Yet Another Math Programming Consultant

I am a full-time consultant and provide services related to the design, implementation and deployment of mathematical programming, optimization and data-science applications. I also teach courses and workshops. Usually I cannot blog about projects I am doing, but there are many technical notes I'd like to share. Not in the least so I have an easy way to search and find them again myself. You can reach me at erwin@amsterdamoptimization.com.

Tuesday, March 17, 2026

Revisiting a crazy global NLP problem

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This looks like a simple problem. Given \(n\) 2d points, find the smallest encompassing triangle. I follow the formulation from [1]. Summa...
2 comments:
Monday, March 9, 2026

Experience with NLP solvers on a simple economic growth model

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Growth Models In this post, we formulate and solve a relatively simple economic growth model where we want to find an optimal savings rate. ...
Tuesday, December 9, 2025

Crack the passcode

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In this puzzle [1,2], we need to determine what the 3-digit passcode is, using a few hints. Each digit is an integer between 0 and 9. The hi...
Monday, December 1, 2025

Sorting: minimize number of swaps

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In this post, I want to delve further into sorting. In a question on or.stackexchange.com [1], the subject was minimizing the number of swap...
Tuesday, November 11, 2025

Clock problem

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From [1]: The hour, minute and second hands of this clock are all the same length and move smoothly in a circle. The dial contains hour and ...
Tuesday, October 7, 2025

diag(x)

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When using \({\bf diag}(x)\) in a text, there is always the nagging feeling that there must be a nice way to express this in standard matrix...
1 comment:
Tuesday, June 3, 2025

Graph connectivity as constraints

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I was generating, for an example model, a random, sparse, directed graph. Unfortunately, when sparse enough, this is likely to yield a graph...
1 comment:
Thursday, April 24, 2025

Revisiting a continuous facility location problem

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I am revisiting here a problem from [1]: We have \(n\) demand points and their locations. How many facilities do we need to service these cu...
4 comments:
Wednesday, April 16, 2025

Nonconvex problem: local vs multistart vs global

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In [1] a somewhat abstract non-convex problem is given: \[\begin{align}\min_x & - x_1^2 - x_2^2 - x_3^2 - x_4^2\\ & Ax \le b \end{al...
1 comment:
Tuesday, April 1, 2025

Towers of Hanoi: inventory and network formulation

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A standard problem with 4 disks requires 15 moves The towers of Hanoi problem [1] is a famous puzzle demonstrating recursion. The task is to...
1 comment:
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Erwin Kalvelagen
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