Sunday, June 28, 2015

GAMS limits on labels

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In GAMS strings are used for indexing. E.g. There is a very tight limit on the length of these labels: 63 characters !! This sounds li...
Friday, June 26, 2015

Microsoft has ownership of R?

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From an (ex-) intellectual property lawyer at Adobe ( http://www.infoworld.com/article/2940508/big-data/hey-microsoft-a-rewrite-of-the-r-lan...

MPS pictures

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http://blogs.sas.com/content/operations/2015/06/25/finding-the-beauty-in-optimization-models-visualizing-mps-data-sets/ Somehow I find t...
Wednesday, June 24, 2015

Nonlinear system test function

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The following paper: has an interesting test function for a large system of nonlinear equations: This function originates from: ...
Wednesday, June 17, 2015

Tight big-M values

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It is well known large big-M values can cause big headaches for MIP solvers. There are many examples where something like M=9999999999 is us...
Friday, June 5, 2015

There actually is a “Lazy Bureaucrat Problem”

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  http://link.springer.com/chapter/10.1007/978-3-319-18008-3_18
Thursday, June 4, 2015

Adding symmetry-breaking constraints

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On some models symmetry poses a real problem for solvers. Here is an example of a sports related scheduling problem. We achieve a speedup of...
Monday, June 1, 2015

CGE modeling in The Economist

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http://www.economist.com/cge15 . They even mention GTAP.
Wednesday, May 20, 2015

Data tables and data frames

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Many modern languages have now something called a data frame or data table that can store tabular data with a mixture of numeric, string col...
Friday, May 15, 2015

R inside SQL Server

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  http://blog.revolutionanalytics.com/2015/05/r-in-sql-server.html My data is usually not that big that I cannot move it from the RDB...