python - 壁虎错误 : "Equation without an equality (=) or inequality (>,<)" when calling functions within constraint and objective

Question

我的代码出现以下错误，我完全不知道错误的来源:

@error: Equation Definition
Equation without an equality (=) or inequality (>,<)
true
STOPPING...

我正在寻求确定最小化函数 'was_constraint' 的结果的解决方案 'x'，但要满足由 'warf_moodys_constraint' 设置的约束。这些函数返回一个浮点值，当我将初始起始向量“x”分别传递给每个函数时，我没有收到来自这些函数的任何错误。任何人都可以请告知我可能会出错的地方吗？

def was_constraint(sol_g, df, orig):
    sol = gekko_to_numpy(sol_g)
    x1 = orig.loc["Denominator","WAS"]*orig.loc["Current","WAS"]
    x2 = (sol*df["All-In Rate"]).sum()/100
    y1 = orig.loc["Denominator","WAS"]+sum(sol)
    return y1/(x1+x2)

def warf_moodys_constraint(sol_g, df, orig):
    sol = gekko_to_numpy(sol_g)
    x1 = orig.loc["Denominator","Moodys WARF"]*orig.loc["Current","Moodys WARF"]
    x2 = sum(np.where(sol > 0, sol*df["Moody's WARF"], 0))
    y1 = orig.loc["Denominator","Moodys WARF"] +sum(np.where(sol > 0, sol, 0))
    return 3000 - (x1+x2)/y1 

def gekko_to_numpy(sol_g):
    res = np.zeros(len(sol_g))
    for i in range(len(sol_g)):
        res[i] = sol_g[i].value.value
    return res

clo_data = pd.read_excel('CLO.xlsx', sheet_name='CLO')
m = GEKKO()
x = [m.Var() for i in range(len(clo_data["Holdings"]))]

for i in range(len(clo_data["Lower Bound"])):
    x[i].lower = 0
    x[i].upper = 1000000

m.Equation(warf_moodys_constraint(x, clo_data, metrics)>=0)
m.Obj(was_constraint(x, clo_data, metrics))
m.options.IMODE = 3 #steady state optimization
m.solve()

Answer 1

您需要根据 Gekko 变量定义方程。将 Gekko 变量转换为 Numpy 数组的方法不适用于定义方程，因为 Gekko 不会对 Python 函数进行回调。

def gekko_to_numpy(sol_g):
    res = np.zeros(len(sol_g))
    for i in range(len(sol_g)):
        res[i] = sol_g[i].value.value
    return res

Gekko 构建 gk_model0.apm您可以使用 m.open_folder() 查看运行文件夹中的模型.当你用 m.solve() 解决时Gekko 将模型编译成字节码，并使用稀疏非线性求解器(例如 IPOPT)进行求解。或 APOPT .如果您不能使用 Gekko 变量，那么可能是 scipy.opitimize.minimize()函数将是更好的选择。这是一个 tutorial with that optimizer .