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, February 25, 2021

A strange regression problem: multiple-line fitting

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Consider the following data: ---- 14 PARAMETER x data i1 17.175 , i2 84.327 , i3 55.038 , i4 30.114 , i5 29.221 ...
Saturday, February 20, 2021

2d bin packing with Google OR-Tools CP-SAT, how to fix?

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In [1] I looked at some MIP formulations for a 2d bin packing problem. OR-Tools has a nice model.AddNoOverlap2D constraint function. So, I ...
14 comments:
Thursday, February 18, 2021

An easy variant of 2d bin packing

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 In [1] the following problem is posted: Consider the 2d bin packing problem [2]. Now we have the following additional restrictions: items o...
Tuesday, February 16, 2021

2d Bin Packing

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 In [1], a question was posed about a particular type of 2d bin-packing. This is a good reason to play with some models. First I discuss thr...
3 comments:
Friday, February 5, 2021

Non-differentiable NLP vs LP

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 In [1] the following simple problem is posed: Given data  p = [50, 50.5, 52, 53, 55, 55.5, 56, 57,60, 61] try to track this as close as pos...
Wednesday, February 3, 2021

Dijkstra confusion

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 Dijkstra is a famous algorithm for the shortest path problem. The original paper is from 1959 [1]: (The format of this paper is interesting...
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...
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Erwin Kalvelagen
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