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, December 31, 2008

GAMS/Cplex out-of-memory issue

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This model runs out of memory in the branch-and-bound. Elapsed real time = 15952.23 sec. (tree size = 1929.62 MB, solutions = 5) Nodefile si...
Monday, December 29, 2008

Another difficult MIP

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Some MIP models are small but very difficult. An example is described here (this model has 252 binary variables). Now I am working on a ver...
4 comments:
Wednesday, December 17, 2008

Mona Lisa assignment in GAMS

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This is the assignment problem described in Donald E. Knuth, " The Stanford GraphBase: A Platform for Combinatorial Computing ", A...

Coin OR's CBC performance

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COIN OR's CBC solver is often showing excellent performance. Here is an example of a somewhat difficult MIP: LP solve: 4 hours (as repor...
Sunday, December 14, 2008

Max Water Retaining Magic Squares

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This is new to me: http://www.knechtmagicsquare.paulscomputing.com/topographical.html . Is there more information on this? Can this formulat...
Thursday, December 11, 2008

MSF CSP: Domain Over Weighted Degree

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The setting Domain Over Weighted Degree  seems to be useful for a number of CSP models in the Microsoft Solver Foundation.  Examples: Magic ...

GAMS $macro

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GAMS 22.9 has some macro facilities. I don't completely understand it. The following model: $macro a b scalar a/1/; display a; gives: ...
Tuesday, December 9, 2008

How to generate a PNG/GIF file with multiple plots?

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Gnuplot allows to generate bitmaps containing multiple plots. See below. The code can be found in rabbitplot.gms . If you want to do more wi...

MSFCli.exe

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Some issues I raised wrt MSFCLi.exe will be fixed in the next release of MS Solver Foundation.

Wrapper around INVERT.EXE

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Bruce McCarl built some wrapper around INVERT. Rebuttal: I have used this tool for many years in many different projects without ever havin...
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Erwin Kalvelagen
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