CVXPY导入错误-未定义'sum_entries'

时间:2018-12-27 10:52:56

标签: python cvxpy

我只是使用pip install安装了最新版本的cvxpy,并且正在通过http://nbviewer.jupyter.org/github/cvxgrp/cvx_short_course/blob/master/applications/portfolio_optimization.ipynb中提供的示例进行工作 该代码对我不起作用。当我运行以下命令时:

import numpy as np
np.random.seed(1)
n = 10
mu = np.abs(np.random.randn(n, 1))
Sigma = np.random.randn(n, n)
Sigma = Sigma.T.dot(Sigma)

# Long only portfolio optimization.
from cvxpy import *
w = Variable(n)
gamma = Parameter(nonneg=True)
ret = mu.T*w 
risk = quad_form(w, Sigma)
prob = Problem(Maximize(ret - gamma*risk), 
           [sum_entries(w) == 1, 
            w >= 0])

我收到以下错误:

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
<ipython-input-2-fde65e194bce> in <module>
     14 risk = quad_form(w, Sigma)
     15 prob = Problem(Maximize(ret - gamma*risk), 
---> 16                [sum_entries(w) == 1, 
     17                 w >= 0])

NameError: name 'sum_entries' is not defined

我曾尝试使用here中提到的cvx.sum_entries,但没有用。

有人可以帮忙吗?

1 个答案:

答案 0 :(得分:5)

sum_entries在1.0中重命名为sum

https://www.cvxpy.org/updates/index.html#numpy-compatibility

In [1]: from cvxpy import *                                                                           
In [2]: x = Variable(10)                                                                              
In [3]: sum(x)                                                                                        
Out[3]: Expression(AFFINE, UNKNOWN, ())