I am trying to maximise the utility function with two constraints. But I am not sure where I need to fix the Code. I have tried making the dimensions of the matrices same and specified in the code
I have defined the global parameters I have specified the constraints
theta1 = 1
theta2 = 0.1
big_gamma1 = 1
big_gamma2= 0.5
gamma1 = 0.5
gamma2 = 0.5
z2 = 0.7*np.ones(5)
z1 = np.linspace(0.01, 4, 5)
xi_1 = 1/z1
xi1 = xi_1.transpose
print(z1)
z2 = 0.07*np.ones((1,5))
print(z2)
z1 = np.linspace(0.01, 4, 5)
xi_1 = 1/z1
xi1 = xi_1.transpose
r1 = cp.Variable((5,1))
r2 = cp.Variable((5,1))
f1 = cp.Variable((1,5))
f2 = cp.Variable((1,5))
constraints = [f1 + f2 ==1,
f1@r1 + f2@r2 == 1]
obj = cp.Problem(cp.Minimize((f1@r1 + f2@xi1)@z1 + f2@(r2 - xi1)@(z2)), [f1 + f2 ==1,
f1*r1 + f2*r2 == 1])
print("obj is DCP:", obj.is_dcp())
Error in the code.
[[0.07 0.07 0.07 0.07 0.07]]
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-21-b52595a9b4b9> in <module>
13 f1@r1 + f2@r2 == 1]
14
---> 15 obj = cp.Problem(cp.Minimize((f1@r1 + f2@xi1)@z1 + f2@(r2 - xi1)@(z2)), [f1 + f2 ==1,
16 f1*r1 + f2*r2 == 1])
17 print("obj is DCP:", obj.is_dcp())
~/opt/anaconda3/lib/python3.7/site-packages/cvxpy/expressions/expression.py in cast_op(self, other)
44 """A wrapped binary operator that can handle non-Expression arguments.
45 """
---> 46 other = self.cast_to_const(other)
47 return binary_op(self, other)
48 return cast_op
~/opt/anaconda3/lib/python3.7/site-packages/cvxpy/expressions/expression.py in cast_to_const(expr)
465 "Combine Expressions using atoms such as bmat, hstack, and vstack."
466 )
--> 467 return expr if isinstance(expr, Expression) else cvxtypes.constant()(expr)
468
469 @staticmethod
~/opt/anaconda3/lib/python3.7/site-packages/cvxpy/expressions/constants/constant.py in __init__(self, value)
43 self._sparse = True
44 else:
---> 45 self._value = intf.DEFAULT_INTF.const_to_matrix(value)
46 self._sparse = False
47 self._imag = None
~/opt/anaconda3/lib/python3.7/site-packages/cvxpy/interface/numpy_interface/ndarray_interface.py in const_to_matrix(self, value, convert_scalars)
48 return result
49 else:
---> 50 return result.astype(numpy.float64)
51
52 # Return an identity matrix.
TypeError: float() argument must be a string or a number, not 'builtin_function_or_method'