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.

Thursday, November 7, 2019

CVXPY matrix style modeling limits

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CVXPY[1,6] is a popular Python based modeling tool for convex models. It rigorously checks the model is convex which is very convenient: ma...
1 comment:
Wednesday, October 23, 2019

Rolling horizon approach for scheduling model

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I need to run a (large) scheduling model with a planning horizon of several months: october 2019 through march 2020. This leads to a very la...
3 comments:
Sunday, October 13, 2019

Sometimes a commercial solver is really better...

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Solving a model with an integer valued objective, with 500 binary variables, gave some interesting results. Cplex . Optimal solution \(z...
2 comments:
Wednesday, October 9, 2019

The gas station problem: where to pump gas and how much

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Problem The problem (from [1]) is to determine where to pump gasoline (and how much) during a trip, where prices between gas sta...
3 comments:
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Erwin Kalvelagen
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