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Optimization in MATLAB: An Introduction to Quadratic Programming

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Optimization in MATLAB: An Introduction to Quadratic Programming

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26 Mar 2012 (Updated )

Files used in "An Introduction to Quadratic Programming" Webinar

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Description

A control strategy for optimal operation of a hydroelectric dam is found through nonlinear and quadratic programming techniques. We use symbolic math to formulate an original model of the hydroelectric dam and then optimize the operation schedule using FMINCON. We then show how improvements can be made to the optimization process and end up with a quadratic programming problem that can be solved efficiently using the large-scale "interior-point-convex" algorithm with the QUADPROG solver.

These files go along with the "An Introduction to Quadratic Programming" webinar, which can be found here: http://www.mathworks.com/company/events/webinars/wbnr62151.html

Required Products Optimization Toolbox
Symbolic Math Toolbox
MATLAB
MATLAB release MATLAB 7.13 (R2011b)
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Comments and Ratings (2)
23 Apr 2013 YuXiao  
01 Feb 2013 Fabien

Hi

great optimization problem and solution !
and very close to my job -> so i bought symobolic math toolbox and start to work on this example
I tried to adapt HydroelectricDamOptimization_largeScale to my problem (a 1 year problem with calculation every 8 hours)

and I ave some issues
some time the problem is not convex ! and i donc understand why
for example, in HydroelectricDamOptimization_largeScale we have MW2kW = 1000. with MW2kW = 1/1000, the probleme become non convex!
an idea why ? an idea to manage this issue ?
(this is just a stupid example, but I have this kind of issues when I try to adapt this exemple on real life)

thanks (and sorry for my poor english)
Fabien

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09 Dec 2013

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