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, May 24, 2022

Coding is to programming like typing is to writing

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Quote by Leslie Lamport:  Coding is to programming like typing is to writing My generalization: IMHO, developers often start coding (i.e. ty...
Monday, May 16, 2022

Ranking using numpy.argsort

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I needed to find a ranking of a large data set. Using Python, it makes sense to look at the numpy library for this.  Numpy has the function...
1 comment:
Wednesday, May 4, 2022

Evil Sudoku

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On sudoku.com [1] there is now an "evil" difficulty level. I found these very difficult to solve by hand (I usually give up).
5 comments:
Sunday, May 1, 2022

Getting rid of non-linearities

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In [1], an attempt was made to implement the following non-linear constraint: \[\frac{\displaystyle\sum_t \max\left\{\sum_i CF_{i,t}\cdot q...
Thursday, April 28, 2022

Inverting a large, dense matrix

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In this post I show some experiences with inverting a large, dense matrix. The variability in performance was a bit surprising to me.  Backg...
Saturday, April 16, 2022

Expanding Visual Studio in the Task Manager

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  This is scary. Note that is in an idle state (nothing compiling, running, or debugging at the moment). Soon we all need 128 GB of RAM.
1 comment:
Thursday, April 14, 2022

GAMS: Undocumented PUT formats

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The GAMS documentation mentions f.nr=1  (standard notation) and f.nr=2  (scientific notation) for formatting numeric items using the PUT sta...
1 comment:
Sunday, April 10, 2022

Rewriting old GAMS code

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It is always a good idea to revisit existing GAMS code and see if we can improve it. Here is an example of an actual model. The problem is t...
Saturday, March 5, 2022

Bostock's command-line cartography tutorial under Windows

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In [1], an excellent tutorial is presented about the process of making maps. It is a little bit dated, so here I develop some Windows-based ...
Friday, February 18, 2022

Wanted: better error messages

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In [1] a user tries the following constraint: mdl.addConstrs((t[i,k] * X[i,j,k] - te1[i] <= 5) >> (z1[i,k] == 1) for i,j,k in arco...
4 comments:
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Erwin Kalvelagen
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