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.

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 ...

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 ...

6 jours 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...

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...

15 jours 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...

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...

15 jours 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...

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...

15 jours 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 ...

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 ...

15 jours 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...

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...

15 jours 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...

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...

25 jours 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 ...

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 ...

environ 2 mois 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...

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...

environ 2 mois 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...

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...

environ 2 mois 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...

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...

environ 2 mois 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 ...

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 ...

environ 2 mois 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 ...

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 ...

environ 2 mois 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...

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...

environ 2 mois 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. ...

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. ...

environ 2 mois 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...

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...

environ 2 mois 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,...

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,...

environ 2 mois 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...

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 mois 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...

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 mois 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...

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 mois 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...

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 mois ago | 0

| accepted

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...

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 mois 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...

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 mois 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 ...

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 mois 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...

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 mois 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...

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 mois 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...

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 mois 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...

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 mois 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...

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...

3 mois 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...

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...

3 mois ago | 0