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.

Tuesday, March 31, 2009

MTSP/VRP example

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> You have an example of a VRP (Vehicle Routing Problem)? This is an example of a Multiple traveling salesman problem or uncapacitated...
8 comments:

AMPL, OML version of GAMS Scheduling Model

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In the good tradition of letting blogs link to each other, here is a blog posting with an AMPL and OML version of this GAMS model . Those a...
Sunday, March 29, 2009

Efficient Portfolio Frontier in MSF (2)

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Here is an interesting but obscure reformulation that sometimes performs better than the traditional x’Qx term in a mean-variance portfolio ...
Saturday, March 28, 2009

Yet another big-M problem, don’t blame Cplex

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Hi, I posted this message at the ILOG CPLEX Forum but I guess it could be of interest here. I know that some people watch both forums...

Efficient Portfolio Frontier in MSF

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I received a few questions about how to calculate an efficient portfolio frontier in MS Solver Foundation. The simplest algorithm is to solv...
Thursday, March 26, 2009

Drawing TSP Tour in GAMS

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 Can I draw a TSP tour in GAMS? Yes, use 2D vectors. Here are a few examples: a 29 city problem and a 51 city problem solved as a MIP.
Wednesday, March 25, 2009

A machine scheduling problem

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Hello I'm new to AMPL.  I have  a scheduling problem that is giving me trouble. I have a set of unrelated machines.  I hav...
2 comments:

MS Solver Foundation job

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It was brought to my attention that already there are (short term) Microsoft Foundation jobs available: http://www.careerbuilder.com/JobSeek...

rminlp’s

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Hi all, I am working in pharma and here I need you help for a problem related to a pharmacokinetic equation. I would like ...
Tuesday, March 24, 2009

Endogenous if-then-else

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> I am trying to define a nonlinear function where the variable in the > objective is dependent on a parameter (x) which var...
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Erwin Kalvelagen
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