Sunday, February 7, 2010

Efficient frontiers in MIP models

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My first attempt in creating an efficient frontier between competing objectives failed somewhat. The objective was: obj.....
Saturday, February 6, 2010

Writing Excel files in GAMS

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GDXXRW has troubles in writing to an Excel spreadsheet when it is already open. One way to deal with this is to make the spreadsheet shared ...
Sunday, January 31, 2010

Run GAMS from R

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This is a simplistic way to run GAMS from R:   The GAMS model is adapted from here . It looks like: $ontext   Line...
1 comment:

Solving an optimization problem: selecting an "optimal" subset

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This problem is described in http://comments.gmane.org/gmane.comp.lang.r.general/177553 . An obvious MIQP formulation in GAMS could look lik...
Monday, January 25, 2010

Unneeded loops in GAMS

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From a post on the GAMS list: yes if the data are to be aggregated one would have a one to many tuple and do sums, sma, smin or whateve...

Excel reporting

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Excel is an excellent tool for reporting results of optimization models. Some models produce a ton of data and it is not always easy to find...
Wednesday, January 20, 2010

Counting positive variables

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Wondering if you knew any tricks off of the top of your head for this problem: I have a model with a continuous decision variable x, ...

MIP solver performance (GLPK,SCIP,GUROBI)

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I am modelling a project in which doing some tasks before others will save time. I think that the model is correct - but even though I have ...
Friday, January 15, 2010

Difficult MIQP

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I would like to minimize || PG-I || over P, where P is a p x p permutation matrix (obtained by permuting the rows and/or columns o...