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Alan Weiss


Last seen: 1 day ago

MathWorks

1,991 total contributions since 2011

I write documentation for MATLAB mathematical toolboxes, primarily optimization. I have also written documentation for PDE, statistics, symbolic math, and econometrics.

My pre-MathWorks job was with Bell Labs, primarily in mathematical models of data traffic, with a strong interest in parallel computation and in rare events (large deviations).

I do not provide private consulting. If you have a question, please ask on a public forum such as MATLAB Answers.

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Answered
How to use ga() without generating a prepopulated figure with stop and pause button with matlab app
If you don't want the buttons, then use an output function instead of a plot function. See Custom Output Function for Genetic Al...

24 hours ago | 0

Answered
How to solve non-linear equations having modulus expression?
As long as you have no bounds, you can use lsqnonlin directly. See Fit a Model to Complex-Valued Data. Alan Weiss MATLAB mathe...

24 hours ago | 0

Answered
Problem when passing numerical solution of an equation as model function to lsqcurvefit
You did not specify T or en so I cannot try to reproduce your results. But clearly, the error is due to a data type mismatch bet...

11 days ago | 0

Answered
Fitting data with multiple inputs, ODE equation, and lsqnonlin
I do not have the time right now to help debug your code, sorry. But I believe that you might be able to use some documentation ...

11 days ago | 0

Answered
How to optimize hyperparameters for fitcensemble using a customized maximize function?
I am not sure, but maybe you can use the fitcensemble 'Cost' name-value argument. Give the negative of your customized accuracy ...

18 days ago | 0

Answered
understanding how the SQP optimization method works
The fmincon sqp algorithm is described here, with some tweaks explained here. Perhaps this will provide some help, or at least p...

18 days ago | 0

Answered
Can I have checkpoints in Bayesian optimization for tuning hyperparameters of a neural network?
There is one other possible solution to your problem. surrogateopt froom Optimization Toolbox™ can checkpoint automatically. It ...

18 days ago | 1

Answered
Selective Iterative Display Print
I believe that you could do this using an output function. For syntax details, see Output Function and Plot Function Syntax. Wh...

29 days ago | 0

Answered
intlinprog summation MILP optimization problem: ALREADY SOLVED IN GAMS [PROVIDED CODE] BUT CONFUSED IN MATLAB
I suspect that you would be best served by the problem-based approach. You would have a bit of overhead to learn this approach, ...

1 month ago | 0

| accepted

Answered
Calling a function within an fmincon slows it down?
One more thing you can try is to reduce the number of function evaluations using this technique. I am not sure what "hello" is ...

1 month ago | 0

Answered
FMINCON first order optimality non-zero
From your problem description it is very likely that the objective function is not smooth. Your black box functions may respond ...

1 month ago | 0

| accepted

Answered
Bayesian Optimization: How should we parameterize hidden units for changing number of layers (depth) of a BiLSTM network using bayesopt?
I believe that you can perform the optimization the way you want using conditional constraints. If M is the number of layers tha...

1 month ago | 0

| accepted

Answered
Using fmincon with multiple inequality constraints
You can easily formulate these constraint for fmincon using the recipes in Write Constraints. Your first two constraints, and ,...

1 month ago | 1

| accepted

Answered
Problem using FSOLVE 'OptimalityTolerance' is not an option
I am surprised that you got that error, but here is what the fsolve documentation has to say about that option: Internally, the...

1 month ago | 0

| accepted

Answered
find optimal hyperparameters in SVM
Read what the bayesopt documentation has to say about your chosen acquisition function: "Acquisition functions whose names inclu...

1 month ago | 0

| accepted

Answered
Problem with non-linear least squares fit to a non-linear model function using Gauss-Newtons method
I suggest that you try to follow the example Curve Fitting via Optimization. If you have an Optimization Toolbox license, you wo...

1 month ago | 0

Answered
Is fmincon correct for this problem?
I see that you define a quantity Y in your nonlinear constraint expression, but you don't seem to use it. Was this an oversight?...

1 month ago | 0

Answered
Error when using fminsearch to find least squares fit of data using a given equation
I suggest that you use the debugger. Alan Weiss MATLAB mathematical toolbox documentation

1 month ago | 0

Answered
is there a gradient based and mixed integer optimization algorithm in Matlab?
No, the only two solvers for nonlinear integer-constrained problems are ga and surrogateopt, neither of which is gradient-based....

1 month ago | 0

Answered
penalty fitness value not changing
There may be only one feasible point that ga found. Alan Weiss MATLAB mathematical toolbox documentation

1 month ago | 0

Answered
fsolve function give poor results for multiple equations
I wasn't able to find a very good answer either. I'm not sure that one exists. I think that lsqnonlin is a more appropriate solv...

2 months ago | 0

Answered
How to use "fmincon" function to find the minimum of a function with nonlinear constraints
I think that you are on the right track using fmincon. See the function reference page for details. Also, there is a topic on ho...

2 months ago | 0

| accepted

Answered
Three inequality constraints for multi-objective genetic algorithm
These are linear constraints, so you should not use a nonlinear constraint function (which has errors in signs in any case: you ...

2 months ago | 0

| accepted

Answered
symbolic matrices optimization with fmincon
I was able to modify your program to run. I don't know if it is correct, but at least it runs. chi= rand(4,4) %% for example s...

2 months ago | 0

| accepted

Answered
How can I require an optimization function to only consider a step successful if it decreases the cost function by a user-defined amount?
I think that you can accomplish what you want by using a custom search function. The syntax of a search function is function [s...

2 months ago | 0

Answered
What are the limitations for gamultiobj
There is no built-in limitation to either the number of variables or the number of objectives. Depending on your software versio...

2 months ago | 0

Answered
How to Iteratively optimise an equation [OPTIMTOOLBOX]
Are you asking how to write a loop in MATLAB or how to store the results? This is just a sketch, it is missing some values, but ...

2 months ago | 0

Answered
MultiStart Parallel processing doubt
I am not an expert in MATLAB parallel computation, but I believe that generally the answer is no to both of your questions. Whil...

2 months ago | 0

Answered
Set hessian function only once for fmincon
It seems to me that if you are changing the problem Hessian at each iteration then you will have to change the fmincon Hessian a...

2 months ago | 1

| accepted

Answered
how to define sqrt in Optimization?
I'm not sure what you are talking about. If you are trying to extend the problem-based method, then the short answer is you are ...

3 months ago | 0

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