In this blog, I would be accumulating my thoughts and experiences while developing numerical software, mostly in .NET (though, some posts might be language-neutral, i.e., applicable to any language). Developing mathematical software in any language poses quite a few challenges, which are typically mitigated by language specific features or other advanced concepts.
In this blog, I would also like to focus on other Operations Research (O.R. or OR) concepts, that I have come across while working in this area. Applied Operations Research, i.e., modeling a problem as a mathematical program, and then finding solutions using software for optimizations is, in my experience, quite different than developing Operations Research software. Although the practitioners in both sides start off at the same point, but then the skill-sets picked up over time differs considerably. In my case, for example, I have to pick up quite a bit of matrix algebra, more than what would have been required for an O.R. practitioner.
Anyways, hope you find at least some of the posts interesting.
P.S.: As indicated above, in this post, I will be often abbreviating Operations Research with OR, convenient and simple.