My New Year Resolution – Take a Second Look

In thinking about new year resolutions and how I can improve my model building in 2012, I looked back on some of the ways I made big improvements to models I developed this past year. I spent the majority of my time working on a network distribution MIP that has a tight runtime SLA. As a result I have had to take a second, and even third or fourth, look at constraints I had already written to improve performance. Here are three ways I was able to improve my model that I will keep in mind while modeling this year:

  1. The first way to formulate a constraint is not always the best. – Some constraints are very complex and it can be hard enough to formulate them a single way. But there are often alternatives which may not be as obvious or intuitive, but require less complexity or are easier to solve. This is a good time to brainstorm with your OR colleagues and expand your constraint toolkit.
  2. Don’t use a bigger “Big M” than necessary. – When using the Big M method in constraints, it’s tempting to use a gigantic value for M to ensure that it dominates the constraint. But the value necessary to create the desired effect is often smaller than it might seem at first. I found that in some of my constraints it can be as small as 5000. For further reading Paul Rubin has a great blog post on this topic.
  3. Re-examine the business requirement behind the constraint. – There was a particular tough constraint that, while easy to formulate, made the model very difficult to solve. When we reviewed the business requirement this constraint was meeting, we realized that a less restricted constraint formulation could still achieve the goal of the business requirement while not hurting model performance. We had over-restricted the problem unnecessarily. This is especially important to revisit later in the project, when you may have a better understanding of the business requirements than during the start of the project.

These are just a few ways to improve model performance that I’ll keep in mind this year as I am writing new models and refining existing models. I know there are many more ways to take a second look and improve existing models and I hope to try some more out this year. What are some ways that you have taken a second look and been able to reduce complexity and improve performance of a model?

This blog post is a contribution to INFORMS’ monthly blog challenge. INFORMS will summarize the participating blogs at the end of the month.

This entry was posted in Uncategorized and tagged , , . Bookmark the permalink.

1 Response to My New Year Resolution – Take a Second Look

  1. prubin73 says:

    I recently worked on a model that initially looked like it would contain a rather nasty and large-scale bin packing component (stuffing integral items into integral containers). Since an individual item is very small relative to the container, and since the people who would actually fill the containers are probably fairly maze-bright about jamming things into cracks, I decided it would be sufficient to allocate enough total container space (much simpler), resulting in a model that scales much better. Sometimes better is the enemy of good enough.

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s