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.

Monday, October 24, 2022

Brian Kernighan talks about modeling languages

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  Nov 17, 2015 Professor Brian Kernighan presents on 'How to succeed in language design without really trying.' Brian Kernighan i...
Thursday, October 20, 2022

Micro-econometrics: discrete choice models

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In this post, I want to discuss some statistical models from [1]. I'll implement these models in GAMS. First of all to emphasize these a...
Monday, October 3, 2022

Select points

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In [1], the following problem is posted: I have multiple sets of data points. For example, set 1 contains 5 data points, set 2 contains 1 da...
5 comments:
Thursday, August 25, 2022

Some Matrix Balancing Experiments

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This is about the matrix balancing problem. We have three sets of data: A matrix with with entries \(\color{darkblue}A^0_{i,j}\ge 0\).  Row-...
Tuesday, August 23, 2022

Wordle: number of words from unique letters

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In [1] an optimization model is proposed for the following problem: Using a list of 5-letter words, try to find a set of 5 words such that e...
Tuesday, August 16, 2022

Primal, Dual and Equilibrium format of the Transportation Model

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The primal transportation model [1] can be stated as: Primal formulation \[\begin{align}\min& \sum_{i,j} \color{darkblue}{\math...
Saturday, August 13, 2022

k out of n with smallest bandwidth

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The problem from [1], slightly generalized, is easy to describe: Given an \(n\) vector \(\color{darkblue}v_i\) with data, select \(k\lt n\) ...
2 comments:
Wednesday, August 10, 2022

Large sparse transportation model with CVXPY,CVXR

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In [1] I was trying out different formulations of a large, sparse (but very easy) transportation model using different modeling tools and so...
Monday, August 1, 2022

Curl.exe

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Newer versions of Windows come with a very useful tool to download files: curl.exe . The standard help is: C:\Users\erwin> where ...

A model with semi-continuous variables

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In [1], a selection problem is posted, that turns out to be an easy MIP. The problem is: From a (large) collection of products select those ...
2 comments:
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Erwin Kalvelagen
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