Dear Olaf and Jean, I am sorry for my insufficient information on this issue.
Actually, as I am not a expert on these software, it is difficult for me to resolve it immediately. First of all, I will try to resolve it by using knitro based on your paper and knitro manual. If it is difficult, I will try to change the solver to IPOPT/PARDISO with parallel bitwise reproducible functionality. Thank you very much for your valuable comments. best regards, Teiji 2017-05-30 19:54 GMT+09:00 MAEGHT Jean <[email protected]>: > Dear Olaf, > I don't agree with your analysis. The results shown by Teiji are > deterministic. He made 2 series of 3 runs and the 2 series are identical. > Jean > > >> But, after MATLAB was restarted, the same values of objective > >> function can be obtained. > >> 1st 8740.2 > >> 2nd 8731.9 > >> 3rd 8728.3 > >> < MATLAB is shutdown and restarted > > >> 4th 8740.2 > >> 5th 8731.9 > >> 6th 8728.3 > > -----Message d'origine----- > De : [email protected] [mailto:bounce-121567438- > [email protected]] De la part de Olaf Schenk > Envoyé : mardi 30 mai 2017 11:57 > À : MATPOWER discussion forum <[email protected]> > Objet : Re: Different results at repeated execution > > Dear Jean, > > I think that Teiji is referring to the problem that if you use the > multiple-threaded version of KNITRO you will have different solutions even > in the case of using the same initial starting point. > > Regards, > Olaf > > > > > > On 30.05.2017 11:50, MAEGHT Jean wrote: > > Dear Teiji, > > Knitro is using interior point methods. > > Interior point method are known to have bad properties regarding initial > point (=if you start an interior point solver with an initial point which > is already an optimal point, the solver will not figure it out and may even > behave worse than starting from a dummy initial point). > > But still, many times if you have a good guess or a good initial point, > the solver may behave better. > > When you run your series of OPFs, the result is used as initial point > for the next OPF. This may explain different behavior of the solver. > > > > Implicit question: why are optimal values different? > > 1/ as OPF is a non convex problem, you only get a local minimum, so > > maybe you don't have the same local minimum each time 2/ stopping > criteria are using tolerances; maybe within the tolerances you used, there > are several solutions. > > > > For fine tuning of Knitro, you can see how we did in this paper: > > https://arxiv.org/abs/1603.01533 > > page 4, section V.A. > > > > knitro matlab documentation: > > https://www.artelys.com/tools/knitro_doc/3_referenceManual/knitromatla > > bReference.html > > > > If you force V and theta to zero in your case before each run, you > wshould always get the same result. > > > > Best regards, > > -- > > Jean Maeght > > RTE - R&D Division > > > > > > > > -----Message d'origine----- > > De : [email protected] > > [mailto:[email protected]] De la part de Olaf > > Schenk Envoyé : lundi 29 mai 2017 09:51 À : MATPOWER discussion forum > > <[email protected]>; Drosos Kourounis <[email protected]>; > > Kardoš Juraj <[email protected]> Objet : Re: Different results at > > repeated execution > > > > Hi Teiji, > > > > I suggest to use an optimizer that has parallel bitwise reproducible > functionality. > > > > KNITRO is not able to give you identical results, but the > > IPOPT/PARDISO > > 5.0 binaries offers this functionality. You can it use the binaries > > under "Matpower Libraries" on > > > > http://www.pardiso-project.org/#download > > > > Best, > > > > Olaf Schenk > > > > > > On 27.05.2017 13:12, Teiji Ponishi wrote: > >> Hi all, > >> > >> I use MATPOWER 5.1, and knitro as a optimization solver. > >> > >> When I run the MATPOWER repeatedly, the values of objective function > >> can be slightly reduced as follows: > >> > >> 1st 8740.2 > >> 2nd 8731.9 > >> 3rd 8728.3 > >> > >> But, after MATLAB was restarted, the same values of objective > >> function can be obtained. > >> > >> 1st 8740.2 > >> 2nd 8731.9 > >> 3rd 8728.3 > >> < MATLAB is shutdown and restarted > > >> 4th 8740.2 > >> 5th 8731.9 > >> 6th 8728.3 > >> > >> How do I obtain same results of MATPOWER without restarting MATLAB ? > >> > >> Best, > >> > >> Teiji > > -- > > Prof. Dr. Olaf Schenk > > Advanced Computing Laboratory > > Institute of Computational Science > > Università della Svizzera italiana ** Switzerland > > Via Giuseppe Buffi 13 ** 6900 Lugano > > Phone: +41 (0) 79 368 22 81 ** Fax.: +41 (0)58 666 45 36 > > Email: [email protected] ** http://www.ics.inf.usi.ch > > > > > > > > > > "Ce message est destiné exclusivement aux personnes ou entités > auxquelles il est adressé et peut contenir des informations privilégiées ou > confidentielles. Si vous avez reçu ce document par erreur, merci de nous > l'indiquer par retour, de ne pas le transmettre et de procéder à sa > destruction. > > > > This message is solely intended for the use of the individual or entity > to which it is addressed and may contain information that is privileged or > confidential. If you have received this communication by error, please > notify us immediately by electronic mail, do not disclose it and delete the > original message." > > -- > Prof. Dr. Olaf Schenk > Advanced Computing Laboratory > Institute of Computational Science > Università della Svizzera italiana ** Switzerland > Via Giuseppe Buffi 13 ** 6900 Lugano > Phone: +41 (0) 79 368 22 81 ** Fax.: +41 (0)58 666 45 36 > Email: [email protected] ** http://www.ics.inf.usi.ch > > > > > "Ce message est destiné exclusivement aux personnes ou entités auxquelles > il est adressé et peut contenir des informations privilégiées ou > confidentielles. Si vous avez reçu ce document par erreur, merci de nous > l'indiquer par retour, de ne pas le transmettre et de procéder à sa > destruction. > > This message is solely intended for the use of the individual or entity to > which it is addressed and may contain information that is privileged or > confidential. If you have received this communication by error, please > notify us immediately by electronic mail, do not disclose it and delete the > original message." >
