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.

Thursday, November 18, 2021

Solve status: not as easy as it looks

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In [1] a question was asked about a solve status in CVXR when we hit a time limit. Hopefully, we obtain the best solution found so far. But ...
1 comment:
Sunday, November 7, 2021

Shortest path in GAMS

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Here is a presentation for a GAMS workshop. We focus on the Shortest Path LP problem. I use this model to discuss a lot of different things:...
Monday, November 1, 2021

Transportation Model (sharing a PowerPoint presentation)

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trnsport.gms is the first model in the GAMS model library. Here I am using it to give an introduction in GAMS. The PowerPoint presentation ...
Thursday, October 21, 2021

A multi-objective nonlinear integer programming problem

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Picture of the efficient points In [1], a small multi-objective non-convex MINLP problem is stated: Let's see how one could approach a p...
Saturday, October 16, 2021

Stacking 3d boxes under rotation

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Boston custom house tower Assume we have an infinite collection of 3d boxes of different sizes. As an example let's use [1]: ---- ...
Monday, October 11, 2021

2d knapsack problem

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This post is about what sometimes is called a 2d knapsack problem . It can also be considered as a bin-packing problem . These are famously ...
13 comments:
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...
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Erwin Kalvelagen
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