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.

Monday, December 4, 2017

Using Nonlinear Mixed-integer Programming

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In [1] we explored some linear mixed-integer programming formulations for the Least Median of Squares regression problem. Now let’s look a...
Tuesday, November 21, 2017

Fun with indicator constraints

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In [1] a simple model is presented for the Least Median of Squares regression problem: \[\begin{align}\min\>&z\\&\delta_i=1 ...
Tuesday, November 14, 2017

Integer Programming and Least Median of Squares Regression

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Least Median Regression [1] is another attempt to make regression more robust, i.e. less sensitive to outliers. \[\begin{align}\min_{\be...
Friday, November 10, 2017

Linear Programming and Chebyshev Regression

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The LAD (Least Absolute Deviation) or \(\ell_1\) regression problem (minimize the sum of the absolute values of the residuals) is often dis...
Thursday, November 9, 2017

Linear Programming and LAD Regression

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I believe any book on linear programming will mention LAD (Least Absolute Deviation) or \(\ell_1\) regression: minimize the sum of the abso...
Tuesday, November 7, 2017

Suguru: GAMS/MIP vs Python/Z3

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 For many logical puzzles a constraint solver like Z3 may be more suitable than a Mathematical Programming approach using a MIP solver. In...
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Erwin Kalvelagen
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