History and Future of MO+AI (Fusion of Mathematical Optimization and Artificial Intelligence)

History and Future of MO+AI (Fusion of Mathematical Optimization and Artificial Intelligence)

for my lecture "Data Engineering "

Transcript

1. History and Future of MO+AI Mikio Kubo
2. Self-introduction https://www.youtube.com/@kubomikio https://x.com/MickeyKubo https://www.logopt.com/kubomikio/ Tokyo University of Marine Science and Technology: Professor Moai Lab : Director & CTO A-Star Quantum: Director Optimind: Advisor Ridge-i: Technical Advisor
3. MOAI = Fusion of Three Fields Mathematical Optimization Metaheuristics Machine Learning Deep Learning LLMs, Gen. AI, Agentic AI MOAI Hierarchical building block AutoOpt Math-heuristics Distributionally robust optimization Encode-decode method MO hybrid for dynamic stochastic models End-to-end learning Supply chain modeling language Modeling and app generation with agentic AI (AGI4OPT) Automatic decomposition Instance similarity
4. MOAI = Fusion of Three Fields Mathematical Optimization Metaheuristics Machine Learning Deep Learning LLMs, Gen. AI, Agentic AI MOAI Hierarchical building block AutoOpt Math-heuristics Distributionally robust optimization Encode-decode method MO hybrid for dynamic stochastic models End-to-end learning Supply chain modeling language Modeling and app generation with agentic AI (AGI4OPT) Automatic decomposition Instance similarity
5. History of Mathematical Optimization 1947 Dantzig Simplex method 1984 Karmarker Interior point method 1971 Cook’s Theorem NP-completeness 1957 Bellman Dynamic programming 1958 Gomory Cutting plane 1945 Stigler’s Diet Problem First linear program 1989 Kojima Primal-dual interior point method 1954 Dantzig-Fulkerson-Johnson Traveling salesman problem 1979 Khachiyan Ellipsoid method 2008- Gurobi 1988- CPLEX
35. History of Metaheutristics 1983 Kirkpatrick et al. Simulated annealing 1975 Holland Genetic algorithm 1953 Metropolis et al. Markov chain Monte Carlo 1986 Glover Tabu search 1989-1990s Johnson et al. Experimental analsis 1977 Glover Scatter search 1970 & 73 Keinighan-Lin Variable depth local search 1995 Wolpert-Macready No free lunch theorem 2001 Kubo-Miyamoto Hierarchical building block method 2002 Nonobe-Ibaraki RCPSP solver
64. 2012 AlexNet History of Deep Learning and Neural Net (NN) 1943 McCulloch-Pitts Perceptron 1987 LeCun Convolutional NN 1979 Fukushima Neocognitoron 2015 ResNet 2017 Transformer 2018 GPT 1958 Resenblatt Perceptron machine 1997 Hochreiter–Schmidhuber LSTM 1985 Hinton et al. Backpropagation 2006- Fei-Fei Li ImageNet 2014 Goodfellow GAN 1982 Hopfield Hopfield machine 1972 Amari Recurrent NN 1969 Fukushima ReLU 1967 Amari Multilayer perceptoron 2021 Stable Diffusion 2022 ChatGPT 2015 Tensorflow
100. Smart Predict-then-Optimize
103. Classification of ML4MO Instance Solution ML ML reteturs solutions MO Instance Solution ML parameter Algorithm Algorithm (Parameter) Selection MO Instance Solution ML Inside Solver Instance Solution RL RL returns solutions
120. Horizontal AI vs Vertical AI Horizontal AI Vertical AI Health Care Legal Sector Financial Service Supply Chain Optimization Open AI GPT, Google Gemini, Anthorpic Claude Tempus, PathAI, Viz.ai, Aidoc, Abridge. … Harvey, EvenUp, Oronclad, Casetext, Everlaw, … Zest AI, HighRadius, ThetaRay, BioCatch, …
121. Post SaaS SaaS (Software as a Service) RaaS (Result as a Service) Human Agent (LLM) GUI API Subscription Usage Based Pricing Outcome Based Pricing Technology Oriented Software Solution (Outcome) Oriented Software Salesforce, Tableau, Power BI, … + Agent “helps” human Agentic AI oritented “Insourcing” Provide Tools Guaranted Results
122. AGI4OPT（Hearing=>Opt. App.） User Classification Agent SC Network Design Vehicle Routing Production Scheduling Inventory Policy … Hearing Agent AMPL Modeling +Coding Agent Code Execusion Agent https://www.moai-lab.jp/products/agi4opt >=10000 articles >= 50 books Optimization Agent Data Mapping/ Visualization Agent (Agentic Data Scientist) UI Generation Agent Data Upload Data Upload Leveraging over three decades of professional optimization expertise, our AI converts your company's "inefficiencies" into profit.
123. MOAI Data Platform Agentic IBP ERP Data Production Scheduling Lot Sizing Logistics/Service Network Design Vehicle Routing Supply Chain Risk Optimization Stage BOM Safety Stock Allocation Inventory Policy Optimization Shift Scheduling AI negotiates, and AI executes. SaaS is over. It is the Era of Agentic AI . Data Mapping