MIT: Independent Activities Period: IAP

IAP 2013 Activities by Sponsor - Operations Research Center

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15.S60 Software Tools for Operations Research

Vishal Gupta, Dimitris Bertsimas, Boeing Professor of Operations Research

Enrollment: Limited: Advance sign-up required
Attendance: Participants welcome at individual sessions
Prereq: 15.093J

This is a multi-session course focusing on software tools specific to the practice of Operations Research.  Sessions will not focus on the theory or background on techniques used, but rather on the mechanics of using software to apply those techniques.  See individual descriptions for details.  

Course 15.S60 - see Stellar page for more information:

Prerequisites:  Familiarity with optimization at the level of 15.093J or permission from instructor.  Proficiency in some mainstream programming language (C, C++, Python, Java, etc.)


Important:  Participants should bring a laptop to all sessions or make prior arrangements to share with another student.  All required software and datasets should be installed PRIOR to the start of the session.  Instructors will not delay class to assist with installation issues.  Detailed installation instructions are available on Stellar.  

Sponsor(s): Operations Research Center
Contact: Vishal Gupta, 516 417 4290, VGUPTA1@MIT.EDU

[R] for Operations Researchers

Jan/10 Thu 09:00AM-12:00PM E62-221, Bring your laptop, please pre-install software

Introduces the statistical programming environment [R].  Participants will learn basic functionality, including importing and storing data and performing basic analyses.  Topics include linear/logistic regression, CART, random forests and clustering.  This session focuses on applying these techniques and assumes participants are comfortable with basic statistics.  

Allison O'Hair

Advanced [R] for Operations Researchers

Jan/15 Tue 09:00AM-12:00PM E62-221, Bring your laptop, please preinstall software

Advanced tools and best programming practices in [R]. Topics include

  1. Performing SQL queries from R
  2. Best programming practices for handling large datasets
  3. Interfacing with other languages (Python, C)
  4. Advanced plotting (ggplot, google viz)
  5. Connecting to different APIs

This session builds on the previous session "[R] for Operations Researchers]

Andre Calmon

Modelling Linear Optimization w/Python

Jan/22 Tue 09:00AM-12:00PM E62-221, Bring your laptop, please preinstall software

Introduce the Python-based linear/integer optimization problem modelling language "PuLP".  Participants will implement models for the facility location and product mixing problems. They will also be introduced to more advanced techniques like column generation and the solver-specific CPLEX/GUROBI python interfaces.

Python experience preferred, but not required.  See Stellar for some introductory Python material.  

Iain Dunning

Cplex Callback Mechanism

Jan/24 Thu 09:00AM-12:00PM E62-221, Bring your laptop. Preinstall software.

Covers advanced cplex usage for integer optimization problems, specifically, the use of callbacks to:

  1.  Efficiently separate over exponentially many constraints,
  2. Insert heuristically generated integer solutions into the branch and bound tree.

TSP will be used as a running example.  Code lab assumes familiarity with the java/cplex interface.  .


Ross Anderson

Optimization on the Cloud

Jan/29 Tue 09:00AM-12:00PM E62-221, Bring your laptop. Please preinstall software.

Students will learn to distribute a single large-scale linear optimization problem across multiple computers. Topics covered include an overview of decomposition techniques and a guided development of distributed optimization programs. Students will leave the course with working code examples they can apply in their own research. Some software setup is required before the class, as detailed on the course stellar page.

John Silberholz

CVX and CVXOpt for Convex Optimization

Jan/31 Thu 09:00AM-12:00PM E62-221, Bring your laptop. Preinstall software.

 Introduces the Matlab based modelling language CVX for convex optimization.

  1. Formulating / solving convex problems
  2. Querying dual variables / solution attributes
  3. Tuning solver parameters

 We also introduce the Python-based optimization software CVXOPT.

  1. Efficiency gains over CVX
  2. Conic optimization problems
  3. Customizing interior point solvers through specialized linear algebra routines (advanced)

Vishal Gupta

How to Win at Texas Hold'em Poker

Will Ma, Instructor

Enrollment: Limited: Advance sign-up required
Sign-up by 01/14
Attendance: 75% participation required
15.S50  SSIM: How to Win at Texas Hold'em Poker
Instructors: Dimitris Bertsimas, Will (Wei) Ma

Group study of current topics related to management not otherwise included in curriculum.
This course teaches mathematical strategies used to win at Poker. Students should already know the rules of Texas Hold'em and know how to compute basic probabilities, although this will be reviewed. Students will be required to install a 3rd party software to play online poker, but no form of monetary exchange or illegal gambling will be endorsed. Poker is a mainstream game of surprisingly high skill level and its strategies are highly applicable to Wall Street jobs, and life in general. Permission not needed, please sign up directly on Websis. New for 2013: 75% lecture attendance will be required, unless you took the course last year, in which case superior tournament results will be required.

Mon, Wed, Fri, Jan 14, 16, 18, 23, 25, 28, 30, 1, 03:30-05:00pm, E62-276, Jan. 25 meets in E51-345

Contact: Will Ma, willma@MIT.EDU

Sponsor(s): Operations Research Center
Contact: Will Ma, E40-130, 617-253-6185, willma@MIT.EDU

Jan/14 Mon 03:30PM-05:00PM E62-276
Jan/16 Wed 03:30PM-05:00PM E62-276
Jan/18 Fri 03:30PM-05:00PM E62-276
Jan/23 Wed 03:30PM-05:00PM E62-276
Jan/25 Fri 03:30PM-05:00PM E51-345
Jan/28 Mon 03:30PM-05:00PM E62-276
Jan/30 Wed 03:30PM-05:00PM E62-276
Feb/01 Fri 03:30PM-05:00PM E62-276

Will Ma - Instructor

Mathematical Contest in Modeling (MCM)

Adam Elmachtoub, Martin Bazant

Jan/16 Wed 02:00PM-03:30PM 66-110
Jan/25 Fri 01:00PM-02:30PM 66-110

Enrollment: Unlimited: No advance sign-up
Attendance: Repeating event, particpants welcome at any session

The Mathematical Contest in Modeling is an international competition where teams of three undergraduates come up with ideas to solve real-world problems using mathematical modeling. The format of the competition is that teams have four consecutive days (Jan 31 – Feb 4) to solve and write up a solution to one of three different problems. In each of the sessions, we will discuss an overview of the competition, tips for competing, forming teams, and mathematical tools. Teams should be well-rounded, interdisciplinary, and have members that can model, program, and write well. We will help people form teams at the sessions. We will also select one team to be the local MIT winner of the MCM who will win a grand prize of $300, dinner reception, and the title of MIT MCM winners. All courses/disciplines are welcome! (See link for official rules and previous contests.) This session is not mandatory for participation but encouraged for newcomers.

Sponsor(s): Operations Research Center, Mathematics
Contact: Adam Elmachtoub,

ORC IAP Seminar "Analytics in Healthcare"

Jan/28 Mon 09:30AM-03:00PM 32-123

Enrollment: Please RSVP to in order to join us for lunch.
Sign-up by 01/24
Limited to 300 participants

The OR Center participates in MIT's Independent Activities Period (IAP) by offering informational seminars focusing on the OR Center and on current research and the practice of OR.

This year the ORC IAP Seminar will focus on "Analytics in Healthcare".

Date: Monday, January 28th
Time: 9:30am-3:00pm 
Place: 32-123


9:30am - 10:00am - Intro and Continental Breakfast 

10:00am - 11:00am - Professor Retsef Levi from MIT

11:00am - 12:00pm - John D'Amore Founder and Partner of Clinfometrics Inc.

12:00pm - 1:00pm - Lunch (please RSVP by 1/24/13) 

1:00pm - 2:00pm - Professor Turgay Ayer from Georgia Tech 

2:00pm - 3:00pm - Michael Howell and Daniel Talmor from Beth Israel Deaconess Medical Center

Student Coordinators: John Kessler, Maokai Lin, Stephen Relyea
Faculty Coordinator: David Simchi-Levi

For more information please see the seminar website:

If you plan to attend please RSVP no later than 1/24/13 by sending an email to John Kessler (jkessler "at" so that we can ensure that there is enough food for all in attendance.

Sponsor(s): Operations Research Center
Contact: John Michael Kessler, E40-130,