More Like this

1. ROC++: Robust Optimization in C++

   https://doi.org/10.1287/ijoc.2022.1209  

   Vayanos, Phebe ; Jin, Qing ; Elissaios, George ( November 2022 , INFORMS Journal on Computing)

   Over the last two decades, robust optimization has emerged as a popular means to address decision-making problems affected by uncertainty. This includes single-stage and multi-stage problems involving real-valued and/or binary decisions and affected by exogenous (decision-independent) and/or endogenous (decision-dependent) uncertain parameters. Robust optimization techniques rely on duality theory potentially augmented with approximations to transform a (semi-)infinite optimization problem to a finite program, the robust counterpart. Whereas writing down the model for a robust optimization problem is usually a simple task, obtaining the robust counterpart requires expertise. To date, very few solutions are available that can facilitate the modeling and solution of such problems. This has been a major impediment to their being put to practical use. In this paper, we propose ROC++, an open-source C++ based platform for automatic robust optimization, applicable to a wide array of single-stage and multi-stage robust problems with both exogenous and endogenous uncertain parameters, that is easy to both use and extend. It also applies to certain classes of stochastic programs involving continuously distributed uncertain parameters and endogenous uncertainty. Our platform naturally extends existing off-the-shelf deterministic optimization platforms and offers ROPy, a Python interface in the form of a callable library, and the ROB file format for storing and sharing robust problems. We showcase the modeling power of ROC++ on several decision-making problems of practical interest. Our platform can help streamline the modeling and solution of stochastic and robust optimization problems for both researchers and practitioners. It comes with detailed documentation to facilitate its use and expansion. The latest version of ROC++ can be downloaded from https://sites.google.com/usc.edu/robust-opt-cpp/ . Summary of Contribution: The paper “ROC++: Robust Optimization in C++” proposes a new open-source C++ based platform for modeling, automatically reformulating, and solving robust optimization problems. ROC++ can address both single-stage and multi-stage problems involving exogenous and/or endogenous uncertain parameters and real- and/or binary-valued adaptive variables. The ROC++ modeling language is similar to the one provided for the deterministic case by state-of-the-art deterministic optimization solvers. ROC++ comes with detailed documentation to facilitate its use and expansion. It also offers ROPy, a Python interface in the form of a callable library. The latest version of ROC++ can be downloaded from https://sites.google.com/usc.edu/robust-opt-cpp/ . History: Accepted by Ted Ralphs, Area Editor for Software Tools. Funding: This material is based upon work supported by the National Science Foundation under Grant No. 1763108. This support is gratefully acknowledged. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplementary Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.1209 ) or is available from the IJOC GitHub software repository ( https://github.com/INFORMSJoC ) at ( https://dx.doi.org/10.5281/zenodo.6360996 ). 

   more » « less
2. Diagnostic Tools for Evaluating and Comparing Simulation-Optimization Algorithms

   https://doi.org/10.1287/ijoc.2022.1261  

   Eckman, David J. ; Henderson, Shane G. ; Shashaani, Sara ( February 2023 , INFORMS Journal on Computing)

   Simulation optimization involves optimizing some objective function that can only be estimated via stochastic simulation. Many important problems can be profitably viewed within this framework. Whereas many solvers—implementations of simulation-optimization algorithms—exist or are in development, comparisons among solvers are not standardized and are often limited in scope. Such comparisons help advance solver development, clarify the relative performance of solvers, and identify classes of problems that defy efficient solution, among many other uses. We develop performance measures and plots, and estimators thereof, to evaluate and compare solvers and diagnose their strengths and weaknesses on a testbed of simulation-optimization problems. We explain the need for two-level simulation in this context and provide supporting convergence theory. We also describe how to use bootstrapping to obtain error estimates for the estimators. History: Accepted by Bruno Tuffin, area editor for simulation. Funding: This work was supported by the National Science Foundation [Grants CMMI-2035086, CMMI-2206972, and TRIPODS+X DMS-1839346]. Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplementary Information [ https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.1261 ] or is available from the IJOC GitHub software repository ( https://github.com/INFORMSJoC ) at [ http://dx.doi.org/10.5281/zenodo.7329235 ]. 

   more » « less
3. Combination Chemotherapy Optimization with Discrete Dosing

   https://doi.org/10.1287/ijoc.2022.0207  

   Ajayi, Temitayo ; Hosseinian, Seyedmohammadhossein ; Schaefer, Andrew J. ; Fuller, Clifton D. ( November 2023 , INFORMS Journal on Computing)

   Chemotherapy drug administration is a complex problem that often requires expensive clinical trials to evaluate potential regimens; one way to alleviate this burden and better inform future trials is to build reliable models for drug administration. This paper presents a mixed-integer program for combination chemotherapy (utilization of multiple drugs) optimization that incorporates various important operational constraints and, besides dose and concentration limits, controls treatment toxicity based on its effect on the count of white blood cells. To address the uncertainty of tumor heterogeneity, we also propose chance constraints that guarantee reaching an operable tumor size with a high probability in a neoadjuvant setting. We present analytical results pertinent to the accuracy of the model in representing biological processes of chemotherapy and establish its potential for clinical applications through a numerical study of breast cancer.

   History: Accepted by Paul Brooks, Area Editor for Applications in Biology, Medicine, & Healthcare.

   Funding: This work was supported by the National Science Foundation [Grants CMMI-1933369 and CMMI-1933373].

   Supplemental Material: The software that supports the findings of this study is available within the paper and its Supplemental Information ( https://pubsonline.informs.org/doi/suppl/10.1287/ijoc.2022.0207 ) as well as from the IJOC GitHub software repository ( https://github.com/INFORMSJoC/2022.0207 ). The complete IJOC Software and Data Repository is available at https://informsjoc.github.io/ .

    

   more » « less
4. Jupyter Notebooks, the PmagPy Software Package and the Magnetics Information Consortium (MagIC) Database

   https://doi.org/10.1002/essoar.10504416.1  

   Tauxe, L. ( June 2020 , Earthcube2020)

   PmagPy Online: Jupyter Notebooks, the PmagPy Software Package and the Magnetics Information Consortium (MagIC) Database Lisa Tauxe$^1$, Rupert Minnett$^2$, Nick Jarboe$^1$, Catherine Constable$^1$, Anthony Koppers$^2$, Lori Jonestrask$^1$, Nick Swanson-Hysell$^3$ $^1$Scripps Institution of Oceanography, United States of America; $^2$ Oregon State University; $^3$ University of California, Berkely; ltauxe@ucsd.edu The Magnetics Information Consortium (MagIC), hosted at http://earthref.org/MagIC is a database that serves as a Findable, Accessible, Interoperable, Reusable (FAIR) archive for paleomagnetic and rock magnetic data. It has a flexible, comprehensive data model that can accomodate most kinds of paleomagnetic data. The PmagPy software package is a cross-platform and open-source set of tools written in Python for the analysis of paleomagnetic data that serves as one interface to MagIC, accommodating various levels of user expertise. It is available through github.com/PmagPy. Because PmagPy requires installation of Python, several non-standard Python modules, and the PmagPy software package, there is a speed bump for many practitioners on beginning to use the software. In order to make the software and MagIC more accessible to the broad spectrum of scientists interested in paleo and rock magnetism, we have prepared a set of Jupyter notebooks, hosted on jupyterhub.earthref.org which serve a set of purposes. 1) There is a complete course in Python for Earth Scientists, 2) a set of notebooks that introduce PmagPy (pulling the software package from the github repository) and illustrate how it can be used to create data products and figures for typical papers, and 3) show how to prepare data from the laboratory to upload into the MagIC database. The latter will satisfy expectations from NSF for data archiving and for example the AGU publication data archiving requirements. Getting started To use the PmagPy notebooks online, go to website at https://jupyterhub.earthref.org/. Create an Earthref account using your ORCID and log on. [This allows you to keep files in a private work space.] Open the PmagPy Online - Setup notebook and execute the two cells. Then click on File = > Open and click on the PmagPy_Online folder. Open the PmagPy_online notebook and work through the examples. There are other notebooks that are useful for the working paleomagnetist. Alternatively, you can install Python and the PmagPy software package on your computer (see https://earthref.org/PmagPy/cookbook for instructions). Follow the instructions for "Full PmagPy install and update" through section 1.4 (Quickstart with PmagPy notebooks). This notebook is in the collection of PmagPy notebooks. Overview of MagIC The Magnetics Information Consortium (MagIC), hosted at http://earthref.org/MagIC is a database that serves as a Findable, Accessible, Interoperable, Reusable (FAIR) archive for paleomagnetic and rock magnetic data. Its datamodel is fully described here: https://www2.earthref.org/MagIC/data-models/3.0. Each contribution is associated with a publication via the DOI. There are nine data tables: contribution: metadata of the associated publication. locations: metadata for locations, which are groups of sites (e.g., stratigraphic section, region, etc.) sites: metadata and derived data at the site level (units with a common expectation) samples: metadata and derived data at the sample level. specimens: metadata and derived data at the specimen level. criteria: criteria by which data are deemed acceptable ages: ages and metadata for sites/samples/specimens images: associated images and plots. Overview of PmagPy The functionality of PmagPy is demonstrated within notebooks in the PmagPy repository: PmagPy_online.ipynb: serves as an introdution to PmagPy and MagIC (this conference). It highlights the link between PmagPy and the Findable Accessible Interoperable Reusabe (FAIR) database maintained by the Magnetics Information Consortium (MagIC) at https://earthref.org/MagIC. Other notebooks of interest are: PmagPy_calculations.ipynb: demonstrates many of the PmagPy calculation functions such as those that rotate directions, return statistical parameters, and simulate data from specified distributions. PmagPy_plots_analysis.ipynb: demonstrates PmagPy functions that can be used to visual data as well as those that conduct statistical tests that have associated visualizations. PmagPy_MagIC.ipynb: demonstrates how PmagPy can be used to read and write data to and from the MagIC database format including conversion from many individual lab measurement file formats. Please see also our YouTube channel with more presentations from the 2020 MagIC workshop here: https://www.youtube.com/playlist?list=PLirL2unikKCgUkHQ3m8nT29tMCJNBj4kj 

   more » « less
5. bsnsing: A Decision Tree Induction Method Based on Recursive Optimal Boolean Rule Composition

   https://doi.org/10.1287/ijoc.2022.1225  

   Liu, Yanchao ( November 2022 , INFORMS Journal on Computing)

   This paper proposes a new mixed-integer programming (MIP) formulation to optimize split rule selection in the decision tree induction process and develops an efficient search algorithm that is able to solve practical instances of the MIP model faster than commercial solvers. The formulation is novel for it directly maximizes the Gini reduction, an effective split selection criterion that has never been modeled in a mathematical program for its nonconvexity. The proposed approach differs from other optimal classification tree models in that it does not attempt to optimize the whole tree; therefore, the flexibility of the recursive partitioning scheme is retained, and the optimization model is more amenable. The approach is implemented in an open-source R package named bsnsing. Benchmarking experiments on 75 open data sets suggest that bsnsing trees are the most capable of discriminating new cases compared with trees trained by other decision tree codes including the rpart, C50, party, and tree packages in R. Compared with other optimal decision tree packages, including DL8.5, OSDT, GOSDT, and indirectly more, bsnsing stands out in its training speed, ease of use, and broader applicability without losing in prediction accuracy. History: Accepted by RamRamesh, Area Editor for Data Science & Machine Learning. Funding: This work was supported by the National Science Foundation Division of Civil, MechanicalandManufacturing Innovation [Grant 1944068]. Supplemental Material: Data are available at https://doi.org/10.1287/ijoc.2022.1225 . 

   more » « less