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Optimization in MATLAB: An Introduction to Quadratic Programming

version 1.7.0.1 (34.7 KB) by

Files used in "An Introduction to Quadratic Programming" Webinar

Updated

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/videos/optimization-in-matlab-an-introduction-to-quadratic-programming-81868.html

Leandro Coelho

Leandro Coelho (view profile)

Hi,

You adopt the HydroelectricDamOptimization problem. Is there the description of this optimization problem in scientific papers and/or books?

Phillip Maser

Phillip Maser (view profile)

Its amazing how the tools work to generate answers to polynomial problems.

Wei Xiong

dzu le ngoc

dzu le ngoc (view profile)

thank you for Watching this File Optimization in MATLAB: An Introduction to Quadratic Programming.

YuXiao

Fabien

Fabien (view profile)

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

 20 Jan 2017 1.7.0.1 Updated use of "sym" to clarify that variables are 'real'. 1 Sep 2016 1.7.0.1 Updated license 9 Dec 2013 1.7 Updated 3 files with copyright information
MATLAB Release
MATLAB 7.13 (R2011b)