Seminars

Optimization Modeling in MPL / MOPS

Maximal Software and MOPS Optimierungssysteme will be hosting a one-day workshop, Optimization Modeling in MPL/MOPS on 23rd March 2009 in Frankfurt, Germany: covering a wide range of modeling techniques, embedding optimization within applications and recent trends and news in the optimisation arena. The purpose of the workshop is to provide participants with an insightful overview of MPL and MOPS, give step-by-step instructions for successfully building optimization applications and be aware of the recent developments in the optimization industry.

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 workshop will include:

MPL Modeling System and OptiMax 2000 from Maximal Software
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 workshop is to show how optimization models can be brought together into business applications. At the end of the workshop, the participants will be able to develop their own optimization models, 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.

By attending this workshop you will learn how to:

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 workshop will be held on the 23rd March 2009 at the InterCity Hotel in frankfurt which is located directly across from the main railway station in the Frankfurt city centre:

InterCity-Hotel Frankfurt
Poststr. 8
D-60329 Frankfurt
Germany
Tel: +49 (0)69 27391-0

How to register
Attendance for the workshop is FREE if the registration is done by 10th March, after that date there will be a 45 EUROs charge, paid on site. To register for the workshop please send an email to info@maximalsoftware.com with your full contact information. The space is limited to total of 30 participants, so please register early.

Workshop Schedule - Optimization Modeling in MPL / MOPS

09:45 - 10:00 Registration, Software Installation and Coffee

10:00 - 10:30 Introduction to Optimization Modeling and Solving

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

10:30 - 11:30 Formulation Optimization Models in MPL

Overview of Formulating MPL models
Various sample models described
Teaching optimization modeling
Hands-on training: formulating your own model in MPL
Advanced Indexing techniques

11:30 - 12:00 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

12:00 - 12:30 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

12:30 - 13:30 LUNCH

13:30 - 14:30 Introducing MOPS Solver and MOPS Studio

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

14:30 - 15:00 Mixed Integer Programming Models

Formulating MIP models
Formulating logical conditions with binary variables
Avoiding MIP modeling pitfalls
Tuning solvers for better MIP performance

15:00 - 15:20 Nonlinear Programming Models

Formulating Nonlinear models
Formalating Global Optimization models
Function Evaluators and Automatic Differentiation
Solving nonlinear models

15:20 - 15:50 Stochastic Programming Models

Introducing new Stochastic Extensions in MPL
Formulating scenario based models
Formulating independent variables models
Solving Stochastic models

15:50 - 16:10 Coffee Break

16:10 - 16:40 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 Web services

16:40 - 17:00 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

17:00 - 18:00 Discussion and Questions

Bring your own problem to discuss with the workshop presenters (optional)

Workshop Presenters

Bjarni Kristjansson, Maximal Software, Inc.

Bjarni Kristjansson is the president and founder of Maximal Software, Inc., 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 2000 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.

Prof. Uwe Suhl, MOPS Optimierungssysteme GmbH.

Uwe Suhl is the chief developer of the MOPS optimization system. He studied mathematics at the Freie Universität Berlin and received also his PhD there. After his Habilitation Uwe Suhl went as a postdoc to the Mathematical Sciences Department of the IBM Thomas J. Watson Research Center. He was appointed as a permanent research staff member and worked there for several years. After his period with IBM Uwe Suhl became a full professor at the Freie Universität Berlin. He worked as a consultant for numerous practical optimization projects and was the principal founder of MOPS Optimierungssysteme GmbH. He is working on the MOPS linear and mixed-integer solver and supervising other developers and research assistants on mathematical programming software.