Monday, May 1, 2017

Excel: Power Pivot/Power Query and Solver

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There is an interesting interaction between Power Pivot (and Power Query) and Solver: There are some known issues, but there is reason for...
Saturday, April 29, 2017

GAMS/Gurobi Link Bug (Fixed)

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When Gurobi returns: Barrier performed 80 iterations in 18.11 seconds Sub-optimal termination - objective 1.51290046e+02 the GAMS link...

VirtualBox and sharing folders

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With a brand new VirtualBox and a new Ubuntu desktop (as client on a Windows machine), I had troubles getting the folder sharing to work. Th...
Friday, April 28, 2017

R factoid: matrices are faster than data frames (when accessed element by element)

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Matrix vs Data Frame In R there are obvious ways to store a rectangular grid of numbers: a matrix of a data frame. A data frame can handle...
Thursday, April 27, 2017

Echos from the past: MS Solver Foundation

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In a recent post (1) a nice introduction into Microsoft Solver Foundation is provided. Unfortunately Solver Foundation has been discontinued...
Tuesday, April 25, 2017

Excel Power Query and CSV files

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Power Query (or Get and Transform as it is called now) has some interesting tools to import a bunch of CSV files. Here are some notes. Line...

Alternative portfolio mean-variance formulations

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In (1) and (2) a portfolio optimization model was used as an example to illustrate a linear reformulation of a QP problem. The problem was s...
Monday, April 17, 2017

MIP model in R using the OMPR package

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A small model with data in R is a good opportunity to try out the OMPR modeling tool (2). Also a first time for me to see the solver Symphon...