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.

Thursday, March 19, 2009

MSF Solver Foundation API Question

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Hi, I am trying to port an Excel sheet that uses Solver the add-in from Frontline Systems to a C# program that uses the Solver Fon...
Tuesday, March 17, 2009

MSF CSP: Tiling Squares (2)

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In this post I displayed a CSP model for Microsoft Solver Foundation that solves the Tiling Squares problem. It was observed that a symmetr...
Monday, March 16, 2009

MSF CSP: Tiling Squares

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The tiling problem is not very amenable for solving by MIP solvers (see tiling.pdf ). In this problem we try to cover an (n × n) square wit...
Sunday, March 15, 2009

Fixed LP after MIP

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Hi everybody, After I solve a problem as an IP, I fix some of the variables (complicating ones) to integer values of optimal solu...
Saturday, March 14, 2009

AMPL/Cplex: No solver needed

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  Hello, Anyone can help? I have run the following model using AMPL code with CPLEX 11.2 solver in window xp. The pr...
Friday, March 13, 2009

MSF QP problem

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There is some issue with MS Solver Foundation’s QP. First I thought it was related to a reported problem about not reporting the constant te...
1 comment:
Thursday, March 12, 2009

GAMS: how to get a list of parameters in a GDX file

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> How can I get a list of the parameters in the farm.gdx? just the parameters, only the names $call gdxdump farm.gdx symbols noheader |...
Wednesday, March 11, 2009

How to linearize this function

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I'm trying to solve an optimization problem via linear or mixed integer programming model. But, the objective function includes the foll...
4 comments:
Monday, March 9, 2009

Sparse data in MSF OML

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The modeling language of the Microsoft Solver Foundation does not support sparse data. I.e. if you have a parameter a[i,j] you need to have ...

AMPL vs. GAMS on radiotherapy treatment planning

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  hi all, i would just like to solicit your advice regarding whether to get an academic license for AMPL or GAMS. i'...
4 comments:
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Erwin Kalvelagen
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