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Alan Weiss

MathWorks

Last seen: Today Active 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
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...

5 Tage ago | 0

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Answered
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...

6 Tage ago | 0

Answered
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. ...

13 Tage ago | 0

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Answered
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...

15 Tage ago | 1

Answered
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 ...

15 Tage ago | 0

Answered
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...

17 Tage ago | 0

Answered
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...

20 Tage ago | 0

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

23 Tage ago | 0

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Answered
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...

etwa ein Monat ago | 0

Answered
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...

etwa ein Monat ago | 0

Answered
Genetic Algorithm and PSO not varying from initial point, regardless of parameters and fitness function
You have a linear objective function and linear constraints. You should use linprog to solve your problem. Typically, a linear p...

etwa ein Monat ago | 0

Answered
optimization toolbox in matlab
This sounds like a job for intlinprog. Alan Weiss MATLAB mathematical toolbox documentation

etwa ein Monat ago | 0

Answered
Determinant of the Jacobian as a constraint couldn't avoid atan2(x,y) get into negative.
While I do not know what you are really doing, you should know that nonlinear constraints are not satisfied at intermediate iter...

etwa ein Monat ago | 1

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Answered
Genetic algorithm takes too much time to solve _ only linear objective and constraints
You say that you have a linear objective function and linear and integer constraints. In that case, you should not use the gene...

etwa ein Monat ago | 1

Answered
Arrays have incompatible sizes for this operation error
You are mixing up the two approaches, problem-based and solver-based. You cannot do that. You have x and y defined as optimizati...

etwa ein Monat ago | 0

Answered
how to Plot convergence of Simulated annealing optimization problem?
Perhaps you want to collect the cost as a vector that you can then plot. Something like this: % Put this line immediately after...

etwa ein Monat ago | 0

Answered
Very small feasibility value but very large first-order optimality value
This is a very interesting issue; I have never seen anything quite like it before. Apparently, you are providing gradients for b...

etwa ein Monat ago | 0

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Answered
Arrays have incompatible sizes for this operation error
It looks like the issue is that ai is not 36-by-36. You probably want something like ai = repmat(ai,1,36); z= (-1)*sum(x.*rij....

etwa ein Monat ago | 0

Answered
How to input mixed positive integer variable to "gamultiobj" fitness function?
If your MATLAB version is R2021b or later, you can use integer constraints in gamultiobj. For details, see the function referenc...

etwa 2 Monate ago | 0

Answered
How to introduce constraints to my objective function (Genetic Algorithm)
You have at least two errors that keep the constraint function from working properly. First, this section needs a loop such as f...

etwa 2 Monate ago | 0

| accepted

Answered
Problem training Gaussian process with 'ardsquaredexponential' kernel function using bayesopt
As stated in the documentation for OptimizeHyperparameters: "KernelScale cannot be optimized for any of the ARD kernels." Alan...

etwa 2 Monate ago | 1

| accepted

Answered
Optimization completed because the size of the gradient is less than the value of the optimality tolerance.
I think that you are mistaking the exit message for the solution. The solution resides in the p variable that the solver returns...

etwa 2 Monate ago | 1

Answered
I am doing Genetic algorithm for optimisation , but it is very slowly optimising, 1st itteration is not complete since 5hours but it is showing optimisation running.
ga is a slow algorithm. Most likely you have nonlinear constraints, which makes the algorithm even slower. If you do not have in...

etwa 2 Monate ago | 0

Answered
Get best hyperparameters for ionosphere data using fitcecoc & bayesopt. but i am getting error optimizableVariable.
I do not understand why you are attempting to use fitcecoc with a 2-class model. Try this instead: load ionosphere mdl = fitcs...

2 Monate ago | 0

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Answered
How to solve "Conversion to logical from optim.problemdef.OptimizationInequality is not possible." for logical statement for variable.
You need to take care of logical constraints using a roundabout sort of modeling construct. The documentation is here: Integer a...

2 Monate ago | 0

Answered
fmincon pause after 2 iterations when using gradients
I don't know for sure, but MATLAB has a just-in-time compiler that does indeed make a sort of cache for code that is repeatedly ...

2 Monate ago | 0

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Answered
lsqnonlin projectBox error when using OutputFcn
The error is because optimValues.residual is a vector, not a scalar. Possibly you want to write norm(optimValues.residual). Ala...

2 Monate ago | 0

Answered
How can I ensure the nonlinear constraints are met before running the objective function?
You are in luck: all of your "nonlinear" constraints are, in fact, linear constraints. Simply rewrite your constraints as linear...

3 Monate ago | 1

| accepted

Answered
When I'm using the fmincon function to solve an optimization problem,the optimization result is always near the initial value. How to avoid this situation?
There is a documentation section about this issue: Final Point Equals Initial Point. There is also the possibility that you are ...

3 Monate ago | 0

Answered
How can I use Genetic Algorithm toolbox to calibrate a model?
It is entirely possible that I have misunderstood your question in some way. Feel freee to ask again with more explanation if my...

3 Monate ago | 0

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