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, September 30, 2009

Studentized residuals (the linear case)

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I have developed a linear and nonlinear regression solver for GAMS (see http://www.amsterdamoptimization.com/pdf/regression.pdf and http://...
Monday, September 28, 2009

VSTO+Solver Foundation

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Microsoft Solver Foundations provides a simple plug-in too to develop optimization applications with Excel as front-end. For more complex mo...
7 comments:
Wednesday, September 23, 2009

GAMS: compile time vs execution time

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if(ElasticityChg_switch = 1, $CALL =GDXXRW.EXE IncomeElasticityAdjMatrix.xls … $GDXIN ElastAdjFactor.gdx $LO...
Monday, September 21, 2009

Job Shop Scheduling

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Although standard MIP formulations do not work very well on this problem, the current crop of MIP solvers can solve problems that used to be...
10 comments:
Thursday, September 17, 2009

Modeling question

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I'm a new GAMS user. I am trying to model and solve a problem using binary variables. In the problem I have two sets: ...
Wednesday, September 16, 2009

GAMS/Mosek error message

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From a log file: MOSEK Warning 700    : 8 zero elements are specified in sparse input data. MOSEK Warning 700    : 8 zero elemen...
4 comments:

Sign problem

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I'm trying to follow your implemantation of Benders Decomposition for SP with GAMS ( http://www.amsterdamoptimization.com/pdf/stochbe...

GAMS/COINCBC: missing log

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In releases 23.1 and 23.2 the log of the branch & bound algorithm is disappeared. After reporting about generated cuts no more informati...
Monday, September 14, 2009

Scheduling question

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>I thought it would be easy, and I could not find how to do it. >Assume I have an ordered set of decisions x[100]. ...

Postscript viewer

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http://www.rampantlogic.com/psview/psview.html After installing this tool, clicking on a postscript file will show it inside your pdf view...
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Erwin Kalvelagen
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