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

How to solve SOCP program on MATLAB?

Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either ...

How to solve SOCP program on MATLAB?

Currently, there is no dedicated SOCP solver in Optimization Toolbox™. But you can often include this kind of constraint either ...

15 hours ago | 0

Answered

How does MATLAB calculate the jacobian of a function that does not have an expression in lsqnonlin?

It is possible that the examples Fit ODE, Problem-Based or Fit an Ordinary Differential Equation (ODE) would show you reasonable...

How does MATLAB calculate the jacobian of a function that does not have an expression in lsqnonlin?

It is possible that the examples Fit ODE, Problem-Based or Fit an Ordinary Differential Equation (ODE) would show you reasonable...

1 day ago | 0

Answered

Optimization of Linear Model

I suggest that you look in the documentation. There are a wide variety of examples. https://www.mathworks.com/help/optim/exampl...

Optimization of Linear Model

I suggest that you look in the documentation. There are a wide variety of examples. https://www.mathworks.com/help/optim/exampl...

1 day ago | 0

Answered

Why does Multistart give a output same as the initial guess value?

There is a good chance that things would do better if you would scale your problem. Some of your bounds are of order 1e15, some ...

Why does Multistart give a output same as the initial guess value?

There is a good chance that things would do better if you would scale your problem. Some of your bounds are of order 1e15, some ...

1 day ago | 0

Answered

Need help with mathematical optimization - fmincon

Your problem sounds natural for the surrogateopt solver in Global Optimization Toolbox. In particular, fmincon is a gradient-bas...

Need help with mathematical optimization - fmincon

Your problem sounds natural for the surrogateopt solver in Global Optimization Toolbox. In particular, fmincon is a gradient-bas...

6 days ago | 1

Answered

Adding two linear inequality constraints in Optimization toolbox

You say that your new constraints are linear. In that case, you add one row to A and to b for each new constraint. For example, ...

Adding two linear inequality constraints in Optimization toolbox

You say that your new constraints are linear. In that case, you add one row to A and to b for each new constraint. For example, ...

7 days ago | 1

Answered

Constraint function in optimization toolbox

I think that you missed the step where you call the external function to calculate the nonlinear constraint. function [c,ceq] =...

Constraint function in optimization toolbox

I think that you missed the step where you call the external function to calculate the nonlinear constraint. function [c,ceq] =...

8 days ago | 0

| accepted

Answered

Paretosearch graph doesn't appear

Consult the documentation for the available plot functions. In partiicular, you find this statement there: "For patternsearch o...

Paretosearch graph doesn't appear

Consult the documentation for the available plot functions. In partiicular, you find this statement there: "For patternsearch o...

13 days ago | 0

Answered

How to use bayesopt function to predict the optimal parameters for the experiment?

It soiunds to me as if there are two steps to your problem: Fit a parameterized function to some data. So you might have some f...

How to use bayesopt function to predict the optimal parameters for the experiment?

It soiunds to me as if there are two steps to your problem: Fit a parameterized function to some data. So you might have some f...

13 days ago | 0

| accepted

Answered

How to solve multiobjective optimization problem?

If you have Global Optimization Toolbox you can use paretosearch or gamultiobj to find a Pareto set for your problem. See Multio...

How to solve multiobjective optimization problem?

If you have Global Optimization Toolbox you can use paretosearch or gamultiobj to find a Pareto set for your problem. See Multio...

16 days ago | 0

| accepted

Answered

Creating an Partial Initial Population of Matrices for a Genetic Algorithm

ga accepts only row vectors as population members. However, it is easy for you to call reshape in your fitness function to turn ...

Creating an Partial Initial Population of Matrices for a Genetic Algorithm

ga accepts only row vectors as population members. However, it is easy for you to call reshape in your fitness function to turn ...

19 days ago | 0

Answered

Dynamic bounds in an optimizer

You are describing a nonlinear constraint. This is a type of constraint that simulannealbnd cannot handle. In fact, your constr...

Dynamic bounds in an optimizer

You are describing a nonlinear constraint. This is a type of constraint that simulannealbnd cannot handle. In fact, your constr...

19 days ago | 0

| accepted

Answered

Multistart and lsqnonlin - Parallelization doesn't seem to provide any benefit.

I have to ask: do you have Parallel Computing Toolbox installed? It is required for MultiStart to run in parallel. I do not und...

Multistart and lsqnonlin - Parallelization doesn't seem to provide any benefit.

I have to ask: do you have Parallel Computing Toolbox installed? It is required for MultiStart to run in parallel. I do not und...

19 days ago | 0

| accepted

Answered

Fmincon does not even try other points other than initial x0

The documentation has some suggestions about this type of thing. Alan Weiss MATLAB mathematical toolbox documentation

Fmincon does not even try other points other than initial x0

The documentation has some suggestions about this type of thing. Alan Weiss MATLAB mathematical toolbox documentation

27 days ago | 1

Answered

Optimizing constants applied to multiple vectors with multiple constraints

I do not understand your question. What are you allowed to vary? Are there any constraints? I mean, why not just set all element...

Optimizing constants applied to multiple vectors with multiple constraints

I do not understand your question. What are you allowed to vary? Are there any constraints? I mean, why not just set all element...

28 days ago | 0

Answered

Query about simulanneal.m Function (Simulated Annealing Optimization).

Global Optimization Toolbox provides the simulannealbnd funciton, which does not provide linear constraints, though it does allo...

Query about simulanneal.m Function (Simulated Annealing Optimization).

Global Optimization Toolbox provides the simulannealbnd funciton, which does not provide linear constraints, though it does allo...

28 days ago | 1

Answered

Minimize vector using Fmincon

I think that you called the objective function incorrectly. Try Eoptimized = fmincon(@(E)objective(E, MEdp, t, MEp, F, L, S), E...

Minimize vector using Fmincon

I think that you called the objective function incorrectly. Try Eoptimized = fmincon(@(E)objective(E, MEdp, t, MEp, F, L, S), E...

30 days ago | 1

Answered

How to solve the nonlinear optimization problem.

This looks like a job for fmincon. Variables x (3-D) and t = x(4). Objective function t = x(4). Lower bound lb = [0,0,0,-Inf]....

How to solve the nonlinear optimization problem.

This looks like a job for fmincon. Variables x (3-D) and t = x(4). Objective function t = x(4). Lower bound lb = [0,0,0,-Inf]....

1 month ago | 0

| accepted

Answered

How can I set meshsize respectively for each parameter on patternsearch?

Usually it is better to set the scale within your objective function so that the optimization parameters are all of the same ord...

How can I set meshsize respectively for each parameter on patternsearch?

Usually it is better to set the scale within your objective function so that the optimization parameters are all of the same ord...

1 month ago | 0

| accepted

Answered

How can I make patternsearch optimize using additional values?

Before I get to your specific question, allow me an observation: it is very inefficient to call a load statement in an objective...

How can I make patternsearch optimize using additional values?

Before I get to your specific question, allow me an observation: it is very inefficient to call a load statement in an objective...

1 month ago | 0

| accepted

Answered

“crossover or mutation” strategy versus “crossover and mutation” strategy

I cannot answer why the toolbox has the design it has. However, you are certainly ALLOWED to use any strategy you want. For exam...

“crossover or mutation” strategy versus “crossover and mutation” strategy

I cannot answer why the toolbox has the design it has. However, you are certainly ALLOWED to use any strategy you want. For exam...

1 month ago | 0

Answered

Excel add in problem with INTLINPROG function

Sorry, the major change I know about occurs in R2019a (see Functionality Being Removed or Changed). I don't know how to help you...

Excel add in problem with INTLINPROG function

Sorry, the major change I know about occurs in R2019a (see Functionality Being Removed or Changed). I don't know how to help you...

1 month ago | 0

Answered

How to use GA when a BIG problem only has integer variables?

It is unlikely that you will get an effective genetic algorithm solution here. Use intlinprog to solve MILP problems, possibly a...

How to use GA when a BIG problem only has integer variables?

It is unlikely that you will get an effective genetic algorithm solution here. Use intlinprog to solve MILP problems, possibly a...

1 month ago | 0

Answered

Comparison of acquisition functions in bayesian optimization

I am not an expert in this area, but I'll tell you what I know about acquisition function types. From what I understand, in inte...

Comparison of acquisition functions in bayesian optimization

I am not an expert in this area, but I'll tell you what I know about acquisition function types. From what I understand, in inte...

1 month ago | 0

| accepted

Answered

Multi Objective Multi Reservoir Optimization (NSGA II) Formulation

I think that you are confusing yourself by using symbolic math. What might be worthwhile is to write this using the problem-bas...

Multi Objective Multi Reservoir Optimization (NSGA II) Formulation

I think that you are confusing yourself by using symbolic math. What might be worthwhile is to write this using the problem-bas...

1 month ago | 1

| accepted

Answered

Sir how to write objective function for this in particle swarm optimization algorthim

I suppose that you know how to write code to calculate and . I suppose that you know how to write code to calculate the sum mul...

Sir how to write objective function for this in particle swarm optimization algorthim

I suppose that you know how to write code to calculate and . I suppose that you know how to write code to calculate the sum mul...

1 month ago | 0

| accepted

Answered

patternsearch optimization with parallel computing and multistart

See the documentation examples Parallel MultiStart and Optimize an ODE In Parallel. Or just look at the Parallel Computing sect...

patternsearch optimization with parallel computing and multistart

See the documentation examples Parallel MultiStart and Optimize an ODE In Parallel. Or just look at the Parallel Computing sect...

1 month ago | 0

Answered

Genetic Algorithm for differential equation parameter identification

Firstly, the code did not work as you gave it. The function you labeled as myfun2 should have been labeled myfun3. Secondly, yo...

Genetic Algorithm for differential equation parameter identification

Firstly, the code did not work as you gave it. The function you labeled as myfun2 should have been labeled myfun3. Secondly, yo...

1 month ago | 0

| accepted

Answered

Optimization problem: matlab inbuilt function "getIpOptions" generates an error in fmincon

You are trying to maximize utility, so you should minimize the negative of the utility. The following code runs without error fo...

Optimization problem: matlab inbuilt function "getIpOptions" generates an error in fmincon

You are trying to maximize utility, so you should minimize the negative of the utility. The following code runs without error fo...

1 month ago | 0

| accepted

Answered

How to get fzero to work on an array?

I don't know if this is what you wanted, but I got it to work by making a loop for fzero: x = .2:.1:.6; r = .3 + 3.*((x-.5).^2...

How to get fzero to work on an array?

I don't know if this is what you wanted, but I got it to work by making a loop for fzero: x = .2:.1:.6; r = .3 + 3.*((x-.5).^2...

1 month ago | 0