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.

Thursday, August 29, 2013

Pindyck

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Robert Pindyck in “CLIMATE CHANGE POLICY: WHAT DO THE MODELS TELL US?”: ABSTRACT: Very little. …. One of the problems with these lon...
Tuesday, August 27, 2013

Cplex solution pool

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I am working on a fairly complex but small MIP model, where we want to find a large number of non-dominated, feasible solutions (Pareto solu...

2D Interpolation With SOS2 variables

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Using SOS2 variables to implement a 1D interpolation scheme is fairly easy (see: http://yetanothermathprogrammingconsultant.blogspot.com/200...
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4D Interpolation

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For a engineering design application we were offered a 4D lookup table that predicts Of course rather than “lookup” it is often better to ...
Monday, July 29, 2013

Microeconomic Principles

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Another model illustrating tables 3.3 and 3.4 from “ Complementarity Modeling in Energy Markets”. $ontext ...
Sunday, July 28, 2013

GAMSification

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The book “ Complementarity Modeling in Energy Markets ” has a number of interesting GAMS models in the back. Some of these models are presen...
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Erwin Kalvelagen
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