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, December 24, 2020

Numbrix puzzle via TSP

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 In [1], I demonstrated a small and rather elegant MIP model to solve Numbrix puzzles. Here is the comment by Austin Buchanan: It would also...
2 comments:
Tuesday, December 22, 2020

Numbrix puzzle via MIP

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The puzzle of numbrix [1,2] is simple to state. We have a 9x9 board with 81 cells.  We need to fill each cell with a unique integer value b...
3 comments:
Monday, December 21, 2020

GAMS + R Markdown scripting

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In [1] I discussed a small script that exported GAMS data to R for plotting. Here I expand on that and show how we can use R Markdown [2] to...
Saturday, December 19, 2020

GAMS + R scripting

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 I like to automate things. That means in practice: I write scripts. I prefer to spend a little more time to develop a script, basically for...
1 comment:
Tuesday, December 15, 2020

Modeling a simple implication

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From [1]: How to model:   if \(\color{darkred}\delta=0\) then \(\color{darkred}x=0\) else \(\color{darkred}x=\color{darkred}x\) where \(\...
Friday, December 11, 2020

Electronic Amoeba for solving TSPs?

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Abstract Combinatorial optimization to search for the best solution across a vast number of legal candidates requires the development of a d...
Monday, December 7, 2020

Directed vs undirected networks in math programming models

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Many practical optimization models contain some network structures. In virtually all cases, these networks are modeled as directed graphs . ...
Monday, November 30, 2020

QuadProg: usage issues

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The QuadProg QP (Quadratic Programming) solver, based on an algorithm by Goldfarb and Idnani [1,2], is quite popular. It is available for R ...
Monday, November 23, 2020

Machine scheduling: Maintenance and maximum runlength

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In [1] a problem is posed that deals with a maximum run-length (6 days) before the machine needs to be taken off-line for maintenance (1 day...
Friday, November 20, 2020

OR Scientist Job @ Amobee

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The Operations Research Scientist is responsible for collaborating with the team to design and implement systems that focus on forecasting, ...
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Erwin Kalvelagen
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