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, December 25, 2011

Savings from applying MIP models

›
In the first chapter of “ Applied Integer Programming: Modeling and Solution ”, by Der-San Chen; Robert G. Batson; Yu Dang (2010), there is ...
Thursday, December 22, 2011

Bad NLP modeling

›
In http://groups.google.com/group/knitro/browse_thread/thread/a1785c5c6f64b62e/ we see the following constructs being used in an NLP model:...
6 comments:
Monday, December 19, 2011

Sequence dependent setup times: difficult MIPs

›
A simple single machine scheduling model with sequence dependent setup times is a good example where MIP solvers are not very good yet. Th...
5 comments:

Optimization for Dummies

›
Gurobi came out with a nice little booklet explaining optimization in basic non-geek terms. It may be useful to show your boss what you want...
Wednesday, December 14, 2011

Logs in NLP

›
In http://www.or-exchange.com/questions/4214/entropy-maximization-log0-ampl-tricks someone seems to claim that: y=log(x), ...
3 comments:

Student posts (2)

›
One more for my collection ( http://yetanothermathprogrammingconsultant.blogspot.com/2010/09/student-mails.html ): Bo...
4 comments:

Analytics in Retail

›
The last few day I was working with some people on some reasonably complicated optimization problems in the retail industry. One of the grea...
Thursday, December 1, 2011

Modeling is more difficult than many people think…

›
From a Bachelors thesis: In this simple transportation model I see at least two problems. The capacity constraint should probably look...
3 comments:

Matrix multiplication

›
Theory: http://www.scottaaronson.com/blog/?p=839 . This really seems to excite the theorists. In practice: http://yetanothermathprogr...
Wednesday, November 30, 2011

MPS files: this does not look right

›
Writing an MPS for a QP model from GAMS using the Cplex option writemps I saw this: * ENCODING=ISO-8859-1 ...
‹
›
Home
View web version

About Me

Erwin Kalvelagen
View my complete profile
Powered by Blogger.