Community Profile

# Alan Weiss

### MathWorks

1,813 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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How can I find a Pareto optimal using weighted sum method in Multi objective optimization ?
There are several approaches to finding Pareto fronts. This example uses fgoalattain, but you can easily modify it to use fminun...

1 day ago | 0

Linear programming and cash flow matching
I don't know for sure, but perhaps this example is relevant. Alan Weiss MATLAB mathematical toolbox documentation

1 day ago | 0

how to plot objective function with variables
You have two definitions of options, meaning the first definition does nothing: options = optimoptions(@fmincon,'Display','iter...

1 day ago | 0

why ga generates different fval and penalty values
Most likely, your x value is infeasible. See Integer ga Algorithm, which states: The penalty function value of a member of a po...

1 day ago | 0

Converting optimization output to struct
You might be interested in the function mapSolution. You need to make the problem structure, but then, given the x output from c...

10 days ago | 1

How to use parallel computation in globalsearch function?
I think that you are confused about what GlobalSearch and MultiStart do. Bottom line: I think that you should not use GlobalSear...

14 days ago | 0

fmincon does not progress first and then progress but at a rather slow rate
I have no details about what your objective function or constraints look like, so cannot offer any specific advice. For general ...

16 days ago | 0

Question regarding the GA optimization
You are free to use nonlinear inequality constraints along with mixed-integer programming in ga. Alan Weiss MATLAB mathematica...

1 month ago | 0

how to optimize a function which optimization variable is not in it directly?
This looks like a binary programming problem. I don't know how the D_m depend on the I_{n,k}, but it looks like there is no big ...

1 month ago | 2

Problem optimizing anonymous function using fzero
The way that fzero works is it first tries to bracket a root (find points on either side of the root having different function s...

2 months ago | 0

search the minimum of function by sse
I think that the documentation on Minimizing Functions of Several Variables will help. Alan Weiss MATLAB mathematical toolbox ...

3 months ago | 0

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Calculating covariance matrix from Jacobian using lsqcurvefit
This old documentation example might be of some use. Alan Weiss MATLAB mathematical toolbox documentation

3 months ago | 1

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Optimizing a matrix with cplexlp?
I really don't know, but it is possible that the matchpairs function might be applicable. Alan Weiss MATLAB mathematical toolb...

3 months ago | 1

Number of Population and Generation in GA?
it is difficult for me to understand what you are asking, but here is some information that might help you: You can see option ...

3 months ago | 0

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How can i find the optimal parameters that minimize SSE?

4 months ago | 0

How can i find the optimal parameters that minimize SSE?
To solve an optimization problem you have to force your problem into the form required by optimization solvers. Sorry, that's ju...

4 months ago | 1

is it possible to determine the values ​​of the input parameters ca, cb, cc and cd for which the cc value at the output would be maximal?
Yes, take a look at this example, which has a much more complicated objective function. If your objective function is only the v...

4 months ago | 0

Travelling salesman problem - Detecting subtour
If you have an Optimization Toolbox™ license, take a look at this example, which has code that does what you ask. Access the cod...

4 months ago | 0

Optimization with very flat objective function
You can try scaling the function by multiplying it by a large value. You can also set some different options, such as TolFun. An...

4 months ago | 0

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Resolution of optimization variable in nonlinear optimization problem like simulannealbnd patternsearch
For patternsearch you can set the MeshTolerance option to 1/2 or something like that.If your objective function is very expensiv...

4 months ago | 0

SVM train and Classification Errors
Try removing the line species = ClassificationSVM(svmStruct,feat,'showplot',true); To learn how to use the resulting SVM, see...

4 months ago | 0

Question regarding passing input arguments in fmincon
I am not sure that I understand what you mean by "I want to pass ODEs as a constraint to fmincon." What about the ODE solution i...

4 months ago | 0

Why are fitcsvm Hyperparameters trained on the whole dataset and used for crossvalidation?
Perhaps I didn't explain well what the example is supposed to be showing. The second "fitting" step that you object to is not fi...

4 months ago | 1

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How to solve 4 equations with 4 unknowns with bounds?
You set options for fsolve, but then call lsqnonlin. This is a mistake. You do not pass options to the solver. This might be a ...

4 months ago | 1

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How do I put a series of sum into a function?
I did not try to run your code, but I have several comments. Use the appropriate solver for your objective. For a quadratic obj...

4 months ago | 0

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fmincon performance varies when reformulating interval constraint
fmincon is a gradient-based solver, and as such does not work well with discontinuous functions. Locally, it attempts to minimiz...

4 months ago | 1

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Incorrect solution for symmetric problems in fmincon
fmincon is a gradient-based algorithm. When your initial point is [0.5,0.5], the gradient is zero, and fmincon stops, since it i...

4 months ago | 1

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How fmincon shifts x0 when it does not strictly satisfy the upper and lower bounds?
I believe that if you get this message, then you have made an error. You gave a start point that is infeasible with respect to t...

4 months ago | 1

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How to optimize parameters in ODE
Well, depending on what it means to optimize, I suspect that you can. I mean, are you trying to maximize a final value of one of...

4 months ago | 0