从最小化更改为最大化时,CVXR不遵循DCP规则

时间:2018-06-18 14:47:46

标签: r optimization nonlinear-optimization cvx cvxr

尝试看起来很有前途的CVXR软件包。从最小化到最大化时面临一个问题:

library(CVXR)
# Variables to maximize over
x <- Variable(1)
y <- Variable(1)

# Problem definition
objective <- Maximize(0.34*x^2 + 1*x + 0.76*y^2 + 1*y)
constraints <- list(x + y >= 1, x >= 0, y >= 0)
prob <- Problem(objective, constraints)

# Problem solution
solution2.1 <- solve(prob)
solution2.1$status
solution2.1$value

当我使用minimize()时,solve()有效,但当更改为maximize()时,我收到错误:Problem does not follow DCP rules.

任何人都知道这个问题的原因是什么以及如何解决?

0 个答案:

没有答案