Package for identifying optimal bids.
License: Mozilla Public License 2.0
I am a PhD student in the School of Industrial and Systems Engineering at Georgia Tech, under the guidance of Dr. Pascal Van Hentenryck. My research focuses on the intersection of machine learning, optimization, and their practical applications within the realm of energy systems and sustainability.
Presently, I am actively engaged as a researcher at the Artificial Intelligence Institute for Advances in Optimization (AI4OPT).
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PowerModelsMarkets profit calculation compatible with ChainRules.Remove MATLAB test case files and, perhaps, add functionality to PowerModelsMarkets to download files from known matpower set locations.
On the example with Nonconvex.jl, there is a comment saying that it doesn't work when no inequalities are added.
OptimalBids.jl/docs/src/examples/Nonconvex.md
Line 103 in 24c57bd
When I run the code as-is, I find that the maximum Profit is 78849.85061111911, with the Multiplicative Factor of 27.239617121582047, as can be seen on the following image:
However, if I run without the inequality, not only the code works but I find a higher maximum Profit, at the value of 80897.18985312385, with the Multiplicative Factor of 30.44499859189181, as can be seen on the following image:
In the next image, it is possible to see both solutions on the same graphic, where the higher value represents the case without the inequality.
Ipopt calls Zygote which errors with the following error:
ERROR: map is not defined on dictionaries
Stacktrace:
[1] error(s::String)
@ Base ./error.jl:33
[2] map(f::Function, #unused#::Dict{String, Any})
@ Base ./abstractarray.jl:2880
[3] ∇map(cx::Zygote.Context, f::InfrastructureModels.var"#6#7", args::Dict{String, Any})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/lib/array.jl:197
[4] _pullback(cx::Zygote.Context, #unused#::typeof(collect), g::Base.Generator{Dict{String, Any}, InfrastructureModels.var"#6#7"})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/lib/array.jl:244
[5] _pullback
@ ~/.julia/packages/InfrastructureModels/zufh0/src/core/base.jl:213 [inlined]
[6] _pullback(::Zygote.Context, ::typeof(InfrastructureModels._populate_ref_it!), ::Dict{Symbol, Any}, ::Dict{String, Any}, ::Set{String}, ::String)
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[7] _pullback
@ ~/.julia/packages/InfrastructureModels/zufh0/src/core/base.jl:148 [inlined]
[8] _pullback(::Zygote.Context, ::typeof(InfrastructureModels.ref_initialize), ::Dict{String, Any}, ::String, ::Set{String})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[9] _pullback
@ ~/.julia/packages/InfrastructureModels/zufh0/src/core/base.jl:83 [inlined]
[10] _pullback(::Zygote.Context, ::InfrastructureModels.var"##InitializeInfrastructureModel#3", ::Dict{Symbol, Any}, ::Dict{String, Dict{String, Bool}}, ::JuMP.Model, ::typeof(InfrastructureModels.InitializeInfrastructureModel), ::Type{DCPPowerModel}, ::Dict{String, Any}, ::Set{String}, ::Symbol)
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[11] _pullback
@ ~/.julia/packages/InfrastructureModels/zufh0/src/core/base.jl:81 [inlined]
[12] _pullback(::Zygote.Context, ::InfrastructureModels.var"#InitializeInfrastructureModel##kw", ::NamedTuple{(:setting,), Tuple{Dict{String, Dict{String, Bool}}}}, ::typeof(InfrastructureModels.InitializeInfrastructureModel), ::Type{DCPPowerModel}, ::Dict{String, Any}, ::Set{String}, ::Symbol)
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[13] _pullback
@ ~/.julia/packages/InfrastructureModels/zufh0/src/core/base.jl:356 [inlined]
[14] _pullback(::Zygote.Context, ::InfrastructureModels.var"##instantiate_model#23", ::Vector{Any}, ::Base.Pairs{Symbol, Dict{String, Dict{String, Bool}}, Tuple{Symbol}, NamedTuple{(:setting,), Tuple{Dict{String, Dict{String, Bool}}}}}, ::typeof(InfrastructureModels.instantiate_model), ::Dict{String, Any}, ::Type{DCPPowerModel}, ::typeof(build_opf), ::typeof(ref_add_core!), ::Set{String}, ::Symbol)
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[15] _pullback
@ ~/.julia/packages/InfrastructureModels/zufh0/src/core/base.jl:354 [inlined]
[16] _pullback(::Zygote.Context, ::InfrastructureModels.var"#instantiate_model##kw", ::NamedTuple{(:setting,), Tuple{Dict{String, Dict{String, Bool}}}}, ::typeof(InfrastructureModels.instantiate_model), ::Dict{String, Any}, ::Type{DCPPowerModel}, ::typeof(build_opf), ::typeof(ref_add_core!), ::Set{String}, ::Symbol)
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[17] _pullback
@ ~/.julia/packages/PowerModels/nn5HX/src/core/base.jl:67 [inlined]
--- the last 2 lines are repeated 1 more time ---
[20] _pullback(::Zygote.Context, ::PowerModels.var"#instantiate_model##kw", ::NamedTuple{(:setting,), Tuple{Dict{String, Dict{String, Bool}}}}, ::typeof(instantiate_model), ::Dict{String, Any}, ::Type{DCPPowerModel}, ::typeof(build_opf))
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[21] _pullback
@ ~/Workspace/OptimalBids.jl/src/PowerModelsMarkets/PowerModelsMarkets.jl:187 [inlined]
[22] _pullback(ctx::Zygote.Context, f::typeof(clear_market!), args::PowerModelsMarket)
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[23] _pullback
@ ~/Workspace/OptimalBids.jl/src/OptimalBids.jl:47 [inlined]
[24] _pullback(::Zygote.Context, ::typeof(profit_for_bid!), ::PowerModelsMarket, ::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[25] _pullback
@ ./REPL[51]:2 [inlined]
[26] _pullback(ctx::Zygote.Context, f::typeof(profit_function), args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[27] _apply
@ ./boot.jl:814 [inlined]
[28] adjoint
@ ~/.julia/packages/Zygote/FPUm3/src/lib/lib.jl:200 [inlined]
[29] _pullback
@ ~/.julia/packages/ZygoteRules/AIbCs/src/adjoint.jl:65 [inlined]
[30] _pullback
@ ~/.julia/packages/NonconvexCore/YjDSM/src/functions/functions.jl:170 [inlined]
[31] _pullback(::Zygote.Context, ::NonconvexCore.var"##_#8", ::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, ::NonconvexCore.Objective{typeof(profit_function), Base.RefValue{Float64}, Set{Symbol}}, ::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[32] _apply(::Function, ::Vararg{Any})
@ Core ./boot.jl:814
[33] adjoint
@ ~/.julia/packages/Zygote/FPUm3/src/lib/lib.jl:200 [inlined]
[34] _pullback
@ ~/.julia/packages/ZygoteRules/AIbCs/src/adjoint.jl:65 [inlined]
[35] _pullback
@ ~/.julia/packages/NonconvexCore/YjDSM/src/functions/functions.jl:170 [inlined]
[36] _pullback(ctx::Zygote.Context, f::NonconvexCore.Objective{typeof(profit_function), Base.RefValue{Float64}, Set{Symbol}}, args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[37] _pullback
@ ~/.julia/packages/NonconvexCore/YjDSM/src/models/vec_model.jl:90 [inlined]
[38] _pullback(ctx::Zygote.Context, f::NonconvexCore.var"#133#140"{Model{Vector{Any}}, NonconvexCore.Unflatten{Vector{Float64}, typeof(identity)}}, args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[39] _apply
@ ./boot.jl:814 [inlined]
[40] adjoint
@ ~/.julia/packages/Zygote/FPUm3/src/lib/lib.jl:200 [inlined]
[41] _pullback
@ ~/.julia/packages/ZygoteRules/AIbCs/src/adjoint.jl:65 [inlined]
[42] _pullback
@ ~/.julia/packages/NonconvexCore/YjDSM/src/functions/functions.jl:170 [inlined]
[43] _pullback(::Zygote.Context, ::NonconvexCore.var"##_#8", ::Base.Pairs{Symbol, Union{}, Tuple{}, NamedTuple{(), Tuple{}}}, ::NonconvexCore.Objective{NonconvexCore.var"#133#140"{Model{Vector{Any}}, NonconvexCore.Unflatten{Vector{Float64}, typeof(identity)}}, Base.RefValue{Float64}, Set{Symbol}}, ::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[44] _apply(::Function, ::Vararg{Any})
@ Core ./boot.jl:814
[45] adjoint
@ ~/.julia/packages/Zygote/FPUm3/src/lib/lib.jl:200 [inlined]
[46] _pullback
@ ~/.julia/packages/ZygoteRules/AIbCs/src/adjoint.jl:65 [inlined]
[47] _pullback
@ ~/.julia/packages/NonconvexCore/YjDSM/src/functions/functions.jl:170 [inlined]
[48] _pullback
@ ~/.julia/packages/NonconvexCore/YjDSM/src/functions/counting_function.jl:9 [inlined]
[49] _pullback(ctx::Zygote.Context, f::NonconvexCore.CountingFunction{NonconvexCore.Objective{NonconvexCore.var"#133#140"{Model{Vector{Any}}, NonconvexCore.Unflatten{Vector{Float64}, typeof(identity)}}, Base.RefValue{Float64}, Set{Symbol}}}, args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface2.jl:0
[50] _pullback(f::Function, args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface.jl:34
[51] pullback(f::Function, args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface.jl:40
[52] gradient(f::Function, args::Vector{Float64})
@ Zygote ~/.julia/packages/Zygote/FPUm3/src/compiler/interface.jl:75
[53] (::NonconvexIpopt.var"#eval_grad_f#13"{NonconvexCore.CountingFunction{NonconvexCore.Objective{NonconvexCore.var"#133#140"{Model{Vector{Any}}, NonconvexCore.Unflatten{Vector{Float64}, typeof(identity)}}, Base.RefValue{Float64}, Set{Symbol}}}})(x::Vector{Float64}, grad_f::Vector{Float64})
@ NonconvexIpopt ~/.julia/packages/NonconvexIpopt/4F7iF/src/ipopt.jl:135
[54] _Eval_Grad_F_CB(n::Int32, x_ptr::Ptr{Float64}, #unused#::Int32, grad_f::Ptr{Float64}, user_data::Ptr{Nothing})
@ Ipopt ~/.julia/packages/Ipopt/gZvYd/src/C_wrapper.jl:49
[55] IpoptSolve(prob::Ipopt.IpoptProblem)
@ Ipopt ~/.julia/packages/Ipopt/gZvYd/src/C_wrapper.jl:431
[56] optimize!(workspace::NonconvexIpopt.IpoptWorkspace{NonconvexCore.VecModel{Vector{Float64}}, Ipopt.IpoptProblem, Vector{Float64}, IpoptOptions{NamedTuple{(:hessian_approximation, :jac_c_constant, :jac_d_constant), Tuple{String, String, String}}}, Base.RefValue{Int64}})
Bandaid solution: JuliaNonconvex/NonconvexNLopt.jl#3
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