# Alan Weiss

### MathWorks

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.

**Statistics**

RANK**35**

of 262.488

REPUTATION**5.132**

CONTRIBUTIONS

**0** Questions

**2.318** Answers

ANSWER ACCEPTANCE **
0.00%
**

VOTES RECEIVED**638**

RANK**4.848** of 17.973

REPUTATION**244**

AVERAGE RATING**0.00**

CONTRIBUTIONS**3** Files

DOWNLOADS **3**

ALL TIME DOWNLOADS**2448**

CONTRIBUTIONS**0 Posts**

CONTRIBUTIONS**0** Public Channels

AVERAGE RATING

CONTRIBUTIONS**0** Highlights

AVERAGE NO. OF LIKES

**Content Feed**

Possible bug with coneprog?

I think that you have identified a problem with the default options for trajectory problems: the optimality tolerance should be ...

2 días ago | 0

How can I save the output parameters for each step using lsqnonlin function?

Write an output function to save the values, either to a workspace variable or to a file. For syntax details, see Output Functio...

5 días ago | 0

| accepted

I'm trying to apply conditional constraints on two variable with bayesopt

I think that you set the wrong name-value argument for your constraint function. bayesopt thinks that you are using an XConstrai...

6 días ago | 0

parameter optimization in function

Try putting the following code at the end of yours: [dfinal,resnorm] = fminbnd(@(damping)trytofit(damping,x0,Acc_clean),0.00002...

16 días ago | 0

Conversion from symbolic to matlabFunction and writing the result to a file

Would it be possible to do the following: create a multiplier variable m in addition to the other variables? syms Dm0 Ds0 Ds1 d...

17 días ago | 0

Using Multistart in an unconstrained optimization

This type of problem is well-known to be numerically touchy, and to have multiple local minima. You really should give bounds, t...

19 días ago | 0

| accepted

How does using same variables for both objective and constraints affect optimization results?

By changing the objective you also change the steps that fmincon takes to solve your problem. You should not be surprised that t...

24 días ago | 0

Power balance in a microgrid

Usually the way to include this type of equality constraint is to use the approach shown in Integer and Logical Modeling. For an...

24 días ago | 0

GA doesn't proceed to the next generation

Thank you for providing a complete problem, including all supportng function files. My main question is, why are you trying to ...

25 días ago | 0

consider Z = x*y, a highly nonlinear relationship in MILP

Usually, when you have a MILP then you don't have variables multiply each other unless one of the variables is binary. For this ...

25 días ago | 0

minimize linear objective function with quadratic constraint

Again, I am not sure that I understand you correctly. I do not know what your optimization variables are, and while you say that...

28 días ago | 0

coneprog: Infeasibilities are satisfied in last step from iterative display but exitflag is still -2 (NoFeasiblePointFound)

I think that you have a misunderstanding about what the iterative display shows. For example, consider the documentation example...

28 días ago | 0

| accepted

Changing optimization technique for Gaussian process regression model

I answered a similar question recently: https://www.mathworks.com/matlabcentral/answers/1751170-svm-and-knn-hyperparameter Alan...

alrededor de 1 mes ago | 0

| accepted

Not reproducibility in Random Forest with Hyperparameters

In creating your template for training, did you set the Reproducible name-value argument to true? Also, for your parallel option...

alrededor de 1 mes ago | 1

| accepted

I want to solve this problem

You can use secondordercone by making a new variable , a linear objective , and another second-order cone constraint: Minimize ...

alrededor de 1 mes ago | 1

SVM and KNN hyperparameter

Is this what you are looking for? fitcsvm hyperparameter options fitcknn hyperparameter options Alan Weiss MATLAB mathematic...

alrededor de 1 mes ago | 0

minimize linear objective function with quadratic constraint

I'm not sure that I understand you correctly. If is an array, then perhaps you are looking for z = zeros(size(y - yhat)); m1 ...

alrededor de 1 mes ago | 0

SVM training with hyperparameter "CVPartition"

I think that you have a misunderstanding about what these options do. Look in the first paragraph of the documentation of Hyperp...

alrededor de 2 meses ago | 0

| accepted

Genetic Algorithm - Your fitness function must return a scalar value solution?

I am not sure what you are trying to do. Your objective function has 661 components. Are you trying to solve for 661 different v...

alrededor de 2 meses ago | 0

| accepted

how can I automaticlly optimize hyperparameter for lasso regression. I could not set the function input as variable.

As stated in the documentation, you cannot set Alpha = 0. The Alpha parameter must be strictly positive (and no more than 1). A...

3 meses ago | 0

| accepted

What variable type is "Population" in a Genetic Algorthim and how to store individuals with long genomes?

Yes, it is possible to use ga with a custom population. For an example see Custom Data Type Optimization Using the Genetic Algor...

3 meses ago | 0

| accepted

Simulink using with fmincon

Perhaps you can look at some worked examples and figure it out: Using fminimax with a Simulink Model lsqnonlin with a Simulink...

3 meses ago | 0

I use fcn2optimexpr,but I got an error for scalar optimizationexpression

You had a misunderstanding. The A variable should be a scalar, not a vector. All issues stemmed from that one misunderstanding. ...

3 meses ago | 0

| accepted

how can I optimize a neural network with multiple outputs using the Genetic Algorithm ?

Generally speaking, optimization algorithms try to minimize a single scalar function of the input variables . I don't know what...

3 meses ago | 1

how can i validate my optimization algorithm?

Your objective function is smooth. Therefore, you should not be using particleswarm or ga or simulannealbnd, but instead should ...

3 meses ago | 0

Using GA can I put a condition on Population?

Sure, that is a simple linear inequality constraint. Probably easiest to represent using the problem-based formulation, but do w...

3 meses ago | 0

how to write multi objective particle swarm optimization?

As you probably understand, particleswarm is for single-objective optimization. You can fake the multiobjective part by taking a...

3 meses ago | 0

fmincon does not fulfil constraints

As documented, Iterations Can Violate Constraints. So I am not sure whether you are complaining about intermediate iterations (w...

3 meses ago | 0

| accepted

Gradient Calculation with fmincon and UseParallel

This is not the expected performance. I would usually expect that parallel gradient estimation would give you quite a bit of spe...

4 meses ago | 0

Recommended ML toolbox for complex spaceship braking optimization.

You might be able to use some Optimization Toolbox solvers. There is one (laughably simplified, but still) relevant example here...

4 meses ago | 0