Tuesday, March 31, 2009

OR Practice with 19th Century Optimization Technology

So you are an enthusiastic optimization guru with a MS/PhD in Industrial Eng/Operations Research. You want to bring your ideas to life in the private industry (Recession notwithstanding). You are the OR guy in the IT team who shuns heuristic approaches ever since that day your customer observed a major improvement in the objective function after adding a highly restrictive constraint, and wondered what kind of an idiotic optimization product (yes, he air quotes that) you were hawking. Red-faced, you decide to build a math programming based Mixed Integer Programming-based (MIP) solver using the cool 21st century stuff that OR folks in academia swim in. It's a NP-hard problem, but your ideas works great in practice and you get voted the 'employee of the month'. What's more, it satisfies all the sacred OR practice requirements of Rosenthal and Brown.

You may have had to shell out 15,000$ to buy a new CPLEX license (and that's just for development, buddy), or even better, a new Gurobi Dev license that apparently costs only half as much with no extra charge for parallel stuff. Now comes the challenge of putting all this into a product. Your Manager says "I don't care about optimality. The data is full of noise anyway". You feel sheepish, but you are a true OR believer. You realize that its not the optimal solution that matters, but the consistency in the response that is achieved by always finding (near-)optimal solutions. Your manager is now convinced but yours is a small company with great ideas, and the royalty costs for the MIP solver kill the profit margin. Your director tells you to come back with a better idea. You are shocked. You never had to worry about a solver back in school. It was always there in the optimization lab, after all.

You decide to go back to 20th century technology and work with just Linear Programs (LP). You somehow figure out a way to reconcile the fractional people and broken equipment to get a solution that features fully-limbed personnel manning machines with all working parts. Its still better than randomized heuristics, right? You find out that in the current economic climate even LP solvers are expensive. You begin to realize that this yet another reason why OR hasn't taken off in a big way beyond the niche markets. You love CPLEX, GUROBI, and other tools and the guys who built them. But you also learn that even though every decision problem in practice has constraints, only the large companies with a prior OR history tend to adopt the cutting-edge O.R required to robustly handle such problems.

Finally, after 18 months of back-breaking research and Dev, you realize that the randomized heuristic tool built in a day by the computer-science Dev guy is still in place. Folks begin to think the O.R works really well only in academia and theory. You dont give up. Instead, you decide to turn to 19th century technology. You contemplate building your own crude LP solver. Its time to reinvent the wheel ... to be continued ...

Monday, March 30, 2009

Peaceful in Maine

It's a nice and peaceful day in Maine. The Bliss factor for the Bangor area today is 9.0. It's perfect weather for you to tool, but you overdo it, get steved (where all the songs in your mind seem to start in 'E'), and you finally doze off into kalpanaswaras... In the woods behind the house, you see a lizard (or was it an iguana?) on a Funky Trail,.... which leads you all the way to a cricket field in Napier, New Zealand, where the indian team conceded tons of runs, simply bowling for peace. Peaceful, Yup. it sure is a nice (acid-free) day to listen to Carnatic Fusion.

Sunday, March 29, 2009

India's guitarist

What is Prasanna, India's guitar genius doing these days? India's leading exponent of carnatic, carnatic-fusion, and several other musical genre has been mostly touring, so for the time being, we have to made do with YouTube. In between, he's scored the music for the 2009 Oscar-winning short-subject documentary 'Pinki'. While he's collaborated with several music directors (notably Ilayaraja), his long association with AR Rehman has been particularly great for carnatic-fusion aficionados, starting with the acoustic solo piece in 'Pudhiya Mugham'. Interestingly, this was among the first Indian movie-music CDs ever released, heralding the AR Rehman digital era). Another movie favorite is the strings in the title song of 'Kandukonden-Kandukonden'. Apparently, his 'Electric Ganesha Land' marked the first production release out of Rehman's new studio in Chennai. Looking forward to continued collaboration between these two great musicians.

Thursday, March 26, 2009

Dodgy Doctors

Being close to the border, Canadian TV is a staple. Recently they have been running a "India Reborn" series every Sunday, in course of which one is introduced to hoochman Dr.Vijay Mallya (tooling in his large private jet modified to run on beer), which would lead many to believe that we are either dealing with a benevolent medical expert or an eminent professor! Hopefully he is neither. Its likely just another dubious 'doctorate for cash'. There are several other quack-ates, past and present. Actors Dr.Rajkumar and Dr. MGR, RIP, for example. Living artifacts include Dr.Jayalalithaa, and Dr. Karunanidhi who also owns the title 'Kalaignar', a tribute to his ideologically artistic ventures. Sometimes they dispense with names and just refer to him as the noble Dr. Kalaignar. There's also a Dr.MGR medical university in Chennai which reminds us that Indira Gandhi never was the Mahatma's daughter.

Monday, March 23, 2009

complex lyrics

Intensive research by many (courtesy several google groups) narrow down the preamble in the song 'anthony gonsalves to this:
"Wait, wait, wait. You see, the whole country of the system is
juxtaposition by the hemoglobin in the atmosphere because you are a
sophisticated rhetorician intoxicated by the exuberance of your own

some use 'publicity' at the end, but 'verbosity makes sense', no?. Utter gibberish but truly funny. On the other hand, the wonderful song 'Kandisa' by 'Indian Ocean' has the following lyrics that sound puzzling at first.

Kandisa Alahaye, Kandisa Esana -2
Aalam Balam Aalam, Aamenu Aamen
Sliha Mar Yose, Almaduba Kudisa
Aangen Dhanusa, Nehave Dukharana ....

Apparently, these are in the ancient words of Aramaic (the original language of the christian bible) and are part of some syrian christian church prayer. And some nice indian fusion.

Saturday, March 21, 2009

Setting the record straight

New Zealand was in fact India's final frontier as far as the era of bad tourists. Yesterday, India posted its first test cricket win in NZ in 33 years. With this win, India has won at least one test match on every major cricket playing nation's soil in the last 5-7 years.

Rewind to 2002 so that the plight of the indian cricket fan can be put in perspective:
India has not won a test match in Pakistan ever
India has not won a test match in the West Indies since 1976
India has not won a test match in England since 1986
India has not won a test match in Australia since 1981
India has not won a test match in New Zealand since 1976
India has not won a test match in South Africa ever
India has not won a test match in Sri Lanka since 1994

By far, the most important victory in Indian cricket was over Pakistan in 2003-2004. It laid to rest several myths both on and off the field, none more notable than Sehwag's treble in course of which the wizard Saqlain's 'teesra' also went for a six, ending a great career. Saqlain of course broke Indian hearts in that tragi-heroic run chase of '99 in Chennai, with Sachin finally getting that monkey of his back only just a couple of months ago with that dramatic 4th innings century/win against England. India-Pakistan matches tend to make or break some careers. A brief, but incomplete history here:

Zaheer Abbas and Co. terminated the Indian spin era - Bedi, Pras in 1978.
Miandad all but finished off Chetan Sharma's career with that six in 1986.
Wasim Akram ended Srikkanth's test career in 1989.
Sachin all but ended the careers of Akram/Younis after that 2003 world cup match.

Of course, there are several other lesser known players who were sacrificial lambs after a loss to Pakistan or India.