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.

Saturday, January 28, 2023

Tiny non-convex quadratic model brings solvers to their knees

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Here is a very small geometric problem: Given \(n\) points in 2d space, find the smallest triangle that contains all these points. Find the ...
11 comments:
Tuesday, January 24, 2023

Export GAMS GDX file to different Python formats (CSV,Feather,Pickle)

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A GAMS GDX file is a binary file with a number of GAMS symbols with their data. When collaborating with colleagues that work with Python, it...
1 comment:
Wednesday, January 11, 2023

MIP Bounds

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MIP (and related) solvers have a unique property: they provide a bound on the best possible integer solution at time \(t\). Together with ...
Monday, January 2, 2023

High Level MIP Modeling

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Most LP/MIP modeling tools stay close to what is the underpinning of a Mixed-Integer Programming problem: a system of linear equations (equ...
2 comments:
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:
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Erwin Kalvelagen
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