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.

Tuesday, March 27, 2012

No holes

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In http://www.or-exchange.com/questions/5105/transforming-constraint-with-max-function a question arise how to forbid “holes” in a series o...

LocalSolver

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This looks like an interesting tool that can be very effective on certain model classes with 0-1 variables. More information at: http...
1 comment:
Monday, March 26, 2012

Time-indexed scheduling model

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In the model I am working on we use a time indexed binary variable to model the schedule: variables    ...
Friday, March 23, 2012

ODBC 32/64 bit

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Related to http://support.microsoft.com/kb/942976 , if you call Cscript from a 64 bit environment you may end up in a 64 bit ODBC world. E...

Writing solutions to MySQL

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I was looking at some code from a client where solution records are stored in a MySQL database. They use standard SQL INSERT statements to d...
Wednesday, March 21, 2012

Elastic formulation of scheduling problems

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When deploying optimization models in a production environment, the problem of dealing with infeasibilities is always a nasty complication. ...
1 comment:
Wednesday, March 14, 2012

GAMS GDX performance

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Reading and writing GDX files is very fast in GAMS. However I encountered some relative slowdown in some cases. These all involved huge GDX ...
Monday, March 12, 2012

Exporting Excel Tables

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GDXXRW is a flexible GAMS tool to read and write Excel files. Here is an example output sheet:   A few things I would like to be done be...
Wednesday, March 7, 2012

GAMS+GDXXRW under IIS 7 Webserver

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Running a GAMS job using GDXXRW from IIS 7 webserver can give several errors. Cannot create an instance of Excel: Error = Access is den...
Tuesday, March 6, 2012

Checking Math

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From the paper http://www.sciencedirect.com/science/article/pii/S0305054809003360 : A system like LaTeX will not check these equations ...
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Erwin Kalvelagen
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