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Alan Weiss


MathWorks

1,793 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
SVM train and Classification Errors
Try removing the line species = ClassificationSVM(svmStruct,feat,'showplot',true); To learn how to use the resulting SVM, see...

22 hours ago | 0

Answered
Question regarding passing input arguments in fmincon
I am not sure that I understand what you mean by "I want to pass ODEs as a constraint to fmincon." What about the ODE solution i...

22 hours ago | 0

Answered
Why are fitcsvm Hyperparameters trained on the whole dataset and used for crossvalidation?
Perhaps I didn't explain well what the example is supposed to be showing. The second "fitting" step that you object to is not fi...

22 hours ago | 0

Answered
How to solve 4 equations with 4 unknowns with bounds?
You set options for fsolve, but then call lsqnonlin. This is a mistake. You do not pass options to the solver. This might be a ...

2 days ago | 1

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Answered
How do I put a series of sum into a function?
I did not try to run your code, but I have several comments. Use the appropriate solver for your objective. For a quadratic obj...

2 days ago | 0

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Answered
fmincon performance varies when reformulating interval constraint
fmincon is a gradient-based solver, and as such does not work well with discontinuous functions. Locally, it attempts to minimiz...

2 days ago | 1

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Answered
Incorrect solution for symmetric problems in fmincon
fmincon is a gradient-based algorithm. When your initial point is [0.5,0.5], the gradient is zero, and fmincon stops, since it i...

2 days ago | 1

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Answered
How fmincon shifts x0 when it does not strictly satisfy the upper and lower bounds?
I believe that if you get this message, then you have made an error. You gave a start point that is infeasible with respect to t...

6 days ago | 1

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Answered
How to optimize parameters in ODE
Well, depending on what it means to optimize, I suspect that you can. I mean, are you trying to maximize a final value of one of...

7 days ago | 0

Answered
How to code a multi-objective mixed integer linear (MILP) programming problem in MATLAB?
You might find this example to be relevant. Instead of using fgoalattain, you can use intlinprog on an objective function that i...

7 days ago | 1

Answered
Simulate welded beam design optimization problem using Matlab or Simulink
If you can create the geometry somehow, then I believe that the structural mechanics part of Partial Differential Equation Toolb...

7 days ago | 0

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fminunc stopped because it cannot decrease the objective function along the current search direction.
Without running your example, I wonder if you could make two little changes to see if things are OK: Change the initial point t...

8 days ago | 0

Answered
Put weight sum in Genetic algorithm
You seem to be mixing up solving a multiobjective problem by using gamultiobj once and solving it by using fmincon repeatedly. ...

8 days ago | 0

Answered
Is it posible to optimize kinetic parameter in following ordinary differential equation?
I think that you would do better to use ode45 to solve your ODE, and use lsqcurvefit to optimize your parameters, as in this exa...

8 days ago | 0

Answered
How to enter a matrix of variables within the linear equality function in genetic algorithm ?
You should not use a genetic algorithm to solve this equation. Instead, use lsqnonlin, which accepts bound constraints. Alan We...

9 days ago | 0

Answered
Invalid value for OPTIONS parameter PopInitRange: must be an array of finite doubles with two rows.
Are you performing a multiobjective optimization? If not, then your fitness function should return a scalar, not two outputs. If...

12 days ago | 0

Answered
How to give constraint of an interger to 'gamultiobj'?
Sorry, gamultiobj does not accept integer constraints. Alan Weiss MATLAB mathematical toolbox documentation

12 days ago | 0

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Answered
How is "feasibility" defined in fmincon?
Or see the documentation of iterative display for fmincon. Alan Weiss MATLAB mathematical toolbox documentation

13 days ago | 0

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Answered
Different optimization methods not working when I change derivative discretization.
I do not understand why you are creating approximate derivatives yourself. fmincon and the other optimization functions perform ...

14 days ago | 0

Answered
Optimize function with Bayesian Optimization
As clearly stated in the documentation for bayesopt, the function passes a TABLE of values. However, rastriginsfcn expects a 2-D...

14 days ago | 0

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Answered
use of fminunc with more than one variables
Please see the documentation on writing scalar objective functions. If you have Release 2019a, you can also use the problem-bas...

19 days ago | 0

Answered
GA violates the linear inequality constraints
You have expressed your constraints as nonlinear inequality constraints, not as linear inequality constraints. If the constraint...

20 days ago | 0

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Answered
How to set up user-supplied Hessian in fmincon for a minimization problem with nonlinear objective and nonlinear constraint?
For general advice related to this sort of problem, see Converged to an Infeasible Point. Alan Weiss MATLAB mathematical toolb...

21 days ago | 0

Answered
genetic algorithm optimisation toolbox
If you have a multiobjective function, then use gamultiobj instead of ga. Alan Weiss MATLAB mathematical toolbox documentation...

21 days ago | 1

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Answered
How to solve an optimization problem with stability constraints using 'fmincon'?
Perhaps this example will give you some ideas. It is written as a multiobjective problem, but you can adapt the code easily to s...

22 days ago | 1

Answered
I have a time series of monthly log returns, and want to transform these into monthly log prices. How do I proceed?
doc cumsum Alan Weiss MATLAB mathematical toolbox documentation

23 days ago | 0

Answered
Bayesopt: min observed objective not decreasing
Take a look at the note in the documentation of Coupled Constraints. Alan Weiss MATLAB mathematical toolbox documentation

23 days ago | 0

Answered
Plotting ga custom plot with additional inputs (calculated parameters )
When you create an anonymous function to pass extra parameters, the parameters that are available in the nested function are the...

23 days ago | 0

Answered
Find specific point in unknown "function"
The most efficient way is to use fzero as Torsten said. Your function is @(x)y(x)-1. For the most efficiency, set the initial po...

26 days ago | 2

| accepted

Answered
GA calculates wrong penalty
To answer your second question first, if you set a problem structure as documented then you can call ga by [x,fval] = ga(proble...

29 days ago | 0

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