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Alan Weiss

MathWorks

Last seen: 2 giorni fa Attivo dal 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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Risposto
How to plot non-quadratic functions?
This sounds like a multiobjective optimization problem. See Generate and Plot Pareto Front and, if you have Global Optimization ...

3 giorni fa | 0

Risposto
How do I iterate f(x)
Is this what you are looking for? f = @(x)exp(x) - 2 - x - x.^2./2; t = linspace(0,5); plot(t,f(t)) OK, there is a root in t...

6 giorni fa | 0

Risposto
How do I solve this system of non-linear equations using fsolve?
I don't know if this is helpful, but I suspected that fsolve was having trouble because of the scaling of your variables; everyt...

8 giorni fa | 0

Risposto
How to display the value of a specific component of the objective function after computation is done?
I'd be very interested to know what you think of the nuclear fuel disposal example. But to answer your question, let's look at ...

10 giorni fa | 0

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Risposto
How to make the initial population in genetic algorithm fixed?
In addition to what Walter said, you can set the global random seed. rng default % Or rng(seed) [x,fval] = solve(problem,"Solv...

13 giorni fa | 1

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Risposto
Setting Pareto FronI want to set the Pareto Front using genetic algorithm
You can take a larger population. For example, options = optimoptions('gamultiobj','PopulationSize',300); Make sure to pass op...

22 giorni fa | 0

Risposto
Gamultiobj takes too long to run. Is there a workaround?
I am sorry, but I do not have time to understand your model in detail. However, I notice that you are using the problem-based ap...

28 giorni fa | 0

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Risposto
how to solve a multi-objective nonlinear optimization problem with constraints ?
For an example that optimizes the solution of an ODE using optimization variables, see Fit ODE Parameters using Optimization Var...

circa un mese fa | 0

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Risposto
Which optimization method is better for problems with random steps
In addition to what the other answerers have described, there does exist an optimization solver that can deal with stochastic ob...

circa un mese fa | 0

Risposto
Optimization problem code sos please help
Have you seen the Problem-Based Optimization Workflow? This approach allows you to create optimization variables as symbolic-typ...

circa un mese fa | 0

Risposto
how to use parfor for optim constraints?
Unfortunately, your version of Optimization Toolbox does not have the latest upgrade which uses "static analysis" to speed the c...

circa un mese fa | 1

Risposto
On which data is the ML model trained after hyperparameter optimization /Application of trained ML on new training data
With the settings you show, the software does not perform any cross validation. You need to set the OptimizeHyperparameters argu...

circa 2 mesi fa | 1

Risposto
What is the output when Particle Swarm Optimization exceeds MaxTime
I believe that the code returns the point giving the best (lowest) objective function value encountered. Alan Weiss MATLAB mat...

3 mesi fa | 0

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Risposto
Genetic algorithm only works with integer constraints..
Yakov, your report indicates that the nonlinearly-constrained problem is being solved in the usual way: having very few iteratio...

4 mesi fa | 1

Risposto
why doesn't the gamultiobj function give me the output of the algorithm?
Your script worked for me. I attach the result. Using these commands, I also got a plot of the Pareto front. opts = optimoption...

5 mesi fa | 0

Risposto
GA - objective and constraints have to run the same expensive function
This is a difficult problem because of the way that ga calls functions, both fitness and nonlinear constraint. For most solvers,...

5 mesi fa | 0

Risposto
A problem in official website 'Least-Squares (Model Fitting) Algorithms'
Thank you for pointing out this long-standing error in the documentation. I will fix the error as soon as practicable. Alan Wei...

5 mesi fa | 0

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Risposto
Why is fmincon not finding the right solution?
Your mistake is trying to use fmincon to solve a problem with integer constraints. fmincon does not apply to this type of proble...

5 mesi fa | 0

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Risposto
What does useParallel doesn't work with Automatic Differentiation means and how do I fix it?
This is not a problem, this is a notification from internal algorithms. You are using the problem-based approach with supported ...

5 mesi fa | 0

Risposto
Spacecraft trajectory optimization with GA in Matlab (on/off constant thrust)
You might be interested in this example: Discretized Optimal Trajectory, Problem-Based. The problem formulation is different tha...

6 mesi fa | 0

Risposto
I want to find 4 constant with used 1 eq
This is an underdetermined problem, meaning there are many different values of x1, x2, x3, and x4 that work. For example, choose...

6 mesi fa | 0

Risposto
Trouble with plotting iterations in patternsearch optimization
I think that what is going on is that you have nonlinear constraints in your problem. When there are nonlinear constraints, patt...

6 mesi fa | 0

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Risposto
Setting conditions for optimization variables
x = optimvar('x', 100, 'LowerBound', 0); ub = Inf(100,1); ub(1:10) = zeros(10,1); x.UpperBound = ub; showbounds(x) It would...

6 mesi fa | 0

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Risposto
Supplying gradient for the subset of parameters
The short answer is no: there is no provision to provide analytic gradients for a subset of the parameters. I cannot think of a ...

6 mesi fa | 0

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Risposto
Is there a way to specify objective and constraint gradients when doing nonlinear optimization in the problem-based framework?
The problem-based approach calculates and uses gradients automatically for supported functions. However, to include gradients of...

6 mesi fa | 0

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Risposto
surrogateopt: output function
Try this. lb = [-3 -3]; ub = -lb; opts = optimoptions('surrogateopt','OutputFcn',@listout); obj = @(x)100*(x(2) - x(1)^2)^2 ...

6 mesi fa | 1

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Risposto
Passing values to PSO options
It works for me. Here is a little test script: fun = @(x)x(1)*exp(-norm(x)^2); lb = [-5,-5]; ub = -lb; opts = optimoptions('...

6 mesi fa | 1

Risposto
Do I need to normalize input parameters to Particle Swarm Optimization?
You don't usually need to scale your parameters, but many problems are solved more reliably if you do. See Center and Scale Your...

6 mesi fa | 0

Risposto
Possible bug with coneprog?
I think that you have identified a problem with the default options for trajectory problems: the optimality tolerance should be ...

6 mesi fa | 0

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Risposto
How can I save the output parameters for each step using lsqnonlin function?
Write an output function to save the values, either to a workspace variable or to a file. For syntax details, see Output Functio...

6 mesi fa | 0

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