This is a note about BRATIO, a very exotic GAMS option related to providing an advanced basis to a Simplex-based LP (or NLP) solver.
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.
Thursday, April 29, 2021
Tuesday, April 20, 2021
Inverting a matrix by LP
Monday, April 19, 2021
Parallel machine scheduling II, three more formulations
In [1] two formulations were discussed for a scheduling problem with multiple machines. Here we add a few more. Some of them are a bit strange. None of them really works better than the ones in [1].
So this is a collection of formulations that may sound reasonable at first, but are really not suited for this problem. If you want to read about good models, skip this post.
Monday, April 5, 2021
This is really a modeling issue
In [1], the following scenario is described:
- A MIP model is solved, delivering a feasible solution.
- All integer variables are fixed to their levels.
- The resulting LP model is solved in order to produce duals. This model turns out to be infeasible.