DuaLip: Solving extreme-scale linear programs for web applications

Building thriving internet or web products requires optimizing for multiple business metrics. In many applications, these business metrics can move in conflicting directions, and delicately balancing these tradeoffs can be vital for the success of a product. For example, emails and notifications are foundational components of many companies' growth strategies today. At LinkedIn, when deciding which emails and notifications to send, we focus on the engagement generated, while remaining mindful of the volume sent . Similarly, when providing edge recommendations, total edges formed, and the engagement on those edges can be at odds: optimizing for total connections might lead to a large number of edges that have no engagement, bringing no additional value to the members.