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.

Sunday, August 24, 2008

NNLS

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> Hi! > In a least squares fitting application, I'm trying to determine the parameters x_1, x_2 > and x_3 so that the function ...
Friday, August 15, 2008

GAMS documentation: endogenous floor

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> I would like to use floor() in my equations but > the documentation says "not allowed". The documentation is wrong. It can...
Monday, August 11, 2008

Sorting in GAMS

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Although there is an external tool that can help, sorting in GAMS remains somewhat problematic. In this case I needed to sort each column in...
Sunday, August 10, 2008

GAMS bug in ifthen

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1 scalar a,b,c; 2 a=1; 3 b=0; 4 c = ifthen(b<=0,1,a/b); 5 6 display a,b,c; This gives: **** Exec Error at line 4: ...

gdxrank help

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> gdxrank does not sort my array correctly. Most likely you have a zero in your array. GDX does not store zero's so your parameter wi...
Saturday, August 9, 2008

Loops are slow in GAMS

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When optimizing GAMS code it is always worthwhile to see if you can remove loops. Here is an example of an if,then,else construct: 1 set...
1 comment:

GAMS bug in ifthen

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1 set k /k1,k2/; 2 3 parameter p(k); 4 5 p(k) = ifthen(sameas(k,'k1'),1,2); **** $2...

Slow division in GAMS

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Divisions can be very slow in GAMS. The reason is that GAMS cannot skip zero's 0/x as x may trigger a special value in case x=0. There a...
Friday, August 8, 2008

xls2gms

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>Dear Erwin, I am currently working with GAMS to build a village CGE model. >Since all my data is in excel, I need the above program t...
1 comment:
Thursday, August 7, 2008

GAMS and Very Large Models

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I am currently working on a very large GAMS model (about 15k lines of code, no big include files with data, just small LP models but very ma...
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Erwin Kalvelagen
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