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Margin vs Mark Up
See e.g. http://en.wikipedia.org/wiki/Gross_marginThe definitions are:Often these terms are used in a less precise manner.
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Scary numbers
In http://lists.gnu.org/archive/html/help-glpk/2015-04/msg00031.html we see GLPK failing with some scary looking messages:With glpk 4.52 and with the attached input, I get the following failure/error:...
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MIQP bounds and performance
The performance of MIQP models is not always predictable. Here are the results for a small model we used to reproduce a performance issue with Cplex:Looks like Cplex is attempting a smart reformulation...
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Model generation in Julia
In http://www.optimization-online.org/DB_HTML/2015/04/4891.html we see some interesting numbers on generation times of large models in different modeling environments. AMPL and Julia/JuMP are doing...
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R inside SQL Server
http://blog.revolutionanalytics.com/2015/05/r-in-sql-server.htmlMy data is usually not that big that I cannot move it from the RDBMS to the place where I do the “real work”.
View ArticleData tables and data frames
Many modern languages have now something called a data frame or data table that can store tabular data with a mixture of numeric, string columns and columns of other types. This is much more flexible...
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Adding symmetry-breaking constraints
On some models symmetry poses a real problem for solvers. Here is an example of a sports related scheduling problem. We achieve a speedup of 35x by adding constraints that break a number of symmetries...
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There actually is a “Lazy Bureaucrat Problem”
http://link.springer.com/chapter/10.1007/978-3-319-18008-3_18
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Tight big-M values
It is well known large big-M values can cause big headaches for MIP solvers. There are many examples where something like M=9999999999 is used, leading to very wrong results. In some cases we can use a...
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Nonlinear system test function
The following paper:has an interesting test function for a large system of nonlinear equations:This function originates from:Here it has a fixed starting point:Solving a triangular systemThis system of...
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MPS pictures
http://blogs.sas.com/content/operations/2015/06/25/finding-the-beauty-in-optimization-models-visualizing-mps-data-sets/Somehow I find these pictures not very helpful in my modeling work. One reason is...
View ArticleMicrosoft has ownership of R?
From an (ex-) intellectual property lawyer at Adobe (http://www.infoworld.com/article/2940508/big-data/hey-microsoft-a-rewrite-of-the-r-language-is-a-silly-idea.html): “Microsoft, unlike Tibco, can...
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GAMS limits on labels
In GAMS strings are used for indexing. E.g.There is a very tight limit on the length of these labels: 63 characters!! This sounds like a strange limit, and it surely is. It is also way too small to...
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Multinomial probability derivation
For an optimization problem related to media planning I needed to evaluate the probability that a multinomial variate assume the value zero. This can be written as:However it was suggested to use the...
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Accessing GAMS GDX files as database tables
GAMS GDX files are accessed via an a low-level API. One way to make GDX files more appealing to programmers is to use a higher-level API. One possibility is to use an SQL API. This allows us to use a...
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monotonic transformations
From: lp_solve@yahoogroups.com To: lp_solve@yahoogroups.com Date: Thu, 9 Jul 2015 00:32:47 -0700 Subject: [lp_solve] C# to set the object with the form of squareCould LP set the object in a form of...
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Calculating the Bacon number: a shortest path network
The Bacon number measures how far an actor is removed from Kevin Bacon in terms of playing in the same movie. I received a data set with actors and movies. As this problem can be written as standard...
View ArticleMIQP root
Sometimes I see solver logs that makes me wonder… Here is an example:MIQP Presolve eliminated 1 rows and 1 columns. Reduced MIQP has 3400 rows, 10400 columns, and 2410400 nonzeros. Reduced MIQP has...
View ArticleCplex slides
Slides from ISMP 2015 by CPLEX Optimization Studio engine developersA number of developers from both engines (CPLEX and CPO) in CPLEX Optimization Studio were in Pittsburgh mid-July for the ISMP 2015...
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