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.

Answered

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...

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...

1 day ago | 0

Answered

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...

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...

9 days ago | 0

Answered

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. ...

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. ...

10 days ago | 1

Answered

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...

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...

12 days ago | 1

Answered

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 ...

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 ...

12 days ago | 0

| accepted

Answered

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...

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...

15 days ago | 0

Answered

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...

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...

16 days ago | 0

Answered

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...

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...

16 days ago | 0

Answered

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...

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...

16 days ago | 1

| accepted

Answered

Sparsity exploitation in optimization

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

Sparsity exploitation in optimization

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

17 days ago | 0

Answered

Algorithm parameter of solve ignored

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

Algorithm parameter of solve ignored

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

18 days ago | 0

| accepted

Answered

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 ...

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 ...

23 days ago | 0

Answered

fmincon with sqp algorithm but without inclduing a gradient

See Benefits of Including Derivatives in the documentation. Alan Weiss MATLAB mathematical toolbox documentation

fmincon with sqp algorithm but without inclduing a gradient

See Benefits of Including Derivatives in the documentation. Alan Weiss MATLAB mathematical toolbox documentation

23 days ago | 1

Answered

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-...

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-...

24 days ago | 0

Answered

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...

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...

24 days ago | 0

Answered

Optimization Problem: Max Sharpe Ratio

Currently, as the documentation clearly states, the problem-based approach does not apply to general nonlinear problems. You mus...

Optimization Problem: Max Sharpe Ratio

Currently, as the documentation clearly states, the problem-based approach does not apply to general nonlinear problems. You mus...

25 days ago | 0

Answered

change stepsize of fmincon

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

change stepsize of fmincon

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

30 days ago | 0

Answered

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...

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...

1 month ago | 0

Answered

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...

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...

1 month ago | 0

Answered

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...

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...

1 month ago | 0

Answered

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...

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...

1 month ago | 0

Answered

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...

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...

1 month ago | 0

| accepted

Answered

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...

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...

1 month ago | 0

| accepted

Answered

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...

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...

1 month ago | 0

Answered

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™. ...

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™. ...

1 month ago | 0

Answered

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...

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...

1 month ago | 1

| accepted

Answered

Different Bayes Optimization Results

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

Different Bayes Optimization Results

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

1 month ago | 2

| accepted

Answered

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...

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...

1 month ago | 1

| accepted

Answered

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,...

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,...

2 months ago | 0

| accepted

Answered

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...

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...

2 months ago | 0