Thursday, April 13, 2017

QP as LP: piecewise linear functions

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I am facing a (convex) QP problem that has some numerical issues for some data sets. Hence as backup I’d like to be able to solve the proble...
Wednesday, April 5, 2017

MIP Modeling: preventing a bit-pattern

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From (1): Let us say we have \(n\) binary variables \(x_i\) for all \(i=1,2,…,n\) i.e., \(x_i \in \{0,1\}\) for all \(i=1,2,…,n\). I nee...
Tuesday, April 4, 2017

Satalia SolveEngine

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From the website (1), I am not sure what this is, although the soundbite is intriguing: In (2) there is more information: The SolveEngin...
Thursday, March 30, 2017

R: plotly and R Markdown

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In (1) I showed how we can produce a dynamic Gantt chart in R using the plotly package. What about if we put this in an R markdown document...
Friday, March 24, 2017

Cutting Stock Problem: Generating all patterns by MIP Solution Pool

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In (1) a small cutting stock problem is described. We need to cut up raw material rolls of width 5600 mm into the following pieces: In thi...
Tuesday, March 21, 2017

Joins in GAMS, SQL or R

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To produce the charts in (1) I needed to do a multiple join on some data. From the GAMS model in (2) we extract the the following data: ...
Sunday, March 19, 2017

Gantt Chart with R/Plotly

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Plotly (1) is a great graphics library for producing dynamic plots. It also has an R interface. A simple example of a Gantt chart with R/plo...
Friday, March 17, 2017

Binomial

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In a nonlinear model I needed to use the following expression in a model equation: \[y = \binom{x}{k}p^k(1-p)^{(x-k)}\] Here \(x\) is t...
Monday, March 13, 2017

Dynamic Documents and their importance

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When a model is ran say every few months and a report has to be produced based on the model results, a copy-paste like modus operandi can ea...
Saturday, March 11, 2017

Employee Scheduling IV: direct optimization

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In (1) a small employee scheduling problem is proposed. It is solved by first generating all possible shifts for each employee, and then sol...