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.

Friday, November 16, 2012

Intel

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For parallel MIP the GPU based solutions such as http://www.nvidia.com/object/tesla-supercomputing-solutions.html are not very useful (alth...
1 comment:
Tuesday, November 6, 2012

Gurobi integer feasibility tolerance

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The integer feasibility tolerance determines when a fractional variable can be considered “automatically” integer during the branch-and-boun...
4 comments:
Wednesday, October 31, 2012

GAMS and MsgBox

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It is remarkably difficult to show a Windows message box in GAMS and react on it at execution time: $onecho > q.vbs Sele...
1 comment:
Monday, October 29, 2012

Notation

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In http://www.youtube.com/watch?v=Ry5i8DGZrJs&list=EC3940DD956CDF0622&index=5&feature=plpp_video (approx. 2nd minute), Stephen ...
2 comments:
Friday, October 26, 2012

Portfolio Optimization

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During a course the question posed was to find a small portfolio of n stocks with a good Sharpe Ratio. Of course we use an MINLP to help us...

Put Statement

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Always interesting to see what modelers are struggling with. This does not always align with my experience. I assume this tweet is about...
Sunday, October 14, 2012

What algorithm is this?

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In http://www.ifactoryinc.com/43/ a scheduling tool is advertised with the following characteristics: The intelligent iFRP ® solution...
2 comments:
Thursday, October 11, 2012

GAMS/Gurobi QCP problems

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Some quadratically constrained problems give incorrect results with GAMS/Gurobi: variables z,x,y; positive variables x,y;...
1 comment:
Tuesday, October 9, 2012

AMPL and Constraint Programming + Cplex update

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AMPL has revived its Constraint Programming support for IBM Cplex CP solver: http://www.zverovich.net/2012/10/constraint-programming-in-ampl...
Sunday, October 7, 2012

Binary multiplication

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There are two possible formulations for linearizing The first one uses two equations: MIP1 ...
2 comments:
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Erwin Kalvelagen
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