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...

12 days 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...

16 days 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

16 days 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 ...

23 days 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...

23 days 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...

2 months 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...

2 months 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...

2 months 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...

2 months 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...

2 months 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...

3 months ago | 2

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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...

3 months ago | 1

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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...

3 months ago | 0

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...

3 months ago | 0

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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...

4 months ago | 1

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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...

4 months ago | 0

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...

4 months ago | 0

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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...

4 months ago | 0

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...

4 months ago | 0

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...

4 months ago | 0

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

4 months ago | 2

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. ...

5 months ago | 0

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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...

5 months ago | 0

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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 ...

5 months ago | 0

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...

5 months ago | 0

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

5 months ago | 0

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

5 months ago | 1

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...

5 months ago | 0