Advancing the Science of Optimization: FICO & Zuse Institute Berlin

As a result of the pandemic, interest in mathematical optimization has risen to new heights. The AI-powered algorithms involved have been used to solve a variety of problems, improve supply chains, mobilize teams, and solve other challenges for all types of businesses and industries. One of the global research hubs for this type of optimization is the Zuse Institute Berlin (ZIB), where data scientists from academia and industry collaborate to develop the next generation of optimization solvers that can find the ideal solution by crunching through an immeasurably vast number of options, reckoned as greater than the number of atoms in the observable universe.

As a leader in mathematical optimization, FICO has a longstanding connection with ZIB. Our Berlin office includes four data scientists who were former members of ZIB and still work onsite there as part of the MODAL research campus (Mathematical Optimization and Data Analysis Laboratories), a public-private partnership project between ZIB and the Free University of Berlin.

These staff include Dr. Timo Berthold, who was affiliated with ZIB between 2005 and 2013 before joining FICO, and today helps drive innovation for FICO Xpress Optimization, a world-leading optimization software that is part of FICO Platform. Timo also holds a position at TU Berlin as a private lecturer, and supervises thesis projects of master’s and doctoral students.

As Timo notes, "In the innovation partnership between FICO and ZIB, academic research and practical development experience work hand in hand to drive innovation and successfully translate scientific findings into products and solutions. The lively exchange between science and business is essential so that the enormous potential of mathematical optimization can be used even better. This work benefits industry-specific applications worldwide, and participating in the research helps us at FICO develop our Xpress optimization tools."

The MODAL initiative, which involves 15 industrial partners of different sectors and sizes, is funded by the Federal Ministry of Education and Research (BMBF). The aim is to apply mathematical methods for optimizing data-driven processes in the fields of energy, health, mobility and communication in a more practical way.

The close cooperation between science and industry opens up valuable synergy effects in research and development, supports the promotion of young researchers and creates a valuable talent pool for FICO and the other industry partners for training and recruiting future experts in mathematical optimization and digital analytics processes.

The award-winning joint research of FICO and ZIB has been published in scientific articles such as “Conflict Analysis for MINLP” (winner INFORMS Journal on Computing Most Meritorious Paper 2021),  “Experiments with Conflict Analysis in Mixed Integer Programming” (winner CPAIOR Best Student Paper Award 2019) and “ParaXpress: an experimental extension of the FICO Xpress-Optimizer to solve hard MIPs on supercomputers”.

Webinar Explores Optimization as a Way Out of Crisis

At the 4th EURO Practitioners' Forum from 20 to 21 April in Berlin, organized by FICO and the Zuse Institute Berlin, data scientists will explore how OR (operations research, a field that includes optimization) can help us deal with pivotal crises such as war, pandemics and climate change. Leading companies from various industries will present practical projects and explain how they were able to solve complex challenges quickly and reliably with the help of mathematical methods and optimization models.

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One case study being presented at the event stems from the start of the pandemic. Boeing subsidiary Jeppesen was able to solve a classic optimization problem for Sweden's Karolinska University Hospital: In the turbulent phase at the beginning of the Covid-19 pandemic, the aviation software Jeppesen Crew Rostering, which is based on FICO Xpress Optimization, managed to create new duty rosters for more than 300 nursing staff in just one week. Jeppesen won a FICO Decisions Award for this life-saving project.

Mathematical optimization is one of the foundation technologies for AI-powered decision management. FICO is proud to be part of the groundbreaking research at ZIB that is helping to drive greater efficiency for governments, and solve both business problems and some of the biggest challenges we face as a society.

How FICO Can Help Your Business with Optimization

• Explore FICO’s optimization solutions
• Watch the webinar on Optimization in a Crisis: How Boeing Helped a Hospital Respond to COVID-19
• Download a paper with six optimization case studies in financial services