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.

Monday, May 30, 2011

GAMS/Gurobi and Ctrl-C

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I am seeing some strange results when I interrupt a GAMS/Gurobi run with Ctrl-c (in the IDE using the Interrupt button). The GAMS link shoul...
Thursday, May 19, 2011

Optimal Spread (2)

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Is turns out we also have to distribute x(t)’s such that we follow a non-uniform parameter. In the previous section http://yetanothermathpro...
Saturday, May 14, 2011

Optimal spread

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In a multi-objective MIP model I am working I have a binary variable x(t) . This variable is mostly zero but now and then it is one. One of ...
5 comments:
Wednesday, May 4, 2011

Excel: Trace Dependents

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I often use the “Trace Dependents” tool in Excel to quickly see which formulas use a given cell. Here is an example where I was a bit overwh...
1 comment:
Tuesday, May 3, 2011

Large (almost) triangular spreadsheet?

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A spreadsheet model without circular references can be called “triangular”. Excel can form a dependency graph and ordering such that recalcu...
2 comments:

Initial Point for NLP models

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This example was introduced to illustrate the need for good initial points in NLP models (see http://amsterdamoptimization.com/pdf/snopt.pdf...
1 comment:
Tuesday, April 26, 2011

Performance of Python based modeling

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The performance of real-world, large-scale models can be relatively low with Python approaches. I suspect this is because this is essentiall...
3 comments:
Monday, April 18, 2011

Large transportation problem

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I was rerunning a large instance of a test problem with GAMS/MOSEK. As it is a network problem (a transportation model in fact; it models ho...
4 comments:

Live databases

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Recently I was helping out with some AMPL modeling effort. The client used the ODBC table facilities of AMPL to read data directly from an S...
Thursday, April 14, 2011

Modeling vs writing code

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Recently I delivered a prototype model that implements some supply chain functionality and will be integrated into an  Enterprise Resource P...
2 comments:
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Erwin Kalvelagen
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