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.

Friday, June 25, 2010

GAMS augmenting a set

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Ina project we encountered the problem where we loaded a GDX file and subsequently wanted to augment one of the sets in that GDX file with s...
Monday, June 21, 2010

Spreadsheets

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http://eusprig.org/ has some interesting info on spreadsheet usage. Especially: http://eusprig.org/horror-stories.htm
1 comment:
Friday, June 18, 2010

NA in GAMS

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Q: Does the value of A make sense; why is NA in there? There is no NA in B set i /i1*i10/ ; parameter A(i) /i1=1, i2=NA, i3=1e...
Thursday, June 17, 2010

sparse matmul revisited

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In http://yetanothermathprogrammingconsultant.blogspot.com/2009/02/timing-of-sparse-matrix-multiplication.html we time a (sparse and dense)...
2 comments:
Wednesday, June 16, 2010

ipopt for very small NLPs

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In the paper http://www.palgrave-journals.com/jors/journal/v61/n3/full/jors200977a.html a small NLP model is developed to minimize fuel use...
3 comments:
Thursday, June 10, 2010

GAMS: writing spreadsheets

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When doing real applications the demands on writing reports are sometime very high. Users have special requirements how the reports look lik...
Sunday, June 6, 2010

Constraint programming

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One of the advantages of CP is that some problems can be formulated in a much more natural form. For instance for this problem: http://yetan...
1 comment:
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Erwin Kalvelagen
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