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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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 ...

4 meses 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...

5 meses ago | 0

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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

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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

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