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pythonmathematical-optimizationgekko

GEKKO TypeError in python


suppose :

# ww is a numpy array
ww.shape
>>>(10, 1)

# C is a numpy array
C.shape
>>>(5, 10)

i want to solve a optimization problem in python with specific objective function.
Here is the code that i wrote for that purpose:

from gekko import GEKKO

m = GEKKO()
x1 = m.Var(value=0.2, lb=0, ub=1, integer=False) #float variable. Lower bound = 0, Upper Bound = 1, inirial Value = 0.2
x2 = m.Var(value=0.2, lb=0, ub=1, integer=False) #float variable. Lower bound = 0, Upper Bound = 1, inirial Value = 0.2
x3 = m.Var(value=0.2, lb=0, ub=1, integer=False) #float variable. Lower bound = 0, Upper Bound = 1, inirial Value = 0.2
x4 = m.Var(value=0.2, lb=0, ub=1, integer=False) #float variable. Lower bound = 0, Upper Bound = 1, inirial Value = 0.2
x5 = m.Var(value=0.2, lb=0, ub=1, integer=False) #float variable. Lower bound = 0, Upper Bound = 1, inirial Value = 0.2

x = [x1, x2, x3, x4, x5]

# My subjective function
m.Equation(x1 + x2 + x3 + x4 + x5 == 1)

# My specific Objective Function
## Remember that I specified about ww and C arrays right upside of these Codes
def Objective(x):
    i = 0
    j = 0
    C_b = np.zeros((1,C.shape[1])) # so C_b.shape would be (1, 10)
    
    for i in range(C.shape[1]):
        for j in range(5):
            C_b[0][i] += math.log10(x[j] * C[j,i])
    
    
    return -sum((C_b * ww)[0])


m.Obj(Objective(x))
m.solve(disp=False)

print(x1.value, x2.value, x3.value, x4.value, x5.value)

Output:

TypeError: must be real number, not GK_Operators

Picture of Error:

enter image description here

i guess this error is cause of specific objective function! because with simple objective functions like :

m.Obj(x1 + x2)

I don't get error! so I guess the error comes from specific objective function.

How can I fix this error? where is the problem?


Solution

  • The Error Fixed by changing the shape of ww.
    before fixing problem :

    ww.shape
    >>>(10, 1)
    

    fixed The problem with :

    ww.shape
    >>>(10, )
    

    Now proposed algorithm worked without any kind of error or problem. That mean it was cause of shape of ww! it fixed after I changed the shape of ww to (10, ) instead (10, 1) .

    now Suppose :

    # ww is a numpy array
    ww.shape
    >>>(10, )
    
    # C is a numpy array
    C.shape
    >>>(5, 10)
    

    Corrected & Proposed Algorithm :

    from gekko import GEKKO
    import numpy as np
    
    nd = 5
    
    m = GEKKO()
    x = m.Array(m.Var,nd,value=1/nd,lb=0,ub=1)
    m.Equation(sum(x)==1)
    
    i = 0
    j = 0
    for i in range(C.shape[1]):
        for j in range(C.shape[0]):
            m.Maximize(ww[i]*(m.log10(x[j] *C[j,i])))
            
    m.solve(disp=True)
    for i,xi in enumerate(x):
        print(i+1,xi.value)