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MIP Modeling: from Sudoku to KenKen
The Mixed Integer Programming formulations for solving the puzzles Sudoku and KenKen have a major trait they share: the basic data structure is a binary decision variable:\[x_{i,j,k} = \begin{cases}1...
View ArticleMIP Modeling: if constraint
From http://cs.stackexchange.com/questions/51025/cast-to-boolean-for-integer-linear-programming/51089#51089could you please explain the your logic with binary variable delta, for more general case, for...
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Commercial Vehicle Routing
SourceAn interesting approach to provide vehicle routing services is: https://routific.com/. You send a spreadsheet with the data (addresses) and get the ordering back,The CEO has a degree from Erasmus...
View ArticleMicrosoft Open Sources Gradient Boosting Machine code
Microsoft abandoned their MS Solver Foundation framework, now focusing on machine learning (and R)...
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Excel and very large data files
Tales with many rows (much more than the one million row limit in Excel) can be loaded in Excel’s Power Pivot Data Model. Here is an example from Statistics New Zealand with a CSV file of more than 23...
View ArticleROML: R Optimization Modeling Language
From: https://rdrr.io/rforge/ROML/:Utilizing the possibilities of R's lazy evaluation ROML provides an algebraic optimization modeling language. ROML is still under very active developments, so it's...
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Optimization of p*q
When doing revenue optimization we need to take into account the price elasticity of demand. Not sure if this publisher has a good handle on that.
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A MIP Machine?
http://news.stanford.edu/2016/10/20/stanford-researchers-create-new-special-purpose-computer/
View ArticleGurobi 7
Gurobi Optimizer 7.0 Now AvailableThis release offers significantly higher performance and powerful new modeling capabilities, among other enhancements. Specifically, v7.0 includes:Significant...
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GAMS Modeling: Inventing Set Element Labels
I often see models with set elements 1,2,…. Here is an example:Of course if we have real data often we can use real names. But in some cases we need to use numbers as IDs. This is also typically the...
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Microsoft Power BI and R
I noticed in the menu:There is some info online:Running R scripts in Power BI desktop: https://powerbi.microsoft.com/en-us/documentation/powerbi-desktop-r-scripts/Create Power BI visuals using R:...
View ArticleExcel Recalculation: Fixed Point Iterations
When we have circular references in our Excel spreadsheet, we can have Excel do a (large) number of iterations in the hope this converges to a solution. Mathematically speaking we could say this is...
View ArticlePyomo: Fancy Movie
R&D 100, 2016: Pyomo 4.0 - Python Optimization Modeling Objects [link]
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NAG Optimization Modelling Suite
It looks to be like a somewhat low level unified subroutine interface to their optimization routines. The name “Optimization Modelling Suite” suggests to me something higher level, targeting more...
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Programming in R books
The following books emphasize the language features of R (opposed to applications such as statistics, machine learning or visualization).IntroductionNorman Matloff, The Art of R Programming: A Tour of...
View ArticleTaxicab distances: L1 norm minimization
From this post:Suppose we are given \(n\) points \(A_1, \dots, A_n \in \mathbb{R}^2\). The task is to find a point \(x = (x_1,x_2) \in \mathbb{R}^2\) such that the sum of distances to the points \(A_1,...
View ArticleConstrained Least Squares solution times
In this post a somewhat larger linearly constrained least squares problem is solved using R. The problem is simply:\[\begin{align}\min_P&||P s - f||^2\\ & p_{i,j} \ge 0\\ &\sum_i p_{i,j}\le...
View ArticleConstrained Least Squares solution times II
In this post I discussed a somewhat large linearly constrained least squares problem:\[\begin{align}\min_P\>\>&||P s - f||^2\\ & \sum_i p_{i,j}\le 1\\ & p_{i,j} \ge 0...
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Cord Diagrams in R
A nice Cord Diagram produced with just two statements in R (see (1)):par(mar = c(1,1,1,1), bg="violetred4")circlize::chordDiagram(matrix(1,20,20), col="white", symmetric = TRUE, transparency =0.85,...
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