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, August 1, 2012

Comet?

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Is the constraint based system Comet still being maintained and updated? For a project I was interested in this product but I encountered a ...
5 comments:

Poor feedback from solver

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Here is an example where a global solver fails.  This is actually a run on NEOS. That something goes wrong we have to accept: that can happe...
Tuesday, July 31, 2012

Statistical Fraud Detection

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http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2114571 It is not very easy to create fabricated data that is really random. In one cas...
2 comments:

MIP Gap increasing

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As the discussion in http://lists.gnu.org/archive/html/help-glpk/2012-07/msg00104.html indicates a MIP relative gap can increase. See also ...
Monday, July 30, 2012

AMPL-GAMS conversion

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The discussion in http://www.or-exchange.com/questions/6021/translate-ampl-code-to-gams is a little bit painful to watch. First of all th...
Thursday, July 26, 2012

Very large GAMS restart file

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From an actual model: C:\projects\GFACTCOM-WebVersion\Web\scripts>dir ..\..\sims.g00 Volume in drive ...
Wednesday, July 25, 2012

Running under 32 bit or 64 .Net environment

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In pure .Net code one probably does not need to know. But when linking to legacy native DLLs one may need to know. The following is an easy ...
1 comment:

Watson

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I visited yesterday a presentation about IBM’s Watson. This was the system that won Jeopardy! It was interesting to hear about how IBM is go...
Friday, July 13, 2012

Finding number of decimals in data

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I was asked for some GAMS code that produces the number of decimals provided in a table column. One should realize that a number like 0.1 is...
Sunday, June 17, 2012

Good polling is difficult

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From the Huffington Post, a surprisingly detailed exposé on non-response in polling on the US precedential race: http://www.huffingtonpost.c...
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Erwin Kalvelagen
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