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.

Saturday, November 28, 2009

Exponential Smoothing

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Someone mentioned a method to get an optimal value for parameter α in the exponential smoothing algorithm ( http://en.wikipedia.org/wiki/Exp...
Monday, November 23, 2009

Stochastic Forecast with GAMS

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A client of mine asked me to see if we could implement some stochastic forecasting scheme in GAMS and incorporate this into their model. A S...
8 comments:

Debug unbounded models

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To test a high precision linear optimization solver, the following problem has been presented:                                ...
Sunday, November 22, 2009

Some GAMS/Gurobi message issues

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A client of mine purchased GAMS/Gurobi, and tried his license on a small LP problem and immediately sent me an email with “help my license d...
1 comment:
Tuesday, November 17, 2009

Assignment Problem

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In http://thread.gmane.org/gmane.comp.lang.r.general/169477/focus=169690 an assignment problem is formed and solved with the Hungarian meth...
10 comments:
Monday, November 16, 2009

Modeling after collecting data

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I am involved in a policy evaluation project where lots of effort has been spent on collecting data. Now that we are actually starting to ru...
2 comments:
Sunday, November 15, 2009

NLP model

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> 1) Is there any nonlinear programming optmizer that I can user for the > following problem? > > Obj function: (max) revenue = ...
1 comment:
Wednesday, November 11, 2009

Persistency in math programming models

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For a model I am working on we need a user settable degree of persistency: solutions should take into account historic solutions and stay “c...
Monday, November 9, 2009

NEOS statistics

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At http://neos.mcs.anl.gov/neos/report.html you can ask for statistics of the usage of the NEOS solvers ( http://neos.mcs.anl.gov/neos/ ). ...
5 comments:
Wednesday, November 4, 2009

SOS variables vs binary variables

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Reading the response in http://code.msdn.microsoft.com/solverfoundation/Thread/View.aspx?ThreadId=2485 I was thinking that I probably would...
1 comment:
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Erwin Kalvelagen
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