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

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...

en dag 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...

8 dagar 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...

8 dagar 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...

8 dagar 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...

13 dagar 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 ...

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 ...

13 dagar 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...

13 dagar 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...

14 dagar 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...

15 dagar 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...

17 dagar 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...

18 dagar 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...

19 dagar 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 ...

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 ...

19 dagar 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...

"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...

21 dagar 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...

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...

21 dagar 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 ...

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 ...

22 dagar 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 ...

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 ...

22 dagar 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...

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...

24 dagar 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...

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...

24 dagar 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...

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...

24 dagar 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...

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...

24 dagar 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 ...

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 ...

24 dagar 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 ...

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 ...

24 dagar 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,...

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,...

24 dagar 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...

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...

24 dagar 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...

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...

24 dagar 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...

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...

24 dagar 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...

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...

24 dagar 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...

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...

ungefär en månad 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...

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...

ungefär en månad ago | 1

| accepted