JabRef

A quite nice .bib document organizer.
It makes me comfortable to write down my comments to every paper I read.

Power sum

sum(i) = n(n+1)/2
sum(i^2) = n(n+1)(2n+1)/6
sum(i^3) = n^4/4 + n^3/2 + n^2/2
...

A site contains optimization online resource

When I check the statistics for COR@L today
I get the following link, which provide some good online resource for optimization.
http://plato.asu.edu/sub/tutorials.html

The 3rd weekly report

This week, I work for 56 hours. Due to easier homework of Graph and Network, I only spent 28.5 hours in study. Also I make a little progress on one of my research project.

Beside work, I watch the football game between Lehigh and Princeton. I sit too low so that sometimes I cannot clearly catch what was going on in the field. Next time I will sit high enough.

I also watch the film The Illusionist. It is a wonderful movie. Originally I think I would fall in sleep during the movie. But I cannot stop enjoying it and have no chance to have a nap.

(-1)^(1/3)=0.5000 + 0.8660i ?

This time, I meet another problem about math operation in software.
In matlab, when you try
(-1)^(1/3)
What result do we get. It is not -1 but 0.5000 + 0.8660i
You need to use nthroot(-1,3) to get -1.

This time, excel gives me the answer I want.

I am so frustrated now. This time I use more than 4 hours to debug my program which contains similar operations in my matlab code.

Do I know too little about basic math or Matlab provides too much.

My 2nd weekly report

This week, my course work increase 1 hour. It seems that 30 hours per week is average workload 4 courses taught all by professors from math department. They usually have more homework than IE courses. But it is worth doing that.

But research work drops to 23 hours per week. That's because I finish all the coding work for one of my project. I need to increase it to above 25 hours a week.

Also I have played tennis twice this week. I am still seeking the feeling about backhand, which I lost for a month after I changed my habit and cannot go back.

EXCEL vs GOOGLE

When I try to verify the correctness of a sequence. I need to compute the following fomula

=-1*((0.4^4-3*(0.4^3)+0.4^2)*10+(0.4^3-2*(0.4^2))*15+(0.4^2-0.4)*20+0.4*25+30)+100*(0.4^4-2*(0.4^3)+1)+50*(-0.4^4+2*(0.4^3))

Excel gives 66.144. I takes me more an hour to debug. Finally I find it is not my fault

But google gives 63.58400

Actually google gives the correct result.

How can I trust excel anymore?

I still remember two year before Excel can generate negative number from [0,1] random variable. Luckly I get the patch to fix it. This time, I don't how I should do.

chalk and slide

This semesters, all my attended courses are taught from Math department. Those professors like to present their material by chalk on the blackboard. In contrast, most of my IE courses are taught through slides. But I have to say that I love chalk style. You can see how the professor thinks from chalk but not from slides. Also when you take down the notes, you not only use ears to listen, but also use eyes to look and hand to write down. The more 'sensors' you use during the class, the more and the longer you can remember.

One possible reason for the IE professors to use slides more than chalks is because IE professors uses more computer than Math professors. So the technology not always create better way to learn. But slides is healthy way to teach since the more chalk you use, the more chalk ash you absorb. Also use slides may have huge scale of economic. If let me choose which way I use. I would be half and half. Just like last semester nonlinear programming class. Use the slides to show main ideas, use chalks to show the details.

My 1st weekly timesheet

Although, it isn't 5:00pm at Sep. 3, I like to post my 1st weekly timesheet. The total hours on study are 29.5 and on research are 31. I am quite satisfied with my work in the 1st week. I will go on this self monitor mechanism

Andre Agassi & NP-complete

I just finished watching a unbelievable tennis game. No match can be better than this one. All the unbelievalbe games have equivalent elements, like all NP-complete problems are equivalent.

Poincaré conjecture, Perelman, Fields Medal

There are a lot of quarrel about how much credit everyone involving to solve Poincaré conjecture should get. But the most important person, Grigory Perelman, a Russian mathematician, deline which I think is more valuable than Nobel prize.

It shows that the fundemental research still need genius and have genius. Not all the work need to be done through cooperation and fund.

There is good post from MITBBS.com(A chinese forum for people in North American)

It's time to change my own time clock

This new semester, I have the classes beginning around 9:00am every weekday from next week. I cannot believe the summer was over. The time is passing so quickly. Unfortunately, I cannot achieve the goal I set at the beginning of this semester except auditting the class and playing tennis. I really need to push myself hard this semester.

I take two courses: network and graph, financial calculus. Also I am going to audit: real analysis, advanced stochastic process.

But my eagerest goal is to finish two projects on hand so that I can put my time into real research. For my research, I wanna to do more theoritical side than computational side.

There is something I want to get rid of. I am going to shrink my online time. It really wastes my time. To accomplish this target, first not bring my laptop into school unnecessarily, second not open computer after I get up and before I go to bed, third do not go to code unless it is worth doing, fourth don't try to read basketball information everyday especially when new NBA season begins.

At the same time there is something I am going to get used to. Since I am moving to a two bedroom apartment recently, there is a study room for me. I can study home now. Also I get a new mattress, it is so comfort that I hope I can read a paper everyday on the bed before I fall into sleep.

Hopefully, I will increase my ability to manage my time and be more productive. I am during the process of designing a weekly agenda. It needs the balance between work and life. And I am going to fill out my timesheet everyweek as I need to do as an employee. Also I would send my weekly report one day before I meet Larry with detail checklist of what I am doing during the work. I learn it from Wasu. He told me that is really efficient way. I will post the formats of my timesheet and weekly report later. And publish the result of my timesheet and the number of jobs I do every week.

In the ideal situation, this gonna to set my high expectation more likely to achieve.

The connection of EE and SCM

Finally, I found a connection between EE ( my undergraduate major ) and SCM ( my current research interest ).

Yesterday, I call my 4 year roommate at JiaoTong Univ. , who is now at EE@UCSD. I happen to ask whether OR can be applied into his area. Originally, I just want to advocate the usage of OR and provide him a potential tool. It seems no many people use LP, IP, NLP to his area. After I push him think hard, he gave me a very interesting problem in the physical network design. He thinks that using large scale optimization model to solve real time network flow is not his favorite. i.e. he don't like the idea that doing optimization at server level and then telling what the router should do. Instead, he like to solve the problem at the router level and the objective is not far away from the global control.

That's the exact idea of centralized vs decentralized, which is one of the key concept of SCM. But the research on the complex supply network is far from mature. So I cannot give him a plausible method during the phone call.

Also his current internship at Motorola is to implement at heuristics to solve IP at cell phone. Although he uses the different langurage, it seems branch and bound is way to complex for the chip of cell phone.

Anyway, it is always interesting to find the people at different area trying to solve the similar problem.

Personal cost minimization on air ticket purchase

This week, Time privdes a very interesting website to help customer to make the decision about 'To Buy or not to buy' air ticket.
http://www.farecast.com

Etzioni's site Farecast.com
original name was, of course, Hamlet--provides the lowest fare on a route, a
90-day price history and, using a novel predictive algorithm, a tip to "buy now"
or "wait," along with a figure indicating how confident Farecast is in its
advice. (Flyers buy directly from the airlines.)

It is surprising that this kind of website is not developed by the OR people (especially revenue management people ) but a CS professor Oren Etzioni from University of Washington.

OR people need to establish much more sucessful story to advocate importantce of OR. Like a disucssion raised in the Coin-OR workshop, we need more credentials to demonstrate the impact of OR. If OR can become HOT in job market, the pressure of academic people can also release and they can focus on the question they are more interesting but time consuming.

DIMACS workshop on Coin-OR

This week, I attend DIMACS workshop on Coin-OR. I am not pure optimization people and have not implemented any project based on any package of Coin-OR before. But I am really astonished to see those really really busy people devotes their time to the open source software on the optimization, even if it may be necessary for them to develop code for their own research. This fresh experience brings me to a new world. Besides this, this trip gives me a chance to know other people in our department better.

During the workshop, I get to know a person from Archstone-Smith working on the revenue management. He came here and try to find a package to replace Cplex which their software is based on. But it turns out that he is a little disappointed on it. The reasons are warmly discussed in the last presentations. They may be the common concern about open source software, legal and support issue. It would be nice to see a company making money by supporting Coin-OR. The problem is whether there is such demand? Then it leads to the issue about awareness of OR either in public or among other research areas. As Stephen Nash point, there are big and interesing questions in other science fields such as how universe begins. If everyone include me know the biggest problems in OR area, the future of Coin-OR would be bright. Otherwise, it is just a tool of researchers.

I hope there is one day a book introducing how to model OR by using Coin-OR through a well spread tool such as Excel like VBA for Modelers: Developing Decision Support Systems Using Microsoft® Excel. And the reader reviews is over 20. This is similar to Leo Lopes presents at the last part of his presentation to show how to use web service through VBA.

The presentation file can be found in workshop website.

The world cup champion predicted by UBS

UBS reports shows Italy would win the champoin. Maybe gamesters should not just read the sports news but also business new.

Many influencing factors
Along with "football fever", the team around
UBS Wealth Management Chief Economist Klaus Wellershoff was interested to find
out what variables are important in predicting World Cup success. In doing so,
they discovered that many things that appear to be obvious are, in fact, not
crucial to winning the World Cup. An example of this would be the size of a
country's population, which is often incorrectly correlated to the amount of
potential athletic talent. The FIFA rankings, which list the top national soccer
teams, also prove to be of limited use when it comes to making a prediction: the
FIFA list compiles the sporting success of the individual teams but assigns
equal value to all wins, no matter how strong the opponent.

GLPK under windows

I experience a hard time to use GLPK under windows. 2 months ago, I can run the program under vc6. But yesterday, linkage errors persist to appear. Finally, I get the answer that I didn't specify glpk.lib in the project settings. But last time, I also not set it. Anyway, I get a blog for the GLPK. http://glpk.blogspot.com/. The one and the only one post is about how to set GLPK under VC 6.0 and Borland C++ 5.0.

Careers in the Decision, Risk and Management Sciences

The article from science websiste discusses the career development.

The 10,000-member Institute for Operations Research and the Management Sciences
(INFORMS) has members working for homeland security, transportation, health
care, law enforcement, the military, and telecommunications. These people apply
scientific methods to help improve decision-making, management, and operations
for many different kinds of organizations, says Barry List, director of
marketing and public relations at INFORMS. "By using techniques such as
mathematical modeling to analyze complex situations, operations research
provides the power to make more effective decisions and build more productive
systems based on more complete data; consideration of all available options;
careful predictions of outcomes and estimates of risk; and the latest decision
tools and techniques

Usually, people in OR often thinks what people should do. Even under game theory, there is a strict restriction on the people behavior. So it would be fun to study what people would do under specific situation. Based on that, operations research analysists can conduct optimal response to the party they serves. Moreover, the strategy of avoiding the irrational impact from others can be developed.

Diaper and Beer

From WSJ:

Tesco's computers often turn up counterintuitive results. Shoppers who buy diapers for the first time at a Tesco store can expect to receive coupons by mail for baby wipes, toys -- and beer. Tesco's analysis showed that new fathers tend to buy more beer because they are home with the baby and can't go to the pub.

Detailer can be founded in a blog called Data Doghouse.
Giving causation to the correlation given by the statistics is quite interesting:
More interesting and probable OR people can do is the following:
We have N items with correlation matrix, and we want to put them in the shelf togather to gain maximum profit. It is quite similar to the facility layout problem. And we may also hope to change the layout as little as we can, since the customer use to current layout.

Minority Report

Is it true?

In Richmond, Va., police use predictive analysis to determine the
probability that a particular type of crime--armed robbery, auto theft,
murder--will occur in a specific area at a given time. Police lieutenants who
command the city's 12 sectors use desktop computers linked to the system to
decide where to deploy a mobile task force of 30 officers. "Based on the
predictive models, we deploy them almost every three or four hours," Police
Chief Rodney Monroe says.
Officers have arrested 16 fugitives and confiscated
18 guns based on the system's guidance. In the first week of May, Richmond had
no homicides, compared with three in the same week last year. Monroe attributes
that outcome, in part, to moving officers around based on the calculated
probability of shooting incidents. "It's more proactive," Monroe says. "We're
not waiting for a homicide to occur."

In the news, it shows the softwares apply several methods such as Markov decision process, stream mining, and support vector machines to predict the future. Also it is good news to inventory management.

IBM last week introduced an inventory management application for retailers
that uses built-in predictive analytics and replenishment rules to monitor
product inventory, develop safety stock, and recommend orders based on an
analysis of historical demand. The commercial app has been used by IBM
consultants for years.