Imre Pólik is an Optimization Solver Developer for SAS/OR, working on the linear and mixed-integer optimization solvers. He earned his M.S. in Mathematics from Eötvös University in Budapest, Hungary, and his Ph.D. in Mathematics from McMaster University, Hamilton, Ontario, Canada. He has worked for SAS since 2010, following a couple of years as a visiting assistant professor at Lehigh University. Currently he is managing the Optimization and Network Algorithms team within the Analytics R&D Division.
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
