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pythoncvxpy

Python CVXPY kronecker product dimensions

I am trying to optimize using cvxpy.

w=cvxpy.Variable((10,1))

cvxpy.kron(w,w)

this is not working saying that first argument should be constant,

and then I tried to use numpy

numpy.kron(w,w)

and then, it says that incompatible dimensions (10,1) (10,1)

shouldn't it work?? How should I do the kronecker product on it

Solution

  • You shouldn't be using numpy operations on cvxpy Variables. Instead you should be using cvxpy atoms whenever they are available. With numpy you can do the following:

    numpy.kron(numpy.ones((10, 1)), numpy.ones((10, 1)))

    As for the error, cvxpy is telling you that you cannot use a Variable as the first argument to cvxpy.kron. For example you can use a numpy array or a cvxpy.Parameter.

    cvxpy.kron(numpy.ones((2, 2)), w)

    Results in:

    Expression(AFFINE, UNKNOWN, (20, 2))