Jul-27-2020, 05:28 AM
I am trying to solve an optimization problem on python with gurobi solver.
There is a constraint in which I am trying to multiply a 1*n variable vector with a single column of n*n matrix:
The code is as follows:
sigma1 is a 22*22 covariance matrix obtained from some data (sigma1=dfpart1.cov()). gamma1 is a variable vector consisting of 22 elements.
There is a constraint in which I am trying to multiply a 1*n variable vector with a single column of n*n matrix:
The code is as follows:
sigma1m=np.matrix(sigma1) gamma1=model.addMVar(n, name="gamma1") for i in range(n): model.addConstr(gamma1*sigma1m[:,i]==0)In this case, n=22
sigma1 is a 22*22 covariance matrix obtained from some data (sigma1=dfpart1.cov()). gamma1 is a variable vector consisting of 22 elements.
Error: TypeError: only size-1 arrays can be converted to Python scalars