本文介绍了cvxpy:未定义'sum_entries'的处理方法,对大家解决问题具有一定的参考价值,需要的朋友们下面随着小编来一起学习吧!
问题描述
我正在尝试使用CVXPY解决Python中的投资组合优化问题,但未定义错误sum_entries。我正在使用Anaconda 2.7和Jupyter笔记本。我已经使用conda pip install安装了cvxpy,msgpack,argpack和cvxopt。下面是代码片段。有建议吗?
I am trying to resolve a portfolio optimization problem in Python using CVXPY but getting an error sum_entries is not defined. I am using Anaconda 2.7 and Jupyter notebook. I have installed cvxpy, msgpack, argpack and cvxopt using conda pip install. Below is the snippet of the code. Any suggestions?
w=Variable(len(CovMatrix))
risk=quad_form(w,Sigma)
constraints=[]
constraints.append(w>=0)
constraints.append(sum_entries(w)==1)
prob=Problem(cvx.Minimize(risk),constraints)
prob.solve(solver='CVXOPT',verbose=True)
此处是我得到的错误:
NameError Traceback (most recent call last) <ipython-input-20-7f2f1e65a66e> in <module>() 4 constraints=[] 5 constraints.append(w>=0) ----> 6 constraints.append(sum_entries(w)==1) 7 8
prob=Problem(cvx.Minimize(risk),constraints) NameError: name
推荐答案
应为 cvx.sum_entries
而不是 sum_entries
。同样,您的问题
应为 cvx.Problem
。
It should be cvx.sum_entries
instead of sum_entries
. Similarly, your Problem
should be cvx.Problem
.
这篇关于cvxpy:未定义'sum_entries'的文章就介绍到这了,希望我们推荐的答案对大家有所帮助,也希望大家多多支持!