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, August 29, 2023

Three-level Matrix Balancing

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Matrix balancing: introduction Matrix Balancing Models are often used in economic modeling exercises: they create consistent data sets fr...
Friday, August 4, 2023

Some TSP MTZ experiments

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In [1], a question was posed about a TSP model using the MTZ (Miller-Tucker-Zemlin) subtour elimination constraints. The results with Julia/...
6 comments:
Wednesday, July 12, 2023

Coloring edges of a grid

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This is a little coloring problem from [1]: Given an m * n grid, each edge must be colored. However, there are 2 constraints: Entire grid m...
3 comments:
Thursday, July 6, 2023

A Julia thingy

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 In Julia, we can write 2x instead of 2*x. Not the most earth-shattering. But a bit special nonetheless. The expression in the last cell is ...
Sunday, July 2, 2023

Some confusion here

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Sometimes you end up visiting strange sites. This is a question & answer site. The question is: Obviously, this is not a good question. ...
2 comments:
Tuesday, June 27, 2023

CVXPY DCP errors

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CVXPY is a popular tool to model and solve convex optimization problems. Sometimes, it throws a "DCP" error, even for convex probl...
1 comment:
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:
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Erwin Kalvelagen
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