Monday, November 30, 2015

Linearization by enumeration for a small reliability problem

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In http://yetanothermathprogrammingconsultant.blogspot.com/2015/11/global-optimality.html a small MINLP model is shown that does not solve...
Saturday, November 28, 2015

BLEIC

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I never came across this acronym: BLEIC: Boundary and Linear Equality/Inequality Constrained Optimization . I usually use “linearly constrai...
Friday, November 27, 2015

Global optimality

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Not sure if this is a bug or this just comes with the territory (i.e. numerics). When I solve this nasty MINLP with Baron using an allowed g...
Tuesday, November 24, 2015

This can be done much better

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Counter example of how to present a model in a paper: I suspect the reason why I often see names like x1 , x2 ,… being used, is that some ...
Wednesday, November 18, 2015

Plotly.js now open source

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https://plot.ly/javascript/open-source-announcement/
Tuesday, November 17, 2015

Gurobi 6.5: some really good performance improvements

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From: http://www.gurobi.com/products/whats-new/whats-new-in-the-latest-version See also: https://www.gurobi.com/pdfs/WebSeminar-Gurobi-...
Sunday, November 15, 2015

Configuration files

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Often I use INI files ( https://en.wikipedia.org/wiki/INI_file ) for configuration settings of programs I develop. For programs that need mo...
Thursday, November 12, 2015

Example of supplier selection with discounts

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I am working on a supplier selection model, so it is useful to see how my formulation compares to what others have come up with. The next pa...
Tuesday, October 27, 2015

Discontinuous piecewise linear interpolation in MIPs

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I received some questions and feedback due to the post here: http://yetanothermathprogrammingconsultant.blogspot.com/2015/10/piecewise-linea...
Monday, October 26, 2015

Simple Nash-Cournot equilibrium via EMP

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Model OLIGOMCP from the model library is a well-known small Nash-Cournot equilibrium problem, expressed as an MCP: See also: http://yeta...