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.

Wednesday, May 10, 2023

Generate all solutions that sum up to one

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In a post, the following question was posed: We can select unique values  \(\displaystyle\frac{1}{i}\) for \(i=1,\dots,n\). Find all combin...
3 comments:
Sunday, May 7, 2023

Finding common patterns

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In [1], the following problem is stated: Given a boolean matrix, with \(m\) rows and \(n\) columns, find the largest pattern of ones that i...
2 comments:
Tuesday, May 2, 2023

Solving as network with lowerbounds

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In [1], we looked at the following problem: Mathematical Model \[ \begin{align} \min& \sum_{i,j}...
Wednesday, April 26, 2023

A large MIP model that should be solved as LP: the root node

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In this post, I want to discuss an observation about the root node when solving a MIP model. Problem Description The model I want to tackle ...
5 comments:
Tuesday, April 18, 2023

Some GAMS embedded Python notes

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Here are two issues you may want to be aware of. The discussion below is relevant for Windows and not so much for Unix variants. Using Pytho...
2 comments:
Wednesday, April 5, 2023

In-process, in-memory databases

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There are a few database systems that are a bit different. They are libraries that can be linked directly to your application. Linking can b...
Tuesday, April 4, 2023

Compression and large tables (Excel and CSV)

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Here is an interesting little experiment: load a large CSV file into Excel. My original Powerpoint slide from a recent presentation was not ...
4 comments:
Saturday, March 25, 2023

Simultaneous equation models and data errors

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My experience is that using (optimization) models is a great way to provide quality assurance on the data. Data collection can be very dif...
2 comments:
Thursday, March 16, 2023

Algorithm vs. model

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From [1]: We are given a plane defined by Ax+By+Cz-D = 0 where D is significantly larger than A,B,C and GCD(A,B,C) = 1. How would I find all...
1 comment:
Tuesday, March 14, 2023

Choosing between NLP solvers: interior point or active set.

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One way to categorize (local) nonlinear programming (NLP) solvers is active set methods and interior point solvers . Some representative la...
4 comments:
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Erwin Kalvelagen
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