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Alan Weiss


MathWorks

1,761 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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neumann boundary condition in diffusion on a disk and ring
I think that you might be making a modeling error. If the flux across the boundaries is zero, then perhaps you should not have t...

4日 前 | 0

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Change the value of a variable between each iteration of fminsearch
I still think that I do not understand what you are really trying to do. But if you wnat to keep two functions equal, then in fm...

12日 前 | 0

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Not enough input arguments for 'bayesopt'?
Please look at the documentation on Bayesian objective functions. The bayesopt solver passes a table to the objective function. ...

13日 前 | 1

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fmincon: interior-point & SQP computational complexity
This question can probably be best estimated by scaling the problem from small to medium to lmedium-arge, running fmincon on all...

14日 前 | 1

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How can I extract function evaluations that happen during iterations (fmincon) ?
The only way I know to do this is to have your objective function either display or write the values as it calculates them. The ...

15日 前 | 0

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i need help in optimization toolbox
It is possible that the documentation has enough detail for your purpose: Genetic Algorithm Terminology How the Genetic Algori...

18日 前 | 0

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Use Bayesian Optimization on Existing Database
Do you want to query your database or run your model? If you want to just query your database, input the database into MATLAB an...

19日 前 | 0

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Choosing the best approach to quadratic progamming problem
The differences between the approaches are outlined here. There are several examples of quadratic programming here, both problem...

19日 前 | 0

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Question about an effect of ConstraintTolerance on multiple constraints for GA optimization
Thank you for the clear explanation. You have a difficult nonlinear problem with all integer variables. The solver is struggling...

19日 前 | 1

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Sparsity exploitation in optimization
There are several fmincon algorithms, and they each exploit sparsity differently. The term "large-scale" means that an algorithm...

20日 前 | 0

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Algorithm parameter of solve ignored
You are passing the options incorrectly. See this example on the solve function reference page. Alan Weiss MATLAB mathematical...

21日 前 | 0

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How to use the decision variables of the optimization problem in if else statement
I do not understand your formulation. You have ll and ul as optimization variables, which is why you are getting the complaints ...

26日 前 | 0

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fmincon with sqp algorithm but without inclduing a gradient
See Benefits of Including Derivatives in the documentation. Alan Weiss MATLAB mathematical toolbox documentation

26日 前 | 1

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Drawing parabolas in pdeModeler
pdeModeler is for 2-D problems, so I assume that you have 2-D geometry. In this case, you can use a parametrized function for 2-...

27日 前 | 0

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Error using fminunc with array as function output and multiple inputs
It is not clear what you are trying to do. Your P(x,T,Tmed) is not a scalar, so it is not clear what it means to minimize it. Y...

27日 前 | 0

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Optimization Problem: Max Sharpe Ratio
Currently, as the documentation clearly states, the problem-based approach does not apply to general nonlinear problems. You mus...

28日 前 | 0

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change stepsize of fmincon
See Set Larger Finite Differences. Also, check that your function returns different values for different inputs. Alan Weiss MA...

約1ヶ月 前 | 0

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How to write selection function in genetic algorithm(Global Optimization Toolbox: ga)
I am not sure, but I am suspicious of the line GBparents(1,1)=find(expectation==B(1,1)); What makes you think that expectation...

約1ヶ月 前 | 0

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Convert Problem-Based to Solver-Based Optimization Problem
Coincidentally, that question was asked and answered recently. Bottom line: convert the problem by using prob2struct. Alan Weis...

約1ヶ月 前 | 0

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How can I write sum(j,x(i,j))=1 in GA ? - please answer please
I am not sure that I understand what you are asking. You seem to know about Aeq and beq and their syntax. Is what you want a way...

約1ヶ月 前 | 0

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fsolve vs solve and linear equations
I don't know if you are solving with Symbolic Math Toolbox™ or Optimization Toolbox™. If you have numeric equations (not symbol...

約1ヶ月 前 | 0

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Function 'fzero' display "Warning: Reached the limit on the maximum number of intervals in use. Approximate bound on error is 1.8e+01. The integral may not exist, or it may be difficult to approximate numerically to the requested accuracy"
As the warning clearly states, this is not being issues from fzero, but is instead being issued from integral. You should figure...

約1ヶ月 前 | 0

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How to find the minimum of the given function?
Do you have Optimization Toolbox™? If so, I suggest that fminunc might be an appropriate solver. Otherwise, I suggest fminsearch...

約1ヶ月 前 | 0

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Trying to plot results from fmincon
I think that you want your horizontal axis to be the iteration number and your vertical axis to be the x(1) or x(2) value. This...

約1ヶ月 前 | 0

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Local minima possible. lsqnonlin stopped because the size of the current step is less than the selected value of the step size tolerance.
Perhaps this old example will be helpful. But maybe it is better to use nlparci from Statistics and Machine Learning Toolbox™. ...

約1ヶ月 前 | 0

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Local minima possible. lsqnonlin stopped because the size of the current step is less than the selected value of the step size tolerance.
Take a look at some suggestions in When the Solver Might Have Succeeded and When the Solver Succeeds. Alan Weiss MATLAB mathem...

約1ヶ月 前 | 1

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Different Bayes Optimization Results
Sorry, it is not clearly documented, but when running Bayesian optimization in parallel, results are not reproducible. You can s...

約2ヶ月 前 | 2

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lsqnonlin with matrices Problem to define the function
As clearly stated in the documentation, "...an objective function ... accepts one input, say x." One input, not a1,a2,a3,a4,b1,b...

約2ヶ月 前 | 1

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Constraints on a set of parameter in the likelihood function with fmincon
I don't understand whether you are optimizing over x, over theta, or over both. If theta is fixed and you are optimizing over x,...

約2ヶ月 前 | 0

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Minimising a matrix function subject to an equality constraint
This looks like a job for fmincon. Your unknown values are the upper (say) triangular elements in y. Create f to handle the up...

約2ヶ月 前 | 0

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