Tuesday, June 27, 2017

Who needs Cplex or Gurobi: solving LPs using LU

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The strange notion that linear programming problems can be solved simply by applying an LU decomposition (not as part of the Simplex method ...
Wednesday, June 21, 2017

Minimizing the k-th largest x

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Minimizing the largest \(x_i\) is an easy exercise in LP modeling: \[\bbox[lightcyan,10px,border:3px solid darkblue] { \begin{align} \...
2 comments:
Wednesday, June 14, 2017

Modeling production runs with length exactly three

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In (1) the question was posed how to model production runs that have an exact length. Although the question was asked in terms of integer v...
Friday, June 9, 2017

A Staffing Problem

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In (1) a "simple problem" is stated (problems are rarely as simple as they seem): For the next 18 weeks there is some data abou...
Wednesday, June 7, 2017

Minimum down- and up-time

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In machine scheduling models we sometimes want to impose minimum up-time and minimum down-time restrictions. E.g., from (1): My question is...
Friday, May 26, 2017

Working on an R package….

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The C++ code (parsing Excel formulas so we can for instance execute them) is not working 100% correctly as of now… Time to make it work unde...
Sunday, May 21, 2017

Indexing economic time series in R

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When we want to compare different (economic) data, an often used approach is indexing . We choose one year (often the beginning of the time...
Saturday, May 20, 2017

Journalist explaining statistics

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I would call this explanation, well, below average: MATH, HORRIBLE MATH […] Take that bit about the bell curve of IQ. It’s an unpleasant fa...
Thursday, May 18, 2017

Simple piecewise linear problem, not so easy with binary variables

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The following picture illustrates the problem: The blue line is what we want to model: \[\bbox[lightcyan,10px,border:3px solid darkbl...
Wednesday, May 17, 2017

RStudio Tips and Tricks

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From: https://youtu.be/kuSQgswZdr8 and then I read this: Why R is Bad for You Summary: Someone had to say it.  In my opinion R is not ...