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Doesn't hurt to ask for written approval from your manager to write about it! I'd love to read it as well. Getting to use optimization algorithms at your job is
by daenz 4y ago
Doesn't hurt to ask for written approval from your manager to write about it! I'd love to read it as well. Getting to use optimization algorithms at your job is super rare (unless you're in specific industries).
- cm2187 4y agoI actually found a few use cases recently. Solving for the funding plan of a bank to balance the balance sheets and meet all the regulatory constraints (it actually uses a linearisation of a piecewise linear convex problem that I had learned in college decades ago, but completely forgot about, I asked for guidance from one of my professors who asked for permission to use the case as an exercise for his students). Assigning cash flows to changes in balances when the two feeds are inconsistent and the timing is off (you need to do some complex combinations to match them). But same as OP, you get a sense of self-satisfaction but that won’t get you any credit internally.
- monkeybutton 4y agoSuper rare indeed! For me, it seems to be around one every couple of years. Just long enough that it becomes a novelty again.