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.

Tuesday, August 31, 2021

matrix operations via GAMS Embedded Python: multi-regional Input-Output tables

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Wassily Leontief in front of an IO table, credit:NYU Inverting a dense matrix GAMS allows running pieces of Python code as part of a GAMS mo...
3 comments:
Sunday, August 15, 2021

Stable Marriage Problem

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An inter-cast marriage ceremony in Lalitpur [6] The Stable Marriage Problem is a fascinating problem. In this problem, we want to assign (...
Sunday, August 8, 2021

A network model: Pyomo vs GAMS

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Network models are an important class of optimization models, in itself but also as part of larger models. In [1] a nice presentation is ...
1 comment:
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:
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Erwin Kalvelagen
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