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, October 31, 2011

Slacks (with penalties) should not be integer variables

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In the paper http://www.cs.nott.ac.uk/~jxm/timetabling/gor2007-paper.pdf a number of integer models for timetabling are discussed. The auth...
2 comments:
Wednesday, October 26, 2011

Still not proven optimal…

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This is a very small MIP: Starting Gurobi... Optimize a model with 24 rows, 54 columns and 132 nonzeros ...
12 comments:
Thursday, October 20, 2011

Special case of integer cuts

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In http://yetanothermathprogrammingconsultant.blogspot.com/2011/10/integer-cuts.html we derive a constraint that forbids an integer configu...
Tuesday, October 18, 2011

MPS files

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Yesterday we found out that Microsoft Solver Foundation is writing incorrect MPS files when the model has general integer variables without ...
2 comments:
Sunday, October 16, 2011

Sorting by MIP

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Here is a toy model that illustrates that certain models are poorly suited for solving by MIP solvers. Sorting data is a rather elementary...
10 comments:

MIQP: optimality tolerances vs objective scaling

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I was working on a MIQP model in finance: the optimal allocation of contracts to client accounts so that each client observes an average pri...
Tuesday, October 4, 2011

Solving a large sparse system of equations with an LP solver

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When we want to solve a large, sparse system of linear equations using an LP solver we expect this to be reasonably fast. After all, sol...
1 comment:
Monday, October 3, 2011

MIP caveats

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In http://www.or-exchange.com/questions/3316/metrics-rules-of-thumb-tool-support-to-assess-mip-models a number of caveats when doing MIP mo...
2 comments:
Sunday, October 2, 2011

Ateji defunct: OptimJ now free

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Unfortunately, the company Ateji has ceased to operate ( http://www.ateji.com/blog/ateji-is-closed/ , http://www.ateji.com/ ). They had an i...
2 comments:

Integer cuts

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I received a few questions about how to form constraints that exclude a known 0-1 integer solution. Assume our solution we want to exclude i...
3 comments:
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Erwin Kalvelagen
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