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Alan Weiss


Last seen: Today

MathWorks

1.971 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
fsolve function give poor results for multiple equations
I wasn't able to find a very good answer either. I'm not sure that one exists. I think that lsqnonlin is a more appropriate solv...

ein Tag ago | 0

Answered
How to use "fmincon" function to find the minimum of a function with nonlinear constraints
I think that you are on the right track using fmincon. See the function reference page for details. Also, there is a topic on ho...

ein Tag ago | 0

| accepted

Answered
Three inequality constraints for multi-objective genetic algorithm
These are linear constraints, so you should not use a nonlinear constraint function (which has errors in signs in any case: you ...

8 Tage ago | 0

| accepted

Answered
symbolic matrices optimization with fmincon
I was able to modify your program to run. I don't know if it is correct, but at least it runs. chi= rand(4,4) %% for example s...

17 Tage ago | 0

| accepted

Answered
How can I require an optimization function to only consider a step successful if it decreases the cost function by a user-defined amount?
I think that you can accomplish what you want by using a custom search function. The syntax of a search function is function [s...

17 Tage ago | 0

Answered
What are the limitations for gamultiobj
There is no built-in limitation to either the number of variables or the number of objectives. Depending on your software versio...

17 Tage ago | 0

Answered
How to Iteratively optimise an equation [OPTIMTOOLBOX]
Are you asking how to write a loop in MATLAB or how to store the results? This is just a sketch, it is missing some values, but ...

17 Tage ago | 0

Answered
MultiStart Parallel processing doubt
I am not an expert in MATLAB parallel computation, but I believe that generally the answer is no to both of your questions. Whil...

17 Tage ago | 0

Answered
Set hessian function only once for fmincon
It seems to me that if you are changing the problem Hessian at each iteration then you will have to change the fmincon Hessian a...

26 Tage ago | 1

| accepted

Answered
how to define sqrt in Optimization?
I'm not sure what you are talking about. If you are trying to extend the problem-based method, then the short answer is you are ...

etwa 2 Monate ago | 0

Answered
Restriction of upper and lower boundary values to single decimal place in GA.
You are free to use Mixed Integer ga Optimization and have your integer problem variables be ten times your real variables. Ala...

etwa 2 Monate ago | 1

| accepted

Answered
Is it possible before to run the optimization with GA or whatever meta-heuristic methods (algorihtm of optimization) you can choose or define the step or the increment of the bound of variables ?
You are free to use Mixed Integer ga Optimization and define your resulting variables as, for example, integer/100 or integer/20...

etwa 2 Monate ago | 1

Answered
Constrained Non linear least squares returns equation parameters much different from true set
I don't know exactly where your error is, but I reworked your code, and in my reworked version lsqnonlin returns the correct ans...

etwa 2 Monate ago | 0

| accepted

Answered
Using derivatives function, diff and GA toolbox
You don't show any code, so my answer might be irrelevant. Are you using diff as a symbolic derivative or as a standard MATLAB ...

etwa 2 Monate ago | 0

| accepted

Answered
Why isn't parallel computing taking place when using MADS search methods in patternsearch?
I think that you might have a slight misunderstanding of what some options mean, and also you need to set your options slightly ...

etwa 2 Monate ago | 0

| accepted

Answered
fminsearch options...supressing error messages
Are you passing the options to fminsearch? Please show your fminsearch call and options creation call. Alan Weiss MATLAB mathe...

etwa 2 Monate ago | 0

Answered
How to change the MaxSQPIter in the fmincon solver options?
If you look in the fmincon documentation of options you fiind that MaxSQPIter is a hidden option for the active-set algorithm. ...

etwa 2 Monate ago | 1

| accepted

Answered
Computational Efficiency for Decoupled Optimisation
Because the problems can be solved separately, then it will certainly save memory to solve them separately. Whether it saves tim...

etwa 2 Monate ago | 0

Answered
Finding a single global solution
The answer is that you are using the wrong solver, and might have a wrong idea about what is possible. For almost all problems,...

etwa 2 Monate ago | 0

| accepted

Answered
Objective function for peak shaving and valley filling of wind turbine electrical load profile
Perhaps your objective should be a new variable m along with the constraint m >= f(i) % for all i where i is the time index an...

2 Monate ago | 0

Answered
Energy storage optimisation problem - separate charge and discharge constraint
The error message is spot on: when you multiply variables, the problem becomes nonlinear. However, I am sure that you would rath...

2 Monate ago | 0

| accepted

Answered
Look for Only Integer Values or Fixed Point Values in Paretosearch Algorithm
You could try setting the MeshTolerance option to a large value such as 1e-2 or even 1e-1. I'm not sure how it will affect the a...

3 Monate ago | 0

| accepted

Answered
How to change patternsearch options for paretosearch algorithm?
Did you look in the documentation of options for paretosearch? It states clearly that MeshExpansionFactor is for patternsearch o...

3 Monate ago | 0

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Answered
How can one write a program to do this? (fminbnd)
You can get the value of out = z simply by asking for it: [xbest,out] = fminbnd(@(x) test(x),0,1) See the fminbnd reference pa...

3 Monate ago | 0

| accepted

Answered
optimal allocation of two assets by minimizing shortfall probability using fmincon
The problem is the you have not defined your objective function as a separate file that the optimization calls. You need to writ...

3 Monate ago | 1

Answered
Optimization of Simulink parameters using Global Optimization toolbox
There are a few examples in the documentation using Optimization Toolbox™ with Simulink®: Signal Processing Using fgoalattain ...

3 Monate ago | 0

Answered
Objective and constraints having a common function - Problem based in Matlab 2016b
Perhaps what you are looking for is in Objective and Nonlinear Constraints in the Same Function. Alan Weiss MATLAB mathematica...

3 Monate ago | 0

| accepted

Answered
nonlinear integer(boolean) programming problem
Is the cost linear in the decision variables? If so, use intlinprog. I assume that you have other constraints that you did not l...

3 Monate ago | 0

Answered
fmincon output is converging to infeasible point
While I don't understand your listed code at all, perhaps you will be able to solve your problem using some ideas from the docum...

3 Monate ago | 0

Answered
Optimising using a combination of linear equality constraints and no constraints
I don't know whether your objective function is smooth or not. If it is smooth (differentiable), I would suggest that you use fm...

3 Monate ago | 0

| accepted

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