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
I want to solve this problem
You can use secondordercone by making a new variable , a linear objective , and another second-order cone constraint: Minimize ...

2 días ago | 1

Answered
SVM and KNN hyperparameter
Is this what you are looking for? fitcsvm hyperparameter options fitcknn hyperparameter options Alan Weiss MATLAB mathematic...

2 días ago | 0

Answered
minimize error function with positive part
I'm not sure that I understand you correctly. If is an array, then perhaps you are looking for z = zeros(size(y - yhat)); m1 ...

2 días ago | 0

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SVM training with hyperparameter "CVPartition"
I think that you have a misunderstanding about what these options do. Look in the first paragraph of the documentation of Hyperp...

17 días ago | 0

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Answered
Genetic Algorithm - Your fitness function must return a scalar value solution?
I am not sure what you are trying to do. Your objective function has 661 components. Are you trying to solve for 661 different v...

21 días ago | 0

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Answered
how can I automaticlly optimize hyperparameter for lasso regression. I could not set the function input as variable.
As stated in the documentation, you cannot set Alpha = 0. The Alpha parameter must be strictly positive (and no more than 1). A...

alrededor de 1 mes ago | 0

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Answered
What variable type is "Population" in a Genetic Algorthim and how to store individuals with long genomes?
Yes, it is possible to use ga with a custom population. For an example see Custom Data Type Optimization Using the Genetic Algor...

alrededor de 2 meses ago | 0

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Answered
Simulink using with fmincon
Perhaps you can look at some worked examples and figure it out: Using fminimax with a Simulink Model lsqnonlin with a Simulink...

alrededor de 2 meses ago | 0

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I use fcn2optimexpr,but I got an error for scalar optimizationexpression
You had a misunderstanding. The A variable should be a scalar, not a vector. All issues stemmed from that one misunderstanding. ...

alrededor de 2 meses ago | 0

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Answered
how can I optimize a neural network with multiple outputs using the Genetic Algorithm ?
Generally speaking, optimization algorithms try to minimize a single scalar function of the input variables . I don't know what...

alrededor de 2 meses ago | 1

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how can i validate my optimization algorithm?
Your objective function is smooth. Therefore, you should not be using particleswarm or ga or simulannealbnd, but instead should ...

alrededor de 2 meses ago | 0

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Using GA can I put a condition on Population?
Sure, that is a simple linear inequality constraint. Probably easiest to represent using the problem-based formulation, but do w...

2 meses ago | 0

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how to write multi objective particle swarm optimization?
As you probably understand, particleswarm is for single-objective optimization. You can fake the multiobjective part by taking a...

2 meses ago | 0

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fmincon does not fulfil constraints
As documented, Iterations Can Violate Constraints. So I am not sure whether you are complaining about intermediate iterations (w...

2 meses ago | 0

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Gradient Calculation with fmincon and UseParallel
This is not the expected performance. I would usually expect that parallel gradient estimation would give you quite a bit of spe...

3 meses ago | 0

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Recommended ML toolbox for complex spaceship braking optimization.
You might be able to use some Optimization Toolbox solvers. There is one (laughably simplified, but still) relevant example here...

3 meses ago | 0

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Genetic Algorithm and PSO not varying from initial point, regardless of parameters and fitness function
You have a linear objective function and linear constraints. You should use linprog to solve your problem. Typically, a linear p...

3 meses ago | 0

Answered
optimization toolbox in matlab
This sounds like a job for intlinprog. Alan Weiss MATLAB mathematical toolbox documentation

3 meses ago | 0

Answered
Determinant of the Jacobian as a constraint couldn't avoid atan2(x,y) get into negative.
While I do not know what you are really doing, you should know that nonlinear constraints are not satisfied at intermediate iter...

3 meses ago | 1

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Answered
Genetic algorithm takes too much time to solve _ only linear objective and constraints
You say that you have a linear objective function and linear and integer constraints. In that case, you should not use the gene...

3 meses ago | 1

Answered
Arrays have incompatible sizes for this operation error
You are mixing up the two approaches, problem-based and solver-based. You cannot do that. You have x and y defined as optimizati...

3 meses ago | 0

Answered
how to Plot convergence of Simulated annealing optimization problem?
Perhaps you want to collect the cost as a vector that you can then plot. Something like this: % Put this line immediately after...

3 meses ago | 0

Answered
Very small feasibility value but very large first-order optimality value
This is a very interesting issue; I have never seen anything quite like it before. Apparently, you are providing gradients for b...

3 meses ago | 0

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Answered
Arrays have incompatible sizes for this operation error
It looks like the issue is that ai is not 36-by-36. You probably want something like ai = repmat(ai,1,36); z= (-1)*sum(x.*rij....

3 meses ago | 0

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How to input mixed positive integer variable to "gamultiobj" fitness function?
If your MATLAB version is R2021b or later, you can use integer constraints in gamultiobj. For details, see the function referenc...

3 meses ago | 0

Answered
How to introduce constraints to my objective function (Genetic Algorithm)
You have at least two errors that keep the constraint function from working properly. First, this section needs a loop such as f...

3 meses ago | 0

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Answered
Problem training Gaussian process with 'ardsquaredexponential' kernel function using bayesopt
As stated in the documentation for OptimizeHyperparameters: "KernelScale cannot be optimized for any of the ARD kernels." Alan...

3 meses ago | 1

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Answered
Optimization completed because the size of the gradient is less than the value of the optimality tolerance.
I think that you are mistaking the exit message for the solution. The solution resides in the p variable that the solver returns...

3 meses ago | 1

Answered
I am doing Genetic algorithm for optimisation , but it is very slowly optimising, 1st itteration is not complete since 5hours but it is showing optimisation running.
ga is a slow algorithm. Most likely you have nonlinear constraints, which makes the algorithm even slower. If you do not have in...

3 meses ago | 0

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Get best hyperparameters for ionosphere data using fitcecoc & bayesopt. but i am getting error optimizableVariable.
I do not understand why you are attempting to use fitcecoc with a 2-class model. Try this instead: load ionosphere mdl = fitcs...

4 meses ago | 0

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