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Alan Weiss

MathWorks

Last seen: Today Active 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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Answered
Confusion over use of fmincon for an optimisation problem
There could be several reasons for your results, in addition to the hard-to-diagnose bugs and other programming errors. One is ...

1 day ago | 0

Answered
fsolve gives the same value for different parameters of the nonlinear equation
Your function funH returns the following iinternal values for your initial point x0 = 5 and the other parameters pmt = [1.027313...

1 day ago | 0

Answered
What does relative constraint tolerance of fmincon in detail ?
As far as the interpretation, a positive value means at least one constraint is violated. A zero (or negative for other solvers)...

2 days ago | 0

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Answered
Find gradient ascent for 3D surface
You might be interested in this example: Pattern Search Climbs Mount Washington Alan Weiss MATLAB mathematical toolbox documen...

4 days ago | 0

Answered
how to run different for loops in MATLAB
Usually, people write functions that accept arguments and return arguments, such as result(k,z,q) = Matlaboptimization(Pemax,Pb...

5 days ago | 0

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Answered
The running time complexity of Mixed-integer linear programming (MILP)?
It is well known that MILP is an NP-complete problem. See https://en.wikipedia.org/wiki/Integer_programming for an explanation. ...

5 days ago | 0

Answered
Matlab Optimisation toolbox (Score Constaint)
Instead of minimizing TARGETVALUE - ACTUALVALUE , instead minimize either abs(TARGETVALUE - ACTUALVALUE) or (TARGETVALUE - ACTUA...

7 days ago | 0

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Answered
Hi, I have been trying to carry out the mole balance of certain reactions on excel, but the equations have refused to converge, hence my switch to matlab.
You have a set of linear equations. You can represent your equations in terms of a matrix A and vector b in the usual framework ...

7 days ago | 1

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Answered
Energy storage optimisation problem - separate charge and discharge constraint
You are mixing up the problem-based and solver-based formulations. You need to choose one or the other. If you are using the sol...

7 days ago | 1

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Answered
How can I implement a constraint on any subset of columns in a matrix optimisation variable?
You need to use some of the ideas in Integer and Logical Modeling. Create an auxiliary binary variable tf the same size as resul...

7 days ago | 0

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Answered
How am I getting higher values for my objective function from a global search based on fmincon than I did from fmincon alone?
This does seem strange. If you look at the algorithm description in How GlobalSearch and MultiStart Work, you see that GlobalSea...

8 days ago | 0

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Answered
why there is a different value between the latest Fval and the Optimal Solution that Fmincon gives me
The answer is correct to within tolerances. Generally, you cannot expect an answer that is correct down to the last few decimal ...

9 days ago | 0

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Answered
Solve problem of choice of resistor
To allow this code to work, I copy over your data. % Power source source_V = 5; % voltage of the power source source_I...

10 days ago | 0

Answered
Link between Genetic Algorithm ga and Simulink
I am no expert in Simulink®, but perhaps some documented examples might show how to link (Global) Optimization Toolbox solvers t...

13 days ago | 0

Answered
Optimization Problem but don't have closed form expression
This seems like a straightforward problem using either the Problem-Based Optimization Workflow or the solver-based approach. As ...

13 days ago | 1

| accepted

Answered
How to solve the error "Conversion to logical from optim.prob​lemdef.Opt​imizationC​onstraint is not possible!"
You probably need to formulate your constraints according to the procedures in Integer and Logical Modeling. Alan Weiss MATLAB...

24 days ago | 0

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Answered
How do I interpret the results from Multistart?
Here is how to interpret the results. I assume that the local solver is fmincon. The local exitflag is the exit flag from fminc...

24 days ago | 1

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Answered
LaGrange Multiplier constrain with discretised functions
I think that you are making a mistake by trying to use symbolic variables here. If I understand what you are trying to do, you ...

27 days ago | 0

Answered
How to check the FMINCON feasibility correctly
If you look at the documentation for fmincon iterative display, you see: Feasibility: Maximum constraint violation, where satis...

27 days ago | 1

Answered
How can I apply bayesopt to my Simulink model?
As the documentation states, the objective function accepts a 1-by-D table of values, where D is the number of variables. So you...

30 days ago | 1

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Answered
Implement parameter constraint for surrogateopt
The answer depends on your MATLAB version. As the Release Notes show, linear constraints were introduced in R2021a, nonlinear co...

1 month ago | 0

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Answered
How to constrain fmincon unknowns to itself
Or maybe with linear constraints: A = [1 1 -1 -1]; b = 0; unknowns = fmincon(@(x)fun(x),initial,A,b,[],[],lb,ub) What do the...

1 month ago | 0

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Answered
Global variables are forbidden in parallel multistart optimization
There are other ways to pass variables other than declariig them as global. See Passing Extra Parameters. Alan Weiss MATLAB ma...

1 month ago | 1

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Answered
Can I use "xxx.m" file for object function in GA tool
Please report the MATLAB version you are using, such as R2019a. It makes a difference, because, for example, the Optimization ap...

1 month ago | 1

Answered
Hardstop intlinprog & return the current solutions
You don't have to call prob2struct to solve your problem. Just call [sol,fval] = solve(prob,'Options',opts) Now, what should o...

1 month ago | 0

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Answered
How can I use lsqcurvefit with a look-up table search as the objective function? Currently, the initial guess always is identified as a local minimum.
To use lsqcurvefit your function needs to be defined and differentiable for continuous values of p. It looks to me as if your fu...

1 month ago | 0

Answered
optimising variables in for loop
It is not clear to me whether you want to minimize q_backup(k) for one particular value of k or for all k from 1 to 145. Genera...

1 month ago | 0

Answered
Fsolve Intemidiate equations result
You could use persistent variables along with assignin to write the variaible value to a workspace variable. Something like this...

1 month ago | 0

Answered
Supplied objective function must return a scalar value
You have a misconception about what linear constraints mean and what a scalar objective function is. Linear constraints do NOT t...

1 month ago | 0

Answered
How to limit optimization program to choose only natural integers numbers (not float) if my objective function is not linear?
If you have Global Optimization Toolbox you can use Mixed Integer ga Optimization. Alan Weiss MATLAB mathematical toolbox docu...

1 month ago | 0

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