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.

Monday, June 30, 2008

ViewHar and GDX2HAR problems

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Users may encounter the following problem when using ViewHar or GDX2HAR: Cannot open input file C:\delgams\tmp2.gdx Perhaps it is not really...

How to call GAMS from Excel using VSTO?

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VSTO = Visual Studio Tools for Office (see http://msdn.microsoft.com/en-us/office/aa905533.aspx ). This allows you to develop .NET code for ...
Friday, June 27, 2008

Nonrectangular Domains

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GAMS only allows rectangular domains, ie we can use variable flow(i,j,k); but not set links(i,j,k) /.../; positive variable flow(links); It ...

GAMS/SCIP license

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As I understand it GAMS/COINSCIP can only be licensed to academic users. I am not a lawyer but I suspect this may violate the COIN CPL licen...
Wednesday, June 25, 2008

GAMS/IDE GDX reload

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The GAMS/IDE will ask and try to update an open GDX file if the GDX file has changed. This is especially the case when the IDE gets the focu...

Modeling question

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>Hi all, does anybody knows how to attack a problem like the following ? > >Z: min (sum t(sum k(Ct,k Xt,k))) >s.t. >1) (sum t...
Monday, June 23, 2008

Testing for convexity

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>Hi all, > >If I have complicated objective function which can only be evaluated >numerically, and through theoretical analysis ...
Sunday, June 22, 2008

LPsolve to GAMS conversion

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Some clients want to see how GAMS LP/MIP solvers perform vis-a-vis LPsolve. To this effect I created a small tool to convert LPsolve models ...
Thursday, June 19, 2008

Median DNLP

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The median ( http://en.wikipedia.org/wiki/Median ) can be found by minimizing sum(i, abs(x-a(i))). This is not a well-defined optimization m...
3 comments:

Recursive Descent Parser

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While implementing a recursive descent parser for Excel formula's I noticed the introduction at http://en.wikipedia.org/wiki/Recursive_d...
1 comment:
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Erwin Kalvelagen
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