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.

Saturday, May 31, 2008

GAMS/IDE bug (minor)

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In case of a syntax error, the GAMS/IDE will usually place the cursor on the correct place. This makes it easy to fix errors quickly without...

More cutting stock

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Follow up on http://yetanothermathprogrammingconsultant.blogspot.com/2008/05/cutting-stock-problem-example.html . >I decided to have a go...
2 comments:

GAMS/Mosek Bug

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Mosek does not return the best integer solution found sofar when interrupted. Below we interrupted a MIP run, while integer solutions were f...
Friday, May 30, 2008

GAMS smin bug

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The expression smin(s, xxx) over an empty set s may or may not return -INF. The following fragment from a real world scheduling model with a...

Date bug in GAMS/IDE

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The date format is coded as the number of days since jan 1, 1900. However, it is one off compared to Excel, Access and compared to the date ...
Thursday, May 29, 2008

Color code an Excel spreadsheet

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I received a very large spreadsheet to be converted to GAMS. To quickly get a feeling how many formulas there are and where they are located...

Missing info in GAMS listing file

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I would highly prefer that the listing file is self-contained. In many cases solvers stop without issuing proper messages to the listing fil...

Difficult MIP

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When asked for an example of a small difficult MIP, the following model may be of interest: http://www.amsterdamoptimization.com/models/etc...

Excel coding

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Usually I do Excel programming in VBA, or Delphi and VBScript via Excel Com Automation. The Delphi tools from http://www.axolot.com/componen...
Tuesday, May 27, 2008

Undocumented GAMS/CPLEX options

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The following options are useful to make pictures of MIP performance: miptrace filename : write trace file to the indicated file miptraceno...
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Erwin Kalvelagen
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