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.

Monday, June 22, 2026

Mixture models as math programming problem

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We can formulate a linear least squares regression model as an optimization problem. This is not how these problems are solved in statist...
1 comment:
Tuesday, June 2, 2026

MINLP instead of indicator constraints?

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In this post, I want to discuss indicator constraints and how to replace them with simple multiplications. As we shall see, this is a som...
1 comment:
Thursday, May 28, 2026

Experiments with Hostile Brothers nonconvex NLP model

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In this post, let's do some experiments with the "hostile brothers problem." We have a plot of land. In my test models \([L...
2 comments:
Saturday, May 16, 2026

Largest Empty Rotated Square: lots of trigonometry

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Here, I delve into the problem of finding the largest empty rotated square . Given \(n\) data points, find the largest square rotated by ...
2 comments:
Monday, May 11, 2026

Largest empty shapes

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Finding the largest empty shapes This post is about finding empty regions (square, rectangle, or circle) in a (large) collection of given...
5 comments:
Thursday, April 30, 2026

Convex hull models

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Convex hull as an optimization problem In the previous posts, the construction of a convex hull played a significant role: it was an eas...
6 comments:
Friday, April 24, 2026

Minimum enclosing circle/ellipse 2

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In [1] where I discussed how to find the minimum enclosing circle and minimum enclosing ellipse around a set of points. This is a follow...
2 comments:
Wednesday, April 8, 2026

Minimum enclosing ellipse

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Minimum encompassing circle and ellipse This is again about finding the smallest geometric shape containing all our data points. Here I f...
Tuesday, March 17, 2026

Revisiting a crazy global NLP problem

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Minimum encompassing triangle This looks like a simple problem. Given \(n\) 2d points, find the smallest encompassing triangle. I follow t...
6 comments:
Monday, March 9, 2026

Experience with NLP solvers on a simple economic growth model

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Growth Models In this post, we formulate and solve a relatively simple economic growth model where we want to find an optimal savings rate. ...
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Erwin Kalvelagen
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