Computational Progress in Linear and Mixed Integer Programming
We will look at progress in Linear Programming (LP) and Mixed Integer Programming (MIP) software over the last 25 years. As a result of this progress, modern LP codes are capable of robustly and efficiently solving instances with multiple millions of variables and constraints.
With these LP advances as a foundation, MIP provides the modeling framework and the key solution technology behind prescriptive analytics. The performance improvements in MIP codes have been nothing short of remarkable, well beyond those of LP, and have transformed this technology into an out-of-the box tool with an almost unlimited range of real-world applications.
Dr. Robert Bixby has a BS in Industrial Engineering and Operations Research from the University of California, Berkeley (1968), and a PhD in Operations Research from Cornell University (1972). He has held academic positions at the University of Kentucky, Northwestern University, and Rice University, as well as visiting positions at the University of Wisconsin, Cornell University, the Forschungsinstitut für Diskrete Mathematik, Bonn, Universität Augsburg, and the Konrad Zuse Zentrum, Berlin. He is currently Noah Harding Professor Emeritus of Computational and Applied Mathematics at Rice University, and visiting Professor in the Department of Mathematics at Universität Erlangen. He is also the co-founder (2008) and CEO of Gurobi Optimization. Dr. Bixby has published over fifty journal articles, and is an acknowledged expert on the computational aspects of linear and integer programming. He has won several awards for his work in optimization, including a Humboldt Senior Scientist award, the Beale-Orchard-Hays Prize of the Mathematical Programming Society, and the INFORMS Impact and Frederick W. Lanchester Prizes. He was Editor-in-Chief Mathematical Programming, Series A, 1989- 1994, and Chairman of the Mathematical Programming Society, 2001-2004. In 1997 he was elected to the National Academy of Engineering for his contributions to the theory and practice of optimization. In 2012 he was awarded an honorary doctorate in Mathematics from the University of Waterloo, Canada. Dr. Bixby has over twenty-five years of experience in the optimization software business. He co-founded CPLEX Optimization, Inc., in 1987. CPLEX was acquired by ILOG, Inc., in 1997, after which he served on the ILOG Board of Directors, manager of the ILOG CPLEX Development Team, President of the ILOG Technical Advisory Board, and General Manager of ILOG’s Semiconductor Business Division.