i dont know about BFGS algorithm. kindly tell me Also i want the variables details from your side which i asked in my question from amika
On Tuesday, 11 February 2014 12:38 AM, amel zerigui <[email protected]> wrote: Thanks Shri ________________________________ From: [email protected] To: [email protected] Subject: Re: Hessian problem Date: Mon, 10 Feb 2014 18:47:52 +0000 Can't tell much other than the BFGS approximated Hessian may be resulting in some incorrect direction. It may also be due to the interior point method options (initial barrier, scaling) but its hard to say. Using the exact Hessian, if available, is always better as (i) the sparsity of the Hessian is maintained (BFGS results in a dense Hessian due to the low rank updates), and (ii) BFGS computes an 'approximated' Hessian. Good luck, Shri You might also want to compare your computed Hessian with a finite-differencing one to ensure it is correct. From: amel zerigui <[email protected]> Reply-To: MATPOWER discussion forum <[email protected]> Date: Mon, 10 Feb 2014 18:33:39 +0000 To: MATPOWER discussion forum <[email protected]> Subject: RE: Hessian problem > >Thanks Shri, > >I am using BFGS via Fmincon function. The problem is solved correctly by using >Active set and also by using Fmincon finite-difference Hessian estimation. But >using BFGS hessian estimation does not solve the problem. Is there any >suggestion. (after I will try with exact Hessian). > >Thanks > > > >________________________________ > From: [email protected] >To: [email protected] >Subject: Re: Hessian problem >Date: Mon, 10 Feb 2014 18:17:58 +0000 > > >Are you using BFGS approximated Hessian via the fmincon function or computing >it yourself? What happens if you use your computed Hessian with the interior >point scheme in fmincon? > > >Shri > > >From: amel zerigui <[email protected]> >Reply-To: MATPOWER discussion forum <[email protected]> >Date: Mon, 10 Feb 2014 14:38:03 +0000 >To: MATPOWER discussion forum <[email protected]> >Subject: RE: Hessian problem > > > > >> >> >>But he problem can be solved with Active set option correctly, by using the >>same stating point. >>Thanks >> >> >> >>________________________________ >> From: [email protected] >>Subject: Re: Hessian problem >>Date: Mon, 10 Feb 2014 09:31:56 -0500 >>To: [email protected] >> >>It is impossible for me to know. It may in fact not be a problem with either, >>but rather that the problem you specified is infeasible. But, as I said, I >>have no way of knowing. >> >> >>-- >>Ray Zimmerman >>Senior Research Associate >>B30 Warren Hall, Cornell University, Ithaca, NY 14853 >>phone: (607) 255-9645 >> >> >> >> >>On Feb 10, 2014, at 8:44 AM, amel zerigui <[email protected]> wrote: >> >>Hi, >>>I changed the equality constraints of matpower by adding new constraints, in >>>same way I changed also the Jacobian matrix, and when I checked the computed >>>first derivative, I found this result: >>> >>>Nonlinear equality constraint derivatives: >>>Maximum relative discrepancy between derivatives = 4.44985e-009 >>> >>>This mean the modification is correct, then I estimated the hessian by using >>>BFGS but the optimal point found is: >>> >>>No feasible solution found. >>> >>>I would like to know if the problem is Matlab problem or Matpower. >>> >>>Thanks for help. >>> >>> >>> >>
