I am testing a linear programming functionality of PICOS.
prob = pic.Problem()
tau_pic = prob.add_variable("tau",1)
print prob
prob.solve(solver = "cvxopt")
The problem printed out is
optimization problem (LP):
1 variables, 0 affine constraints
tau : (1, 1), continuous
find vars
such that
[]
---------------------
The solution should be assignment of tau. Yet it generates error:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
<ipython-input-968-6bd799ff66cd> in <module>()
7 print prob
8
----> 9 prob.solve(solver = "cvxopt")
/home/me/anaconda2/lib/python2.7/site-packages/picos/problem.pyc in solve(self, **options)
5002 or self.options['solver'] == 'smcp'
5003 or self.options['solver'] == 'cvxopt'):
-> 5004 primals, duals, obj, sol = self._cvxopt_solve()
5005
5006 # For cplex
/home/me/anaconda2/lib/python2.7/site-packages/picos/problem.pyc in _cvxopt_solve(self)
5256 G, h, dims,
5257 self.cvxoptVars['A'],
-> 5258 self.cvxoptVars['b'])
5259 probtype = 'ConeLP'
5260
/home/me/anaconda2/lib/python2.7/site-packages/cvxopt/coneprog.pyc in conelp(c, G, h, dims, A, b, primalstart, dualstart, kktsolver, xnewcopy, xdot, xaxpy, xscal, ynewcopy, ydot, yaxpy, yscal, **kwargs)
571 if kktsolver in defaultsolvers:
572 if KKTREG is None and (b.size[0] > c.size[0] or b.size[0] + cdim_pckd < c.size[0]):
--> 573 raise ValueError("Rank(A) < p or Rank([G; A]) < n")
574 if kktsolver == 'ldl':
575 factor = misc.kkt_ldl(G, dims, A, kktreg = KKTREG)
ValueError: Rank(A) < p or Rank([G; A]) < n
Anyone know what might happen?