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Alan Weiss


MathWorks

1.832 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
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...

12 días 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...

12 días 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...

12 días 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...

12 días 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...

12 días 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...

alrededor de 1 mes 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...

alrededor de 2 meses 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...

alrededor de 2 meses 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...

alrededor de 2 meses 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...

2 meses 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...

2 meses 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...

2 meses 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...

2 meses 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...

2 meses 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...

2 meses ago | 0

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

2 meses 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. ...

3 meses 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...

4 meses 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 ...

4 meses 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...

4 meses 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

4 meses 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...

4 meses 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...

4 meses 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...

4 meses 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...

4 meses ago | 0

Answered
fmincon does not progress first and then progress but at a rather slow rate
I have no details about what your objective function or constraints look like, so cannot offer any specific advice. For general ...

4 meses ago | 0

Answered
Question regarding the GA optimization
You are free to use nonlinear inequality constraints along with mixed-integer programming in ga. Alan Weiss MATLAB mathematica...

5 meses ago | 0

Answered
how to optimize a function which optimization variable is not in it directly?
This looks like a binary programming problem. I don't know how the D_m depend on the I_{n,k}, but it looks like there is no big ...

5 meses ago | 2

Answered
Problem optimizing anonymous function using fzero
The way that fzero works is it first tries to bracket a root (find points on either side of the root having different function s...

6 meses ago | 0

Answered
search the minimum of function by sse
I think that the documentation on Minimizing Functions of Several Variables will help. Alan Weiss MATLAB mathematical toolbox ...

6 meses ago | 0

| accepted

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