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.

Saturday, July 31, 2021

A scheduling problem: a modeling approach

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 Here is a simple scheduling problem [1]: We have \(T\) time periods (weeks) and \(N\) jobs to be scheduled. Each job has a duration or pr...
2 comments:
Tuesday, July 27, 2021

A variant of an assignment problem

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 In one [1], the following problem is sketched: We have different types of workers. In the data set below, I call them type-A and type-B wor...
Tuesday, July 20, 2021

Spatial Equilibrium

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Just a quick experiment with a small price-endogenous spatial equilibrium model . In this problem, we consider commodities (goods) produced...
Monday, July 12, 2021

GAMS Singleton Set Issue

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There is a nasty problem with the singleton set in GAMS. A singleton set is a set that can contain only zero or one element. Adding more el...
Monday, July 5, 2021

Another sports schedule problem

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Wimbledon 2010 Mixed Doubles ( source )   In [1] a question is asked about designing a sports schedule as follows: There are 16 players, 7 r...
2 comments:
Wednesday, June 30, 2021

Arranging points on a line

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The problem stated in [1] is: In the original problem, the poster talked about the distance between neighbors. But we don't know in adva...
5 comments:
Saturday, June 12, 2021

Median, quantiles and quantile regression as linear programming problems

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Quantile regression is a bit of an exotic type of regression [1,2,3]. It can be seen as a generalization of \(\ell_1\) or LAD regression [4]...
5 comments:
Thursday, June 10, 2021

Automatic differentiation and Google

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  https://syncedreview.com/2021/06/07/deepmind-podracer-tpu-based-rl-frameworks-deliver-exceptional-performance-at-low-cost-35/ (The URL see...
Tuesday, June 8, 2021

Portfolio optimization with risk as constraint?

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The standard mean-variance portfolio optimization models have the form: Model M1 \[\begin{align}\min\>&\color{darkred}{\math...
Wednesday, June 2, 2021

Total Least Squares: nonconvex optimization

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Total Least Squares (TLS) is an alternative for OLS ( Ordinary Least Squares ). It is a form of orthogonal regression and also deals with ...
3 comments:
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Erwin Kalvelagen
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