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Alan Weiss


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MathWorks

1,923 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
user defined hessian in fminunc
The documentation on writing gradients and Hessians is here. The specifics for setting options and includiing the Hessian is her...

5 days ago | 0

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Answered
Matlab 2020a outputs wrong fval for quadprog
Your problem has an added constant term that quadprog does not take into account, though solve does. Did you try calling [sol f...

6 days ago | 1

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Answered
multistart with matlab function
You almost had it right. Your objective function is @(x,xdata)myfun(x,xdata,E_x,Gamma_X,Gamma_C) where the arguments E_x,Gamma...

6 days ago | 0

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Answered
multiobjective mix integer variable
You have just two binary variables. I suggest that you solve four problems, one for each configuration of the two binary variabl...

6 days ago | 0

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Answered
fmincon fails to find a feasible solution
You might also want to consult the documentation on Converged to an Infeasible Point. Alan Weiss MATLAB mathematical toolbox d...

6 days ago | 0

Answered
Understanding why GA's penalty profile is so similar for any run
Look at the definition of penalty value in the Integer ga Algorithm: If the member is feasible, the penalty function is the fit...

6 days ago | 1

Answered
define a dummy decision variable for optimization problem
It sounds to me as if the best approach is to solve three separate optimization problem, one for each value of m, and compare th...

6 days ago | 0

Answered
Finding feasible solution with intlinprog
A nonzero objective function vector can sometimes help intlinprog by breaking symmetry in the constraints. It is never clear wit...

6 days ago | 2

Answered
How to solve SOCP program on MATLAB?
Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either ...

8 days ago | 0

Answered
How does MATLAB calculate the jacobian of a function that does not have an expression in lsqnonlin?
It is possible that the examples Fit ODE, Problem-Based or Fit an Ordinary Differential Equation (ODE) would show you reasonable...

9 days ago | 0

Answered
Optimization of Linear Model
I suggest that you look in the documentation. There are a wide variety of examples. https://www.mathworks.com/help/optim/exampl...

9 days ago | 0

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Answered
Why does Multistart give a output same as the initial guess value?
There is a good chance that things would do better if you would scale your problem. Some of your bounds are of order 1e15, some ...

9 days ago | 0

Answered
Need help with mathematical optimization - fmincon
Your problem sounds natural for the surrogateopt solver in Global Optimization Toolbox. In particular, fmincon is a gradient-bas...

13 days ago | 1

Answered
Adding two linear inequality constraints in Optimization toolbox
You say that your new constraints are linear. In that case, you add one row to A and to b for each new constraint. For example, ...

14 days ago | 1

Answered
Constraint function in optimization toolbox
I think that you missed the step where you call the external function to calculate the nonlinear constraint. function [c,ceq] =...

15 days ago | 0

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Answered
Paretosearch graph doesn't appear
Consult the documentation for the available plot functions. In partiicular, you find this statement there: "For patternsearch o...

20 days ago | 0

Answered
How to use bayesopt function to predict the optimal parameters for the experiment?
It soiunds to me as if there are two steps to your problem: Fit a parameterized function to some data. So you might have some f...

20 days ago | 0

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Answered
How to solve multiobjective optimization problem?
If you have Global Optimization Toolbox you can use paretosearch or gamultiobj to find a Pareto set for your problem. See Multio...

23 days ago | 0

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Answered
Creating an Partial Initial Population of Matrices for a Genetic Algorithm
ga accepts only row vectors as population members. However, it is easy for you to call reshape in your fitness function to turn ...

26 days ago | 0

Answered
Dynamic bounds in an optimizer
You are describing a nonlinear constraint. This is a type of constraint that simulannealbnd cannot handle. In fact, your constr...

26 days ago | 0

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Answered
Multistart and lsqnonlin - Parallelization doesn't seem to provide any benefit.
I have to ask: do you have Parallel Computing Toolbox installed? It is required for MultiStart to run in parallel. I do not und...

26 days ago | 0

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Answered
Fmincon does not even try other points other than initial x0
The documentation has some suggestions about this type of thing. Alan Weiss MATLAB mathematical toolbox documentation

1 month ago | 1

Answered
Optimizing constants applied to multiple vectors with multiple constraints
I do not understand your question. What are you allowed to vary? Are there any constraints? I mean, why not just set all element...

1 month ago | 0

Answered
Query about simulanneal.m Function (Simulated Annealing Optimization).
Global Optimization Toolbox provides the simulannealbnd funciton, which does not provide linear constraints, though it does allo...

1 month ago | 1

Answered
Minimize vector using Fmincon
I think that you called the objective function incorrectly. Try Eoptimized = fmincon(@(E)objective(E, MEdp, t, MEp, F, L, S), E...

1 month ago | 1

Answered
How to solve the nonlinear optimization problem.
This looks like a job for fmincon. Variables x (3-D) and t = x(4). Objective function t = x(4). Lower bound lb = [0,0,0,-Inf]....

1 month ago | 0

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Answered
How can I set meshsize respectively for each parameter on patternsearch?
Usually it is better to set the scale within your objective function so that the optimization parameters are all of the same ord...

1 month ago | 0

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Answered
How can I make patternsearch optimize using additional values?
Before I get to your specific question, allow me an observation: it is very inefficient to call a load statement in an objective...

1 month ago | 0

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Answered
“crossover or mutation” strategy versus “crossover and mutation” strategy
I cannot answer why the toolbox has the design it has. However, you are certainly ALLOWED to use any strategy you want. For exam...

1 month ago | 0

Answered
Excel add in problem with INTLINPROG function
Sorry, the major change I know about occurs in R2019a (see Functionality Being Removed or Changed). I don't know how to help you...

1 month ago | 0

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