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, December 10, 2019

Nonlinear variant of a knapsack problem

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In [1] a problem is posed: Original Problem \[\begin{align}\max & \sum_i \log_{100}(\color{darkblue}w_i) \cdot \color{darkred}x_...
Saturday, December 7, 2019

Elementwise vs matrix multiplication

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Introduction In this post I want to demonstrate some interesting issues in how CVXR and CVXPY deal with elementwise vs matrix multipl...
Tuesday, December 3, 2019

Opt Art

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New book by TSP and Domino art creator Robert Bosch [1]. Content: Optimization and the Visual Arts? Truchet Tiles Linear Optimi...
Wednesday, November 27, 2019

Gurobi v9.0.

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Now including elevator music!  Major new features: Non-convex quadratic solver Supports non-convexities both in objective and c...
Friday, November 22, 2019

SDP Model: imputing a covariance matrix

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Missing values Missing values are a well-known problem in statistics. The simplest approach is just to delete all data cases that have m...
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Erwin Kalvelagen
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