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我正在尝试使用 cvxpy(以及因此 cvxopt)在具有 28 个节点和 37 条线路的相对简单的网络中对最佳功率流进行建模,但得到“Rank(A) < p 或 Rank([G; A]) < n “ 错误。

(使用相同的代码,我可以找到具有 4 个节点和 4 条线的更简单的网络的最佳解决方案。)

我已经非常仔细地检查了约束并没有不一致(使用我在 Stack Overflow 上对这个问题的回答: Check constraints are ok in cvxpy with actual values

这是回溯:

File "main.py", line 201, in test_simple_optimisation
    p, bids, offers = optimize_flow(bids, offers, lines, nodes, injections_from_schedule, shift_factors, admittance.T)
  File "main.py", line 143, in optimize_flow
    p.solve()
  File "build/bdist.macosx-10.8-intel/egg/cvxpy/programs.py", line 169, in solve
obj,valid = solve_prog(new_p,quiet)
  File "build/bdist.macosx-10.8-intel/egg/cvxpy/procedures/solve_prog.py", line 44, in solve_prog
    sol = call_solver(p_expanded,quiet)
  File "build/bdist.macosx-10.8-intel/egg/cvxpy/procedures/call_solver.py", line 78, in call_solver
    r =  solvers.conelp(c,G,h,dims,A,b)
  File "/Library/Python/2.7/site-packages/cvxopt/coneprog.py", line 687, in conelp
    raise ValueError("Rank(A) < p or Rank([G; A]) < n")
ValueError: Rank(A) < p or Rank([G; A]) < n

当我查看 /Library/Python/2.7/site-packages/cvxopt/coneprog.py",第 687 行时,它实际上是在挽救一个算术错误

 685         try: f = kktsolver(W)
 686         except ArithmeticError:..
 687             raise ValueError("Rank(A) < p or Rank([G; A]) < n")

那有意义吗?为什么会出现算术错误,例如OverflowError, ZeroDivisionError, FloatingPointError,除非 cvxpy 扩展了 ArithmeticError 意味着问题描述不当,即 Rank(A) < p 或 Rank([G; A]) < n"?

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好吧,事实证明,删除一些多余的约束确实解决了这个问题(正如 cvxopt 谷歌组所建议的那样:https ://groups.google.com/forum/?fromgroups=#!topic/cvxopt/qlu3CK1TdVQ 。我不是确定为什么ArithmeticError被抛出。

实际上,我删除的约束不仅依赖于其他约束,而且由于我构建问题的方式,保证任何输入都得到满足。

于 2013-06-12T06:34:41.540 回答