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, April 29, 2012

Longest flow shop (2)

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Permutations in GAMS This is a follow up to http://yetanothermathprogrammingconsultant.blogspot.com/2012/04/longest-flow-shop.html . We ...
3 comments:
Monday, April 23, 2012

Longest flow shop

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I was trying to demonstrate some simple scheduling models. The permutation flow shop has an obvious first solution: run jobs in the order g...
Thursday, April 19, 2012

Model is infeasible or unbounded

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My favorite return code from an LP/MIP solver is: MIP status(4): Model was proven to be either infeasible or unbounded. Come on guys...
9 comments:
Sunday, April 15, 2012

Parallel GAMS jobs (2)

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In http://yetanothermathprogrammingconsultant.blogspot.com/2012/04/parallel-gams-jobs.html I described a simple approach I suggested to a c...
Sunday, April 8, 2012

Precedence constraints

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I often see precedence constraints for time indexed scheduling models formulated as: Here x(j,t)=1 if job j starts in t (and 0 otherwise...
Friday, April 6, 2012

JavaScript and CMD

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In some recent projects I used some JavaScript code. Not sure how useful this is in practice, but here is a neat trick to write and call Jav...
Sunday, April 1, 2012

Parallel GAMS jobs

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Although GAMS can be used from its IDE, it still has a command line interface. This can be used when calling GAMS from a batch (.cmd) file. ...
1 comment:
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    ...
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Erwin Kalvelagen
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