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.

Monday, August 31, 2020

Speed dating

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Speed Networking. [ source ] In [1] a speed dating (or speed networking [2]) problem is proposed, where parties representing buyers and se...
Wednesday, August 26, 2020

MINLP vs MIQCP

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In [1] a small non-convex MINLP is stated. The elements are: We have binary variables \(x_i \in \{0,1\}\) for \(i=1,\dots,52\) The data is ...
Monday, August 17, 2020

A variant of the max-sum-subarray problem

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In [1] a variant of the max-sum-subarray problem is posed:  Suppose you have two arrays each containing the same amount of "1"s a...
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Tuesday, August 11, 2020

Largest Rectangular Area in a Histogram

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Consider a histogram or bar chart. The problem is to find the largest rectangular area covered by the histogram. A picture will help: Larges...
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Erwin Kalvelagen
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