The University of Auckland

Open Source In Optimisation

Dr. Stuart Mitchell Department of Engineering Science University of Auckland Ne !ealand
s.mitchell"auckland.ac.n#

$ontents of presentation
%hat is Open Source &he open source future for O' (u)( *enrating a +ield ,rontier ith (u)( &raveling tournement pro-lem ith (u)( ,urther (u)( e.amples

%hat is open source

/ A term used to descri-e soft are distri-uted in source under licenses guaranteeing any-ody rights to freely use0 modify0 and redistri-ute the code. / E.amples of Open Source soft are include1
2 &he )inu. 3ernel 2 &he Apache %e- Server 2 &he ' (ro4ect for Statistical $omputing 2 Open $miss

Statistical soft are nets technology a ard

/ Otago Daily &imes 55 Nov 6778
'oss Ihaka has on Ne !ealand9s top a ard for technology achievements0 the 6778 (ickering Medal. Dr Ihaka0 of Auckland University0 gained his honour for a package of computer programmes. &he medal as one of series a arded -y the national science academy0 the 'oyal Society0 -efore :87 of the nation9s senior scientists at &e (apa in %ellington0 Dr Ihaka9s soft are for statisticians0 called '0 can -e do nloaded free and has had huge uptake -y universities0 industry and government. 'eadily customised for different applications0 it has proved invalua-le for ma4or ;data crunching; tasks such as processing genomic information.

Statistical soft are nets technology a ard

/ &he package and the paper introducing it have -een cited over 5<77 times in research papers1 the highest 9hit=rate9 for pu-lications in the mathematical sciences over the past 57 years0 orld ide0 and it is no disseminated from over <> internet sites in :7 countries.

&he open source future for O'

/ (resently the $omputational O' tools used0 taught ithin this department0 are closed source.
2 E.cel ?Storm 2 AM()0 *AMS 2 $()E@0 E@('ESS0 !I(

/ Students can not afford commercial licences of this soft are / Students cannot see ho this soft are orks.

&he open source future for O'

/ &hese tools follo development. the 9$athedral9 style of

2 ... soft are .. -uilt like cathedrals0 carefully crafted -y individual i#ards or small -ands of mages orking in splendid isolation0 ith no -eta to -e released -efore its time Eric S. 'aymond

/ &hey are also typically e.pensive for non= academic use

&he open source future for O'

/ Open source tools0 for instance the )inu. 3ernel0 can follo a 9Aa#aar9 development model
2 a great -a--ling -a#aar of differing agendas and approaches out of hich a coherent and sta-le system could seemingly emerge only -y a succession of miracles Eric S 'aymond

&he open source future for O'

/ %hat are the attri-utes of the Aa#aarB
2 (u-licly availa-le code that is released and updated often 2 &he a-ility for anyone to make improvements 2 A community that pushes for constant improvement and code Cuality

&he open source future for O'

/ %hat are the attri-utes of the Aa#aarB
2 (u-lication1
/ (u-licly availa-le code that is released and updated often

2 $olla-oration
/ &he a-ility for anyone to make improvements

2 (eer 'evie 1
/ A community that pushes for constant improvement and code Cuality

&he open source future for O'

/ Open source therefore naturally complements the research and pu-lication process. / ,rom the $oin=O' e-site
%hy for O'B $onsider the follo ing scenario. +ou read a-out an optimi#ation algorithm in the literature and you get an idea on ho to improve it. &oday0 testing your ne idea typically reCuires re=implementing Dand re= de-ugging and re=testingE the original algorithm. Often0 clever implementation details aren9t pu-lished. It can -e difficult to replicate reported performance. No imagine the scenario if the original algorithm as pu-licly availa-le in a community repository. %eeks of re=implementing ould no longer -e reCuired. +ou ould simply check out a copy of it for yourself and modify it. Imagine the productivity gains from soft are reuseF

&he open source future for O'

/ Outcomes for students
2 A-ility to access free Dno costE soft are to implement their o n solutions once they graduate 2 A-ility to access free DopenE source code to see ho the algorithms are implemented.
/ Imagine the difference to :G5BB

2 &he a-ility to improve the soft are they use.

(u)(
/ (u)( is a python module that allo s the easy e.pression of Mathematical (rograms / (u)( is -uilt to interface ith separate solvers / (u)( is similar in style to1
2 AM() 2 *AMS 2 O() 2 )IN*O 2 ,)O($HH etc.

(u)(
/ %hy (ythonB
2 $ore (ython synta. leads to the concise statement of M(9s 2 (ython is a scripting language so no compilation is needed and the code is platform independent 2 (ython interfaces easily ith e.ternal solvers that do the heavy lifting 2 (ython comes ith 9-atteries included9
/ &he (ython standard li-rary is huge

(u)(
/ %ritten initially -y I. S. 'oy / No maintained -y S. A. Mitchell / It is availa-le at http1??pulp=or.google=code.com / No availa-le for %indo s and )inu.

*enerating a +ield ,rontier

&otal Jolume of (ulp logs K7m:

)ines 4oining e.treme points represent the +ield ,rontier

&otal Jolume 67m: of Sa logs

*enerating a +ield ,rontier

/ Using pulp e formulate the -ucking pro-lem D ith a single o-4ectiveE as a set packing pro-lem -y log section.

lp L )p(ro-lemD;Aucking Model;0 )pMa.imi#eE Mset up the logvolume varia-les logvolL)pJaria-le.dictsD;)ogJolumeDN;OsN;E;0logtypes07E Mo-4ective lpHLlpSumDPl.price Q logvolPlR for l in logtypesRE0 ;'evenueS Msetup the arc varia-les .L)pJaria-le.dictD;.DOsE;0fTlogs07050)pIntegerE Mset up a section set partitioning pro-lem count L 7 for s in stems1 slogs L fsTlogsPsR for i0sec in enumerateDs.sectionsE1 lp HLD lpSumDD.PlogR for log in slogs if log.startl UL sec.start if log.endl V sec.startEE UL 5 0 ;StemTSectionDN;OsN;0OiE; O DstrDsE0iEE count HL 5 Madd the constraints that link the log volumes for lt in logtypes1 lp HLD lpSumDDlog.volumeQ.PlogR for log in flTlogsPltREE = logvolPltR LL 7 0 ;)ogtypeTvolumeDN;OsN;E; O strDltEE

*enerating a +ield ,rontier Using (ulp

/ %e then iteratively solve the pro-lem to find all e.treme supported solutions on the +ield ,rontier / ECuivalent to pro4ecting the pro-lem into the log volume space / I added a module to (u)( that implements pro4ection using Iterative Wull Methods D)asse#0 )asse# 5GG6E
VVV ppro-0 ppoints L polytope.pro4ectDlp0 totalvarsE

,ind +ield ,rontier for the Dataset

D70 X>7E D5<X0 XKGE D6:>0 X55E

D<:<05K>E

D70 7E

D86:0 :>E D8:80 7E

,ind +ield ,rontier for a Single Stem

NQ &otal pro4ected QN Minimi#e OAI1 TTdummy Su-4ect &o T$51 DomSa H 5.555>K>G886X e. UL 6XXG.6<>G6G>> T$61 DomSa H 5.:KX>:KX>:K< e. UL :558.><K6><K: T$:1 5.778X:G:788X DomSa H e. UL 6>66.X7XG55K> Aounds TTdummy L 7 End

&ravelling tournament pro-lem ith (u)(

/ &his pro-lem models the allocation of teams to Wome and A ay games in a tournament / A full pro-lem description and datasets are found at Michael &rick9s page / http1??mat.tepper.cmu.edu?&OU'N?

&ravelling tournament pro-lem ith (u)(

/ At I,O'S 6778 M. &rick presented an approach to finding lo er -ounds to this pro-lem using com-inatorial -enders cuts / &hat evening I implemented his algorithm using (u)( / Along the ay I also added (o erset0 $om-ination and (ermutation operators to (u)(

lp L )p(ro-lemD;&ravelling tournement Master;0 )pMinimi#eE Mcreate varia-les triplist L P&ripDt50pE for t5 in teams for p in allpermutationsDPt for t in teams if t FLt5R 0kE if pP7R UL pP=5RR tripvars L )pJaria-le.dictD;mastervar ;0triplist07050)pIntegerE Mo-4ective lp HL lpSumDPt.costDEQtripvarsPtR for t in triplistRE Mconstruct constraints to ensure that all teams visit each other for t5 in teams1 for t6 in teams1 if t5 FL t61 lp HL lpSumDPtripvarsPtR for t in triplist if t.team LL t5 if t6 in a.a ayteamsRE LL 50 N ;&eamTOsTJisitsTOs;ODt50t6E

,urther e.amples
/ &he :G6 course has -een converted from AM() to (u)(
http1??5:7.65X.67G.6:<?engsci:G6?pulp?Optimisation%ith(u)(

/ &here you can see a num-er of different ays to construct pro-lems / Note that ne language features can -e added very easily only needing approval from the AD,)