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.

Wednesday, August 27, 2008

Smooth approximation for ifthen()

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The construct ifthen( x1 > x2, y, z) can be approximated by the smooth function: z + (y-z)*0.5*(1+tanh(k*(x1-x2))) where k is a large co...
6 comments:
Tuesday, August 26, 2008

Invert.exe and Eigenvector.exe

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> I have used these programs for years with release 22.1. Upgrading to > 22.6, I cannot make them work. Yes, GAMS has changed the GDX ...
Sunday, August 24, 2008

Minimum downtime

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>Is there a chance to increase an index in a loop in gams? >To illustrate, a(t) variable > loop(t, >  if(a(t) eq 0, >   a(t+1...
1 comment:

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...
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Erwin Kalvelagen
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