Same optimization runs return marginally different results #68
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Hello, Thanks for developing this nice package. My query is regarding the randomness in the results. Optimization runs on same models, return different results. I understand, there might be a stochastic element in the analysis, but kindly suggest a way to make the output consistent for reproducibility. Regards |
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Hm, yeah that should not happen. There is not really a stochastic element to the analysis but the numerical solver do have an inherent accuracy limit. For Cplex this is around 1e-5 to 1e-6 in practice and for OSQP around 1e-3 to 1e-4. If the discrepancies are in that range it is a numerical accuracy issue. However, it may not be. So it would be great if you could give some more information what code exactly you are running and with which solver. |
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Hm, yeah that should not happen. There is not really a stochastic element to the analysis but the numerical solver do have an inherent accuracy limit. For Cplex this is around 1e-5 to 1e-6 in practice and for OSQP around 1e-3 to 1e-4. If the discrepancies are in that range it is a numerical accuracy issue. However, it may not be. So it would be great if you could give some more information what code exactly you are running and with which solver.