Preface

Mathematical optimization is important in the ap-plication of computer power to problems such asminimization, maximization, and resource opti-mization. IBM has long been represented in thisarea by products such as the IBM MathematicalProgramming System Extended/370 (MPSX/370).The newest set of broadly applicable tools isknown as the IBM Optimization Subroutine Li-brary (OSL). An initial essay and seven papersfollowing it describe OSL and its capabilities. Weare indebted to D. G. Wilson of the IBM Appli-cation Solutions Division in Kingston, NewYork, for his efforts in bringing together this ex-position on OSLo

The first OSL contribution is the essay by Wilsonand Rudin that places the rest of the OSL papersand OSL itself in perspective, historically andtechnically. OSL is described as capable of ad-dressing linear, quadratic, mixed-integer, andpure network programming problems across a va-riety of platforms. The essay conveys the scopeof problems that can be solved using these tech-niques, as well as the philosophy behind OSL andits technical content.

Forrest and Tomlin provide us with two papers onmethods used in OSL for solving linear program-ming problems. In the first, the simplex method asimplemented for OSL is described. The authors payparticular attention to the effect on the algorithms ofsuch factors as robustness, reliability, stability,speed, and the need to execute on hardware plat-forms with substantial architectural differences.

In their second contribution, Forrest and Tomlindescribe the interior point (barrier) algorithms forOSLo Most of the paper is concerned with thecharacteristics of the matrices for these methodsand the adaptation of the methods to hardwareplatforms such as mainframe computers andworkstations.

Convex quadratic programming problems are dis-cussed next in a paper by Jensen and King. These

2 PREFACE

algorithms are particularly useful for portfolioanalysis, with the linear terms of the objectivefunction representing expected return and thequadratic terms representing risk. The authorsfirst decompose their quadratic algorithms in or-der to prepare for the simplex methods of OSL,and then generate an optimal solution from thatdecomposed solution.

Programming systems and applications that uti-lize OSL must present and receive data in a formthat is recognized by the OSL algorithms, whetheror not that form is used elsewhere in the systemsor applications. In particular, many systems thatcould use OSL rely on representations of problemsthat are expressed symbolically. Minkoff showsan organized way to translate symbolics into com-puter code suitable for interaction with OSL rou-tines.

Jensen and King provide a second paper on OSL,presenting their pilot graphic user interface forportfolio optimization, known as Frontier. A par-ticular feature of this interface is its new imple-mentation of the piecewise linear-quadratic riskframework, which allows a user to choose andtest various portfolios under a user-supplied riskassumption. This work is an advanced applicationshowing the use of OSL capabilities.

An early application of OSL to airline crew sched-uling served as both a practical use of the newalgorithms and a first look at the usefulness of OSLin a customer situation. Anbil and Tanga of Amer-ican Airlines Decision Technologies and Johnsonof IBM have joined to present the results of thateffort. The problem is complex and is tightly con-strained by legal, contractual, and cost consider-ations. The use of OSL provided reductions of 5 to11 percent in crew costs.

The last contribution related to OSL in this issueis a look at where the technology stands in thearea of mathematical programming and optimiza-

IBM SYSTEMS JOURNAL, VOL 31, NO 1, 1992

tion, and where it may well go in the foreseeablefuture. Of particular interest to the authors,Johnson and Nemhauser, are the types of prob-lems that tools such as OSL may make workablefor the first time and the further algorithmic andmethodological improvements that would com-plement the present exploitation of recent hard-ware advances.

Hazony and Zeidner present a software develop-ment environment that allows for the customizeddevelopment of complex engineering applicationsystems at low cost and in a short period of time.The environment is based on APL2* and takes ad-vantage of the mathematically expressive powerof APL to avoid much of the programming effortgenerally associated with complex engineeringsoftware. The authors show how their environ-ment and related tools can support the specifica-tion and development of application structures,algorithms, and systems, including those in-tended for use with distributed processing.

One of the challenges faced by systems program-mers is operating system support for a large andgenerally increasing number of devices. Often,unique device drivers are created for each device,with the expectable effect on development timeand maintenance. Feriozi describes a different ap-proach, which can more efficiently and depend-ably support the growing set of devices. Operat-ing system considerations are isolated fromdevice considerations. Two separate physicalparts are created that can be reused or substan-tially reused to create new drivers. He shows howthis approach was taken to implement the Oper-ating System/2* (OS/2*) Small Computer SystemInterface (SCSI).

Grossman describes the new architecture, per-formance characteristics, and linkages that areneeded to support direct access storage devices(DASD) in the emerging systems configurationstypified by IBM's Enterprise Systems Connec-tion* (ESCON*) environment. Architectures builtaround parallel channels and channel commandsare giving way under demands for lowered phys-ical constraints, dynamic configuration control,and higher availability. The author focuses on theeffects these changes are having on DASD storagecontrol, while outlining the ESCON environment.

As the Journal begins its 31st year, we would liketo acknowledge the support of readers, authors,

IBM SYSTEMS JOURNAL, VOL 31, NO 1, 1992

and referees that makes such a long history pos-sible. We thank you and encourage you to con-tinue your interest and participation in this pub-lication. It also seems appropriate at such a timeto state a few facts that sometimes escape us aswe focus on a single paper, theme, or special is-sue. First, this publication is a quarterly refereedtechnical journal, which means that the integrityof each paper is ensured by a process that de-pends upon peer reviews of content, currency,and value by recognized experts within and out-side IBM. Second, it is intended for the softwareand systems professional community worldwide.The papers are written for a technically awarereadership, and we welcome submissions byknowledgeable authors around the globe, withinand outside IBM. Third, the Journal has over100000 subscribers worldwide. Of those, approx-imately two-thirds are customers, technical pro-fessionals, and researchers; one-third are IBM em-ployees; two-thirds are within the United States;and one-third are outside the u.s.

One of the specific ways in which the authorshave provided support is through their responsesto a recent survey of a sample of authors from thelast four years. We want to thank the 64 authorswho participated (out of 137sampled) and conveysome of the more interesting results of our 21questions. First, we are pleased to note that thethree primary reasons for submitting a paper tothe Journal were its reputation, broad readership,and the opportunity for professional recognition.Second, authors found the referees, editorialstaff, and guidelines for authors (as published inVolume 29, Number 4) to be quite helpful to theprocess of creating a quality paper, both in termsof content and appearance. Third, many of theauthors stated that they and their peers find theJournal to be of significant value, use it in theirwork, and keep it for over two years. We thankthe authors for their willingness to help us assessour process and its results, and, of course, fortheir very positive remarks.

The next issue of the Journal will focus on recentadvances in software and systems for communi-cations network management.

Gene F. HoffnagleEditor

*Trademark orregistered trademark ofInternational BusinessMachines Corporation.

PREFACE 3