收到警告: warnings.warn(msg，UserWarning)

Question

我试图通过使用以下代码来使用cvxpy

变量的`#数n=len(符号)

变量向量

X=变量(N)

最小回报

req_return = 0.02

回报

ret = r.T*x

xT.Q.x格式的风险

risk = quad_form(x，C)

CVXPY问题类的核心问题定义

prob =问题(最小化(风险)、和(X)==1、ret >= req_return、x >= 0)

我收到警告

C:\Users\LENOVO\anaconda3\lib\site-packages\cvxpy\expressions\expression.py:593: UserWarning: 
This use of ``*`` has resulted in matrix multiplication.
Using ``*`` for matrix multiplication has been deprecated since CVXPY 1.1.
    Use ``*`` for matrix-scalar and vector-scalar multiplication.
    Use ``@`` for matrix-matrix and matrix-vector multiplication.
    Use ``multiply`` for elementwise multiplication.
This code path has been hit 2 times so far.

  warnings.warn(msg, UserWarning)

`

试着解决警告而不知道警告

Answer 1

它的警告意味着您的代码运行正常，所以让我们看看警告

警告告诉我们

Using ``*`` for matrix multiplication has been deprecated since CVXPY 1.1.

因此，您已经使用CVXPY版本上1.1如何解决：

    Use ``*`` for matrix-scalar and vector-scalar multiplication.
Use ``@`` for matrix-matrix and matrix-vector multiplication.
Use ``multiply`` for elementwise multiplication.

如果ret = r.T*x无法运行，您可以从CVXPY DOC中尝试ret = r.T @x