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, February 18, 2017

Solving Kakuro puzzles as a MIP

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The Kakuro puzzle is another logical puzzle similar to Sudoku, KenKen and Takuzu. A small example from (1) is:   The rules are as follows:...
2 comments:

A script to generate power pivot tables

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In (1) I provided a GAMS/VBS script to generate an Excel spreadsheet containing a pivot table that used a CSV file as external data source. ...
Thursday, February 9, 2017

New book: Testing R Code

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Table of contents Introduction Run-Time Testing with assertive Development-Time Testing with testthat Writing Easily Maintaina...
Wednesday, February 8, 2017

Failing to use optimal solution as initial point

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In a somewhat complex non-linear programming model, I observed the following. I do here two solves in a row: solve m2 minimizing zrf u...
Monday, January 30, 2017

Little trick: random positive definite matrix

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Sometimes we want to test a model with some random data. When dealing with quadratic problems we may need to invent a positive definite mat...
Thursday, January 26, 2017

MIP modeling: Selecting subsets

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Consider the following problem, original from (1): We have a population of items with values having a mean \(\mu\). Furthermore we have a...
Tuesday, January 24, 2017

Employee Scheduling III: generating all shifts using the Cplex solution pool

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In (1) and (2) all possible shifts for a small Employee Scheduling problem are calculated by programming. In (3) we generate new shifts one ...
Monday, January 23, 2017

Employee Scheduling II: column generation

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In (1) and (2) an Employee Scheduling model is considered where all possible shifts are enumerated before we solve the actual model. Althou...
2 comments:
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Erwin Kalvelagen
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