Sunday, July 23, 2017

The CDF of the Gamma distribution in GAMS

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For a model (1) I needed to calculate the cumulative distribution function \(F(x)\) of the Gamma distribution. There is no uniform consens...

no loops please

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In (1) a piece of matlab code is presented: There may be better way to formulate this in Matlab.  In many languages, including Matlab, R and...
Tuesday, July 18, 2017

Ubuntu Bash on Windows

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Windows 10 has a beta feature: Bash.exe with an Ubuntu Linux subsystem (see (1) and (2)), also known as WSL (Windows Subsystem for Linux). T...
Monday, July 17, 2017

Modeling flood damages

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While working on a investment planning model to combat damages resulting from flooding, I received the results from a rainfall model that c...
Tuesday, July 11, 2017

Rectangles: no-overlap constraints

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The question of how we can formulate constraints that enforce rectangles not to overlap comes up regularly (1). There are basically four ca...
1 comment:
Monday, July 10, 2017

GLPK was used in the proof of the 300 year old Kepler conjecture

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A lot of authors. Apparently 43,078 LPs had to be solved. References Thomas Hales e.a., A Formal Proof of the Kepler Conjecture, Forum of ma...
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...