Community Profile

Alan Weiss

MathWorks

1,862 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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Error with Fmincon nonlinear constraint
Try this, as documented: nlcon = @(x)deal([],F); Alan Weiss MATLAB mathematical toolbox documentation

4 days ago | 2

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How to get intlinprog to stop when the answer is good enough?
You can create an intlinprog output function to stop the optimizaiton when the objective function value goes below a set limit s...

4 days ago | 1

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Refining mesh size (by having very small mesh size) close to the semi-circular flaw tip - Maximum Principal Stresses and Maximum Shear Stresses
I really don't know, but it is possible that the legacy function adaptmesh would enable you to perform your calculation to the r...

9 days ago | 0

how can i plot this code into a banana solutiongraph?
Perhaps what you are asking relates to this example: https://www.mathworks.com/help/optim/ug/banana-function-minimization.html ...

9 days ago | 0

nonlinear optimization constraints problem
I suggest that you ensure that your initial point is feasible, and then insert code into your objective function that first eval...

9 days ago | 0

How to set up parameter estimation in fmincon
I'm not sure, but I think what you are asking is how to pass several arguments as control variables, and maybe how to pass extra...

9 days ago | 0

why fmincon output solver stopped prematurely when nonlinear constraint seems satisfied
As you see from the first line of the Tolerance Details table, fmincon constraint tolerances are relative, meaning they are meas...

17 days ago | 1

How to get Lagrange multipliers when using GlobalSearch?
Sorry about that. The only way I know is to rerun fmincon starting from the solution point. It won't take long, and will give yo...

17 days ago | 1

Optimizing function of functions
You could use the approach in Generate and Plot a Pareto Front. Or you could try using a multiobjective solver, if you have a Gl...

17 days ago | 0

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I've got a problem with optimization and using a variable for exponent
Optimization Toolbox™ does not support general nonlinear integer programming. Use ga or surrogateopt for nonlinear integer progr...

1 month ago | 0

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Optimization Problem with Fixed Discreet Variables
I am not sure, but this example might be relevant. Good luck, Alan Weiss MATLAB mathematical toolbox documentation

1 month ago | 0

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Feasible solutions in a function with a given product.
You can loop through various ri values and read off the resulting L values. Alan Weiss MATLAB mathematical toolbox documentati...

1 month ago | 1

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Traveling Salesman Optimization Problem
You can look at this example. But it is much better to use mixed-integer linear programming, as in this example. Alan Weiss M...

1 month ago | 0

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How can I add constraint on variable in genetic algorithm which can take both discrete and continuous values.
You can represent this 0-or-in-a-range type of constraint by using an auxiliary variable. Suppose that your variable z can be in...

1 month ago | 0

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Trying to fit a differential equation to some data using lsqcurvefit but getting bad results
My interpretation of your reported lsqcurvefit result is that the solver agrees that you started with the optimal point. It didn...

1 month ago | 0

How to write objective function for Bayesian Optimization (bayesopt)?
There is an example here: https://www.mathworks.com/help/stats/bayesian-optimization-plot-functions.html#d118e31663 The link y...

1 month ago | 0

How to avoid points that the genetic optimization cannot compute?
The patternsearch and surrogateopt solvers are robust to this type of failure. I suggest that you give them a try. In particula...

1 month ago | 0

looking for a solution for an optimization problem
I think that you need to be more careful when trying to follow the example. EITHER use fmincon OR use lsqnonlin, not both. The f...

2 months ago | 0

Genetic algorithm gives incorrect output
I suggest that you give an initial population consisting of at least one feasible point, meaning a point that gives a non-NaN va...

2 months ago | 1

looking for a solution for an optimization problem
You might find this example relevant. If you have a recent MATLAB version, then look at this example. Alan Weiss MATLAB mathem...

2 months ago | 0

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Consecutive nested integration (definite/indefinite)
I would try to answer this question by not integrating from 0 to infinity, but instead from 0 to a large value, and then use an ...

2 months ago | 0

Solutions of genetic algorithm and globalsearch versus fmincon
See Hessian for an explanation of why the fmincon Hessian return is pretty much useless. If you need the Hessian AND the solutio...

2 months ago | 0

How to plot the best individual in GA
I am not sure, but it could be that the disparity in the sizes of your components is to blame. I suggest that you scale the firs...

2 months ago | 0

Problem with fmincon ''number of runs''
fmincon is a gradient-based solver. It attempts to evaluate the gradient of the objective function at each iteration. By default...

2 months ago | 1

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Dose who know about Optimization with Summation objective function?
Maybe you should update fun to remember the entire sum, not just the final one. And maybe you should name your indices. fun = o...

2 months ago | 0

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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...

3 months 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...

3 months 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

3 months ago | 0