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, October 31, 2018

Strange objective

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In [1], a question was posted how to use the \(\mathit{sign}()\) function in the SCIP solver. The problem to solve is argmax(w) sum(sign...
Thursday, October 25, 2018

Gurobi 8.1

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Quite some improvements in MIQP performance. Of course the smaller improvements in other model types also help: over time these things add u...
Wednesday, October 17, 2018

The Muffin Problem

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We are asked to split \(m=5\) muffins between \(s=3\) students, such that each student gets in total \[\frac{m}{s} = \frac{5}{3}\] w...
Tuesday, October 9, 2018

A pure fixed charge transportation problem

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The standard transportation problem is an example of an easy linear programming problem: Transportation Problem \[\begin{align}\m...
Saturday, October 6, 2018

Just your average Excel formula

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Source: Ira Iosebashvili, Wall Street Journal, The First Rule of Microsoft Excel -- Don't Tell Anyone You're Good at it , Oct. 5...
Wednesday, October 3, 2018

Scheduling and three sided football

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Design a tournament schedule In [1] a question is posed how to design a schedule for a sequence games: There are 9 teams, we have 4...
Thursday, September 27, 2018

Maximize a product

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In [1] a small problem is stated: Let \(I = \{1,\dots,n\}\) We have two parameters \(a_i, b_i \ge 0\) Find a subset \(S\subset I\) tha...
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Erwin Kalvelagen
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