Monday, April 15, 2024

LP in statistics: The Dantzig Selector

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Lots of statistical procedures are based on an underlying optimization problem. Least squares regression and maximum likelihood estimation a...
Friday, April 12, 2024

Instead of integers use binaries

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In [1], a small (fragment of a) model is proposed: High-Level Model \[\begin{align} \min\> & \sum_i | \color{darkblue}a_i\cdot \col...
4 comments:
Thursday, March 28, 2024

Water

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Fascinating map with annual water throughput.  This is related to water availability for irrigation. An important topic. The Rio Grande is n...
Saturday, February 10, 2024

Math vs Programming

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 A programmer writes about this blog: (It is old, but I just came across this). In my previous post , I just argued the other way around. To...
1 comment:
Thursday, February 8, 2024

Small non-convex MINLP: Pyomo vs GAMS

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 In [1], the following Pyomo model (Python fragment) is presented: model.x = Var(name= "Number of batches" , domain=NonNegativeI...
Tuesday, January 30, 2024

One nonzero in set of free variables

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In [1] the following question is posed: I have free variables \(\color{darkred}x_i\). How can I impose the constraint that at least one of t...
1 comment:
Tuesday, January 16, 2024

Informs Test of Time Award for CONOPT paper

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The Test of Time Award for papers published in the  INFORMS Journal on Computing  in the years 1993–1997 is awarded to CONOPT: A Large-Scale...
Monday, January 8, 2024

GAMS listing file: missing Unicode support

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Newer versions of GAMS allow UTF-8 encoded strings as labels. That is very welcome, as these labels may come from data sources that just use...
Thursday, January 4, 2024

String Art

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  In [1], a greyscale picture is approximated by strings (lines) between points around the image. Here, I will try something similar with a ...
Sunday, November 19, 2023

Grouping items: a difficult combinatorial problem

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In [1], a simple problem is described: We have \(n\) items (or orders) with a certain width.  We need to combine these items in groups (call...
4 comments: