Thursday, December 1, 2016

Hypo-Variance Brain Storm Optimization?

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I never heard of this before, but here is a Matlab application. Looks like “Brain Storm Optimization” is yet another heuristic. (Not so eas...
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Monday, November 28, 2016

Reformulation of non-differentiable term

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In a non-linear programming model with a rather complicated objective I see a term \[\frac{p}{2}\left(|x| + x\right)\] that is minimiz...
Sunday, November 27, 2016

NEOS GAMS Jobs

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NEOS allows you to run GAMS jobs on a remote server, so you don’t need a GAMS system installed. The web based submission is a useful tool fo...
Tuesday, November 22, 2016

PowerShell replacing cmd?

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A new Windows 10 build has CMD largely (or somewhat) replaced by PowerShell. Typing CMD in the run box will also give you PowerShell. Will ...
Monday, November 21, 2016

Cord Diagrams in R

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A nice Cord Diagram produced with just two statements in R (see (1)): par ( mar = c ( 1 , 1 , 1 , 1 ) , bg = " violetred4 ...
Friday, November 18, 2016

Constrained Least Squares solution times II

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In this post I discussed a somewhat large linearly constrained least squares problem: \[\begin{align}\min_P\>\>&||P s - f||^...
Thursday, November 17, 2016

Constrained Least Squares solution times

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In this post a somewhat larger linearly constrained least squares problem is solved using R. The problem is simply: \[\begin{align}\mi...
Monday, November 14, 2016

Taxicab distances: L1 norm minimization

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From this post : Suppose we are given \(n\) points \(A_1, \dots, A_n \in \mathbb{R}^2\). The task is to find a point \(x = (x_1,x_2) \in ...
Thursday, November 10, 2016

Programming in R books

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The following books emphasize the language features of R (opposed to applications such as statistics, machine learning or visualization). I...
Wednesday, November 9, 2016

NAG Optimization Modelling Suite

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It looks to be like a somewhat low level unified subroutine interface to their optimization routines. The name “Optimization Modelling Suite...