Alan Weiss

MathWorks

1.809 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
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...

7 días 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...

11 días ago | 0

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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 ...

13 días ago | 0

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

alrededor de 1 mes 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 ...

alrededor de 1 mes 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...

2 meses ago | 0

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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 ...

3 meses ago | 0

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Answered
Calculating covariance matrix from Jacobian using lsqcurvefit
This old documentation example might be of some use. Alan Weiss MATLAB mathematical toolbox documentation

3 meses ago | 1

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Answered
Optimizing a matrix with cplexlp?
I really don't know, but it is possible that the matchpairs function might be applicable. Alan Weiss MATLAB mathematical toolb...

3 meses ago | 1

Answered
Number of Population and Generation in GA?
it is difficult for me to understand what you are asking, but here is some information that might help you: You can see option ...

3 meses ago | 0

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Answered
How can i find the optimal parameters that minimize SSE?
I think that you did not understand the comment about not loading the data within your objective function. You should load it on...

4 meses ago | 0

Answered
How can i find the optimal parameters that minimize SSE?
To solve an optimization problem you have to force your problem into the form required by optimization solvers. Sorry, that's ju...

4 meses ago | 1

Answered
is it possible to determine the values of the input parameters ca, cb, cc and cd for which the cc value at the output would be maximal?
Yes, take a look at this example, which has a much more complicated objective function. If your objective function is only the v...

4 meses ago | 0

Answered
Travelling salesman problem - Detecting subtour
If you have an Optimization Toolbox™ license, take a look at this example, which has code that does what you ask. Access the cod...

4 meses ago | 0

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Optimization with very flat objective function
You can try scaling the function by multiplying it by a large value. You can also set some different options, such as TolFun. An...

4 meses ago | 0

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Answered
Resolution of optimization variable in nonlinear optimization problem like simulannealbnd patternsearch
For patternsearch you can set the MeshTolerance option to 1/2 or something like that.If your objective function is very expensiv...

4 meses ago | 0

Answered
SVM train and Classification Errors
Try removing the line species = ClassificationSVM(svmStruct,feat,'showplot',true); To learn how to use the resulting SVM, see...

4 meses ago | 0

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Question regarding passing input arguments in fmincon
I am not sure that I understand what you mean by "I want to pass ODEs as a constraint to fmincon." What about the ODE solution i...

4 meses ago | 0

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Why are fitcsvm Hyperparameters trained on the whole dataset and used for crossvalidation?
Perhaps I didn't explain well what the example is supposed to be showing. The second "fitting" step that you object to is not fi...

4 meses ago | 1

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Answered
How to solve 4 equations with 4 unknowns with bounds?
You set options for fsolve, but then call lsqnonlin. This is a mistake. You do not pass options to the solver. This might be a ...

4 meses ago | 1

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Answered
How do I put a series of sum into a function?
I did not try to run your code, but I have several comments. Use the appropriate solver for your objective. For a quadratic obj...

4 meses ago | 0

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Answered
fmincon performance varies when reformulating interval constraint
fmincon is a gradient-based solver, and as such does not work well with discontinuous functions. Locally, it attempts to minimiz...

4 meses ago | 1

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Answered
Incorrect solution for symmetric problems in fmincon
fmincon is a gradient-based algorithm. When your initial point is [0.5,0.5], the gradient is zero, and fmincon stops, since it i...

4 meses ago | 1

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Answered
How fmincon shifts x0 when it does not strictly satisfy the upper and lower bounds?
I believe that if you get this message, then you have made an error. You gave a start point that is infeasible with respect to t...

4 meses ago | 1

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Answered
How to optimize parameters in ODE
Well, depending on what it means to optimize, I suspect that you can. I mean, are you trying to maximize a final value of one of...

4 meses ago | 0

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How to code a multi-objective mixed integer linear (MILP) programming problem in MATLAB?
You might find this example to be relevant. Instead of using fgoalattain, you can use intlinprog on an objective function that i...

4 meses ago | 1

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Answered
Simulate welded beam design optimization problem using Matlab or Simulink
If you can create the geometry somehow, then I believe that the structural mechanics part of Partial Differential Equation Toolb...

4 meses ago | 0

Answered
fminunc stopped because it cannot decrease the objective function along the current search direction.
Without running your example, I wonder if you could make two little changes to see if things are OK: Change the initial point t...

4 meses ago | 0

Answered
Put weight sum in Genetic algorithm
You seem to be mixing up solving a multiobjective problem by using gamultiobj once and solving it by using fmincon repeatedly. ...

4 meses ago | 1

Answered
Is it posible to optimize kinetic parameter in following ordinary differential equation?
I think that you would do better to use ode45 to solve your ODE, and use lsqcurvefit to optimize your parameters, as in this exa...

4 meses ago | 0

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