Sunday, November 16, 2014

Quartiles in R

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In this Wikipedia article it looks like the R functions summary and fivepoint use the same algorithm to calculate q1 and q3: However t...
Wednesday, November 12, 2014

Progressive Hedging (2)

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The second example in Pallson and Ravn ( http://www2.imm.dtu.dk/pubdb/views/publication_details.php?id=6738 ) is a little bit more challengi...
Tuesday, November 11, 2014

Progressive Hedging (1)

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In Pallson and Ravn ( http://www2.imm.dtu.dk/pubdb/views/publication_details.php?id=6738 ) two small, basic examples of the progressive hedg...
Tuesday, November 4, 2014

Process GAMS code

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For a documentation tool, I investigated how we can use compiled GAMS code to understand data manipulation statements and model equations. I...
Thursday, October 30, 2014

GAMS –> R

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Saturday, October 11, 2014

Handling of inventory

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In this book and the accompanying web site we see some unusual ways to model inventory. In the first chapters, inventory is not dealt w...
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Tuesday, September 30, 2014

MIQP vs MIP

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On my experience many MIQP models can and should be reformulated into straight linear MIP models. The reason is threefold: MIQP solvers are ...
Wednesday, September 24, 2014

GAMS to Python

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When we need to export data from GAMS to Python for further processing, I often use SQLite as intermediate storage. It is very easy to load ...
Thursday, September 18, 2014

Data manipulation in GAMS, R or SQL

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When moving data from GAMS to R via SQLite we have three possible spots where we can apply some data manipulation: Suppose we want to p...