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, January 30, 2012

Formal proof?

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Is there an easy formal proof for this: http://yetanothermathprogrammingconsultant.blogspot.com/2011/10/special-case-of-integer-cuts.html ? ...
2 comments:
Monday, January 23, 2012

Comparing some modeling languages

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Not an easy task, as can be seen here: http://lists.gnu.org/archive/html/help-glpk/2012-01/msg00033.html To really appreciate the featur...
2 comments:
Saturday, January 21, 2012

network

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I have a question: In GAMS, is there something similar to "structure" in C ? I need to define a network optimization prob...
Monday, January 16, 2012

Dinkelbach’s Algorithm

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The paper: Dinkelbach’s Algorithm as an Efficient Method for Solving a Class of MINLP Models for Large-Scale Cyclic Scheduling Problems...
Tuesday, January 10, 2012

Reviewing NLP model

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In a fairly complex model, we ended up trying a nonlinear objective: where the rest of the model was linear (after applying some reformu...
5 comments:
Sunday, December 25, 2011

Savings from applying MIP models

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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

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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

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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:
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Erwin Kalvelagen
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