Wednesday, October 28, 2009

Excel: too many adjustable cells

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> My Excel Solver model gives this error message: Yes, this means Solver has hit the built-in limit of 200 variables. See: http://of...

NLP infeasible

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A client of mine sent me a large NLP (36k variables and equations) that was infeasible. When a general local NLP solver returns INFEASIBLE, ...
Tuesday, October 27, 2009

Tables in Excel 2007

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I started to convert some spreadsheets to Excel 2007. This will allow me to use Tables. See e.g. http://www.jkp-ads.com/Articles/Excel2007Ta...
Saturday, October 24, 2009

Is there a way to convert this linear functional optimization problem into linear programming?

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max a'*x / b'*x w.r.t x, s.t. x>=0, 1'*x=1 Here a and b are given vectors, " ' " denotes the vec...
Wednesday, October 21, 2009

MIQP

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I am following your blog with great interest and I would be very happy to have your insight on an optimisation problem I am currently str...

Informs powerpoint

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  Powerpoint from INFORMS presentation Data and Software Interoperability with GAMS at San Diego INFORMS meeting. Basic ideas: Spe...
Tuesday, October 20, 2009

NLP: bilinear terms

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Local NLP solvers have often problems with terms z=x × y, x,y ≥ 0. There are some quick and dirty tricks that can help. Provide a star...
Saturday, October 17, 2009

What is a .GCH file?

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In the picture below from your blog I see a .GCH file. What is that? That is a file with instructions for the graphics module in the GAMS ID...
2 comments:
Thursday, October 15, 2009

Data Manipulation vs. Model Equations

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In some Policy Evaluation models the ratio between lines of code (loc) doing data manipulation vs. loc implementing model equations can be s...
5 comments:
Thursday, October 8, 2009

Microsoft Solver Foundation v2

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MSF v2 is out. See http://code.msdn.microsoft.com/solverfoundation/ . Some of the new features: Improved Excel plugin Stochastic Pr...