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.

Wednesday, November 30, 2011

MPS files: this does not look right

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Writing an MPS for a QP model from GAMS using the Cplex option writemps I saw this: * ENCODING=ISO-8859-1 ...
Wednesday, November 23, 2011

This does not compute

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GLPK doesn't accept an constraint in which a variable is devided by an variable, i would like to know if there is some solution to li...
2 comments:

Recently read

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During a transatlantic flight I had the opportunity to read this book on parallel programming for .Net. It describes some of the higher leve...
Monday, November 21, 2011

MPS Files (2)

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As follow up on http://yetanothermathprogrammingconsultant.blogspot.com/2011/10/mps-files.html it is noted that Microsoft Solver Foundation...
Wednesday, November 16, 2011

Rick Rosenthal: Ten Keys to Success in Optimization Modeling

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I recently talked to a an ex-student of Rick Rosenthal. The following presentation contains some concise descriptions of his ideas and belie...

HPC applications in the Amazon cloud

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From http://aws.amazon.com/hpc-applications/ : “For example, a 1064 instance (17024 cores) cluster of cc2.8xlarge instances was able t...
Monday, November 14, 2011

Sulum Optimization

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Bo Jensen at http://www.sulumoptimization.com announced the availability of a new commercial LP solver. Some first impressions: LP (+netw...
4 comments:
Wednesday, November 9, 2011

Automatic Reformulations

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More and more we see that modeling systems apply automatic reformulations. For instance I see that Cplex’s Concert accepts model.add ...
1 comment:
Tuesday, November 8, 2011

Solver Options

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In general I don’t like to use solver options to improve performance. I would hope that a solver would do a good job with default settings. ...
4 comments:
Monday, November 7, 2011

Finding feasible schedules for a column generation algorithm

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For a complex scheduling application, I need to generate a large number of feasible schedules for a class. Basically: find x[1]…x[n] in...
1 comment:
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Erwin Kalvelagen
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