Thursday, April 29, 2021

What is this BRATIO option in GAMS?

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This is a note about BRATIO, a very exotic GAMS option related to providing an advanced basis to a Simplex-based LP (or NLP) solver. 
Tuesday, April 20, 2021

Inverting a matrix by LP

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 The questions for this post are: Can we model the inversion of a matrix as an LP problem? (A: yes) Should we do that? (A: no) If we insist,...
2 comments:
Monday, April 19, 2021

Parallel machine scheduling II, three more formulations

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In [1] two formulations were discussed for a scheduling problem with multiple machines . Here we add a few more. Some of them are a bit stra...
1 comment:
Monday, April 5, 2021

This is really a modeling issue

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 In [1], the following scenario is described: A MIP model is solved, delivering a feasible solution. All integer variables are fixed to thei...
2 comments:
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...