Articles on how to write high-performance F# and optimize decision making with Simulation and Mathematical Programming.

Part of my work is writing algorithms to analyze networks of nodes representing manufacturing systems. Each node can be…

I have been working on a simulation engine that requires a key/value collection for holding the flow rates through a…

I am writing a graph algorithm at the heart of one of the products we are developing at Simulation Dynamics. A part of…

Mutation gets a bad wrap, and some believe Mutation is evil and should be avoided at all costs. For a while, I was also…

I was recently asked a question on the Flips GitHub page which I felt warranted a full blog post. It is an interesting…

I have been working on creating some types which allow me to wrap an array and index it with an `int`

which has a Unit of…

NOTE: All the code can be found here. Feel free to follow along!

I ran into an interesting problem a week…

Welcome to part 2 of this series. In the previous post we setup our problem which is to speed up the `SliceMap`

family of…

I have been on a journey to overhaul the underpinnings of the Flips library and it has been a humbling experience. Part…

I was recently asked about what resources I would recommend for Linear Programming. My response was, “Are you…

I’ve continued to consult with my friend on the job assignments problem that I have been discussing in post 1 and…

In my previous post I introduced a scheduling problem where I needed to assign jobs to machines to achieve the maximum…

I was recently having a discussion with a friend when they brought up a new problem they were looking into. He…

I was recently posed the question, “Can you use Mathematical Planning to optimize the Cutting Stock…

One of the questions that I get quite a bit is, “How did you learn F#?” I keep getting this question,…

In the previous two posts in this series we introduced the Food Cart Problem. We want a plan for stocking our Food Cart…

In a previous post we discussed the problem of stocking our food cart to maximize our profitability. We created a simple…

One of the questions that I love to answer is, “What is the difference between Mathematical Planning and Machine…

A designer knows he has achieved perfection not when there is nothing left to add, but when there is nothing left to…

Note: To see the completed code, please go here. All code for Model Mondays is kept in this repo and is MIT licensed.…

There is a feature of F# this is incredibly powerful and rarely talked about: The Object Expression. It is such a simple…

There are few things I love more than a fresh mathematical planning challenge so I was delighted when Kevin Avignon…

Recently I was asked if it would be possible to add the `log`

function to the Flips library. Flips is a library for…

I was recently asked by someone, “What do I need to do to get into Machine Learning and Finance industry?” I…

I am on a bit of a quest to bring Mathematical Optimization to the masses, or at least to Software Developers. I often…

Previously I described how we can perform Discrete Optimization using the Branch and Bound technique. Today I want to…

If you have spent any time with me you will know that I am passionate about Optimization. Now, you may pass this off as…

One of the reasons that I love F# is that is makes it incredibly easy to model domains. By creating a Domain Model which…

I recently attended a training event hosted by Gurobi. For those who don’t know, Gurobi produces one of the best…

I am a huge fan of Domain Driven Design and I have been trying to apply it more and more. I ran into a problem last week…

One of the things that most attracted me to F# is the ability to accurately model your domain. What first turned me on…

The title for this may be a little over the top but it is not far from the truth. I am wanting to show how Units of…

At work I have been tasked with extracting the product description information for several of our products to be used as…