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, July 19, 2022

The inverse of A(i,j) has signature B(j,i)

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GAMS has strict domain checking (type checking). This has some interesting consequences. Basically all good: much better protection against...
Tuesday, July 12, 2022

Linearize min(a,b)>min(x,y)

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This question was posed [1]: How to linearize \[\min(\color{darkred}a,\color{darkred}b)\gt \min(\color{darkred}x,\color{darkred}y)\] where \...
2 comments:
Monday, July 11, 2022

Transportation model with some non-existing links

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I am again looking at simple models based on the transportation model: Dense Transportation Model \[\begin{align}\min&\sum_{i,j}\color...
Friday, July 8, 2022

Artificially creating a large LP model: why is Cplex so efficient

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I am teaching some GAMS classes this summer. The first class is about the transportation model. This is model number 1 from the GAMS model l...
Wednesday, June 29, 2022

XNOR as linear inequalities

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Boolean expressions are found in many MIP models. AND and OR are the most common. When we have an expression like \(x {\bf{\ and\ }} y\) or ...
2 comments:
Monday, June 27, 2022

Goal Programming

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In [1] a goal programming [2] model was stated, although the poster did not use that term. The model is fairly simple: We have 6 different ...
1 comment:
Thursday, June 16, 2022

MAX-CUT

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The MAX-CUT problem is quite famous [1]. It can be stated as follows: Given an undirected graph \(G=(V,E)\), split the nodes into two sets. ...
Sunday, June 5, 2022

Maximizing Standard Deviation

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In [1] a question was posed: how to maximize the standard deviation of a vector \(\color{darkred}x_i\), subject to side constraints using a...
1 comment:
Thursday, June 2, 2022

A subset selection problem

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Selecting \(k\) out of \(n\) can be a computational difficult task. Here we look at a special case and see how we can exploit the propertie...
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...
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Erwin Kalvelagen
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