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.

Wednesday, December 27, 2017

Filling rectangles with polyominos

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I know about dominos, but polyominos [1] are new for me. In [2] a problem is posted: fill a rectangle (or square) with a number of differen...
1 comment:
Tuesday, December 19, 2017

SOS1 variables and Wikipedia

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In Wikipedia [1]  the following definition of a Special Ordered Set of Type 1 (SOS1) [2] is given: Special Ordered Sets of type 1 (SOS1 ...
Sunday, December 17, 2017

A production scheduling problem

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Problem A post in [1] describes an interesting problem: I have read about cutting stock problem, but this is a bit different. We ha...
Thursday, December 14, 2017

Permuted Matrix Balancing

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In [1] the following problem is posed: Problem I am trying to generate a matrix of numbers with 7 rows and 4 columns. Each row must su...
Tuesday, December 12, 2017

Quantum Development Kit: Does it come with an LP solver?

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Microsoft has released a preview of their Quantum Development Kit [1]. May be we can solve some interesting optimization problems with t...
Sunday, December 10, 2017

SciPy 1.0 linear programming

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The simplex solver in SciPy has been somewhat of a problem. It is a text-book LP solver (tablaux based), so only suited for very small prob...
2 comments:
Friday, December 8, 2017

Sparse Matrix export from GAMS to R

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The problem A colleague posed the question to me: how we can export a GAMS parameter to an R sparse matrix? . A sparse matrix is a matr...
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Erwin Kalvelagen
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