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, September 28, 2021

Another Rook Tour on the Chessboard

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In [1] the following problem is described: The chessboard shown above has \(8\times 8 = 64\) cells. Place numbers 1 through 64 in the cells ...
4 comments:

A covering problem: runners vs Ragnar relay legs

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  In [1] the following problem was posted. We have a number of legs with their lengths (in miles). E.g. legs = [ 3.3 , 4.2 , 5.2 , 3 , 2.7 ,...
Friday, September 17, 2021

Reallocate people: a very small but interesting LP

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U-Haul Moving Van [ link ] This is a strange little problem [1]. We have individuals (of different categories) and regions with a given capa...
4 comments:
Friday, September 10, 2021

Huber regression: different formulations

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Peter Huber, Swiss statistician  Traditionally, regression, well-known and widely used, is based on a least-squares objective : we have quad...
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...
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Erwin Kalvelagen
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