I have free variables \(\color{darkred}x_i\). How can I impose the constraint that at least one of the variables is nonzero: \(\color{darkred}x_i\ne 0\).
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, January 30, 2024
One nonzero in set of free variables
Tuesday, January 16, 2024
Informs Test of Time Award for CONOPT paper
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 GRG Code
Arne Stolbjerg Drud
ORSA Journal on Computing 6(2):207–216, 1994
As Arne notes in [1], he is helped a bit by the fact that CONOPT users may want to cite a published paper (and because there is no newer successor paper). Still, this is quite an achievement.
Monday, January 8, 2024
GAMS listing file: missing Unicode support
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 Unicode characters. However, when printing to the listing file, we miss proper Unicode support. At first, I thought, "OK, just a few misaligned tables. No big deal." Here is a constructed example showing this may be a bit more problematic.
Thursday, January 4, 2024
String Art
In [1], a greyscale picture is approximated by strings (lines) between points around the image. Here, I will try something similar with a formal optimization model.