Workshop - EURO Conference 2009, Bonn (July 5th, 2009)

Optimization Modeling with MPL

Maximal Software will be hosting a half-day workshop, Optimization Modeling with MPL, the day before the EURO 2009 Bonn conference, Sunday July 5th, 2009: covering a wide range of model formulation techniques, optimization applications, and recent trends and news in the optimisation industry. The purpose of the seminar is to provide participants with an insightful overview of the MPL language, and demonstrate how to build optimization applications using OptiMax.

Software Used
The workshop is designed to give the participants hands-on experience with industrial-strength optimization and modeling tools. The software used in the seminar will include:

• MPL Modeling System and OptiMax from Maximal Software
• CPLEX mixed integer solver from ILOG
• GUROBI mixed integer solver from GUROBI
• MOPS Solver from MOPS Optimierungssysteme
• CoinMP open source solver from the Coin-OR project
• CONOPT nonlinear solver from ARKI Consulting
• LGO global solver for Pinter Consulting
• Microsoft ACCESS and EXCEL

Benefits
The purpose of the seminar is to show how optimization models can be brought together into business applications. At the end of the seminar, the participants will know how to develop their own optimization models in MPL, link them to data sources and solve the models using state-of-the-art industrial-strength solvers. Participants will also acquire a good working knowledge on how to embed optimization models into applications.

• Identify the best use of optimization techniques & how to deploy them
• Prepare and import data from different sources for optimization
• Identify which solvers works best for your optimization problem
• Gain a realistic view on the use of optimization for business
• Build your own embedded optimization applications.

Location
The seminar will take place 12:30-15:00 on July 5th.

Seminar Schedule

Introduction to Optimization Modeling and Solving

• History and development of the MPL Modeling System
• Current state-of-the-art in optimization and modeling
• Introducing the new Academic Program from Maximal

Formulation Optimization Models in MPL

• Overview of formulating models in the MPL Modeling Language
• Various sample models described
• Solving models with CPLEX, GUROBI, CoinMP, CONOPT, KNITRO, and LGO
• Advanced Indexing techniques

Introducing MOPS Solver and MOPS Studio

• Overview of the MOPS solver
• Solving models with MOPS in MPL
• Introducing MOPS Studio

Introducing Open-Source CoinMP Solver

• Overview of the Coin-OR open-source project
• Windows and Linux versions of CoinMP
• Standard C-API for Coin solvers
• Calling CoinMP from other pogramming languages
• Solving models with CoinMP in MPL
• Comparison with other open-source solvers, GLPK and LPSolve

Connecting to Databases and Spreadsheets

• Advanced data modeling techniques
• Connecting MPL to Databases and Excel Spreadsheets
• Speed and scalability issues for models with very large data sets

Embedding Optimization in Applications

• Tools and methods for embedding optimization in applications
• Demonstration of embedded optimization applications
• Introduction to OptiMax Component Library with Excel VBA
• Calling OptiMax from Visual Basic, C# and other languages
• Optimization on the Internet and using Web services

Achieving Optimal Solution Performance

• How to avoid comming pitfalls when formulating optimization models
• Utilize the sparsity of the data for better performance
• Selecting the correct data source for your project
• Tuning solvers for optimal performance
• Choose the right computing hardware
• Which programming languages are the fastest

Recent News and Trends in Optimization

• ILOG purchase by IBM
• DASH purchase by Fair Isaac
• New solver GUROBI
• Microsoft Solver Foundation
• Parallel Computing
• Grids, Clouds, and Virtual Machines

Workshop Presenter

Bjarni Kristjansson, Maximal Software Ltd.

Bjarni Kristjansson is the president and founder of Maximal Software, a leading vendor of optimization modeling software. Maximal Software is the developer of the MPL Modeling System; an algebraic modeling language that allows the user to formulate complicated optimization models quickly and easily. Maximal Software also provides the OptiMax Component Library, which allows MPL models to be easily embedded into end-user applications.

Bjarni Kristjansson has many years of practical experience providing innovative solutions, especially in regards to integrating optimization with wide range of information technologies and business applications. Bjarni Kristjansson has served as the treasurer for the Icelandic ICORS and the INFORMS Computing Society, and was one of the main organizers for the EURO 2006 Conference in Reykjavik, Iceland. He has also served on the COIN Strategic Leadership Board, and is currently the Vice President (Practice) of EURO.