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.

Monday, January 16, 2017

MIP Starts sometimes disappoint

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Modern MIP solvers allow to use a good integer solution to “warm start” the branch and bound process. This looks like a very good approach t...
Friday, January 6, 2017

New Book: R for Data Science; Visualize, Model, Transform, Tidy and Import Data

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Recommended introductory text. It discusses some packages I was not really familiar with (like tibble ). Contents Part I. Explore 1. Dat...
Tuesday, January 3, 2017

Solving LP by LU???

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Yes, according to this paper [ link ]: Abstract This paper presents a new approach for the solution of Linear Programming Problems with...
Sunday, January 1, 2017

Solving Takuzu puzzles as a MIP using xor

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The Takuzu puzzle (1) can be solved using a MIP model. Interestingly we can use an xor condition in the model. Assuming an  \(n \times n\)...
Saturday, December 31, 2016

Smart Slime Mold on page 3 of the Washington Post

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References Washington Post article: https://www.washingtonpost.com/news/speaking-of-science/wp/2016/12/30/the-strange-case-of-the-slime-m...

MIP Modeling

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In an investment planning model I needed to model the following: We can build a facility during any time period. So we have: \[\begin{...
Wednesday, December 28, 2016

Unique Solutions in KenKen

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In (1) a MIP model is proposed so solve the KenKen puzzle. During a discussion, the question came up if I could prove the uniqueness of a so...
Tuesday, December 20, 2016

SAS/OR MIP solver

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In (1) the performance of the SAS/OR MIP solver is discussed. It uses the MIPLIB problem set. Timings from different studies are always diff...
Sunday, December 18, 2016

MonetDB and R

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MonetDB (1) is a so-called column-oriented database or column-store (2). It is server based, SQL compliant and open-source. The column orie...
Saturday, December 17, 2016

New book: Optimization by GRASP; Greedy Randomized Adaptive Search Procedures

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This is a well known meta-heuristic (with a somewhat less flashy name than some of the new heuristics that get invented every week). Ap...
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Erwin Kalvelagen
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