Stochastic Optimization & Advanced Analytics Software Factory

PDF Document: https://www.doanalytics.net/Documents/DW-OPTEX-Factory-Software.pdf

Optimization & Machine Learning Applications

PDF Document: https://www.doanalytics.net/Documents/DW-Advanced-Analytics-Solutions-English.pdf

DW Catalogue of software solutions: https://www.doanalytics.net/Documents/DW-OPTEX-OPCHAIN-DSS.pdf 

Stochastic Optimization & Advanced Analytics Software Factory

are services offered by DecisionWare based on the cognitive robot, OPTEX, no-one can offer a shorter delivery time than DW.

?DW invites you to know about our work in cognitive robotics: OPTEX – Optimization Expert System  

https://www.dhirubhai.net/pulse/optex-optimization-expert-system-new-approah-make-models-velasquez/ 

• OPTEX Optimization Expert System - Free Course

URL: https://www.dhirubhai.net/pulse/optex-optimization-expert-system-free-virtual-course-velasquez/

Contact: [email protected]

1- OPTIMIZATION SOFTWARE FACTORY

is a service offered by DW in which the customer delivers to DW the formulation of the mathematical model and a test database and DW delivers to the customer a decision-making support system composed of: i) source of the mathematical model in the selected optimization technology (GAMS, IBM CPLEX, MOSSEL, AMPL, GMPL, AIMMS, C, ...), ii) data model of information system and iii) if exists, a test case to probe the correct functioning of the model.

The decision support system includes:

? Basic user interface

? Transfer technology

? Link to SQL databases

? Data model of the information system

? Algebraic documentation in MS-WORD

? Source code in, at least, one optimization technology

? Math models including large-scale optimization methodologies (optional)

The customer obtain the Full Commercial Rights of the software developed.

The diagram present the process followed by DW:

The development time of a model, and its environment, depends of the original information provided by the client and the number of mathematical elements (sets, parameters, variables, and equations) contained in the model.

A "standard" model of ten (10) generic equations can be ready in 1 or 2 weeks.  Testing the model requires a database that the client must provide.

To visualize the quality of the work, the profession interested can download a GAMS example produced by OPTEX:

https://www.dropbox.com/sh/3h3fvl39gjr69st/AACjNN-pAsJrSIJQ2Ft-6DwZa?dl=0

Examples of screen shots of programs generated by OPTEX.

If more than one mathematical model is developed, they will share the same data model, so that those models are easy to connect using the information system. The diagram shows an example of many models using the same data model.

OPTEX generates the connectivity (SQL statements) between the database and all components of the decision support system. The screen shot shows an example to link a MOSEL program to a SQL database.

2- SAAM SOFTWARE FACTORY

is a service offered by DW in which DW includes in the decision support system advanced predictive analytics algorithms that can be use de customer to develop forecast models. All algorithms are developed using mathematical programing methodologies.

The decision support system includes:

? Basic user interface

? Transfer technology

? Link to SQL databases

? Data model of the information system

? Algebraic documentation in MS-WORD

? Source code in, at least, one optimization technology

The customer obtain the Limited Commercial Rights of the software developed by DW.

OPCHAIN-SAAM (STOCHASTIC ADVANCED ANALYTICS MODELING)

OPCHAIN SAAM has been developed by DW using OPTEX to support operations of advanced analytics in: i) consulting and software companies, ii) analytical departments in large companies and iii) SMEs (Small and Medium Enterprises) on the web.

OPCHAIN-SAAM is a set of mathematical models oriented to analyzed historic data sets using advanced analytical tools based on the following methodologies:

? Machine Learning

o Generalized Support Vector Machines

o Generalized Support Vector Regression

? Artificial Neural Nets

  o Deep Neural Networks (DNNs)

? Markovian Process

  o Markovian Nets

  o Markovian Decision Process (Reinforcement Learning)

? Clustering

?Advanced Probabilistic Models

  o Simultaneous Equations Regression

  o S-ARIMAX-GARCH MODELS

? State Estimation

  o Kalman Filter: Standard, Multi-State & Dual

? Bayesian Ensemble of Models

? Data Envelopment Analysis

All models that are part of SAAM are conected through the SAAM data model.

• Stochastic Advanced Analytics Modeling - OPCHAIN-SAAM

https://www.dhirubhai.net/pulse/stochastic-advanced-analytics-modeling-opchain-saam-jesus-velasquez/ 

3- STANDARD METHODOLOGIES

The software developed by DW follows an open, public, methodology which can be known to the end customer.

Like any factory, DW's software factory follows standards that allow DW to use OPTEX robot and lower development times and costs. Software with specific conditions, are developed in the form of specific projects.

This methodology implies five steps:

1.Read the database

2.Pre-processing set and parameters

3.Solve the optimization model

4.Post-processing primal and dual variables

5.Store the results in the data base.

This methodology guarantee low development times and low costs for the end customer.

The DW-OPTEX methodology allows the end user to integrate their applications into the software developed by DW.

The easiest connection is made through a relational database; but it can also be done via CSV-text files.

Any software that must be implemented according to standards other than those established by DW may involve software development costs in addition to the simple implementation of mathematical models.

4- OPTEX-GUI: AUTOMATIC SMART USER INTERFACE

OPTEX-GUI corresponds to one of the components of OPTEX that is responsible for generating, in real-time, a basic user interface for the end user to access the databases (tables) that make up the user information system.

This user interface does not have an associated source code, but it is generated on-line at the time the user accesses the information system and navigates through its menus. The interface adjusts automatically when changes are made to the data model of the information system of the mathematical models.

The database can be installed on any SQL server or DBF tables. Tables in MS-EXCEL are not supported, in which are used workbooks in MS-EXCEL.

Results are provided in comma-delimited text files, commonly known as CSV. To load the results into SQL or DBF databases, DW may provide an oriented component for that purpose. This component, OPTEX-RECOVER, has no cost, but it must be licensed by DW.

The interface is delivered as part of the software that integrates the decision support system. It can be re-distributed by the client of DecisionWare.

OPTEX-GUI and OPTEX-RECOVER only runs in MS-WINDOWS.

The image shows some login windows to applications developed usiing OPTEX.

Below are some OPTEX-GUI screens.

• OPTEX explorer menu.

• User shell windows

4- MATHEMATICAL MODEL REFERENCE MANUAL

OPTEX automatically generates the reference manual for mathematical models, their information system and the relationships between the elements of the mathematical models and the tables in the database. The format of this manual is RTF in such a way that it can be displayed by MS-WORD.

The next image shows the description of a constraint of a mathematical model.

Aditionally, as part of the supporting documentation mathematical models and data model are delivered in OPTEX format, in an MS-EXCEL book, so that the user retains as a backup the database of mathematical models that OPTEX used to generate the decision support system.