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.

Tuesday, November 27, 2018

Chess and solution pool

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The \(n\)-queens problem is a popular example of a "chessboard non-attacking problem" [1,2]: On an \(n \times n\) chessboard p...
Monday, November 19, 2018

Solving many scenarios

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In [1] a problem is described: Select 2 teams of 6 players from a population of 24 players such that the average ELO rating of each tea...
Sunday, November 11, 2018

Selecting Chess Players

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In [1] a simple problem was posted: We have a population of \(N=24\) players, each with an ELO rating \(r_i\) We need to select \(2...
Saturday, November 10, 2018

Quadratic Programming with Binary Variables

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Quadratic Programming models where the quadratic terms involve only binary variables are interesting from a modeling point view: we can ap...
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...
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Erwin Kalvelagen
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