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.

Sunday, October 31, 2010

U shaped penalties

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For a large LP model a customer of mine wanted to have instead of a V shaped penalty around a goal, something that approximates a U shaped p...
3 comments:
Saturday, October 30, 2010

StatPlanet

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When demoing http://www.sacmeq.org/statplanet/StatPlanet.html (for which I developed a GAMS link ), I reminded to Hans Rosling. Check here ...
Wednesday, October 27, 2010

Amazon ec2

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Amazon “Elastic Compute Cloud” has some big-ass machines available: http://aws.amazon.com/ec2/#instance . See also the rates on that page. ...
Tuesday, October 26, 2010

Running large models using a web interface

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For a project I am considering a fairly large GAMS models where we want end-users to run certain scenarios. Of course there must be HTML GUI...
Friday, October 22, 2010

Speed of loops in GAMS

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In general loops are slow in GAMS. See http://yetanothermathprogrammingconsultant.blogspot.com/2009/08/gams-speed-of-loops.html . There are ...
Wednesday, October 20, 2010

Advanced basis/starting point in GAMS

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Savepoint/loadpoint is an easy way to use an initial point for an NLP or advanced basis for an LP. The commands are:   The first time yo...
Tuesday, October 12, 2010

Assertive student

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Hi Erwin, In short, I'm student and wish not to receive "ask your supervisor" answer. Is there a function, like the...
2 comments:
Monday, October 11, 2010

Dissemination of model results

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After spending time and effort on a model, it may well be worth to pay attention to presentation and dissemination of the model results. Cur...
Thursday, October 7, 2010

GAMS/GDX

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GAMS has a binary data file format for which an API is available. In the last few weeks I encountered a number of similar issues with this i...
Sunday, October 3, 2010

Large NLP/MCP models

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For a very large large MCP model (a system of nonlinear equations with complementarity conditions) we observed it became unsolvable, even wi...
1 comment:
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Erwin Kalvelagen
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