Community Profile

photo

Alan Weiss


Last seen: Today

MathWorks

1.950 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.

Contact

Alan Weiss's Badges

  • First Submission
  • 36 Month Streak
  • Thankful Level 2
  • Guiding Light
  • Revival Level 2
  • Knowledgeable Level 4
  • First Answer
  • Solver

View details...

Contributions in
View by

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...

etwa 9 Stunden 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...

etwa 9 Stunden ago | 0

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...

etwa 9 Stunden 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...

5 Tage ago | 0

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 ...

5 Tage 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...

5 Tage 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...

6 Tage 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...

8 Tage 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...

9 Tage ago | 0

| accepted

Answered
Bayesian Optimization ionosphere example
I think that you need to do some reading in Model Building and Assessment. Please read about how to specify variables and object...

11 Tage ago | 0

Answered
Bayesian Optimization ionosphere example
The bayesopt solver passes a table of values to the objective function. The x.n argument takes the 'n' field of the table x, an...

11 Tage ago | 0

Answered
How to know the current input for fminsearch?
For optimizing a simulation or ODE, you may want to try patternsearch and surrogateopt. For surrogateopt you will need to bound ...

11 Tage ago | 0

Answered
"Conversion to optim.problemdef.OptimizationExpression from sym is not possible." I am getting this error and I am not able to understand how to resolve this error.
You are mixing several data types in your problem. You cannot use optimization variables, symbolic variables, and numeric variab...

14 Tage ago | 1

| accepted

Answered
How to see the current value of the variable in "fminsearch" optimization?
You can do this using an Output Function. That example shows how to return the history of points, which is I think what you want...

14 Tage ago | 2

| accepted

Answered
How to select the design variables on an optimization problem?
That is a reasonable approoach. In fact, some solvers check for "fixed" variables (those with equal upper and lower bounds) and ...

14 Tage ago | 0

| accepted

Answered
How to set a fixed step for lower and upper bounds (lb,ub) in particle swarm optimization?
I am not sure that I understand you. I think that you mean that you have discrete variables, you would like your solution to be ...

14 Tage ago | 0

| accepted

Answered
Trying to view/display an optimization problem(lmi)
I know nothing about EHCM toolbox. But it is apparent that the toolbox does not use the problem-based approach. The functions sh...

16 Tage ago | 0

Answered
2D 'Surface Plot' from 3D geometry
There are some examples in the documentation that might be related to what you want. Alan Weiss MATLAB mathematical toolbox do...

16 Tage ago | 0

Answered
Is it possible to introduce time dependent function in any of the coefficient of pde form used in pde toolbox?
This portion of the documentation describes how to set up a general PDE for solution by PDE Toolbox. This is the general workflo...

16 Tage ago | 0

Answered
genetic algorithm to optimize the variable of linear regression(a,b1,b2)
While you CAN solve a linear regression using ga, it is unwise to do so. Your answers will be faster and more accurate while usi...

16 Tage ago | 0

Answered
Simultaneous minimization of 3 equations to estimate 4 parameters
Did you understand that in general there is no such thing as the minimum of a vector-valued function? gamultiobj finds a Pareto ...

17 Tage ago | 0

| accepted

Answered
Linprog: Any ideas why x in [0,1] return a binary solution?
I am not sure that I understand your objective function or all of your constraints, but it is well known that the solution of a ...

17 Tage ago | 0

Answered
Linprog: some lambda.lower > lambda.upper in output
You are mistaken that lambda.lower relates to lambda.upper. These are Lagrange multipliers. If the solution is at a lower bound,...

17 Tage ago | 0

Answered
How to solve a minimization problem of a least squares cost function?
To solve a set of nonlinear equations, I suggest that you use fsolve instead of fminunc. For fsolve your objective function shou...

17 Tage ago | 1

Answered
passing matrices in fmincon objective function
What does it mean to minimize a function that has more than one dimension? The answer is, the problem is ill-defined, there is n...

17 Tage ago | 0

Answered
How can I set up nonlcon in fmincon using a surface?
I do not understand your syntax opt = fmincon(p_surf,x0,[],[],[],[],lb,ub,[[t_surf], []],[]) and I suspect that fmincon does n...

17 Tage ago | 0

Answered
Meshing in Matlab using PDEToolbox
As the generateMesh page states, PDE Toolbox uses a triangular mesh in 2-D and a tetrahedral mesh in 3-D. This is also stated on...

17 Tage ago | 0

Answered
user defined hessian in fminunc
The documentation on writing gradients and Hessians is here. The specifics for setting options and includiing the Hessian is her...

26 Tage ago | 0

| accepted

Answered
Matlab 2020a outputs wrong fval for quadprog
Your problem has an added constant term that quadprog does not take into account, though solve does. Did you try calling [sol f...

27 Tage ago | 1

| accepted

Answered
multistart with matlab function
You almost had it right. Your objective function is @(x,xdata)myfun(x,xdata,E_x,Gamma_X,Gamma_C) where the arguments E_x,Gamma...

27 Tage ago | 0

| accepted

Load more