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, July 30, 2016

Convexity Checker

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In this post a somewhat complex class of functions was incorrectly assumed to be convex: (From: http://www.sfu.ca/~ssurjano/boha.html , ...

Optimization in the Huffington Post

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The Huffington Post is now even reporting on optimization models: http://www.huffingtonpost.com/entry/a-revolutionary-model-to-optimize-pr...
Tuesday, July 26, 2016

IBM Data Science Experience

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http://www.ibm.com/analytics/us/en/technology/data-science/ http://datascience.ibm.com/ Not sure what it is, but worth keeping an eye on...
Monday, July 25, 2016

Excel Pivot Table and large data sets: PowerPivot

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In this post I described a simple way to export a large GAMS data set to a CSV file which can be used as an external data source by Pi...
Sunday, July 24, 2016

Non-convex QP as a MIP: performance

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In this post I showed how a small non-convex QP could be reformulated as a MIP using KKT conditions plus a special (linear) objective. Wil...
Monday, July 18, 2016

Non-convex QPs and Marginals

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The Cplex global QP solver has some problems providing marginals (duals and reduced costs) for a non-convex QP. Here is a small model taken ...
Tuesday, June 28, 2016

Fantasy football

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From this post : I have been working on a hobby project for a while that involves finding all possible team rosters given the constraints...
Monday, June 20, 2016

More tennis scheduling

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In this post another tennis-scheduling problem is posted. In this case we deal with 20 players doing doubles in 5 rounds. That means teams...
Sunday, June 19, 2016

Filling up a container with boxes

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In this post the following problem was proposed: We have a rectangular container in which we pace some differently sized boxes (rectangle...
Saturday, June 18, 2016

Solving non-convex QP problems as a MIP

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Non-convex Quadratic Programming problems are difficult to solve to optimality. Most QP solvers do not even accept non-convex problems, so ...
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Erwin Kalvelagen
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