Cy @Work

It seems that a common theme among some of the softwares I use is structure, e.g.

• an AMPL model is very similar to the structure of optimization models found in OR textbooks, thus, translating to AMPL code is not too different
• the DP2PN2Solver attempts to create a unifying structure for dynamic programming formulations, thereby greatly simplifying the solution procedure

The same is true for my technical writing requirements, in this case, structure is more important than the page formatting details. In fact, I just want to concentrate on writing the contents and have the software automatically do consistent formatting for all the sections of my document. Also, as expected with technical writing, I also want my math equations to look great.

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Aside from linear (and mixed integer) programming, dynamic programming (DP) is another favorite topic of mine in our OR courses as it lends itself to diverse and interesting problems. However, in terms of actually getting a solution, I don’t like it as much because we have to do it manually. Unlike for LP/MILP problems which can be coded and solved in the AMPL language, there seem to be no corresponding software for DP. What we did in our OR class is to step through each stage of a DP problem in Excel, but this is quite error-prone and problem-specific, i.e. a new Excel spreadsheet structure must be created for another problem. It seems that DP problems cannot be formulated in a structured language.

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I was browsing through the archived documents in my computer, when I unearthed the thesis from my undergraduate degree. It’s full title is “Harmony and Chaos: An Application of Brownian Motion to Music.” Along with the research paper are some Java code and music samples I generated. I remember that it was such a fun experiment for me, a time I knew I was really playing with math.

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There are various softwares used by OR professionals, and a particular class is designed to solve linear programming (LP) models. There are a multitude of LP software available, but among these, I’ve chosen to study AMPL due to the following reasons:

flexibility
Similar to other environments such as the statistics software R, or the programming language Python, AMPL offers an interactive mode which aids in prototyping models. Scripting is also possible which allows for automation of more complex set of commands, other than a simple ’solve’ command for a given model.

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I began my graduate study in the 2nd semester of the year 2006. Back then, I was deciding between two OR tracks at UP Diliman, one offered by the Math Dept. and the other by the Industrial Engineering Dept. I emailed the former and I was told that the focus is more on the theory and if I intend to do practice, then I should go with the latter. Since it was clear to me that I intend to be an OR practitioner, I took the advice and headed to apply at the College of Engineering.

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