Optimization in MATLAB: An Introduction to Quadratic Programming

Files used in "An Introduction to Quadratic Programming" Webinar

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)

[YuXiao]

 

[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