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, January 28, 2021

Assignment problem with a wrinkle formulated as a network problem

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In a previous post [1] I discussed a simple problem. But it turned out not so easy to solve for some of the larger data sets. Basically, it ...
5 comments:
Wednesday, January 27, 2021

An assignment problem with a wrinkle

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In [1], the following problem is posed: Consider two arrays \(\color{darkblue}a_i\) (length \(\color{darkblue}m\)) and \(\color{darkblue}b_j...
16 comments:
Wednesday, January 20, 2021

Continuous max sum rectangle: MIQP vs GA

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This is a follow-up on the post on the max sum submatrix problem [1].  There we looked at the problem of finding a contiguous submatrix th...
4 comments:
Tuesday, January 19, 2021

Submatrix with Largest Sum

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Problem Given a data matrix \(\color{darkblue}a_{i,j}\), find a submatrix such that the sum of the elements is maximized . The term "s...
Wednesday, January 6, 2021

Eight soldiers lining up: a very large permutation problem

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In [1] an intriguing problem is posted: There are 8 soldiers, gathering and lining up every morning for their military service. The commande...
Monday, January 4, 2021

Continuous Facility Location: Symmetry, SOCP and grid search

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In this post, I consider the following question:  Given \(m\) consumer locations, what is the minimum number of facilities (warehouses)  nee...
1 comment:
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:
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Erwin Kalvelagen
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