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Alan Weiss


Last seen: 5 days ago

MathWorks

1,845 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
looking for a solution for an optimization problem
I think that you need to be more careful when trying to follow the example. EITHER use fmincon OR use lsqnonlin, not both. The f...

13 days ago | 0

Answered
Genetic algorithm gives incorrect output
I suggest that you give an initial population consisting of at least one feasible point, meaning a point that gives a non-NaN va...

14 days ago | 1

Answered
looking for a solution for an optimization problem
You might find this example relevant. If you have a recent MATLAB version, then look at this example. Alan Weiss MATLAB mathem...

14 days ago | 0

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Answered
Consecutive nested integration (definite/indefinite)
I would try to answer this question by not integrating from 0 to infinity, but instead from 0 to a large value, and then use an ...

20 days ago | 0

Answered
Solutions of genetic algorithm and globalsearch versus fmincon
See Hessian for an explanation of why the fmincon Hessian return is pretty much useless. If you need the Hessian AND the solutio...

21 days ago | 0

Answered
How to plot the best individual in GA
I am not sure, but it could be that the disparity in the sizes of your components is to blame. I suggest that you scale the firs...

21 days ago | 0

Answered
Problem with fmincon ''number of runs''
fmincon is a gradient-based solver. It attempts to evaluate the gradient of the objective function at each iteration. By default...

21 days ago | 1

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Answered
Dose who know about Optimization with Summation objective function?
Maybe you should update fun to remember the entire sum, not just the final one. And maybe you should name your indices. fun = o...

21 days ago | 0

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Answered
Defining constraints in the Quadratic Programming
You can try setting equal upper and lower bounds for those variables. For example, lb = [3, -inf,5]; ub = [3,inf,5]; sets x(1...

1 month ago | 1

Answered
gamultiobj save the optimum value and population in each generation (iteration)
You can use a custom output function, as in this example, to record the population and Pareto front. In the State Structure, the...

1 month ago | 0

Answered
Rate constant estimation and optimization (ODE)
You might find this example or this example to be relevant. Alan Weiss MATLAB mathematical toolbox documentation

1 month ago | 0

Answered
Undefined function 'prob2struct' for input arguments of type 'sym'
You cannot use symbolic variables directly with Optimization Toolbox™ functions. Either convert your symbolic expressions using ...

2 months ago | 0

Answered
Optimization Toolbox - Equality Contraint for matrix inputs
You might find that this type of structured constraint is handled most easily using the problem-based approach. See, for example...

2 months ago | 0

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3d plot and optimization
It is hard to plot a function of three variables. For some approaches, see Plot 3-D Solutions and Their Gradients (this uses PDE...

3 months ago | 0

Answered
Genetic Algorithm hardly converges in a large Integer optimization problem
This type of problem is challenging for ga. If you have a recent MATLAB version, you could try using surrogateopt with integer v...

3 months ago | 0

Answered
How to separate the Hybrid iteration from the MOGA iteration?
You can use a custom output function to store the population and Pareto front at each generation. See Custom Output Function for...

3 months ago | 0

Answered
Please help me to write the code of this constraint with optimproblem format 😔🙏
constr = sum((zjkr.*ujrrprim)./(1-vjk),'all') == sum(zjkr,'all'); I am not sure that the right-hand side of what I wrote is the...

3 months ago | 2

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Answered
Call fitness value plot with custom plot function for MILP problem
I think that it is a mistake to use the genetic algorithm to solve a mixed-integer linear problem. Instead, use intlinprog. To u...

3 months ago | 0

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Answered
fmincon step size and speed
It sounds like you need to use the Global Optimization Toolbox solver patternsearch with a large value of the MeshTolerance opti...

4 months ago | 2

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Answered
Genetic Algorithm fitness value chart
Your problem probably has integer constraints. Maybe nonlinear constraints, too. The solver behaves very differently with tose k...

4 months ago | 1

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Answered
Can genetic algorithm be used to find two independent optimum operating conditions for predefined input and output ?
It sounds to me as if you are trying to optimize an ODE system, possibly fitting the parameters to an existing function. If I un...

4 months ago | 0

Answered
Minimization of a function with unknown gradient but known sparsity pattern of its hessian
Sorry, I am afraid that the available options don't work efficiently for your case. The HessPattern option is available only for...

4 months ago | 0

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Answered
Create time dependent internal heat source for heat transfer problem
I am not sure, but I believe that the answer might be that the solver checks if anything is going on at small times, and then de...

4 months ago | 1

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Answered
the GA shows the problem with "Failure in initial user-supplied nonlinear constraint function evaluation. "
Please read the documentation on Mixed Integer Optimization. The solver truly does not accept equality constraints along with in...

4 months ago | 0

Answered
Genetic algorithm plots penalty instead of Fitness
Perhaps you have some integer constraints. If not, please show us your options and ga call. Alan Weiss MATLAB mathematical to...

4 months ago | 0

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Answered
Parameter estimation of a set of ODE
I'm not sure how your function is given to MATLAB. But suppose that it is in a function file PofT.m. You simply have to include...

5 months ago | 0

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Solving simultaneous equations with fmincon (Error:Not enough input arguments / Supplied objective function must return a scalar value.)
I think that you are making life hard for yourself by using symbolic variables instead of using plain numeric variables and func...

5 months ago | 0

Answered
Display/Plot Functions for Genetic Algorithm seemingly not working when I include nonlinear constraint
When you use a nonlinear constraint function, ga uses a different algorithm that takes many, many more iterations internally tha...

5 months ago | 0

Answered
Result of fmincon()
The returned values are within the constraint tolerance. See Tolerances and Stopping Criteria. Alan Weiss MATLAB mathematical ...

5 months ago | 2

Answered
fmincon works but GA won't work
In general, ga is not as reliable a solver as fmincon. So if you have smooth objective and constraints, you should use fmincon. ...

6 months ago | 0

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