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, October 27, 2020

Finding a cluster of closest points

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Problem statement From [1]: Consider \(n=100\) points in an 12 dimensional space. Find \(m=8\) points such that they are as close as possib...
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Monday, October 26, 2020

Solution methods for linear bilevel problems

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For some classes of problems, it is a strategy to form explicit KKT optimality conditions and convert the resulting complementarity conditi...
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Erwin Kalvelagen
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