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, December 27, 2022

Not bad for a MIP...

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Often I see people who have read or heard about NP-completeness dismissing a MIP formulation even before trying. This is certainly a misunde...
2 comments:
Monday, December 26, 2022

Maximum number of points with minimum distance

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In [1] the following problem is posted: Consider \(N\) points and a minimum distance \(\mathit{\color{darkblue}{MinDist}}\). Pick as many po...
3 comments:
Saturday, December 17, 2022

Comparing matrix balancing objectives

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The matrix balancing problem can be described as [1]: find a non-negative matrix \(\color{darkred}A_{i,j}\), that is as close as possible to...
1 comment:
Friday, December 2, 2022

Networks not always need an extra source and sink node

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Convert standard assignment problem to a network problem A standard assignment problem formulated as an LP/MIP looks like:   Assignment...
Monday, November 28, 2022

Cuckoo search is a bit cuckoo

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Excuses for the lame title. This could be the start of a very extended series of papers. References Christian L. Camacho-Villalón, Marco Dor...
Tuesday, November 22, 2022

A strange series

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In [1] a question is posed about a somewhat strange series. Let \(i \in \{ 0,\dots,n\}\). Then we require: \(\color{darkred}x_i \in \{0,1,2,...
2 comments:
Tuesday, November 8, 2022

sum of K largest

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Consider a vector of variables \(\color{darkred}x_i\). We want to impose the constraint: \[\text{sum of $K$ largest $\color{darkred}x_i$}  \...
1 comment:
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:
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Erwin Kalvelagen
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