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, July 30, 2019

Advanced R (second edition)

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The second edition is out. My version has color pictures (so it must be good!). This book is about the R programming language (not about ...
Tuesday, July 16, 2019

Quadratic Indicator Constraint?

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I was pondering about a constraint of the form:\[x_{i,k}=1 \Rightarrow d_{i,k} \ge \sum_j \left( \bar{x}_{k,j} - p_{i,j} \right)^2\] where ...
2 comments:
Sunday, July 7, 2019

Binary multiplication

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We want to express \[\begin{align} & z = x \cdot y \\ & x,y,z \in \{0,1\}\end{align}\] in a linear fashion. There are two good reas...
2 comments:
Sunday, June 30, 2019

Maximum Dispersion

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Problem statement Given \(n\) points with their distances  \(d_{i,j}\), select \(k\) points such that the sum of the distances between...
3 comments:
Friday, June 21, 2019

Special assignment problem

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Problem Description This is adapted from [1]. Assume we have data \(a_i\) and \(b_j\): ---- 11 PARAMETER a i1 0.172 ...
Thursday, June 20, 2019

Assignment: Scipy vs Cplex

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Scipy.optimize.linear_sum_assignment I have never used this routine [1], so lets give this a try. This is a Python implementation of t...
3 comments:
Wednesday, June 12, 2019

Machine Scheduling

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Here [1] is a problem with multiple machines: There are 3 machines and 4 jobs in this example Not all machines can do all jobs We have ...
2 comments:
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Erwin Kalvelagen
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