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Hello Reader! Here is an intuitive description of the inner workings of 4 different approaches to solving optimization problems: 🔹 Heuristics: Fast & Practical A heuristic is a rule of thumb for decision-making. It doesn’t guarantee the best solution, but it’s often good enough. A strong heuristic has at least one of these qualities: ✅ It finds high-quality solutions quickly. ✅ It delivers decent results with minimal effort. Even if a heuristic fails often, it can still be valuable if it's computationally cheap to try again. 🔹 Local Optimization: Climbing the Wrong Hill Imagine climbing a mountain. You always take steps that increase your altitude. If a step doesn’t go up, you try another direction. Eventually, you’ll reach a peak. Unless there is only one peak, it may not be the highest one. That’s local optimization: great at fine-tuning solutions but often stuck in local optima. Fun fact: Mathematician Gunter Dueck once made a sign error in his algorithm. Instead of always stepping upward, his method allowed tiny downward steps. The result? A world record in solving Traveling Salesman Problems—and a new IBM research department built on this mistake. 🔹 Constraint Programming: Solving Sudoku with Pencil & Rubber Solving a Sudoku puzzle with a pencil and rubber is a great analogy for constraint programming. Imagine a 3×3 box where you need to place the numbers 1, 2, and 3. You start by writing a 1 in the first available cell. Now, only the 2 and 3 remain. You pencil in the 2 in one of the two remaining spots. Then, you check whether the 3 fits in the last empty cell. If it works, great! If not, you erase the 2 and try placing it in the other spot. Still no luck? Then even the 1 was wrong, so you erase that too and start again with a different choice. Constraint programming works the same way: it systematically tries values, corrects mistakes, and efficiently finds valid solutions—just like a Sudoku solver with a good pencil and a well-used rubber. 🔹 Global Optimization: Finding the Highest Peak Efficiently If I wanted to climb Germany’s highest mountain, I wouldn’t start hiking in Münsterland. I’d first take a train to the Alps—there’s no point searching for mountains in flatland. Once in the Alps, I’d only hike on clear days when I can see for kilometers. If I spot a higher peak, I’ll climb it. If there are no taller mountains in sight, I’ll note my altitude and move to a different region. And on cloudy days? I’d relax in the hotel and enjoy Bavarian cuisine. 😉 This is how global optimization works. Instead of blindly searching everywhere, it rules out entire areas (like Münsterland) where the best solution can’t be. Then, it focuses computational effort on the most promising regions—just like hiking only on clear days for maximum visibility. 🔎 Want to optimize your planning, scheduling, or resource allocation? Let’s talk! I help businesses streamline their decision-making using smart optimization techniques. Drop me a message! Until the next iteration! Tim Varelmann Complicated Decisions - Simply Automated! Follow me on LinkedIn |
I write about my everyday life as optimization expert, where I translate business requirements to mathematical formulars, then to software -- and all the way back again.
Hello Reader! Optimization is one of the most powerful technologies of our time — and yet, it rarely makes headlines. I'm currently returning from the Gurobi Summit 2025 in Vienna. Thus, this newsletter will be a little different: let’s start with three quotes worth highlighting from the event: My personal Top-3 of Quotes “Two years from now, spam will be solved.” – Bill Gates, 2004 This quote was shown at the Summit, alongside many others from world-class figures. And it stuck with me. Not...
Hello Reader! with wind and rain becoming ever-present, summer has officially given way to autumn. In this episode of Bluebird Briefings I'll give you a little summary of what happened in the world of optimization over the summer of 2025: Major Industry News Gurobi released the State of Mathematical Optimization 2025 report. It contains results from what's probably the biggest survey among optimization practitioners. The findings are impressive. They attest to the growth of optimization as...
Hello Reader! Every Superhero Has an Origin Story For GAMSPy’s machine learning superpowers, that story begins with a package called OMLT. OMLT is short for Optimization and Machine Learning Toolkit. It’s a package that extends Pyomo to integrate machine learning models directly into optimization problems. Because OMLT supports ONNX interoperability, you can take a model trained in TensorFlow, Keras, or PyTorch and embed it into a Pyomo optimization model. It also happens to be the package...