When I shared a status update a few months ago that I would spend my Sunday morning "trying to solve an asymmetric prize-collecting traveling salesman problem with uncertain data and side constraints" my colleagues knew that I wouldn't be working. Instead, I would spend my morning at an orienteering event,
There has been a lot of speculation over the years about the quality of the optimization solvers in SAS/OR, in particular the mixed integer linear optimization (MILP) solver. Measuring the performance of optimization solvers and comparing different solvers on a test set is a crucial part of modern optimization solver development.
During the week of July 13-17, 2015 most optimization experts will attend the 22nd International Symposium on Mathematical Programming (ISMP2015), which is this year's most important optimization conference. Several members of the SAS/OR team will attend. We will give various talks during the week, here is our schedule.
In 2013, Rick Wicklin blogged about visualizing matrices as heat maps using SAS/IML. That post reminded me that we had done a similar thing for the coefficient matrices in our optimization problems. In particular, we have developed some SAS macros to visualize the input data sets for the OPTLP (linear
Peg solitaire I love puzzles; I have a few of them in my office. I regularly use them at interviews: I ask the candidate either to solve a puzzle or to devise a (clever) mathematical algorithm that solves it. I'm sure a lot of readers are familiar with the standard
The 2014 INFORMS Annual Conference in San Francisco was quite a success. Record attendance, diverse program, great city, lovely weather: who can ask for more? SAS and, in particular, SAS/OR was well-represented with a number of talks in all areas of operations research. Here is a somewhat arbitrary selection, please click