Tuesday, March 31, 2015

Reliability of NLP solvers

›
NLP solvers can fail for a number of reasons. One way to increase the reliability of a production run is to use a back-up solver in case the...

k-means clustering heuristic in GAMS and the XOR operator

›
In http://yetanothermathprogrammingconsultant.blogspot.com/2015/03/k-means-clustering-formulated-as-miqcp.html we were quite underwhelmed b...
Monday, March 30, 2015

More oligopolistic behavior

›
Even very simple models require attention to detail. In [ link ] we described simple model from the literature. A related model with a coupl...
Friday, March 27, 2015

MIP Links

›
Ed Klotz (Cplex): Identification, Assessment and Correction of Ill-Conditioning and Numerical Instability in Linear and Integer Programs ...
Thursday, March 26, 2015

K-means clustering formulated as MIQCP optimization problem

›
It is instructive to formulate the k-means clustering problem as a Mixed-Integer Quadratically Constrained Problem (MIQCP) in GAMS. It looks...
Wednesday, March 25, 2015

Oligopolistic producer behavior or why airline tickets are not cheaper

›
Small example from the literature:   Note: John Nash just won the Abel prize ( http://www.nature.com/news/beautiful-mind-john-nash-adds-a...

Sparse sum: set cover problem in GAMS

›
In a set cover problem ( http://en.wikipedia.org/wiki/Set_cover_problem )  we can organize the sets in two different ways: Use a (spars...
Thursday, March 12, 2015

gdx2sqlite –fast option

›
The –fast option in the tool gdx2sqlite is sometimes really helpful. This is especially the case if there are many tables: The column...
Saturday, February 28, 2015

GDX2SQLite –small option

›
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

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