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

fmincon step size and speed

It sounds like you need to use the Global Optimization Toolbox solver patternsearch with a large value of the MeshTolerance opti...

fmincon step size and speed

It sounds like you need to use the Global Optimization Toolbox solver patternsearch with a large value of the MeshTolerance opti...

18 jours ago | 2

| accepted

Answered

Genetic Algorithm fitness value chart

Your problem probably has integer constraints. Maybe nonlinear constraints, too. The solver behaves very differently with tose k...

Genetic Algorithm fitness value chart

Your problem probably has integer constraints. Maybe nonlinear constraints, too. The solver behaves very differently with tose k...

20 jours ago | 1

| accepted

Answered

Can genetic algorithm be used to find two independent optimum operating conditions for predefined input and output ?

It sounds to me as if you are trying to optimize an ODE system, possibly fitting the parameters to an existing function. If I un...

Can genetic algorithm be used to find two independent optimum operating conditions for predefined input and output ?

It sounds to me as if you are trying to optimize an ODE system, possibly fitting the parameters to an existing function. If I un...

20 jours ago | 0

Answered

Minimization of a function with unknown gradient but known sparsity pattern of its hessian

Sorry, I am afraid that the available options don't work efficiently for your case. The HessPattern option is available only for...

Minimization of a function with unknown gradient but known sparsity pattern of its hessian

Sorry, I am afraid that the available options don't work efficiently for your case. The HessPattern option is available only for...

20 jours ago | 0

| accepted

Answered

Create time dependent internal heat source for heat transfer problem

I am not sure, but I believe that the answer might be that the solver checks if anything is going on at small times, and then de...

Create time dependent internal heat source for heat transfer problem

I am not sure, but I believe that the answer might be that the solver checks if anything is going on at small times, and then de...

environ un mois ago | 1

| accepted

Answered

the GA shows the problem with "Failure in initial user-supplied nonlinear constraint function evaluation. "

Please read the documentation on Mixed Integer Optimization. The solver truly does not accept equality constraints along with in...

the GA shows the problem with "Failure in initial user-supplied nonlinear constraint function evaluation. "

Please read the documentation on Mixed Integer Optimization. The solver truly does not accept equality constraints along with in...

environ un mois ago | 0

Answered

Genetic algorithm plots penalty instead of Fitness

Perhaps you have some integer constraints. If not, please show us your options and ga call. Alan Weiss MATLAB mathematical to...

Genetic algorithm plots penalty instead of Fitness

Perhaps you have some integer constraints. If not, please show us your options and ga call. Alan Weiss MATLAB mathematical to...

environ un mois ago | 0

| accepted

Answered

Parameter estimation of a set of ODE

I'm not sure how your function is given to MATLAB. But suppose that it is in a function file PofT.m. You simply have to include...

Parameter estimation of a set of ODE

I'm not sure how your function is given to MATLAB. But suppose that it is in a function file PofT.m. You simply have to include...

environ un mois ago | 0

Answered

Solving simultaneous equations with fmincon (Error:Not enough input arguments / Supplied objective function must return a scalar value.)

I think that you are making life hard for yourself by using symbolic variables instead of using plain numeric variables and func...

Solving simultaneous equations with fmincon (Error:Not enough input arguments / Supplied objective function must return a scalar value.)

I think that you are making life hard for yourself by using symbolic variables instead of using plain numeric variables and func...

environ un mois ago | 0

Answered

Display/Plot Functions for Genetic Algorithm seemingly not working when I include nonlinear constraint

When you use a nonlinear constraint function, ga uses a different algorithm that takes many, many more iterations internally tha...

Display/Plot Functions for Genetic Algorithm seemingly not working when I include nonlinear constraint

When you use a nonlinear constraint function, ga uses a different algorithm that takes many, many more iterations internally tha...

environ un mois ago | 0

Answered

Result of fmincon()

The returned values are within the constraint tolerance. See Tolerances and Stopping Criteria. Alan Weiss MATLAB mathematical ...

Result of fmincon()

The returned values are within the constraint tolerance. See Tolerances and Stopping Criteria. Alan Weiss MATLAB mathematical ...

environ un mois ago | 2

Answered

fmincon works but GA won't work

In general, ga is not as reliable a solver as fmincon. So if you have smooth objective and constraints, you should use fmincon. ...

fmincon works but GA won't work

In general, ga is not as reliable a solver as fmincon. So if you have smooth objective and constraints, you should use fmincon. ...

2 mois ago | 0

| accepted

Answered

how to optimize my ODE system using fmincon

Take a look at the examples Fit an ODE to Data and Optimize an ODE in Parallel (the latter example uses Global Optimization Tool...

how to optimize my ODE system using fmincon

Take a look at the examples Fit an ODE to Data and Optimize an ODE in Parallel (the latter example uses Global Optimization Tool...

3 mois ago | 0

| accepted

Answered

Duplicate points evaluated in Bayesian Optimization

As you can see from the algorithm description, there is nothing that prevents multiple evaluations of the same points. So it is ...

Duplicate points evaluated in Bayesian Optimization

As you can see from the algorithm description, there is nothing that prevents multiple evaluations of the same points. So it is ...

3 mois ago | 0

Answered

How can I find a Pareto optimal using weighted sum method in Multi objective optimization ?

There are several approaches to finding Pareto fronts. This example uses fgoalattain, but you can easily modify it to use fminun...

How can I find a Pareto optimal using weighted sum method in Multi objective optimization ?

There are several approaches to finding Pareto fronts. This example uses fgoalattain, but you can easily modify it to use fminun...

3 mois ago | 0

Answered

Linear programming and cash flow matching

I don't know for sure, but perhaps this example is relevant. Alan Weiss MATLAB mathematical toolbox documentation

Linear programming and cash flow matching

I don't know for sure, but perhaps this example is relevant. Alan Weiss MATLAB mathematical toolbox documentation

3 mois ago | 0

Answered

how to plot objective function with variables

You have two definitions of options, meaning the first definition does nothing: options = optimoptions(@fmincon,'Display','iter...

how to plot objective function with variables

You have two definitions of options, meaning the first definition does nothing: options = optimoptions(@fmincon,'Display','iter...

3 mois ago | 1

Answered

why ga generates different fval and penalty values

Most likely, your x value is infeasible. See Integer ga Algorithm, which states: The penalty function value of a member of a po...

why ga generates different fval and penalty values

Most likely, your x value is infeasible. See Integer ga Algorithm, which states: The penalty function value of a member of a po...

3 mois ago | 0

Answered

Converting optimization output to struct

You might be interested in the function mapSolution. You need to make the problem structure, but then, given the x output from c...

Converting optimization output to struct

You might be interested in the function mapSolution. You need to make the problem structure, but then, given the x output from c...

3 mois ago | 1

Answered

How to use parallel computation in globalsearch function?

I think that you are confused about what GlobalSearch and MultiStart do. Bottom line: I think that you should not use GlobalSear...

How to use parallel computation in globalsearch function?

I think that you are confused about what GlobalSearch and MultiStart do. Bottom line: I think that you should not use GlobalSear...

3 mois ago | 0

Answered

fmincon does not progress first and then progress but at a rather slow rate

I have no details about what your objective function or constraints look like, so cannot offer any specific advice. For general ...

fmincon does not progress first and then progress but at a rather slow rate

I have no details about what your objective function or constraints look like, so cannot offer any specific advice. For general ...

3 mois ago | 0

Answered

Question regarding the GA optimization

You are free to use nonlinear inequality constraints along with mixed-integer programming in ga. Alan Weiss MATLAB mathematica...

Question regarding the GA optimization

You are free to use nonlinear inequality constraints along with mixed-integer programming in ga. Alan Weiss MATLAB mathematica...

4 mois ago | 0

Answered

how to optimize a function which optimization variable is not in it directly?

This looks like a binary programming problem. I don't know how the D_m depend on the I_{n,k}, but it looks like there is no big ...

how to optimize a function which optimization variable is not in it directly?

This looks like a binary programming problem. I don't know how the D_m depend on the I_{n,k}, but it looks like there is no big ...

4 mois ago | 2

Answered

Problem optimizing anonymous function using fzero

The way that fzero works is it first tries to bracket a root (find points on either side of the root having different function s...

Problem optimizing anonymous function using fzero

The way that fzero works is it first tries to bracket a root (find points on either side of the root having different function s...

5 mois ago | 0

Answered

search the minimum of function by sse

I think that the documentation on Minimizing Functions of Several Variables will help. Alan Weiss MATLAB mathematical toolbox ...

search the minimum of function by sse

I think that the documentation on Minimizing Functions of Several Variables will help. Alan Weiss MATLAB mathematical toolbox ...

5 mois ago | 0

| accepted

Answered

Calculating covariance matrix from Jacobian using lsqcurvefit

This old documentation example might be of some use. Alan Weiss MATLAB mathematical toolbox documentation

Calculating covariance matrix from Jacobian using lsqcurvefit

This old documentation example might be of some use. Alan Weiss MATLAB mathematical toolbox documentation

5 mois ago | 1

| accepted

Answered

Optimizing a matrix with cplexlp?

I really don't know, but it is possible that the matchpairs function might be applicable. Alan Weiss MATLAB mathematical toolb...

Optimizing a matrix with cplexlp?

I really don't know, but it is possible that the matchpairs function might be applicable. Alan Weiss MATLAB mathematical toolb...

5 mois ago | 1

Answered

Number of Population and Generation in GA?

it is difficult for me to understand what you are asking, but here is some information that might help you: You can see option ...

Number of Population and Generation in GA?

it is difficult for me to understand what you are asking, but here is some information that might help you: You can see option ...

6 mois ago | 0

| accepted

Answered

How can i find the optimal parameters that minimize SSE?

I think that you did not understand the comment about not loading the data within your objective function. You should load it on...

How can i find the optimal parameters that minimize SSE?

I think that you did not understand the comment about not loading the data within your objective function. You should load it on...

7 mois ago | 0

Answered

How can i find the optimal parameters that minimize SSE?

To solve an optimization problem you have to force your problem into the form required by optimization solvers. Sorry, that's ju...

How can i find the optimal parameters that minimize SSE?

To solve an optimization problem you have to force your problem into the form required by optimization solvers. Sorry, that's ju...

7 mois ago | 1