ArithmeticError导致cvxpy中出现"Rank(A) <p or Rank([G；A]) < n“错误

Question

我试图使用cvxpy (因此cvxopt)在一个具有28个节点和37条线路的相对简单的网络中对最优潮流进行建模，但得到了"Rank(A)

(使用相同的代码，我可以为具有4个节点和4条线路的简单得多的网络找到最佳解决方案。)

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

下面是回溯：

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"，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")

这有意义吗？为什么算术错误，例如OverflowError，ZeroDivisionError，FloatingPointError，除非cvxpy扩展了ArithmeticError，否则意味着问题描述得不好，即Rank(A)

Answer 1

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

实际上，我删除的约束不仅依赖于其他约束，而且保证任何输入都能满足，因为我构造问题的方式。