Rank: 507 based on 159 downloads (last 30 days) and 4 files submitted
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Seth DeLand

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20 Nov 2012 Screenshot Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" These are the files that were used for the demonstrations in the webinar. Author: Seth DeLand fmincon, gradient, patternsearch, globalsearch, multistart, optimization 37 0
26 Sep 2012 Screenshot CVaR Portfolio Optimization Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object Author: Seth DeLand portfolio optimizatio..., cvar, conditional value at ..., mean variance, finance 38 1
  • 4.0
4.0 | 1 rating
26 Mar 2012 Screenshot Optimization in MATLAB: An Introduction to Quadratic Programming Files used in "An Introduction to Quadratic Programming" Webinar Author: Seth DeLand fmincon, nonlinear programming, nonlinear optimizatio..., quadratic programming, quadprog, optimization 40 1
  • 5.0
5.0 | 2 ratings
26 Mar 2012 Screenshot Optimal Component Selection Using the Mixed-Integer Genetic Algorithm Use the mixed-integer genetic algorithm to solve an engineering design problem. Author: Seth DeLand genetic algorithm, mixed integer, optimization 44 0
  • 4.0
4.0 | 2 ratings
Comments and Ratings by Seth View all
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30 Nov 2012 AutoTune Toy Allows you to record and graphically manipulate and pitch correct your voice. Author: Carl

14 Jun 2011 FIGHT TO THE DEATH AGAINST A GIANT CHICKEN An epic finalfantasy-style fight against an AI controled chicken with a dynamic interface :P Author: Emile B.

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23 Apr 2013 Optimization in MATLAB: An Introduction to Quadratic Programming Files used in "An Introduction to Quadratic Programming" Webinar Author: Seth DeLand YuXiao

08 Apr 2013 CVaR Portfolio Optimization Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object Author: Seth DeLand Beato, Annalisa

It's a good example for the PortfolioCVaR object. I had to use tick2ret instead of price2ret.

25 Mar 2013 Optimal Component Selection Using the Mixed-Integer Genetic Algorithm Use the mixed-integer genetic algorithm to solve an engineering design problem. Author: Seth DeLand Zambrano, Leonardo

01 Feb 2013 Optimization in MATLAB: An Introduction to Quadratic Programming Files used in "An Introduction to Quadratic Programming" Webinar Author: Seth DeLand 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

07 Nov 2012 Optimal Component Selection Using the Mixed-Integer Genetic Algorithm Use the mixed-integer genetic algorithm to solve an engineering design problem. Author: Seth DeLand tq, anh

Top Tags Applied by Seth
optimization, fmincon, arrow, conditional value at risk, cvar
Files Tagged by Seth View all
Updated   File Tags Downloads
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20 Nov 2012 Screenshot Files for the 2012 Webinar "Tips and Tricks - Getting Started Using Optimization with MATLAB" These are the files that were used for the demonstrations in the webinar. Author: Seth DeLand fmincon, gradient, patternsearch, globalsearch, multistart, optimization 37 0
26 Sep 2012 Screenshot CVaR Portfolio Optimization Conditional Value at Risk (CVaR) portfolio optimization with the PortfolioCVaR object Author: Seth DeLand portfolio optimizatio..., cvar, conditional value at ..., mean variance, finance 38 1
  • 4.0
4.0 | 1 rating
26 Mar 2012 Screenshot Optimization in MATLAB: An Introduction to Quadratic Programming Files used in "An Introduction to Quadratic Programming" Webinar Author: Seth DeLand fmincon, nonlinear programming, nonlinear optimizatio..., quadratic programming, quadprog, optimization 40 1
  • 5.0
5.0 | 2 ratings
26 Mar 2012 Screenshot Optimal Component Selection Using the Mixed-Integer Genetic Algorithm Use the mixed-integer genetic algorithm to solve an engineering design problem. Author: Seth DeLand genetic algorithm, mixed integer, optimization 44 0
  • 4.0
4.0 | 2 ratings
20 Apr 2005 Screenshot Plot 2D/3D Vector with Arrow This function plots a line vector with arrow head. Author: Rentian Xiong arrow, 3d, 2d, plot, vector, arrowm 180 22
  • 3.82353
3.8 | 34 ratings

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