Alan Weiss

Last seen: 4 days ago

MathWorks

2,123 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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Answered
Way to overcome tolerance limit restriction, without change in initial value in fsolve function OR any other way out.
I'm not sure what you are trying to do, because apparently the initial point is a solution. But if you want fsolve to take a fut...

4 days ago | 0

Answered
Performance of Mixed-integer linear programming (MILP) with intlinprog
MILP is a notoriously difficult problem type. For suggestions, see Tuning Integer Linear Programming. Alan Weiss MATLAB mathem...

7 days ago | 1

Answered
Assigning different upper and lower bounds to function input variables when calling the function during optimization
You need to write your function of one variable, say x = [x1,x2,x3,x4,x5]. For example, function RMSE = energy_demand(x) % Here...

7 days ago | 0

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What acquisition function should I use in Bayes Optimization?
For information about acquisition functions, see Acquisiton Function Types. Alan Weiss MATLAB mathematical toolbox documentati...

11 days ago | 1

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Answered
How do I solve two ode (dct/dt and dR/dt) simultaneously with ODE45 and optimize two parameters using global optimization ?
For a relevant example, see Optimize an ODE in Parallel. Alan Weiss MATLAB mathematical toolbox documentation

12 days ago | 0

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Need some help about optimization with matlab and simulink.
For a relevant example, see lsqnonlin with a Simulink® Model. Alan Weiss MATLAB mathematical toolbox documentation

12 days ago | 0

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difference between Optimization terminated: maximum number of generations exceeded and Optimization terminated: average change in the fitness value less than .
1 means that the process has stalled, and whether this is good or bad depends on what you want. If the stall window is large, th...

14 days ago | 0

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Problem-Based Optimization, No feasible solution found
Your problem is infeasible as given. Using the routines in Investigate Linear Infeasibilities, I found the following. Convert th...

16 days ago | 0

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Input user data into Surrogate Optimization Function
To pass extra parameters see Passing Extra Parameters. Alan Weiss MATLAB mathematical toolbox documentation

16 days ago | 0

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How to set a boundary condition to my solution of the fitness function? (MATLAB genetic algorithm)
I believe that your optimization will work much better using patternsearch as the solver instead of ga, or even using surrogateo...

16 days ago | 1

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Can you help me with the output of my optimizer?
Use this example as a guide: Example of a Nested Output Function. Alan Weiss MATLAB mathematical toolbox documentation

16 days ago | 0

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fmincon options settings mrsgarch
Here are some options you can try (some of your values do not make sense, such as having MaxIter be greater than MaxFunEvals, or...

21 days ago | 0

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How exactly is the merit function weight 'w' cycled in the surrogateopt function algorithm?
Each sample point uses one weight (one merit function at any one time). The weights cycle after every new point is generated. A...

24 days ago | 0

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Why do I receive local exitflag -10 when I am using multistart?
The MultiStart run exit flags are described here. You see that –10 means the initial points that MultiStart tried all led to Inf...

25 days ago | 0

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Incorrectly reported Func-count in lsqcurvefit. Also, MaxIterations not obeyed
Thank you for reporting this odd behavior, Matt. I investigated and found that an internal check for stopping in the nonlinear l...

26 days ago | 1

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Change axis of fcontour plot
The function reference page for fcontour shows at least two ways of choosing the contour lines: Use the LevelList name-value ar...

26 days ago | 1

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Nonlinear Optimization with 2 Variables, 1 variable is always equal limit
Your problem has costs in terms of the problem variables of the form cost = days*welders*positive + days*positive2; Here posit...

28 days ago | 0

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In Matlab 2019, 2020, or 2021, can parallel computing be used with intlinprog?
No, there is no provision for parallel computation in intlinprog. You can always check the Release Notes to find what has change...

29 days ago | 0

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How to formulate nonlinear optimization problem with large number of variables and constraints
It sounds to me as if you want to fit an expression to data, possibly in a least-squares sense. For examples and details, see No...

29 days ago | 0

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FMINCON with multiple constraints
I think that your fracturade function is returning data type SINGLE. Perhaps the quickest fix is to include the following call j...

29 days ago | 0

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Function evaluations (F-count) in fmincon
Please see the documentation on Iterations and Function Counds. To quote the relevant paragraph: If the problem has constraints...

30 days ago | 0

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MultiStart runs less than specified number of runs
This can happen when the StartPointsToRun property in ms is not 'all'. In that case, many start points can be skipped in a run b...

30 days ago | 1

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Answered
Problems using function fsolve
Check the suggestions in fsolve Could Not Solve Equation. Alan Weiss MATLAB mathematical toolbox documentation

30 days ago | 0

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4 variables problem optimization with Genetic Algorithm
ga is a stochastic algorithm, and is expected to give different results on different runs. You can get reproducible behavior by ...

1 month ago | 1

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Lsqnonlin optimization unexpected behavior
lsqnonlin is a gradient-based solver. It first attempts to estimate the local gradient by small finite difference steps. If your...

1 month ago | 0

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Which optimization tool should I use for my case?
I'm not sure that I understand what you are doing, but I think that you could use the fminbnd solver along with some interpolati...

1 month ago | 0

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Answered
How to increase accuracy of optimization using genetic algorithm of the following code? Value obtained by ga = -2360 (approx.) and Actual value is = -2390. Percentage of accuracy by ga = 98.7%
You are getting a pretty good answer from the wrong solver. Your objective and constraints are all smooth, so you should not be ...

1 month ago | 0

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Answered
Multi objective Bayesopt in MATLAB
There is no provision for using bayesopt for multiobjective problems. You have several choices: Use bayesopt as the optimizer i...

1 month ago | 0

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Problem-Based Optimisation - "Linprog stopped because it exceeded its allocated memory"
Sorry, I do not know why the default algorithm gives this error. The 'interior-point' algorithm solves it easily. dt = 15/60; ...

2 months ago | 0

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Answered
How can I define fitness limit for multiple objectives when using gamultiobj
You can set Nonlinear Constraints in gamultiobj to keep the objective functions within the limits you like. Or you can simply po...

2 months ago | 0

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