Wednesday, 30 June 2021

cvxpy is solving to produce empty answer

I am working with the following code:

import sys, numpy as np
import cvxpy as cvx

if __name__ == '__main__':
    sims = np.random.randint(20, 30, size=500)
    center = 30
    n = [500, 1]

    # minimize     p'*log(p)
    # subject to
    #              sum(p) = 1
    #              sum(p'*a) = target1

    A = np.mat(np.vstack([np.ones(n[0]), sims]))
    b = np.mat([1.0, center]).T

    x = cvx.Variable(n)
    obj = cvx.Maximize(cvx.sum(cvx.entr(x)))
    constraints = [A @ x == b]
    prob = cvx.Problem(obj, constraints)
    prob.solve()
    weights = np.array(x.value)

Here the x.value is empty. I am not sure how to modify my above setup. I am trying to readjust the mean of sims to a different value defined by variable center here.



from cvxpy is solving to produce empty answer

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