我是 cvxpy 包的新手。我正在尝试使用它来完成以下博客中的示例:
https://towardsdatascience.com/integer-programming-in-python-1cbdfa240df2
我们正在尝试优化发送给客户的营销渠道组合。
最近对 cvxpy 包进行了一些更改,当我尝试运行 sum_entries 步骤时出现以下错误(在最新版本中已更改为 cvxpy.sum)
我认为问题出在“选择”和“变形金刚”的维度不兼容,但我对 cvxpy 包还不够熟悉。非常感谢任何提示。
Code:
test_probs.shape
(200, 8)
Code:
# selection = cvxpy.Bool(*test_probs.shape) # syntax changed in latest version
selection = cvxpy.Variable(*test_probs.shape, boolean=True)
# constraints
# Constant matrix that counts how many of each
# material we sent to each customer
TRANSFORMER = np.array([[1,0,0],
[0,1,0],
[0,0,1],
[1,1,0],
[1,0,1],
[0,1,1],
[1,1,1],
[0,0,0]])
# can't send customer more promotion than there is supply
# note: sum_entries changed to sum in latest cvxpy version
supply_constraint = cvxpy.sum(selection * TRANSFORMER, axis=0) <= supply
Error:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-47-f2ebf41a00af> in <module>()
18 # note: sum_entries changed to sum in latest cvxpy version
19
---> 20 supply_constraint = cvxpy.sum(selection * TRANSFORMER, axis=0) <= supply
21
22
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in cast_op(self, other)
47 """
48 other = self.cast_to_const(other)
---> 49 return binary_op(self, other)
50 return cast_op
51
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in __mul__(self, other)
385 return cvxtypes.multiply_expr()(self, other)
386 elif self.is_constant() or other.is_constant():
--> 387 return cvxtypes.mul_expr()(self, other)
388 else:
389 warnings.warn("Forming a nonconvex expression.")
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/atoms/affine/binary_operators.py in __init__(self, lh_exp, rh_exp)
41
42 def __init__(self, lh_exp, rh_exp):
---> 43 super(BinaryOperator, self).__init__(lh_exp, rh_exp)
44
45 def name(self):
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/atoms/atom.py in __init__(self, *args)
42 self.args = [Atom.cast_to_const(arg) for arg in args]
43 self.validate_arguments()
---> 44 self._shape = self.shape_from_args()
45 if len(self._shape) > 2:
46 raise ValueError("Atoms must be at most 2D.")
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/atoms/affine/binary_operators.py in shape_from_args(self)
107 """Returns the (row, col) shape of the expression.
108 """
--> 109 return u.shape.mul_shapes(self.args[0].shape, self.args[1].shape)
110
111 def is_atom_convex(self):
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/utilities/shape.py in mul_shapes(lh_shape, rh_shape)
140 lh_old = lh_shape
141 rh_old = rh_shape
--> 142 lh_shape, rh_shape, shape = mul_shapes_promote(lh_shape, rh_shape)
143 if lh_shape != lh_old:
144 shape = shape[1:]
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/utilities/shape.py in mul_shapes_promote(lh_shape, rh_shape)
107 if lh_mat_shape[1] != rh_mat_shape[0]:
108 raise ValueError("Incompatible dimensions %s %s" % (
--> 109 lh_shape, rh_shape))
110 if lh_shape[:-2] != rh_shape[:-2]:
111 raise ValueError("Incompatible dimensions %s %s" % (
ValueError: Incompatible dimensions (1, 200) (8, 3)
更新:
我尝试按照下面评论中的建议更改选择形状。
代码:
selection = cvxpy.Variable(test_probs.shape, boolean=True)
现在,当我运行下面代码的 supply_constraint 部分时,我得到了新的错误。
代码:
# constraints
# Constant matrix that counts how many of each
# material we sent to each customer
TRANSFORMER = np.array([[1,0,0],
[0,1,0],
[0,0,1],
[1,1,0],
[1,0,1],
[0,1,1],
[1,1,1],
[0,0,0]])
# can't send customer more promotion than there is supply
# note: sum_entries changed to sum in latest cvxpy version
supply_constraint = cvxpy.sum(selection * TRANSFORMER, axis=0) <= supply
错误:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-10-6eb7a55ea896> in <module>()
18 # note: sum_entries changed to sum in latest cvxpy version
19
---> 20 supply_constraint = cvxpy.sum(selection * TRANSFORMER, axis=0) <= supply
21
22
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in cast_op(self, other)
47 """
48 other = self.cast_to_const(other)
---> 49 return binary_op(self, other)
50 return cast_op
51
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in __le__(self, other)
482 """NonPos : Creates an inequality constraint.
483 """
--> 484 return NonPos(self - other)
485
486 def __lt__(self, other):
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in cast_op(self, other)
47 """
48 other = self.cast_to_const(other)
---> 49 return binary_op(self, other)
50 return cast_op
51
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in __sub__(self, other)
370 """Expression : The difference of two expressions.
371 """
--> 372 return self + -other
373
374 @_cast_other
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in cast_op(self, other)
47 """
48 other = self.cast_to_const(other)
---> 49 return binary_op(self, other)
50 return cast_op
51
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/expressions/expression.py in __add__(self, other)
358 """Expression : Sum two expressions.
359 """
--> 360 return cvxtypes.add_expr()([self, other])
361
362 @_cast_other
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/atoms/affine/add_expr.py in __init__(self, arg_groups)
34 # For efficiency group args as sums.
35 self._arg_groups = arg_groups
---> 36 super(AddExpression, self).__init__(*arg_groups)
37 self.args = []
38 for group in arg_groups:
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/atoms/atom.py in __init__(self, *args)
42 self.args = [Atom.cast_to_const(arg) for arg in args]
43 self.validate_arguments()
---> 44 self._shape = self.shape_from_args()
45 if len(self._shape) > 2:
46 raise ValueError("Atoms must be at most 2D.")
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/atoms/affine/add_expr.py in shape_from_args(self)
42 """Returns the (row, col) shape of the expression.
43 """
---> 44 return u.shape.sum_shapes([arg.shape for arg in self.args])
45
46 def expand_args(self, expr):
~/anaconda2/envs/py36/lib/python3.6/site-packages/cvxpy/utilities/shape.py in sum_shapes(shapes)
50 raise ValueError(
51 "Cannot broadcast dimensions " +
---> 52 len(shapes)*" %s" % tuple(shapes))
53
54 longer = shape if len(shape) >= len(t) else t
ValueError: Cannot broadcast dimensions (3,) (1, 3)