Tuesday, August 18, 2015

Subset selection in regression

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The following is a well-know application of branch-and-bound: select the k best independent variables to include in the regression. Often b...
Tuesday, August 4, 2015

Cplex slides

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Slides from ISMP 2015 by CPLEX Optimization Studio engine developers A number of developers from both engines (CPLEX and CPO) in CPLEX Opt...
Sunday, August 2, 2015

MIQP root

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Sometimes I see solver logs that makes me wonder… Here is an example: MIQP Presolve eliminated 1 rows and 1 columns. ...
Monday, July 27, 2015

Calculating the Bacon number: a shortest path network

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The Bacon number measures how far an actor is removed from Kevin Bacon in terms of playing in the same movie. I received a data set with act...
Tuesday, July 14, 2015

monotonic transformations

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From: lp_solve@yahoogroups.com To: lp_solve@yahoogroups.com Date: Thu, 9 Jul 2015 00:32:47 -0700 Subject: [lp_solv...
Tuesday, July 7, 2015

Accessing GAMS GDX files as database tables

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GAMS GDX files are accessed via an a low-level API. One way to make GDX files more appealing to programmers is to use a higher-level API. On...
Thursday, July 2, 2015

Multinomial probability derivation

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For an optimization problem related to media planning I needed to evaluate the probability that a multinomial variate assume the value zero....
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...