Abstract
Practitioners of optimization-based decision support advise commerce and government on how to coordinate the activities of millions of people who employ assets worth trillions of dollars. The contributions of these practitioners substantially improve planning methods that benefit our security and welfare. The success of real-world optimization applications depends on a few trade secrets that are essential, but that rarely, if at all, appear in textbooks. This paper summarizes a set of these secrets and uses examples to discuss each.
“Thou shalt never get such a secret from me but by a parable.” Shakespeare, The Two Gentlemen of Verona. This paper honors the memory of deceased coauthor Richard E. Rosenthal
* Reprinted by permission, Gerald G. Brown, Richard E. Rosenthal: Optimization Tradecraft: Hard-Won Insights from Real-World Decision Support, Interfaces 38(5), 356–366, 2008. Copyright 2008, the Institute for Operations Research and the Management Sciences, 7240 Parkway Drive, Suite 310, Hanover, MD 21076 USA.
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Acknowledgments
This paper derives from decades of modeling engagements, many of which were exigent exercises assisting colleagues and past students. Successful rescue drills earned us a reputation, which led to an invited plenary tutorial at a Military Operations Research Society meeting (Brown 2002) and another at an INFORMS practice meeting (Brown and Rosenthal 2005). Along the way, we were asked to publish a “how to” guide for documenting optimization (Brown 2004a). Kirk Yost encouraged an intermediate “secrets to success” publication (Brown 2004b). In this paper, we focus on improving models that are correctly formulated. By collecting a rogues’ gallery of examples that frequently lead to confusion (Brown and Dell 2007), Rob Dell helped us hone these topics and isolate the most common mistakes leading to incorrect formulations. We are aware that the references we cite here are insular. This is not an oversight. Our advice is so opinionated, we hesitate to implicate others. We also want to present a self-consistent, unified view of our complicated topic. These references are postcards home from a life journey in optimization. We credit our close colleague, Art Geoffrion, for his many insightful observations about the conduct of decision-support engagements (Geoffrion 1976a, b; Geoffrion and Van Roy 1979; Geoffrion and Powers 1980; and Geoffrion 1986, 1997). Most of all, we are grateful to so many students who have confronted real-world problems using the optimization tools we teach, and have claimed the “lifetime money-back guarantee” that we grant each of them to come back at us and complain that “neither my textbooks nor my notes from our courses explain this.” You students were right. We fixed this with each of you and learned a lot along the way. We thank each of you. (And, every one of Distinguished Professor Rosenthal’s many such warranties, public and personal, will be honored by me, and by my colleagues. Just get in touch with us.)
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Brown, G.G., Rosenthal, R.E. (2010). Optimization Tradecraft: Hard-Won Insights from Real-World Decision Support*. In: Sodhi, M., Tang, C. (eds) A Long View of Research and Practice in Operations Research and Management Science. International Series in Operations Research & Management Science, vol 148. Springer, Boston, MA. https://doi.org/10.1007/978-1-4419-6810-4_7
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