Seven Optimization Sessions Highlight FICO's Presence at INFORMS, 11/1-4

Blog Post created by Advocate on Oct 27, 2015

As noted in the latest FICO Blog, FICO has an active presence at the upcoming INFORMS conference to be held at the Pennsylvania Convention Center and the adjacent Philadelphia Marriott Downtown Hotel on November 1 through the 4th. In addition to doubling our booth presence from the previous INFORMS event at Huntington Beach, FICO experts are delivering two workshops and five sessions. If you are going to be at INFORMS and wish to attend any of these, please visit the INFORMS website to sign up.


Sessions are as follows:


Workshop: Advances to Modeling and Deploying Optimization Applications with FICO Xpress

Saturday, October 31st at 12 – 2:30 p.m., 104a, Convention Center

FICO® Xpress Optimization Suite helps organizations develop and deploy optimization applications that solve the biggest real-world challenges faster than ever, leading to the best possible business decisions. It combines high-performance linear, mixed-integer and nonlinear solvers, an easy to learn and flexible modeling language and rapid application development capabilities. Learn about the modeling and solver improvements, such as R connectivity, model encryption, solution accuracy, robust modeling and non-linear multi-start capabilities.


The following sessions will all be held on Monday, November 2nd at 4:30 – 6:00 p.m.


State of Optimization in Advanced Process Control

MD19 - Franklin 9, Marriott

Process Control forms the backbone as well as the driving agent for almost all of process industries today. Smart algorithms combined with superior computational capabilities allow us to automate processes in a controlled fashion while optimizing environmental, safety and economic performance. This talk discusses recent advances in commercial Advanced Process Control technology by harnessing the latest developments in the optimization community along with the challenges going forward.


Modeling Recursive Formulae in Xpress using Variable Eliminations

MD19 - Franklin 9, Marriott

Modeling a deposit pricing problem, that optimizes rates for a multiyear period, involves handling of various recursive formulae that link each time period to the next. We shall focus on how we modeled the problem in the Mosel modeling language using the new variable elimination feature of Xpress-Nonlinear and the performance improvements achieved.


A New Optimality Measure for Sequential Linear Programming Methods

MD19 - Franklin 9, Marriott

The KKT conditions are regarded as the definite first order optimality conditions for nonlinear programming though regularity conditions relatively rarely hold in practice. The convergence of nonlinear optimization algorithms based on first order approximations often focus on the progress made rather than the solution properties. We introduce a new optimality measure derived from the KKT conditions and explore the connection between the convergence of first order methods and the new measure..


Xpress-mosel: New Modeling Features for Distributed and Cloud Computing

MD30 - Room 407, Marriott

A major concern when deploying optimization models in distributed computing environments are questions related to security for the transmission and storing of data, and the protection of the model itself - we show examples how these are adressed by the new Mosel module mmssl. We further discuss the new concept of model annotations, metadata that can be used to configure optimization applications, and touch on new interfaces (HTTP, XML, JSON, Hadoop, R)..


Recent Advances in the FICO Xpress MIP solver

Tuesday, November 3rd at 8:00 – 9:30 a.m., TA19 - Franklin 9, Marriott

We will present some of the recent MIP advances in the FICO Xpress solver, with an emphasis on how it is able to exploit the ever increasing core counts of modern CPUs.


Workshop: Turnkey Optimization in the Cloud

Wednesday, November 4th at 11:45 a.m. – 12:30 p.m., WB79 - Room 302, Convention Center

In this workshop, we will demonstrate enhancements for modeling and solving linear, mixed integer and nonlinear optimization problems using the latest release of FICO® Xpress version 7.9. We will show how to rapidly turn optimization models into collaborative applications deployed on the FICO® Analytic Cloud. Also, learn how these capabilities can be combined with analytic modeling and decision rules to deliver powerful cloud-based or on-premises decision management solutions via the FICO® Decision Management Suite.


If you have any questions about these sessions, please reach out to