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, July 31, 2010

Cplex log

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I spent a large amount of time wasting my eyes while staring at solver progress logs. Sometimes they provide some surprises: Starting C...
4 comments:
Tuesday, July 27, 2010

NLP reformulation

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In a huge NLP model (> 1e5 equations) the following constraint caused problems: REL_P(S,R).. P_L(S,R) =E= P(S,R)**E('elas') ...
Monday, July 26, 2010

Scheduling problem formulation

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A prototype model was sent to me that was basically a job-shop model. It was formulated with a time index. Unfortunately this model had a la...
2 comments:
Tuesday, July 20, 2010

Tough little MIP's

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These are two instances (related to http://yetanothermathprogrammingconsultant.blogspot.com/2010/07/multiple-length-cutting-stock-problem.ht...

Point two filenames to the same file?

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In Windows there are many ways to describe the same file: UNC, old 8.3 notation, relative, absolute. Unfortunately it is not trivial to dete...
Monday, July 12, 2010

Max Availability in Cutting Stock Model

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In http://yetanothermathprogrammingconsultant.blogspot.com/2010/07/multiple-length-cutting-stock-problem.html an extension of the standard ...
5 comments:
Sunday, July 4, 2010

GAMS: display

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While playing with my old column generation example http://www.amsterdamoptimization.com/pdf/colgen.pdf I wanted to change the display of o...

Multiple length cutting stock problem

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I received some test data to run against a cutting stock model (see http://yetanothermathprogrammingconsultant.blogspot.com/2009/09/vstosolv...
9 comments:
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:
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Erwin Kalvelagen
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