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.

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...

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

| accepted

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...

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

| accepted

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...

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

| accepted

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...

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

| accepted

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...

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...

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...

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...

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 ...

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...

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...

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

| accepted

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 ...

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...

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, ...

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] =...

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

| accepted

Answered

Paretosearch graph doesn't appear

Consult the documentation for the available plot functions. In partiicular, you find this statement there: "For patternsearch o...

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...

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

| accepted

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...

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

| accepted

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 ...

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...

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

| accepted

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...

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

| accepted

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

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...

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...

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...

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]....

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

| accepted

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...

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

| accepted

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...

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

| accepted

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...

“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...

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