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.

Friday, December 20, 2019

A facility location problem

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The following problem is from [1]: I am trying to solve an uncapacitated facility location problem in which I would like  to find the lo...
4 comments:
Monday, December 16, 2019

CVXPY large memory allocation

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In [1] a simple regression problem was stated and solved with CVXPY. The number of observations is very large (\(200,000\)), while the num...
2 comments:
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Erwin Kalvelagen
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