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.

Saturday, February 28, 2015

GDX2SQLite –small option

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In the tool GDX2SQLITE we export a GAMS GDX file to a SQLite database file. The –small option mimics how GAMS stores data internally. All ...
Thursday, February 26, 2015

Gurobi vs R: subset selection

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The R package leaps ( http://cran.r-project.org/web/packages/leaps/leaps.pdf ) provided a convenient way to perform feature selection. The ...
Monday, February 16, 2015

Logistic Regression (2): least squares is non-convex

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In http://yetanothermathprogrammingconsultant.blogspot.nl/2015/02/logistic-regression.html we implemented a simple maximum likelihood probl...

List 64 bit and 32 bit ODBC drivers

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It is sometimes a bit confusing to find out which ODBC drivers are installed (especially when we need to know precisely which drivers are 32...
Saturday, February 7, 2015

Page rank in GAMS

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The Google PageRank algorithm is a well known algorithm to calculate web page rankings in a search engine. It is surprisingly simple (for s...
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Sunday, February 1, 2015

Logistic Regression

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Logistic regression is a well known technique in statistics. Here we show how we can solve the Maximum Likelihood estimation problem in GAMS...
Thursday, January 29, 2015

MS Visual-R

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Microsoft has purchased Revolution (an R company). Here are some reactions: http://www.r-bloggers.com/microsoft-acquires-revolution-ana...
Monday, January 26, 2015

The Hostile Brothers Problem (3)

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Follow up on http://yetanothermathprogrammingconsultant.blogspot.com/2015/01/the-hostile-brothers-problem-1.html and http://yetanothermathp...
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Erwin Kalvelagen
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