimal or best decisions in the presence
of uncertainty. Learn how you can easily develop and deploy simulation and
optimization applications for Windows or Linux, using Solver Platform SDK
and Visual Basic, VB.NET, C#, C++, Java or MATLAB.

ILOG CPLEX, OPL-CPLEX Development System & the New ILOG Optimization Decision Manager
Special Guest Speaker: Edward Matto, Sr. Managing Consultant, Operations Analytics, IBM.
Join Greg Glockner and Carol Tretkoff from ILOG and guest speaker Edward Matto from IBM for a half-day technical workshop. Learn about ILOG’s complete system for developing advanced decision support applications, featuring the integration of CPLEX, OPL-CPLEX Development System and Optimization Decision Manager (ODM). Modelers can develop, debug and tune models and then prototype applications that provide support for what-if analysis, scenario comparison, and controlled relaxation of constraints and goal programming. In a special presentation, IBM will demonstrate how mathematical optimization was applied to reduce highway transportation costs for the United State Postal Service. In addition, we will give a sneak preview of our new product ILOG CP Optimizer, the first constraint propagation-based optimizer.

Learn Techniques for Designing Better Optimization Models
A big hurdle for users when trying to convert a planning problem they understand into an optimization model in either a modeling language or a spreadsheet, is “data design,” i.e., laying out the overall structure of parameters and variables of the model. Typical applications, such as supply chain planning, have several major dimensions: locations, materials, time periods and transport modes. Each major dimension may have minor dimensions, such as supplier, hub and customer locations, or raw, intermediate and finished goods. Using specific applications, we show how to do model design methodically, using LINGO and What’sBest to illustrate.