Community Profile

# Alan Weiss

### MathWorks

1 837 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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Defining constraints in the Quadratic Programming
You can try setting equal upper and lower bounds for those variables. For example, lb = [3, -inf,5]; ub = [3,inf,5]; sets x(1...

7 dagar ago | 1

gamultiobj save the optimum value and population in each generation (iteration)
You can use a custom output function, as in this example, to record the population and Pareto front. In the State Structure, the...

11 dagar ago | 0

Rate constant estimation and optimization (ODE)
You might find this example or this example to be relevant. Alan Weiss MATLAB mathematical toolbox documentation

11 dagar ago | 0

Undefined function 'prob2struct' for input arguments of type 'sym'
You cannot use symbolic variables directly with Optimization Toolbox™ functions. Either convert your symbolic expressions using ...

19 dagar ago | 0

Optimization Toolbox - Equality Contraint for matrix inputs
You might find that this type of structured constraint is handled most easily using the problem-based approach. See, for example...

19 dagar ago | 0

3d plot and optimization
It is hard to plot a function of three variables. For some approaches, see Plot 3-D Solutions and Their Gradients (this uses PDE...

ungefär 2 månader ago | 0

Genetic Algorithm hardly converges in a large Integer optimization problem
This type of problem is challenging for ga. If you have a recent MATLAB version, you could try using surrogateopt with integer v...

ungefär 2 månader ago | 0

How to separate the Hybrid iteration from the MOGA iteration?
You can use a custom output function to store the population and Pareto front at each generation. See Custom Output Function for...

ungefär 2 månader ago | 0

constr = sum((zjkr.*ujrrprim)./(1-vjk),'all') == sum(zjkr,'all'); I am not sure that the right-hand side of what I wrote is the...

ungefär 2 månader ago | 2

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Call fitness value plot with custom plot function for MILP problem
I think that it is a mistake to use the genetic algorithm to solve a mixed-integer linear problem. Instead, use intlinprog. To u...

ungefär 2 månader ago | 0

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...

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Genetic Algorithm fitness value chart
Your problem probably has integer constraints. Maybe nonlinear constraints, too. The solver behaves very differently with tose k...

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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...

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...

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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...

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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...

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...

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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...

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...

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...

Result of fmincon()
The returned values are within the constraint tolerance. See Tolerances and Stopping Criteria. Alan Weiss MATLAB mathematical ...

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. ...

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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...

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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 ...

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...

Linear programming and cash flow matching
I don't know for sure, but perhaps this example is relevant. Alan Weiss MATLAB mathematical toolbox documentation

how to plot objective function with variables
You have two definitions of options, meaning the first definition does nothing: options = optimoptions(@fmincon,'Display','iter...

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...