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, March 29, 2021

Mathematical Notation

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I often tell beginners in optimization modeling that before starting to code, they should get a piece of paper and write down the mathematic...
3 comments:
Sunday, March 28, 2021

Parallel machine scheduling I, two formulations

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Scheduling problems with multiple machines are not that easy for MIP solvers. However, modern solvers are capable to solve reasonably sized ...
Tuesday, March 23, 2021

SOS1 sets: when to use them

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Short answer: almost never. Beginners in optimization are always very excited when they read about SOS sets in the documentation. This looks...
3 comments:
Wednesday, March 17, 2021

MST + few Steiner points: convex quadratic model

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In [1], I discussed a model for the Euclidean Streiner Tree problem . A non-convex integer programming model from the literature was reformu...
Tuesday, March 16, 2021

Excel Never Dies

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In a post by (famous economist) Paul Krugman: I’m sometimes embarrassed at how much I use  Excel . But it turns out to be a  work of genius ...
Monday, March 15, 2021

Euclidean Steiner tree problems as MISOCP

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In [1] I looked at MIP models for the Minimum Spanning Tree problem. A related, but much more difficult problem is the Euclidean Steiner Tre...
Friday, March 12, 2021

Some new/unknown LP/MIP solvers

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Here are a few LP/MIP solvers that are (somewhat) new to me:
Monday, March 8, 2021

Minimum Spanning Trees in Math Programming Models

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Algorithms for the Minimum Spanning Tree (MST) problem are readily available. However, sometimes we want to solve this problem inside a Math...
2 comments:
Monday, March 1, 2021

A difficult multi-line regression data set

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 In [1], I discussed some models for a small 2 line regression problem. Here I want to dive into a more challenging problem. Data generation...
7 comments:
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 ...
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Erwin Kalvelagen
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