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Alan Weiss


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MathWorks

1,914 2011 年以降の合計貢献数

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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How does MATLAB calculate the jacobian of a function that does not have an expression in lsqnonlin?
It is possible that the examples Fit ODE, Problem-Based or Fit an Ordinary Differential Equation (ODE) would show you reasonable...

約10時間 前 | 0

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Optimization of Linear Model
I suggest that you look in the documentation. There are a wide variety of examples. https://www.mathworks.com/help/optim/exampl...

約10時間 前 | 0

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Why does Multistart give a output same as the initial guess value?
There is a good chance that things would do better if you would scale your problem. Some of your bounds are of order 1e15, some ...

約10時間 前 | 0

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Need help with mathematical optimization - fmincon
Your problem sounds natural for the surrogateopt solver in Global Optimization Toolbox. In particular, fmincon is a gradient-bas...

5日 前 | 1

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Adding two linear inequality constraints in Optimization toolbox
You say that your new constraints are linear. In that case, you add one row to A and to b for each new constraint. For example, ...

6日 前 | 1

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Constraint function in optimization toolbox
I think that you missed the step where you call the external function to calculate the nonlinear constraint. function [c,ceq] =...

7日 前 | 0

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Paretosearch graph doesn't appear
Consult the documentation for the available plot functions. In partiicular, you find this statement there: "For patternsearch o...

12日 前 | 0

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How to use bayesopt function to predict the optimal parameters for the experiment?
It soiunds to me as if there are two steps to your problem: Fit a parameterized function to some data. So you might have some f...

12日 前 | 0

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How to solve multiobjective optimization problem?
If you have Global Optimization Toolbox you can use paretosearch or gamultiobj to find a Pareto set for your problem. See Multio...

15日 前 | 0

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Creating an Partial Initial Population of Matrices for a Genetic Algorithm
ga accepts only row vectors as population members. However, it is easy for you to call reshape in your fitness function to turn ...

18日 前 | 0

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Dynamic bounds in an optimizer
You are describing a nonlinear constraint. This is a type of constraint that simulannealbnd cannot handle. In fact, your constr...

18日 前 | 0

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Multistart and lsqnonlin - Parallelization doesn't seem to provide any benefit.
I have to ask: do you have Parallel Computing Toolbox installed? It is required for MultiStart to run in parallel. I do not und...

18日 前 | 0

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Fmincon does not even try other points other than initial x0
The documentation has some suggestions about this type of thing. Alan Weiss MATLAB mathematical toolbox documentation

26日 前 | 1

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Optimizing constants applied to multiple vectors with multiple constraints
I do not understand your question. What are you allowed to vary? Are there any constraints? I mean, why not just set all element...

27日 前 | 0

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Query about simulanneal.m Function (Simulated Annealing Optimization).
Global Optimization Toolbox provides the simulannealbnd funciton, which does not provide linear constraints, though it does allo...

27日 前 | 1

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Minimize vector using Fmincon
I think that you called the objective function incorrectly. Try Eoptimized = fmincon(@(E)objective(E, MEdp, t, MEp, F, L, S), E...

29日 前 | 1

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How to solve the nonlinear optimization problem.
This looks like a job for fmincon. Variables x (3-D) and t = x(4). Objective function t = x(4). Lower bound lb = [0,0,0,-Inf]....

29日 前 | 0

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How can I set meshsize respectively for each parameter on patternsearch?
Usually it is better to set the scale within your objective function so that the optimization parameters are all of the same ord...

約1ヶ月 前 | 0

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How can I make patternsearch optimize using additional values?
Before I get to your specific question, allow me an observation: it is very inefficient to call a load statement in an objective...

約1ヶ月 前 | 0

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“crossover or mutation” strategy versus “crossover and mutation” strategy
I cannot answer why the toolbox has the design it has. However, you are certainly ALLOWED to use any strategy you want. For exam...

約1ヶ月 前 | 0

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Excel add in problem with INTLINPROG function
Sorry, the major change I know about occurs in R2019a (see Functionality Being Removed or Changed). I don't know how to help you...

約1ヶ月 前 | 0

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How to use GA when a BIG problem only has integer variables?
It is unlikely that you will get an effective genetic algorithm solution here. Use intlinprog to solve MILP problems, possibly a...

約1ヶ月 前 | 0

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Comparison of acquisition functions in bayesian optimization
I am not an expert in this area, but I'll tell you what I know about acquisition function types. From what I understand, in inte...

約1ヶ月 前 | 0

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Multi Objective Multi Reservoir Optimization (NSGA II) Formulation
I think that you are confusing yourself by using symbolic math. What might be worthwhile is to write this using the problem-bas...

約1ヶ月 前 | 1

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Sir how to write objective function for this in particle swarm optimization algorthim
I suppose that you know how to write code to calculate and . I suppose that you know how to write code to calculate the sum mul...

約1ヶ月 前 | 0

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patternsearch optimization with parallel computing and multistart
See the documentation examples Parallel MultiStart and Optimize an ODE In Parallel. Or just look at the Parallel Computing sect...

約1ヶ月 前 | 0

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Genetic Algorithm for differential equation parameter identification
Firstly, the code did not work as you gave it. The function you labeled as myfun2 should have been labeled myfun3. Secondly, yo...

約1ヶ月 前 | 0

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Optimization problem: matlab inbuilt function "getIpOptions" generates an error in fmincon
You are trying to maximize utility, so you should minimize the negative of the utility. The following code runs without error fo...

約1ヶ月 前 | 0

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How to get fzero to work on an array?
I don't know if this is what you wanted, but I got it to work by making a loop for fzero: x = .2:.1:.6; r = .3 + 3.*((x-.5).^2...

約1ヶ月 前 | 0

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How to formulate GA with plenty variables (e.g >24000 variables)
It seems that you have thousands of binary variables. If so, then indeed ga is not an effective solver for your problem. You wo...

約1ヶ月 前 | 0

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