wit jakuczun, phd – ceo at wlog solutions [email protected] optimization with r...
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Wit Jakuczun, PhD – CEO at WLOG [email protected]
Optimization with R
Bringing the Power of LocalSolver to R: a
Real-Life Case-Study
Wit Jakuczun, PhD – CEO at WLOG [email protected]
Diversity challenges at WLOG Solutions
• finance, logistics, production, telecoms, publicIndustries:
• on-site, near shore, off shoreDelivery models:
• consulting, solution implementation, trainingContract types:
• data fusion, prediction, visualization, simulation, optimizationAnalytical problems:
Wit Jakuczun, PhD – CEO at WLOG [email protected]
Wit Jakuczun, PhD – CEO at WLOG [email protected]
One size doesnot fit all
Software ecosystems:R, SAS, Python,
JavaScript, PHP,
Java, C++, …
Optimization:LocalSolver, Gurobi, IBM (ILOG),
Sicstus, ECLiPSe, COIN-OR, GLPK
Wit Jakuczun, PhD – CEO at WLOG [email protected]
Optimization tool heaven for R
• Seamless to wrap into R processing workflow• Separation of model and data specification• High level definition of optimization task• Swiss army knife (we would love to get a free
lunch )• Reliable support and continued development• Free and open-source
Wit Jakuczun, PhD – CEO at WLOG [email protected]
LOCALSOLVER PACKAGE
Wit Jakuczun, PhD – CEO at WLOG [email protected]
localsolver package architecture
Solution presentationGNU R (e.g. shiny app)
SolvingLocalSolver engine
Model buildingLSP language
Data preparationGNU R
Wit Jakuczun, PhD – CEO at WLOG [email protected]
LocalSolver engine
Innovative math modeling language New generation hybrid solver
Wit Jakuczun, PhD – CEO at WLOG [email protected]
Why localsolver package?
Current optimization packages
• Many tools for one task• Low level API• Low performance• Restricted modelling
approach
localsolver package
• One tool for many tasks• High-level API• High performance• Wide range of
applications• What we got:
• Shorter projects• Simpler to debug• Lower delivery costs
Wit Jakuczun, PhD – CEO at WLOG [email protected]
Solving k-medoids: a comparison
Rglpk
• 45 LOC• 1 hour including „stupid”
bugs• Need to populate
constraint matrix from R’s data structures
• No high-level math modelling language
localsolver
• 18 LOC• 15 minutes spent mostly
inventing model• Staying with R’s data
structures• Flexible high-level math
modelling language
http://rsnippets.blogspot.com/2014/07/comparing-localsolver-with-rglpk-on-k.html
Wit Jakuczun, PhD – CEO at WLOG [email protected]
LOGISTIC NETWORK PLANNING FOR POULTRY MEAT PRODUCER
Wit Jakuczun, PhD – CEO at WLOG [email protected]
Poultry meat logistic network planning problem
Factories
3 locations
Warehouses18 locations3 different sizes
Customers
3000 locations
Products 2 types (fresh, processed)thousands of SKUs
Choose optimal locations and capacities of warehouses
Wit Jakuczun, PhD – CEO at WLOG [email protected]
THANK YOU!