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, July 28, 2013

GAMSification

›
The book “ Complementarity Modeling in Energy Markets ” has a number of interesting GAMS models in the back. Some of these models are presen...
Saturday, July 27, 2013

Duopoly Example

›
This example is taken from the book “ Complementarity Modeling in Energy Markets .” We have two firms i producing q(i) . The total produc...
Sunday, July 21, 2013

Speeding up SMAX

›
The following GAMS code was very slow: ACCRLRLY(B,BA,Y,U)$ SUM ((H,T,UR), XSB7(B,BA, "NP" ,H,Y,T,U,UR)) ...

QP is convex or not?

›
I have a QP problem that is rejected (not convex) or solved depending on the solver or method: Solver Objective ...
4 comments:

Aggregation: database vs GAMS

›
The following aggregation code in GAMS aggregates PRODUCTION and AREA HARVESTED from a relatively large data set from FAO (2.2 million recor...
‹
›
Home
View web version

About Me

Erwin Kalvelagen
View my complete profile
Powered by Blogger.