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.

Sunday, March 11, 2018

Regular Constraints

›
Here is an interesting problem (1) that can be stated in terms of regular expressions. Problem Puzzle description : The player is g...
Wednesday, March 7, 2018

Square system solver: Barzilai-Borwein spectral method in R

›
I was playing with some large sparse square systems of non-linear equations (actually resulting from some spreadsheets). R has a package ca...

Brain Storm Optimization

›
I have seen the name of this heuristic before. There is also a Hypo-Variance Brain Storm Optimization. Reading the abstract in [1] made me l...
Sunday, March 4, 2018

Matlab: Problem Based Optimization

›
MATLAB has a new way to express optimization problems. Until now they used a matrix-based API (this is now called: " Solver Based Opti...
Friday, March 2, 2018

RAS, Entropy and Exponential Cones

›
RAS Method RAS is a well-known algorithm to perform matrix balancing: \[\begin{align} \min \>& \mathit{dist}(A,A^0)\\ & ...
‹
›
Home
View web version

About Me

Erwin Kalvelagen
View my complete profile
Powered by Blogger.