Various current status

OpenOpt: I was able to get OpenOpt to work. It can produce the expected results for the optimal solution for a problem where I already knew the answer. But OpenOpt has a limitation. The default solver does not produce a "sensitivity analysis" and the developer does not plan to add one. The optional solver may have one, but I would have to focus my energy in a different forum to find out. Since I have limits on my time, I think I should focus on a Linear Programming tool that is designed to what I want to accomplish. Hence I will move my focus in Open Source linear programming tools to GLPK.

Home Project: I live in an area of Southern California where it gets hot. My house has various hot spots. For some time I have been wanting to address these hot spots but I did not want to do so with guess work. Also for each fix, I wanted to know how much of an improvement each fix provided so I could determine some kind of return on investment. I found a solution. The open source program OWFS can read 1-wire network temperature sensors and log the data. I just finished configuring the OWFS with the hardware. I now have three separate sensors that report each sensor's temperature. When I am finished with configuring OWFS for my needs I will start a project where I will have one sensor in my garage (which faces west and gets very hot), one sensor in the part of the house above the garage, and one outside. More to come as I configure OWFS prepare for this project.

OWFS: Be sure to check out the examples section, especially the garden
Hobby Boards: 1-Wire USB Adaptor, Adaptor Cable RJ45 to RJ11, Temperature Sensor


Podcast of the week:
Normally the podcast "Bloomberg on the Economy" does not rank as one of my favorites. Often the host acts like a alumi insider by dropping names as if we all know who the players are. But once in a while he does have an interesting guest. This time the guest was Gillian Tett, an editor of the Financial Times. She was promoting her book "Fool's Gold: How the Bold Dream of a Small Tribe at J.P. Morgan Was Corrupted by Wall Street Greed and Unleashed a Catastrophe.''. As per the podcast she mentioned how the original group in J.P. Morgan modeled the credit derivatives. The part that was interesting was the original model revealed the problem we see today. So the original team took steps to prevent problems. When others in the industry learned of the models they learned how to implement the same investments make the money but did not implement the safeguards of the original team.

This is following a theme I have been learning lately. A good model is only useful in the long run when you understand it's limitations and flaws, then take steps/implement processes to address the limits and/or flaws. Hence the need for "sensitivity analysis" for models that support them and the need to examine models under great to terrible conditions.

Bloomberg On the Economy: Search for "Tett Discusses `Fools Gold,' Her Book About J.P.Morgan" on the page and download the mp3 file.

Econometricians are also sensitive

One of my favorite podcasts is EconTalk.While last weeks edition featured Ed Leamer from UCLA. Most of the podcast was a discussion about Macroeconomics within thescope of Ed's latest book, the host (Russ Roberts) gave Ed an opportunity to discuss econometrics. Ed made a point that any econometric study should include a sensitivity analysis to see verify if the study is robust. If the study is too sensitive then the study should be considered but not seen as absolute.

This compliments an earlier post on sensitivity analysis for Linear Programming. The lesson I am learning is that while each technique of data modeling can guide organizations to the best answer, it is also important to understand under what conditions does the result remain valid. Without understanding the sensitivity of the model and its results, the effort to make a better decision with scientific skills, could be wasted given the skills may not be applied within the proper conditions. Model building for decisions is not complete until a sensitivity analysis and applying it's results has been performed.

Listen to the EconTalk podcast

Ubuntu: New software packages installed

As a follow up to my previous post, I just installed GNU Linear Programming Kit (GLPK) and PyMathProg. GLPK is recommended by Larry of http://industrialengineertools.blogspot.com/ and PyMathProg is a Python implementation of GLPK. I also installed SimPy which is a Python queuing simulation modeler. At some point, after I build a core set of skills, I will provide samples of theses programs in the blog.

Ubuntu to you too or me in this case.

With a focus on Open Source tools while working on Operations Management skills (or the more popular term seems to be Operations Research) I needed to get a machine on an Open Source OS. A various times in the past I have had both physical and virtual machines running Linuxes such as Debian, Red Hat, CentOS, Gentoo and BSDs such FreeBSD (which I really like, but that's a post for another time) and OpenBSD.

Last weekend I decided to try Ubuntu Linux 9.04. Since it is based on Debian I figured it can't be too different. The only sense of difference was when it came to the GUI, it would take me a few tries to get x-window working properly. On Ubuntu it was simple, simple simple. The only thing that took a little bit of thinking was applying the wireless driver. The wireless card (on an old laptop) I used only had Windows drivers. So I got to try the famous Linux NDIS wrappers to run Windows drivers on the Linux OS. Of course since the network was not enabled yet, I had to download the .deb package files, burn them to CD, then mount the CD. Since a command line is not immediately available in Ubuntu by default, running dkpg or apt-get was not an option to install the local .deb files for NDIS. But I found that if I right click the .deb file, "GDebi Package Installer" will install the .deb file (yes I was clued in enough to know to check http://packages.ubuntu.com/ for dependencies first and download them). So once NDIS wrappers was installed, I ran it against the Windows drivers, then entered the wireless info and the rest is wireless network success.

I have heard good things about Ubuntu for awhile. Now that I have installed it, I am impressed with it as a easy to install laptop Linux. I plan to install Operations Research tools on Ubuntu laptop to expand my skills. Do you have any success stories with Ubuntu?