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improved plotting

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robertmartin8
2020-04-14 22:28:13 +08:00
parent b2969ccada
commit 4f2d76e3e7
7 changed files with 19 additions and 42 deletions
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pypfopt/base_optimizer.py
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@@ -252,8 +252,8 @@ class BaseConvexOptimizer(BaseOptimizer):
w = ef.convex_objective(logarithmic_barrier, cov_matrix=ef.cov_matrix)
:param custom_objective: an objective function to be MINIMISED. This should be written using
cvxpy atoms Should map (w, **kwargs) -> float.
:type custom_objective: function with signature (cp.Variable, **kwargs) -> cp.Expression
cvxpy atoms Should map (w, `**kwargs`) -> float.
:type custom_objective: function with signature (cp.Variable, `**kwargs`) -> cp.Expression
:param weights_sum_to_one: whether to add the default objective, defaults to True
:type weights_sum_to_one: bool, optional
:raises OptimizationError: if the objective is nonconvex or constraints nonlinear.