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

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...

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...

12 days 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...

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...

16 days 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

Rate constant estimation and optimization (ODE)

You might find this example or this example to be relevant. Alan Weiss MATLAB mathematical toolbox documentation

16 days 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 ...

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 ...

23 days 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...

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...

23 days ago | 0

Answered

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...

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...

2 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...

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...

2 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...

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...

2 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...

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...

2 months ago | 2

| accepted

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...

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...

2 months ago | 0

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...

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...

3 months ago | 2

| accepted

Answered

Genetic Algorithm fitness value chart

Your problem probably has integer constraints. Maybe nonlinear constraints, too. The solver behaves very differently with tose k...

Genetic Algorithm fitness value chart

Your problem probably has integer constraints. Maybe nonlinear constraints, too. The solver behaves very differently with tose k...

3 months ago | 1

| accepted

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...

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...

3 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...

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...

3 months ago | 0

| accepted

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...

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

| accepted

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...

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...

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

| accepted

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...

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...

4 months ago | 0

Answered

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...

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...

4 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...

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...

4 months ago | 0

Answered

Result of fmincon()

The returned values are within the constraint tolerance. See Tolerances and Stopping Criteria. Alan Weiss MATLAB mathematical ...

Result of fmincon()

The returned values are within the constraint tolerance. See Tolerances and Stopping Criteria. Alan Weiss MATLAB mathematical ...

4 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. ...

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. ...

5 months ago | 0

| accepted

Answered

how to optimize my ODE system using fmincon

Take a look at the examples Fit an ODE to Data and Optimize an ODE in Parallel (the latter example uses Global Optimization Tool...

how to optimize my ODE system using fmincon

Take a look at the examples Fit an ODE to Data and Optimize an ODE in Parallel (the latter example uses Global Optimization Tool...

5 months ago | 0

| accepted

Answered

Duplicate points evaluated in Bayesian Optimization

As you can see from the algorithm description, there is nothing that prevents multiple evaluations of the same points. So it is ...

Duplicate points evaluated in Bayesian Optimization

As you can see from the algorithm description, there is nothing that prevents multiple evaluations of the same points. So it is ...

5 months ago | 0

Answered

How can I find a Pareto optimal using weighted sum method in Multi objective optimization ?

There are several approaches to finding Pareto fronts. This example uses fgoalattain, but you can easily modify it to use fminun...

How can I find a Pareto optimal using weighted sum method in Multi objective optimization ?

There are several approaches to finding Pareto fronts. This example uses fgoalattain, but you can easily modify it to use fminun...

5 months ago | 0

Answered

Linear programming and cash flow matching

I don't know for sure, but perhaps this example is relevant. Alan Weiss MATLAB mathematical toolbox documentation

Linear programming and cash flow matching

I don't know for sure, but perhaps this example is relevant. Alan Weiss MATLAB mathematical toolbox documentation

5 months ago | 0

Answered

how to plot objective function with variables

You have two definitions of options, meaning the first definition does nothing: options = optimoptions(@fmincon,'Display','iter...

how to plot objective function with variables

You have two definitions of options, meaning the first definition does nothing: options = optimoptions(@fmincon,'Display','iter...

5 months ago | 1

Answered

why ga generates different fval and penalty values

Most likely, your x value is infeasible. See Integer ga Algorithm, which states: The penalty function value of a member of a po...

why ga generates different fval and penalty values

Most likely, your x value is infeasible. See Integer ga Algorithm, which states: The penalty function value of a member of a po...

5 months ago | 0

Answered

Converting optimization output to struct

You might be interested in the function mapSolution. You need to make the problem structure, but then, given the x output from c...

Converting optimization output to struct

You might be interested in the function mapSolution. You need to make the problem structure, but then, given the x output from c...

6 months ago | 1

Answered

How to use parallel computation in globalsearch function?

I think that you are confused about what GlobalSearch and MultiStart do. Bottom line: I think that you should not use GlobalSear...

How to use parallel computation in globalsearch function?

I think that you are confused about what GlobalSearch and MultiStart do. Bottom line: I think that you should not use GlobalSear...

6 months ago | 0