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Alan Weiss

MathWorks

Last seen: 16 días hace Con actividad desde 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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Respondida
What is the output when Particle Swarm Optimization exceeds MaxTime
I believe that the code returns the point giving the best (lowest) objective function value encountered. Alan Weiss MATLAB mat...

16 días hace | 0

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Respondida
Genetic algorithm only works with integer constraints..
Yakov, your report indicates that the nonlinearly-constrained problem is being solved in the usual way: having very few iteratio...

alrededor de 2 meses hace | 1

Respondida
why doesn't the gamultiobj function give me the output of the algorithm?
Your script worked for me. I attach the result. Using these commands, I also got a plot of the Pareto front. opts = optimoption...

3 meses hace | 0

Respondida
GA - objective and constraints have to run the same expensive function
This is a difficult problem because of the way that ga calls functions, both fitness and nonlinear constraint. For most solvers,...

3 meses hace | 0

Respondida
A problem in official website 'Least-Squares (Model Fitting) Algorithms'
Thank you for pointing out this long-standing error in the documentation. I will fix the error as soon as practicable. Alan Wei...

3 meses hace | 0

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Respondida
Why is fmincon not finding the right solution?
Your mistake is trying to use fmincon to solve a problem with integer constraints. fmincon does not apply to this type of proble...

3 meses hace | 0

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Respondida
What does useParallel doesn't work with Automatic Differentiation means and how do I fix it?
This is not a problem, this is a notification from internal algorithms. You are using the problem-based approach with supported ...

3 meses hace | 0

Respondida
Spacecraft trajectory optimization with GA in Matlab (on/off constant thrust)
You might be interested in this example: Discretized Optimal Trajectory, Problem-Based. The problem formulation is different tha...

3 meses hace | 0

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I want to find 4 constant with used 1 eq
This is an underdetermined problem, meaning there are many different values of x1, x2, x3, and x4 that work. For example, choose...

3 meses hace | 0

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Trouble with plotting iterations in patternsearch optimization
I think that what is going on is that you have nonlinear constraints in your problem. When there are nonlinear constraints, patt...

3 meses hace | 0

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Respondida
Setting conditions for optimization variables
x = optimvar('x', 100, 'LowerBound', 0); ub = Inf(100,1); ub(1:10) = zeros(10,1); x.UpperBound = ub; showbounds(x) It would...

3 meses hace | 0

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Respondida
Supplying gradient for the subset of parameters
The short answer is no: there is no provision to provide analytic gradients for a subset of the parameters. I cannot think of a ...

4 meses hace | 0

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Respondida
Is there a way to specify objective and constraint gradients when doing nonlinear optimization in the problem-based framework?
The problem-based approach calculates and uses gradients automatically for supported functions. However, to include gradients of...

4 meses hace | 0

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Respondida
surrogateopt: output function
Try this. lb = [-3 -3]; ub = -lb; opts = optimoptions('surrogateopt','OutputFcn',@listout); obj = @(x)100*(x(2) - x(1)^2)^2 ...

4 meses hace | 1

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Respondida
Passing values to PSO options
It works for me. Here is a little test script: fun = @(x)x(1)*exp(-norm(x)^2); lb = [-5,-5]; ub = -lb; opts = optimoptions('...

4 meses hace | 1

Respondida
Do I need to normalize input parameters to Particle Swarm Optimization?
You don't usually need to scale your parameters, but many problems are solved more reliably if you do. See Center and Scale Your...

4 meses hace | 0

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

4 meses hace | 0

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Respondida
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...

4 meses hace | 0

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Respondida
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...

4 meses hace | 0

Respondida
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...

4 meses hace | 0

Respondida
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...

4 meses hace | 0

Respondida
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...

4 meses hace | 0

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Respondida
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...

5 meses hace | 0

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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...

5 meses hace | 0

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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 ...

5 meses hace | 0

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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 ...

5 meses hace | 0

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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...

5 meses hace | 0

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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...

5 meses hace | 0

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Respondida
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...

5 meses hace | 0

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Respondida
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...

5 meses hace | 1

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