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.
Sunday, August 15, 2021
Stable Marriage Problem
Tuesday, July 20, 2021
Spatial Equilibrium
Just a quick experiment with a small price-endogenous spatial equilibrium model.
In this problem, we consider commodities (goods) produced and consumed in different regions. We can trade between regions.
This price-endogenous spatial model will find both equilibrium prices, supplies, demand quantities, and trade patterns. Our model will have a connection with the transportation model. The difference is that we formulate the model as a system of complementarity constraints (no objective), with the duals explicitly in the model as variables. Or, in other words, we solve the KKT conditions.
I use a small data set from [3], and see if we can reproduce things.
